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Hello,
Of course it is possible to use say 1, 2, 3, 4, 5-day bars to create multiple time frame indicators in weekly resolution
but this still gives rather "slow" signals.
But please note that this way you will blend signals from just 5 different time frames compared to 360 different time frames
used to create intraday multiple time frame indicators. For this reason, this technique may not be as good when applied to EOD data.
To achieve the same fine "resolution" out of EOD data one would need
to compose daily data using 1-day upto 360-day interval or so into something like yearly bars.
To trade yearly bars one would need to have trading horizon exeeding one year.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Quad Rate Serial Abby" <quad_pumped_abby@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, November 16, 2005 1:45 AM
Subject: [amibroker] Re: TJ in Vancouver
> Hi Tomasz,
>
> Thanks. I hadn't thought about that. I have AmiQuote and have used
> lycos for real time downloads previously, but wasn't day trading so to
> speak, and stopped downloading the intraday data. Maybe I should
> consider trying that. Also, have you ever used this system to test a
> combination of daily and weekly timeframes? I Sometimes like the
> signals off weekly data for longer term trades and have tried to align
> the stars between the two using timeframe functions but without much
> success, certainly nothing like what you charts look like.
>
> Thanks,
>
> Bret
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
>>
>> Hello,
>>
>> Thanks.
>>
>> In fact you don't need real time - for this kind of analysis
>> (if you are position trader) you can get delayed intraday quotes,
>> even free from AmiQuote (Lycos), however than it would mean
>> necessity to build longer intraday histories on your own.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "Quad Rate Serial Abby" <quad_pumped_abby@xxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Wednesday, November 16, 2005 12:49 AM
>> Subject: [amibroker] Re: TJ in Vancouver
>>
>>
>> > Gee Tomasz,
>> >
>> > That presentation was so interesting now I want real time! Thanks!
>> > One more thing I have to beg my wife to allow me to do. lol.
>> >
>> > Bret.
>> >
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
>> > wrote:
>> >>
>> >> Terry,
>> >>
>> >> It was mentioned in the original presentation, but not in the article
>> >> (because it actually contains only a part of material presented at
>> > conference)
>> >> that multiple time frame indicators are to be used by POSITION/SWING
>> > traders,
>> >> replacing (or adding some more value) to daily indicators they
>> > already use.
>> >> The idea behind was that position traders usually just use EOD data
>> >> and the presentation was intended to show how position/swing trades
>> >> can use high-frequency data to improve trading results.
>> >>
>> >> With that in mind, trading horizon is not minutes, but days and even
>> > week(s).
>> >>
>> >> So you don't need to re-calculate those indicators every minute, but
>> > rather
>> >> use them at the end of the day. They can be also calculated
> intraday but
>> >> there is no point in doing so more often than for once per hour.
>> >>
>> >> Best regards,
>> >> Tomasz Janeczko
>> >> amibroker.com
>> >> ----- Original Message -----
>> >> From: "Terry" <MagicTH@xxxx>
>> >> To: <amibroker@xxxxxxxxxxxxxxx>
>> >> Sent: Tuesday, November 15, 2005 12:20 AM
>> >> Subject: [amibroker] RE: TJ in Vancouver
>> >>
>> >>
>> >> > Tomasz,
>> >> >
>> >> > I read your article. Very interesting ideas and shows off powerful
>> >> > Amibroker features nicely.
>> >> >
>> >> > One question, is this actually possible to trade on one minute bars
>> >> > since you say it takes several minutes to calculate?
>> >> >
>> >> > Terry
>> >> >
>> >> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> <amibroker@xxxx>
>> >> > wrote:
>> >> >>
>> >> >> Hello,
>> >> >>
>> >> >> I have just published the article about multiple time-frame
>> > indicators
>> >> >> that were featured in my presentation at IFTA conference.
>> >> >>
>> >> >> You can read the article here:
>> >> >> http://www.amibroker.com/docs/MTFIndicators.html
>> >> >>
>> >> >> Best regards,
>> >> >> Tomasz Janeczko
>> >> >> amibroker.com
>> >> >>
>> >> >
>> >> >
>> >> >
>> >> >
>> >> >
>> >> >
>> >> > Please note that this group is for discussion between users only.
>> >> >
>> >> > To get support from AmiBroker please send an e-mail directly to
>> >> > SUPPORT {at} amibroker.com
>> >> >
>> >> > For other support material please check also:
>> >> > http://www.amibroker.com/support.html
>> >> >
>> >> >
>> >> > Yahoo! Groups Links
>> >> >
>> >> >
>> >> >
>> >> >
>> >> >
>> >> >
>> >> >
>> >>
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> > Please note that this group is for discussion between users only.
>> >
>> > To get support from AmiBroker please send an e-mail directly to
>> > SUPPORT {at} amibroker.com
>> >
>> > For other support material please check also:
>> > http://www.amibroker.com/support.html
>> >
>> >
>> > Yahoo! Groups Links
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>>
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
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