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[amibroker] Re: Multi Timeframe Question



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Maybe thats beacuse you have left PlotShapes () outside the loop.

you may want to try anthoer way: 
Detecting when a new timeframe begins by identifying a change in a 
respective value :

TimeFrameSet(in15Minute);
LongSetup15min = Random(1)>=0.3;
shortSetup15min = Random(1)>=0.3;
TimeFrameRestore();
LongSetup15min = TimeFrameExpand (LongSetup15min, in15Minute);
shortSetup15min = TimeFrameExpand (shortSetup15min, in15Minute);

TimeFrameSet(in5Minute);
LongSetup5min= Random(1)>=0.3;
shortSetup5min= Random(1)>=0.3;
detect = C;
TimeFrameRestore();
LongSetup5min= TimeFrameExpand (LongSetup5min, in5Minute);
shortSetup5min= TimeFrameExpand (shortSetup5min, in5Minute);
detect= TimeFrameExpand (detect, in5Minute);
Condition = Ref(detect, -1)!= detect;

Buy = LongSetup15min && LongSetup5min && Condition;
Short = shortSetup15min && shortSetup5min && Condition;
PlotShapes(Buy * shapeUpArrow, colorGreen, 0, L);
PlotShapes(Short* shapeDownArrow, colorRed, 0, H);





--- In amibroker@xxxxxxxxxxxxxxx, Ed Middleton <jjj_98@xxx> wrote:
>
> apfxtrader,
>  
> Ooops, I thought it was working ok but it only is grabbing the long 
and short trades that line up on the 55 minute time frame and not any 
of the others.  Not sure why this is.  From the code it looks like it 
will check for a buy every 1 minute or whatever my base timeframe is  
and execute only when the 5 minute entrylong is true and the 
condition is true.
>  
> Got any thoughts on what might be happening?  Here's my code below:
>  
> 
> for(j=0;j<12;j++)
> 
> {
> 
> EntryTimeCondition = (Minute() == (4 + j*5));
> 
> Buy = TimeFrameExpand(LongSignal, in5Minute) AND 
TimeFrameExpand(SignalLatchLong, in15Minute)
> 
> AND (TimeNum()>93400) AND (TimeNum() <153000) AND 
EntryTimeCondition;
> 
> Short = TimeFrameExpand(ShortSignal, in5Minute) AND 
TimeFrameExpand(SignalLatchShort, in15Minute)
> 
> AND (TimeNum()>93400) AND (TimeNum() <153000) AND 
EntryTimeCondition;
> 
> }
> 
>   ----- Original Message ----- 
>   From:   apfxtrader   
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Thursday, June 21, 2007 4:48   PM
>   Subject: [amibroker] Re: Multi Timeframe   Question
>   
> 
>         
> Just an idea:
> 
> TimeFrameSet(in5Minute);
> entryLong =   Cross(MACD(), Signal());
> TimeFrameRestore();
> entrylong =   TimeFrameExpand (entrylong, in5Minute, expandFirst);
> 
> for ( i = 0;   i< 12; i++)
> {
> Condition = Minute() == i*5 ;
> Buy = entrylong   && Condition;
> PlotShapes(Buy * shapeUpArrow, colorGreen, 0,   L);
> }
> 
> Plot( C, "", 39, styleBar);
> 
> --- In amibroker@xxxxxxxxxxxxxxx,   "jjj_98" <jjj_98@> wrote:
> >
> > Hi,
> > 
> > I've   got a program running that I only want to "buy" or "short" 
at 
> the 
> >   end of each 5 minute bar. My larger timeframe is 15 minutes and 
I 
> use   
> > those signals to select which 5 minute signals to go with. I 
run   
> the 
> > progam on 1 minute time basis for stops and profit target   
> accuracy. Is 
> > there a way in the code to have the buy and short   entries 
triggered 
> > only on the end of each 5 minute bar.
> >   
> > What is happening now is that say I exit a signal on a trailing   
> stop at 
> > 2:02 pm. At 2:03 I get another signal based on the 15   minute 
and 5 
> > minute signals generated at 2:00 pm rather. what I'd   like is 
for 
> the 
> > next entry to use the 2:05 pm 5 minute signal   with the 2:00 pm 
15 
> > minute signal.
> > 
> > Can you   help,
> > 
> > Fred
> >
> 
> 
> 
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>        
> ---------------------------------
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