--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/6/21 Louis Préfontaine <
rockprog80@xxxxxxxxx>:
> Hi Graham,
>
> I think it works! I don't know why it didn't work previously, but thanks a
> lot for your help and your patience!
>
> A last question: how would you set the buyprice to be the 5-minute close
> AFTER the 15-minute signal?
>
> TimeFrameSet( in15Minute);
>
> test = c>...
>
> TimeFrameRestore();
>
> test2 = TimeFrameExpand(test, in15Minute);
>
> Buy = test2;
> Sell=...;
>
> BuyPrice = ?
>
> I tried Buyprice= Ref (C,1) thinking I would get the 5-minute close after
> the 15-minute signal, but it didn't work. I read all the section about
> timeframe in the manual, but still couldn't find how to do it. What would
> you do in that situation?
>
> Thank you again for your precious help!
>
> Louis
>
>
>
>
>
> 2008/6/20 Graham <
kavemanperth@xxxxxxxxx>:
>>
>> 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