[amibroker] Creating Multiple Time Frame Filter (Exploration)

["Amohedas" <agustins.stocks@xxxxxxxxx>]

Hi all,

I'm attempting to create a filter (or scan) that uses multiple time
frames, but it doesn't seem to be working.

The Code:

TimeFrameSet( inMonthly );

mRSI = RSI(14);
mMACD = MACD(12, 26);

TimeFrameRestore();


TimeFrameSet( inWeekly );

wRSI = RSI(14);
wMACD = MACD(12, 26);

TimeFrameRestore();


TimeFrameSet ( inDaily );

dClose = Close;

TimeFrameRestore();

Buy = mRSI >= 68 AND mMACD >= HHV(mMACD, 36) AND wRSI >= 68 AND wMACD
= MACD(12, 26) AND Close >= 10 AND Close >= HHV(Close, 6) * 0.90;

Filter = Buy;
AddColumn( Close, "Close" ); 



I looked through the results of the scan and some of the stocks don't
meet the criteria. For example ATR comes up but the weekly MACD is not
at a new High so it shouldn't have been displayed.

Any idea what's going on here?

Thanks,

Agustin




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