Graham, Thanks, I tried it,
but no change, I must still not be seeing something.
Mike
_SECTION_BEGIN("MultipleTimeFrameATR");
TimeFrameSet(in1Minute);
ATRM=ATR(5);
TimeFrameRestore();
TimeFrameSet(inHourly);
ATRH=ATR(5);
TimeFrameRestore();
TimeFrameSet(inDaily);
ATRD=ATR(5);
TimeFrameRestore();
Plot(TimeFrameExpand(ATRM,in1Minute),"ATRMinute",colorBrightGreen,512);
Plot(TimeFrameExpand(ATRh,in1Minute),"ATRHourly",colorBlue,512);
Plot(TimeFrameExpand(ATRd,in1Minute),"ATRHourly",colorViolet,512);
_SECTION_END();
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Graham
Sent: Saturday, April 01, 2006
10:01 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Multiple
Time Frame ATR on Futures - Help Please
Mike, you need to expand the compressed data out to match the chart bar
times
eg
Plot(timeframeexpand(ATRM,in1Minute),"ATRMinute",colorBrightGreen,512);
--
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 4/2/06, Mike Mann <m3m@xxxxxxxxxxxxx>
wrote:
> I was trying to calculate ATR for multiple
time frames. I expected
> the code to produce ATR's of different
magnitudes across the chart
> history (I am using IB plugin to generate
futures data history).
> The minute time frame worked as
expected. The hour and day ATR's
> were varying a great deal minute to minute
and only being calculated
> on the last day of the history. An
unexpected result and I can't
> see what I don't see.
>
> Thank you for your time, interest and
help. There is a screen shot
> of what my computer generates in Photos,
MikeMann Album, MTFATR.
>
> Thanks again,
>
> Mike
>
>
>
_SECTION_BEGIN("MultipleTimeFrameATR");
>
> TimeFrameSet(in1Minute);
> ATRM=ATR(5);
> TimeFrameRestore();
>
> TimeFrameSet(inHourly);
> ATRH=ATR(5);
> TimeFrameRestore();
>
> TimeFrameSet(inDaily);
> ATRD=ATR(5);
> TimeFrameRestore();
>
>
Plot(ATRM,"ATRMinute",colorBrightGreen,512);
>
Plot(ATRH,"ATRMinute",colorBlue,512);
>
Plot(ATRD,"ATRDaily",colorViolet,512);
>
> _SECTION_END();
>
>
>
>
>
>
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