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This is sooo weird!
With this formula
//SetTradeDelays( 1, 1, 1, 1 );
TimeFrameSet( in15Minute);
test = C>2.3;
TimeFrameRestore();
C15_1 = TimeFrameCompress( Close, in15Minute, compressOpen );
//BuyPrice = TimeFrameExpand (C5,in5Minute,expandFirst);
Buy = test; Sell=C>50;
scanned on a stock which was over 2.30 and under 10 from September 2007 until now, there is absolutely no signal.. until 2008-02-12 at 14:45 and then there is a signal every 15-minute bar... So weird!!
Louis
2008/6/20 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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