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

[amibroker] Re: Multi Timeframe Question



PureBytes Links

Trading Reference Links

Or better use:

Condition = IIf ( Minute() == 4 + 0*5, True,
IIf ( Minute() == 4 + 1*5, True,
IIf ( Minute() == 4 + 2*5, True,
IIf ( Minute() == 4 + 3*5, True,
IIf ( Minute() == 4 + 4*5, True,
IIf ( Minute() == 4 + 5*5, True,
IIf ( Minute() == 4 + 6*5, True,
IIf ( Minute() == 4 + 7*5, True,
IIf ( Minute() == 4 + 8*5, True,
IIf ( Minute() == 4 + 9*5, True,
IIf ( Minute() == 4 + 10*5, True,
IIf ( Minute() == 4 + 11*5, True,False))))))))))));



----------------------------------------------------------------------

--- In amibroker@xxxxxxxxxxxxxxx, "apfxtrader" <apforex@xxx> wrote:
> 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@> 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
> > >
> > 
> > 
> > 
> >    #ygrp-mlmsg {	FONT-SIZE: small; FONT-FAMILY: 
> arial,helvetica,clean,sans-serif}#ygrp-mlmsg TABLE {	}#ygrp-mlmsg 
> SELECT {	FONT: 99% arial,helvetica,clean,sans-serif}INPUT 
> {	FONT: 99% arial,helvetica,clean,sans-serif}TEXTAREA {	FONT: 
> 99% arial,helvetica,clean,sans-serif}#ygrp-mlmsg PRE {	FONT: 
100% 
> monospace}CODE {	FONT: 100% monospace}#ygrp-mlmsg * {	LINE-
> HEIGHT: 1.22em}#ygrp-text {	FONT-FAMILY: Georgia}#ygrp-text P 
> {	MARGIN: 0px 0px 1em}#ygrp-tpmsgs {	CLEAR: both; FONT-
> FAMILY: Arial}#ygrp-vitnav {	FONT-SIZE: 77%; MARGIN: 0px; PADDING-
> TOP: 10px; FONT-FAMILY: Verdana}#ygrp-vitnav A {	PADDING-
> RIGHT: 1px; PADDING-LEFT: 1px; PADDING-BOTTOM: 0px; PADDING-TOP: 
> 0px}#ygrp-actbar {	CLEAR: both; MARGIN: 25px 0px; COLOR: #666; 
> WHITE-SPACE: nowrap; TEXT-ALIGN: right}#ygrp-actbar .left {	
> FLOAT: left; WHITE-SPACE: nowrap}..bld {	FONT-WEIGHT: 
> bold}#ygrp-grft {	PADDING-RIGHT: 0px; PADDING-LEFT: 0px; FONT-
> SIZE: 77%; PADDING-BOTTOM: 15px; PADDING-TOP: 15px; FONT-FAMILY:
> >  Verdana}#ygrp-ft {	PADDING-RIGHT: 0px; BORDER-TOP: #666 1px 
> solid; PADDING-LEFT: 0px; FONT-SIZE: 77%; PADDING-BOTTOM: 5px; 
> PADDING-TOP: 5px; FONT-FAMILY: verdana}#ygrp-mlmsg #logo {	
> PADDING-BOTTOM: 10px}#ygrp-vital {	PADDING-RIGHT: 0px; PADDING-
> LEFT: 8px; MARGIN-BOTTOM: 20px; PADDING-BOTTOM: 8px; PADDING-TOP: 
> 2px; BACKGROUND-COLOR: #e0ecee}#ygrp-vital #vithd {	FONT-WEIGHT: 
> bold; FONT-SIZE: 77%; TEXT-TRANSFORM: uppercase; COLOR: #333; FONT-
> FAMILY: Verdana}#ygrp-vital UL {	PADDING-RIGHT: 0px; PADDING-
> LEFT: 0px; PADDING-BOTTOM: 0px; MARGIN: 2px 0px; PADDING-TOP: 
> 0px}#ygrp-vital UL LI {	CLEAR: both; BORDER-RIGHT: #e0ecee 
1px solid; 
> BORDER-TOP: #e0ecee 1px solid; BORDER-LEFT: #e0ecee 1px solid; 
BORDER-
> BOTTOM: #e0ecee 1px solid; LIST-STYLE-TYPE: none}#ygrp-vital UL LI
>  .ct {	PADDING-RIGHT: 0.5em; FONT-WEIGHT: bold; FLOAT: 
right; WIDTH: 
> 2em; COLOR: #ff7900; TEXT-ALIGN: right}#ygrp-vital UL LI .cat 
{	FONT-
> WEIGHT: bold}#ygrp-vital A {	TEXT-DECORATION: none}#ygrp-vital 
> A:hover {
> > 	TEXT-DECORATION: underline}#ygrp-sponsor #hd {	FONT-SIZE: 
> 77%; COLOR: #999}#ygrp-sponsor #ov {	PADDING-RIGHT: 13px; PADDING-
> LEFT: 13px; MARGIN-BOTTOM: 20px; PADDING-BOTTOM: 6px; PADDING-TOP: 
> 6px; BACKGROUND-COLOR: #e0ecee}#ygrp-sponsor #ov UL {	PADDING-
> RIGHT: 0px; PADDING-LEFT: 8px; PADDING-BOTTOM: 0px; MARGIN: 0px; 
> PADDING-TOP: 0px}#ygrp-sponsor #ov LI {	PADDING-RIGHT: 0px; 
PADDING-
> LEFT: 0px; FONT-SIZE: 77%; PADDING-BOTTOM: 6px; PADDING-TOP: 6px; 
> LIST-STYLE-TYPE: square}#ygrp-sponsor #ov LI A {	FONT-SIZE: 
> 130%; TEXT-DECORATION: none}#ygrp-sponsor #nc {	PADDING-
RIGHT: 8px; 
> PADDING-LEFT: 8px; MARGIN-BOTTOM: 20px; PADDING-BOTTOM: 0px; 
PADDING-
> TOP: 0px; BACKGROUND-COLOR: #eee}#ygrp-sponsor .ad {	PADDING-
> RIGHT: 0px; PADDING-LEFT: 0px; PADDING-BOTTOM: 8px; PADDING-TOP: 
> 8px}#ygrp-sponsor .ad #hd1 {	FONT-WEIGHT: bold; FONT-SIZE: 100%; 
> COLOR: #628c2a; LINE-HEIGHT: 122%; FONT-FAMILY: Arial}#ygrp-sponsor
>  .ad A {	TEXT-DECORATION: none}#ygrp-sponsor .ad A:hover 
> {	TEXT-DECORATION:
> >  underline}#ygrp-sponsor .ad P {	MARGIN: 0px}o {	FONT-SIZE: 
> 0px}..MsoNormal {	MARGIN: 0px}#ygrp-text TT {	FONT-SIZE: 
> 120%}BLOCKQUOTE {	MARGIN: 0px 0px 0px 4px}..replbq {	}
> >        
> > ---------------------------------
> > Choose the right car based on your needs.  Check out Yahoo! Autos 
> new Car Finder tool.
> >
>




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/