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see the help files for how to do timeframe functions
TimeFrameSet(in15minute)
YourConditionsHere = Whatever;
TimeFrameRestore();
YourConditionsHere = TimeFrameExpand( YourConditionsHere, in5Minute);
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/6/21 Louis Préfontaine <rockprog80@xxxxxxxxx>:
> Hi Graham,
>
> If I understand what you mean is that if I want to simply add a 5-minute bar
> limitation I need to set timeframe manually for 15-minute bars for each and
> every rules/signals?
>
> But any way you see this, how would you personnaly do to do what I want to
> do? I mean: I can use 5-minute, 15-minute or even 1-minute bars, but I want
> to trade only 15-minute bars and use one 5-minute bar simply to set my
> buying/selling price. How would you do that?
>
> Thank you,
>
> Louis
>
> 2008/6/20 Graham <kavemanperth@xxxxxxxxx>:
>>
>> we are not referring to the database time period, but the chart period
>> being used
>> you cannot calculate values of a shorter bar period than the chart (or AA)
>> The only limitation your database period is that you cannot get 1
>> minute bars from 5 minute database
>> The charts are the same, you cannot get 5 minute bar from 15 minute chart
>>
>> --
>>
>> Cheers
>> Graham Kav
>> AFL Writing Service
>> http://www.aflwriting.com
>>
>> 2008/6/21 Louis Préfontaine <rockprog80@xxxxxxxxx>:
>> > 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
>
>
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