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OK,
thats me. Thank you for your kind words :-)
<FONT face=Arial color=#0000ff
size=2>herman.
<FONT face=Tahoma
size=2>-----Original Message-----From: finops_tonyshomework
[mailto:finops_tonyshomework@xxxxxxxxx]Sent: Tuesday, May 11, 2004
5:55 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Re: [for GARY] Foreign() in TimeFrames questionI was
trying to indicate a work called something like System Development
Tutorial. Sorry for the confusion.--- In
amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen" <psytek@xxxx>
wrote:> Thanks Tony, i will try out your technique.> >
btw, I think it wasn't me who wrote the essay on optimization... It may
have> been gary?> > herman.>
-----Original Message-----> From: finops_tonyshomework
[mailto:finops_tonyshomework@xxxx]> Sent: Tuesday, May 11,
2004 1:20 PM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] Re: [for
GARY] Foreign() in TimeFrames question> >
> I don't know if this will help, but I have had some luck
working in> multiple time frames when I create a
separate array variable for the> expansion of the
higher timeframe (daily in this case) before the>
timeframerestore() call, like so:> > // Working with
1 minute database, pick any current stock> >
CForeignMin= Foreign(Name(),"C");> CCurrentMin= C;>
> TimeFrameSet(inDaily);> >
CForeignDaily= Foreign(Name(),"C");> EXPcfd =
TimeFrameExpand(CCurrentDaily,inDaily) ;> CCurrentDaily=
C;> EXPccd = TimeFrameExpand(CForeignDaily,inDaily)
;> > TimeFrameRestore();> >
> Plot(CCurrentMin,"CCurrentMin",2,1); // origional 1
minutes> Plot( EXPcfd ,"CCurrentDaily",7,1);>
> Plot(CForeignMin,"CForeignMin",1,1); // origional 1
minutes> Plot( EXPccd ,"CForeignDaily",6,1);>
> Also, I have had very strange results WITHOUT the
"expandFirst"> argument, so I have had to use that.
But I'm not sure what you are> trying to do. My
purpose was to improve a channel breakout system by>
maintaining the low whipsaw of, say, 20 min. channel lines,
while> improving the price when buying the close of a bar
crossing the> channel line, by using a shorter time frame
for the bars, say, 5> min. For this purpose the
"expandFirst" argument did the trick.> > But I am
new to Amibroker, so I apologize if this is all mistaken.>
BTW, your essay on optimization is really great, thanks.> >
> > > > > > > >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Herman van
den Bergen"> <psytek@xxxx> wrote:>
> Hi Gary,> >> > I am still
struggling with my Foreign problem, would you be
willing> to help> > me out once
more? Clould you copy the code below in an indicator> and
apply> > it, use any stock you like. Do you see anything
wrong with my code?> I cannot> >
get the Foreign() to work properly. See the Blue line below?
That> is what I> > get when i use
minute prices retrieved with Foreign() and switch> the to
the> > Daily TimeFrame. Your help is much
appreciated!> > herman.>
>> >> >>
> // Working with 1 minute database, pick any current
stock> > TimeFrameSet(in1Minute); //
redundent...> > CForeignMin=
Foreign(Name(),"C");> > CCurrentMin=
C;> >> >
TimeFrameSet(inDaily);> > CForeignDaily=
Foreign(Name(),"C");> > CCurrentDaily=
C;> >> >
TimeFrameRestore();> >> >
Plot(CCurrentMin,"CCurrentMin",2,1); // origional 1
minutes> >
Plot(TimeFrameExpand(CCurrentDaily,inDaily),"CCurrentDaily",7,1);>
>> > Plot(CForeignMin,"CForeignMin",1,1); //
origional 1 minutes> >
Plot(TimeFrameExpand(CForeignDaily,inDaily),"CForeignDaily",6,1);>
>> >> >>
>> >> >>
> -----Original Message----->
> From: Gary A. Serkhoshian
[mailto:serkhoshian777@xxxx]> > Sent:
Monday, May 10, 2004 9:15 PM> > To:
amibroker@xxxxxxxxxxxxxxx> > Subject: Re:
[amibroker] Foreign() in TimeFrames question>
>> >> >
Herman,> >> > I ran
your code with ES #F (don't have QQQ), and it>
> ran perfectly in 1 min and daily.>
>> > Regards,>
> Gary> >>
>> > --- Herman van den Bergen
<psytek@xxxx> wrote:> > > Can
somebody explain how to use Foreign() and/or>
> > SetForeign() in Time>
> > Frames?> >
>> > > We setting the current stock to
the QQQ and setting> > > AA Periodicity
to Daily> > > the code below gives
expected results with and> > > without
the Foreign()> > > statement. However
when setting my AA Periodicity to> > >
1Minute the system> > > doesn't seem to
work.> > >>
> > Can Foreign() and SetForeign() be used
within> > >
TimeFrames?> > >>
> > Thanks for any help you can give!>
> > herman.> >
>> > >>
> >> >
------------------------------------------------------------------>
--------> > --> > >
----> > >>
> > TimeFrameSet(inDaily);>
> > SetForeign("QQQ"); //
<<<<<<<<<<<<<<<<<<<>
> > Buy=Cross( MACD(), Signal() );>
> > Sell = Cross( Signal(), MACD() );>
> > TimeFrameRestore();> >
> Buy=TimeFrameExpand(Buy,inDaily);> >
> Sell=TimeFrameExpand(Sell,inDaily);> >
> Short=Sell;> > >
Cover=Buy;> > >>
> >> >
------------------------------------------------------------------>
--------> > --> > >
----> > >>
> >> >
>> >> >>
>> >> >>
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