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You can not get intraday data from daily bars (as
you have said the information is not there).
You need to work with intraday data base .. which
will limit your data length of course.
----- Original Message -----
Sent: Friday, February 22, 2008 7:14
AM
Subject: [amibroker] Help - TimeFrameSet,
Please
Hi,
I want to write simple system working on dayily bars. I
want to take LONG when price = OPEN+15 or take SHORT when price = OPEN-15. But
I have problem: how can I check on historical data what is first: OPEN+15 or
OPEN-15. Days bar don't have this information and this is why in those
specific days I want to change TimeFrame to 1minute bars or 1Hours bars. But I
don't know how to do that :-(
Could anybody help me with that
?
Regards
// set Automatic
Analysis / Setting / Periodicity = Daily
!!!!!!!!!!!!!
SetBarsRequired(100000,100000); // require all past and all
future bars
SetOption("InitialEquity", 10000
);
SetOption("MaxOpenPositions", 100
);
SetTradeDelays(0,0,0,0);
SetOption("FuturesMode",
True);
SetOption("ReverseSignalForcesExit",
True);
SetOption("AllowPositionShrinking",
True);
SetOption("AccountMargin",
100);
SetOption("UsePrevBarEquityForPosSizing",
False);
SetOption("AllowSameBarExit", True); // aby by³o wiêcej niz jeden
sygnal na swieczce !
Buy = Sell = Cover = Short = 0;
BuyPrice =
SellPrice = CoverPrice = ShortPrice = 0;
w1=15;
for( i = 1; i
< BarCount; i++ )
{
if
((Open[i] + w1 <= High[i]) && (Open[i] - w1 >=
Low[i]))
{
//
HELP HELP HELP HELP HELP HELP HELP HELP HELP
// HELP HELP HELP HELP HELP HELP HELP HELP
HELP
// HELP HELP HELP HELP HELP HELP
HELP HELP HELP
// long or
short
// how can I switch to 15 minut
data and check what is first: long or short position on this day
?
/*
TimeFrameSet
(inHourly);
HourOpen =
Open;
HourClose =
Close;
HourDateTime=
DateTime();
TimeFrameRestore
();
HourOpen =
TimeFrameExpand( HourOpen , inDaily );
HourClose = TimeFrameExpand( HourClose ,
inDaily );
HourDateTime = TimeFrameExpand( HourDateTime, inDaily );
for (number=1; number<5;
number++) {
_TRACE("# ,"+NumToStr(HourDateTime[number],formatDateTime)+" <aa>
"+ii+", "+NumToStr(HourOpen[number],1.0,False));
}
*/
}
else
{
if
(Open[i] + w1 <= High[i]) {
// now long position
Buy[i] = True;
BuyPrice[i]=Open[i] +
w1;
Sell[i] =
True;
rice[i]=Close[i];
}
if (Open[i] - w1 >= Low[i])
{
// now Short
position
Short[i]
= True;
ShortPrice[i]=Open[i] - w1;
Cover[i] = True;
CoverPrice[i]=Open[i] - w1;
}
}
}
Filter = ((BuyPrice >
0) || (ShortPrice > 0));
AddColumn(BuyPrice, "BuyPrice",
format=1.0);
AddColumn(ShortPrice, "ShortPrice",
format=1.0);
GraphXSpace =
10;
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title =
StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g
(%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue(
ROC( C, 1 )) ));
_N(Title = Title + EncodeColor(colorRed));
Plot( C,
"Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style")
| GetPriceStyle() );
PlotShapes(Buy*shapeUpArrow,colorGreen,0,Low);
PlotShapes(Short*shapeDownArrow,
colorRed, 0, High);
PlotShapes(Sell*shapeHollowDownArrow,colorGreen,0,High
+12);
PlotShapes(Cover*shapeHollowUpArrow, colorRed, 0, Low
-12);
__._,_.___
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