|
PureBytes Links
Trading Reference Links
|
Thanks Tomasz, that is as I suspected. As I said I have tried
combining daily and weekly signals to not much benefit. Thanks for
confirming my suspiscions.
Bret
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
>
> 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@xxxx>
> 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
> >
> >
> >
> >
> >
> >
> >
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> 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/
|