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

[amibroker] Re: Trade Signals in different time frames



PureBytes Links

Trading Reference Links

I made that correction, but the backtest only generates one trade,
although I can see in that there are more situations when the three
conditions are true (through the plot functions).
Maybe this has to do with backtest settings?

 thanks 


--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> these muswt be same as the timeframeset
> 
> cond115m=TimeFrameExpand(cond1,inHourly);
> cond215m=TimeFrameExpand(cond2,inHourly);
> 
> -- 
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
> 
> 
> 
> On 24/03/07, pmxgs <pmxgs@xxx> wrote:
> > Hi,
> >
> >  I'm having trouble getting this trade signals to work, I hope you can
> > help me.
> >  My data is in 15 min bars. The first two conditions are checked in
> > hourly bars and the third is checked in 15 min bars.
> > AFL code is like these (I added the plots tto see if the conditions
> > were correctly checked):
> > Unfortunately it only generates one trade, although there are several
> > times when the three conditions are true.
> > Can someone tell me why this happens?
> > Maybe the time frame functions are not properly used.
> >
> > TimeFrameSet(inHourly);
> > cond1=C>EMA(C,20);
> > cond2=Ref(MACD(),-2)>0 AND Ref(MACD(),-2)>0;\\2 previous period macd
> > \\above zero
> > TimeFrameRestore();
> > Cond3=C<EMA(C,20);
> > cond115m=TimeFrameExpand(cond1,in15Minute);
> > cond215m=TimeFrameExpand(cond2,in15Minute);
> > Buy=cond115m AND cond215m AND Cond3;
> > Sell=0;
> > Plot(Cond115m,"cond115m",colorGreen);
> > Plot(Cond215m,"cond215m",colorBlue);
> > Plot(Cond3,"cond3",colorRed);
> >
> > thanks
>




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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

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/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> 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/