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Evo,
Sorry, I don't have the time to run your code and
inspect all the results, but in my experience I have found that TimeFrame
functions work OK.
General Question: Why would you expect daily and
weekly bars to yield the same events at the same time? They are basically two
different sets of bars and in each timeframe the bars will not necessarily
produce the same signals at the same time - for example, many people trade
weekly bars for that reason - they are often smoother and do not generate
as many false signals/whipsaws as daily bars.
A method I like to use sometimes is to create the
weekly bars, expand them and plot them as candles (colorWhite), then plot daily
candles over them (colorBlack). It is interesting to see how much noise in the
daily bars gets eliminated in the weekly bars. Perhaps in this way you will be
able to see how some of the daily signals also get eliminated in the weekly
bars.
Steve
----- Original Message -----
Sent: Thursday, January 05, 2006 6:25
AM
Subject: [amibroker] Please, Help Me
!...
Hi all,
I have a big problem with the "Multiple Time
Frame" functions : I have been sweating on this issue for one week but my
results are still false.
The code
:
=========================================================
TimeFrameSet(
inWeekly );
BwiH = ( (BBandTop( Avg, 20 ,2 )- BBandBot( Avg, 20 , 2 ))
/ MA( Avg, 20 ) )*100;
LLVBwiH = Ref(LLV(BwiH, 120),-1) ;
NivH = BwiH
< LLVBwiH;
TimeFrameRestore();
NivH = TimeFrameExpand( NivH ,
inWeekly
);.
===========================================================
When
I display two charts of the same security (i.e a weekly chart and a daily
chart) the results are not in accordance !!!
Sometimes it is worse
because nothing is displayed... I used the plotshapes to check my
code.
For instance, Tektronix (ticker : TEK - market : SP 500), 2
charts displayed (weekly and daily) :
1) On the weekly chart, the last
time the condition were true it occurred on 11/18/2005. The most important
thing is that this condition is true during 1 week (i.e. 1 bar).
Logically on my daily chart, I should only have my signal at the end of this
week (i.e. friday).
2) BUT WHEN I display the daily chart, the
condition is true during 3 weeks !!!.
In all, I have 9 arrows
!!!
Any help would be greatly appreciated,
Regards,
Evo1
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