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in short one normally only has a limited amount of
intraday data from eSignal. If your calculation needs 250 bars of EOD data then
it can't be done. However because Amibroker allows for mixed intraday/EOD data
it should be possible. The code below shows that Amibroker does only
display these data and not use them for calculations. If you display
Daily data in mixed mode the chart will show buy and short
triangles. Displaying hour or minute charts will not show any signals because it
will not use the EOD data but the intraday data for the calculation. To generate
the signals I need to use the EOD data for the calculation since I do not have
sufficient intraday data .... Not possible?
rgds, Ed
// set
timeframe
TimeFrameSet(
inDaily );
tt = NumDownBars
= BarsSince( C >= Ref(C,-1));
ss = NumUpBars = BarsSince( C <= Ref(C,-1));
bc1 = tt >= 2 AND C > MA(C,250);
Buy = bc1;
Buy = Ref(Buy,-1);
sc1 = ss >= 2 AND
C < MA(C,250);
Short = sc1;
Short = Ref(Short,-1);
// restore to current time
frame
TimeFrameRestore();
// expand arrays
Buy = TimeFrameExpand( Buy, inDaily );
BuyPrice = IIf( Buy,Ref(C,-1),0);
Short = TimeFrameExpand( Short, inDaily );
ShortPrice = IIf(Short,Ref(C,-1),0);
GraphXSpace = 5;
SetChartOptions(0,
chartShowDates);
Plot(C,"C",1,64);
Title=Name()+
", O: "+WriteVal(O)+ ", H: "+WriteVal(H)+ ", L: "+WriteVal(L)+ ", C: "+WriteVal(C);
PlotShapes(IIf(Buy,shapeUpTriangle,0),colorWhite, layer = 0, yposition = BuyPrice, offset = 0 );
PlotShapes(IIf(Short,shapeDownTriangle,0),colorLightBlue, layer = 0,
yposition = ShortPrice, offset = 0
)
----- Original Message -----
Sent: Monday, May 21, 2007 12:01 PM
Subject: [amibroker] mixed intraday /
EOD, eSignal
hi,
I am doing some backtests to finetune the entries
of an EOD system. Therefor I generate the signals using EOD data and use these
signals to find an intraday entry. I use the mixed intraday/EOD mode
(eSignal data). The EOD data show up nicely in the chart however for the
calculations the are not used. So if I implement in the code:
TimeFrameSet( inDaily
):
the do my EOD signal calculations
here
TimeFrameRestore();
continue in the intraday timeframe. When in the
intraday timeframe it can however not see the signals calculated in the Daily
timeframe. I use a moving average with a long period and therefor it does not
find signals because the intraday data not have enough days. The EOD data have
enough days but apparently they are not used in the calculation.
Is there a trick so that they will be used in the
calculation also and not just for display purposes in the chart?
thanks, Ed
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