Re: [amibroker] Re: Set buyprice and sell price

["Louis Préfontaine" <rockprog80@xxxxxxxxx>]

Hi,

I also tried to change the periodicity of my database to 5-minute bars (because that's what they are anyway) but to use timeframe to time each and every rule and signal to 15-minute bars.  But I tried to do this and it still doesn't work:

//SetTradeDelays( 1, 1, 1, 1 );

TimeFrameSet( in5Minute);

C15= C>2.45;

TimeFrameRestore();


//BuyPrice = TimeFrameExpand (C5,in5Minute,expandFirst);

Buy = C15;
Sell=C>50;

It gives no signal at all...

Louis

2008/6/20 Louis Préfontaine <rockprog80@xxxxxxxxx>:

Hi,

I tried this as a test but it doesn't work well:

//SetTradeDelays( 1, 1, 1, 1 );

TimeFrameSet (in5Minute);

C5=Ref (C,1);

TimeFrameRestore();

BuyPrice = TimeFrameExpand (C5,in5Minute);
Buy = C>1.45;
Sell=C>50;

All my signals are based on 15-minute bars but I do have 5-minute bars in the database.  What I am trying to do is simply set the buyprice not as the close of the 15-minute bar, but as the close of the next 5-minute bar...

Louis

2008/6/20 Louis Préfontaine <rockprog80@xxxxxxxxx>:

Hi,

I mean, if I work with 15-minute bars, wouldn't it be simply more complicated to use 5-minute bars and then timeframeexpand every single rule but this particular buyprice?

Thanks,

Louis

2008/6/20 Louis Préfontaine <rockprog80@xxxxxxxxx>:

Hi,

Is it possible to do the opposite?  Or, if I use 15-minute bars (but my database is in 5-minute bars) to set the buyprice at the Close of the first of the three 5-minute bars?

Thanks,

Louis

2008/6/20 Graham <kavemanperth@xxxxxxxxx>:

You have to set your base time period to 15 minute and use 1 hour
timeframe over it

--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com

2008/6/20 Louis Préfontaine <rockprog80@xxxxxxxxx>:

> Hi,
>
> If this is not possible, I'd like to be able to set a % adjustment that
> depend on the price and liquidity of the stock. I used to set a 1%
> adjustment, but 1% of 50$ is 0.5, and no way there would be 0.5 difference
> between signal and when I buy. On the other side, 1% of 1$ is 0.1, so it
> may not be enough... Anybody thought about this?
>
> Louis
>
> 2008/6/19 Louis Préfontaine <rockprog80@xxxxxxxxx>:
>>
>> Hi,
>>
>> I am using 1-hour bars and wouldn't like to set my buyprice or sellprice
>> at the Close of the first 15-minute bars after the signal. I toyed with
>> timeframe but still not sure how to do this.
>>
>> If anyone know how to do this; this shouldn't be complicated.
>>
>> Thanks again!
>>
>> Louis

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