> Hi Barry,
>
> Thank you for your reply. This is a tough nut to crack for me.
>
> I am using 5-minute bars in my database, so this shouldn't be a problem.
>
> I want to look ahead for this particular reason: I want to set the buyprice
> at the close of the first 5-minute bar out of the next 15-minute bar. If I
> have a signal at 10:00, I want the price to be the close at 10:00. I
> understand that I must work in 5-minute bars to do this because I can't go
> from 15 to 5 but only from 5 to 15, but does it mean I would have to
> compress all my data because everything else is based on 15-minute bars?
>
> The Buy>1.45 and Sell<50 is simply to see if the code works. Of course it
> would give me signals everywhere, but I want to see if the signals are at
> the right place. Right now, it simply does not work at all.
>
> I tried this, based on your own formula, butit still isn't it:
>
>
> TimeFrameSet( in15Minute);
>
> test = C>2;
>
> TimeFrameRestore();
>
> test2 = TimeFrameExpand(test, in15Minute);
>
> Buy = test2;
> Sell=C>10;
>
> I'm really confused. All I want to do is to be able to work with 15-minute
> bars and set a buyprice at 5-minute bar Close after the signal. If I need
> to set the periodicity to 5-minute bars and compress each and every signal
> to 15-minute, I'll do it. But I don't know how to do it, unfortunately,
> even after reading all the timeframe section in the manual...
>
> Thank you for your help,
>
> Louis
>
>
> 2008/6/20 Barry Scarborough <
razzbarry@xxxxxxxxxxxx>:
>>
>> Graham is correct. You have to use a chart of the shortest timeframe.
>> If you want to show 5 and 15 minute data you will have to plot it on
>> a 5 minute chart. You cannot plot 5 minute bars on a 15 minute chart.
>>
>> I use something like this so I can switch between charts without
>> having to change the code. The example assumes the longer period is
>> three times the chart interval. It calculates a MACD and Stoch in a
>> timeframe 3 times the current chart interval.
>>
>> // Timeframe calculations
>> tf = Interval() / 60; // interval is in seconds
>> tfp = tf * 180; // chart interval * 3 * 60seconds
>>
>> TimeFrameSet(tfp);
>> MacdTf = MACD(r1, r2);
>> tfStoch = StochK( StoPer, Kper);
>> TimeFrameRestore();
>>
>> MacdTfe = TimeFrameExpand(MacdTf, tfp);
>> tfeStoch = TimeFrameExpand(tfStoch, tfp);
>>
>> plot it as usual but expect to see the 15 minute plot to be flat for
>> three 5 min bars. The current bar can change but the previous lines
>> will be flat for three bars for each 15 minute period.
>>
>> This part of you code doesn't make sense:
>>
>> > C5=Ref (C,1); this is looking ahead 1 bar. Is that what you want to
>> do? You can do that but not from the current bar. And your other
>> calculation is not looking from a previous period. That will give
>> unexpected results.
>>
>> > BuyPrice = TimeFrameExpand (C5,in5Minute);
>> > Buy = C>1.45;
>> > Sell=C>50;
>> You got the 15 min BuyPrice but don't use it in the next 2 lines. Do
>> you want the 5 minute C to be > BuyPrice + 1.45?
>>
>> A buy of C>1.45 does not make sense compared to a sell of C>50. You
>> will have a buy on all bars C>1.45 and then a sell on all bars with
>> C>50. A cross function makes more sense but since I can't see the
>> rest of your code all this may be fine.
>>
>> Barry
>>
>> --- In
amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
>> <rockprog80@xxx> wrote:
>> >
>> > 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@xxx>:
>> >
>> > > 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@xxx>:
>> > >
>> > >> 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@xxx>:
>> > >>
>> > >> 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@xxx<rockprog80%
>>
40gmail.com>
>> > >>> >:
>> > >>>
>> > >>> > 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@xxx<rockprog80%
>>
40gmail.com>
>> > >>> >:
>> > >>> >>
>> > >>> >> 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