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

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



PureBytes Links

Trading Reference Links

Hi Graham,

Many thanks for your valuable help, I really appreciate it !
So the right code would be :

TimeFrameSet( inWeekly );

myavg = (
H+L+C)/3;
BwiH = ( (
BBandTop( myavg, 20 ,2 )- BBandBot( myavg, 20 , 2 )) / MA( myavg, 20 ) )*100;
LLVBwiH =
LLV(BwiH, 120) ;
NivH = BwiH <
Ref(LLVBwiH,-1) ;

TimeFrameRestore();

Essai =
TimeFrameExpand( NivH , inWeekly,expandFirst ) ;


One question Graham about the use of the Expandfirst.
Excerpt from the AB Help file : "Caveat : expandFirst used on price different than open may look into the future. For example if you create weekly HIGH series, expanding it to daily interval using expandFirst will enable you to know on MONDAY what was the high for entire week."

Do you think I can accurately backtest a trading system with the code above ?

Tia
Regards,
Evo1





Graham a écrit :
I get the same values for daily-weekly timeframe  and straight weekly
The code is expandlast so the relevant values for the week are the
Friday at the end of that week, and the dots continue until the
following Thursday when this weeks values are changed.
If you make it expanfirst for the chart you should get things matching
as the valu for that whole week are displayed from the beginning of
that week

--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm

On 1/7/06, Evo1 <Evo1@xxxxxxxxxxx> wrote:
  
Hi Graham,

I replace AVG with (H+L+C)/3 but the results are still wrong...

Do you have the same issue ?

Tia
Regards,
Evo1


Graham a écrit :
Evo I have run a test myself and agree that the actual weekly and
    
timeframe inweekly are giving different results, not just more weeks
showing crossed but totally different values of the indicator for the
same period
I did a test and found that the value of Avg is not correct for your
use. replace it with calculated value and the dots line up, at least
as far as using expandlast allows
myavg = (H+L+C)/3;
Va2 = ((BBandTop(myAvg,20,2)-BBandBot(myAvg,20,2))/MA(myAvg,20))*100;

I suggest you advise AAB support of this discrepancy in calculation of Avg

--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm


On 1/6/06, Evo1 <Evo1@xxxxxxxxxxx> wrote:

  
Hi Steve,
    

1) I want to display on a daily chart the lowest level of the weekly
bandwidth (over 120 periods). On the  weekly chart, it corresponds to the
green candle (see screenshot below)
Its code is :

BwiH = ( (BBandTop( Avg, 20 ,2 )- BBandBot( Avg, 20 , 2 )) / MA( Avg, 20 )
)*100 ;
LLVBwiH = Ref( LLV( BwiH, 120) ,-1 ) ;
Lowestlevel = BwiH < LLVBwiH ;

2) In order to check the sync on the daily chart, I use the following 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 );

In the screenshot, you can clearly see that the result is false : the green
arrows (daily chart) are not in sync with the green candle (weekly chart).
You can check it by yourself : in my example, I used Tektronix, ticker TEK,
market SP 500.

Thanks for your valuable help
Regards,
Evo1



Steve Dugas a écrit :
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


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

 Visit your group "amibroker" on the web.

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

 Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
 To unsubscribe from this group, send an email to:
 amibroker-unsubscribe@xxxxxxxxxxxxxxx

 Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
 Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
________________________________




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






SPONSORED LINKS
Investment management software Real estate investment software Investment property software
Software support Real estate investment analysis software Investment software

________________________________
    
YAHOO! GROUPS LINKS
  
 Visit your group "amibroker" on the web.

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

 Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
 To unsubscribe from this group, send an email to:
 amibroker-unsubscribe@xxxxxxxxxxxxxxx

 Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
 Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.

________________________________
    


------------------------ 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/
 



  


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