Re: [amibroker] mixed intraday / EOD, eSignal, AmiBroker Email List Archive

Ed,

Here is an idea: Perhaps you could generate an ATC ticker of the daily indicator, read in the values with foreign, then time expand each bar to match up to your intraday bars --you will only have one number per day.

Dennis

On May 21, 2007, at 9:27 AM, Edward Pottasch wrote:

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 -----

From: Edward Pottasch

To: amibroker@xxxxxxxxxps.com

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