[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Using timeframeset with looping code



PureBytes Links

Trading Reference Links

Sorry should have put in the way I found to do it
I recalled that timeframe functions compress the data into the last
bars of the chart, so I had to start the loop from the first bar of
the actual weekly data within the daily chart bars

numweeks = LastValue( Cum( DayOfWeek()>Ref(DayOfWeek(),1) ) );

TimeFrameSet(inWeekly);
//x[BarCount-numweeks-1]=C[BarCount-numweeks-1];
x[0]=C[0];
//for(i=1;i<BarCount;i++)

for(i=BarCount-numweeks;i<BarCount;i++)
{
if(C[i]>x[i-1])
{
x[i]=C[i];
}
else
{
x[i]=x[i-1];
}
}

TimeFrameRestore();

xx = TimeFrameExpand( x, inWeekly );

Filter=1;
AddColumn(C,"close",1.3);
AddColumn(x,"x",1.3);
AddColumn(xx,"xx",1.3);


On Sun, 10 Oct 2004 13:43:35 +0200, ed nl <ed2000nl@xxxxxxx> wrote:
> 
> Graham,
> 
> I was just looking at it and I couldn't figure it out myself .... even though I have written a similar program (see: http://www.amibroker.com/library/detail.php?id=357)
> 
> I rewrote your code but for some reason xx and xxx stay the same. What was the cause of the problem? Must be some detail right?
> 
> rgds, Ed
> 
> SetBarsRequired(100000,100000);
> 
> TimeFrameSet( inWeekly );
> 
> xx = C; xx = 0;
> xx[ 0 ] = C[ 0 ];
> 
> for(i = 1; i < BarCount; i++) {
> 
> if(C[ i ] > xx[ i - 1 ]) {
> 
>  xx[ i ] = C[ i ];
> 
> } else {
> 
>  xx[ i ] = xx[ i - 1 ];
> 
> }
> 
> }
> 
> // restore to current timeframe
> TimeFrameRestore();
> 
> // expand weekly data arrays to current time frame
> xxx = TimeFrameExpand( xx, inWeekly );
> 
> Filter=1;
> AddColumn(C,"close",1.3);
> AddColumn(xx,"xx",1.3);
> AddColumn(xxx,"xx",1.3);
> 
> Plot(C,"",colorWhite,64);
> 
> // expanded to daily
> Plot(xxx,"",colorBlue,1);
> 
> // weekly
> Plot(xx,"",colorBrightGreen,1);
> 
> 
>  ----- Original Message -----
>  From: kavemanperth
>  To: amibroker@xxxxxxxxxxxxxxx
>  Sent: Sunday, October 10, 2004 1:40 PM
>  Subject: [amibroker] Re: Using timeframeset with looping code
> 
>  No problems, why is it after scratching my head for weeks on this,
>  that after giving up and asking for help I work it out.
> 
>  graham
> 
>  --- In amibroker@xxxxxxxxxxxxxxx, kaveman perth <kavemanperth@xxxx>
>  wrote:
>  > I cannot seem to get the timeframeset to work with any code that
>  contains loops.
>  > I want to explore on weekly values for setups, then trade on daily
>  > values breaking the weekly setups. This is especially important as
>  I
>  > am trying to backtest for this code. Rather than post a long code
>  that
>  > would take time to work through I have put together a simple
>  formula
>  > that will return the highest close, just purely as an example. I
>  can
>  > get values if I set the AA settings to weekly, but if put to daily
>  I
>  > get empty cells in the exploration.
>  > Can someone help me on how to get this to work
>  >
>  > TimeFrameSet(inWeekly);
>  > x[0]=C[0];
>  > for(i=1;i<BarCount;i++)
>  > { if(C[i]>x[i-1])
>  > { x[i]=C[i];
>  > }
>  > else
>  > { x[i]=x[i-1];
>  > } }
>  > TimeFrameRestore();
>  >
>  > xx = TimeFrameExpand( x, inWeekly );
>  >
>  > Filter=1;
>  > AddColumn(C,"close",1.3);
>  > AddColumn(x,"x",1.3);
>  > AddColumn(xx,"xx",1.3);
>  >
>  > --
>  > Cheers
>  > Graham
>  > http://e-wire.net.au/~eb_kavan/
> 
>  Check AmiBroker web page at:
>  http://www.amibroker.com/
> 
>  Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> 
> 
>        Yahoo! Groups Sponsor
>              ADVERTISEMENT
> 
> ------------------------------------------------------------------------------
>  Yahoo! Groups Links
> 
>    a.. To visit your group on the web, go to:
>    http://groups.yahoo.com/group/amibroker/
>      
>    b.. To unsubscribe from this group, send an email to:
>    amibroker-unsubscribe@xxxxxxxxxxxxxxx
> 
>    c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
> 
> 
> [Non-text portions of this message have been removed]
> 
> 
> 
> 
> 
> Check AmiBroker web page at:
> http://www.amibroker.com/
> 
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
> 
> 
> 
> 
> 


-- 
Cheers
Graham
http://e-wire.net.au/~eb_kavan/


------------------------ Yahoo! Groups Sponsor --------------------~--> 
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/