Re: [amibroker] Please, Help Me !...

["Steve Dugas" <sjdugas@xxxxxxxxxxx>]

Sorry Evo, guess I misunderstood...

 

Looks like your trouble may be use of Ref() function? I think it will shift the array by one bar in both timeframes, removing a week's worth of data in one case but only a day's worth in the other, causing loss of sync. You could try using Ref( ...,-5 ), but then there are the 4-day weeks...   Or you could try expanding the weekly bars before operating on them....    What exactly are you looking to do?

 

Steve 

----- Original Message -----

From: Evo1

To: amibroker@xxxxxxxxxxxxxxx

Sent: Thursday, January 05, 2006 5:18 PM

Subject: Re: [amibroker] Please, Help Me !...

Hi Steve,

There must be some misunderstanding : I do not expect daily and weekly bars to yield the same result, I expect them to be synchronized.

1 weekly bar = 5 daily bars (generally speaking).
Close of the weekly bar = Friday of the daily bar (generally speaking).

I you have the time, do test my code with any stock you want and you will check by yourself that the results are false : I mean they are not synchronized at all.
I must add it is Tomasz himself who gave the code to me but unfortunately the result is still inaccurate.

Out of curiosity, I tested the accuracy between weekly MA crossovers and their corresponding results on daily charts and everything worked fine : on daily charts, the signal (i.e the weekly crossover) is correctly displayed (i.e.. the last daily bar of the week).

BUT if you take my code which combines LLV, REF and multiple time frame functions, everything is WRONG : nothing matches.

Thanks for you help,
Regards
Evo1




Steve Dugas a écrit :

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 -----

From: Evo1

To: amibroker@xxxxxxxxxxxxxxx

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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