Re: [amibroker] Re: Timeframeset question, AmiBroker Email List Archive

2008/6/28 Louis Préfontaine <rockprog80@xxxxxxxxx>:

Hi,

Is it possible to use indaily not as the end of the close but as the current value?

As an example: if I use a breakout system and want to look for HHV of latest 30 days in daily format, how could I do that?

I tried expandfirst or expandlast but it didn't work; always used last complete day instead of current day...

Thanks,

Louis

2008/6/16 Louis Préfontaine <rockprog80@xxxxxxxxx>:

Ok, I found an example by Tomasz which helped me a lot:

Tomasz Janeczko
tj −−at−− amibroker.com
2004−06−03 04:35:37

TimeFrameSet(in15Minute);
MA10_15Min=MA(Close,10);
TimeFrameRestore();
Buy=Cross( MA(Close,5), TimeFrameExpand(MA10_15Min, in15Minute) );

I can only begin to see what I can do with this... Anyway, now it works, but would it make any difference if I decided simply to use a RSI based on, let's say 30 hourly bars instead of 5 days?

Louis

2008/6/16 Louis Préfontaine <rockprog80@xxxxxxxxx>:

Hi,

I am looking in the manual around page 739 and I must admit I am confused...

Timeframeset
Timeframeexpand
Timeframerestore
Timeframecompress

I tried to read all this but I am still not sure about how to use this stuff. I understand that the timeframeset changes from intraday to daily/weekly/etc. and timeframerestore changes back to the initial intraday I am using. But I don't understand the timeframecompress and timeframeexpand. I thought that setting the TimeFrameSet( inDaily ); and then setting a variable (RSI5) and then referring to that variable later would assume it was in the daily timeframe, but it seems it is not how it works.

So, how would I be able to set a formula that would calculate a daily close where RSI (5) < 25 and then using that in my intraday buy signal along with other intraday variables?

Thanks,

Louis

2008/6/16 Ara Kaloustian <ara1@xxxxxxxxxx>:

yes ... need to use time frame expand ...

Look in help files ... very good explanation

TimeFrameExpand( RSI5, indailym,expandfirst);

I assume you are using this with intraday data. Use expandfirst as shown (instead if expandlast - or at least experiment with both). This should give you signals earlier, based on amount of data available today.

----- Original Message -----

From: Louis Préfontaine

To: amibroker@xxxxxxxxxxxxxxx

Sent: Monday, June 16, 2008 12:48 PM

Subject: Re: [amibroker] Re: Timeframeset question

Hi,

Oups, sorry... That was a typo. The real thing is

Buy = RSI5<25 AND ...

But it does not give me a lot of signals. I wonder if there is something wrong with the conversion from hourly to daily to hourly bars?

Do I need to add a TIMEFRAMEEXPAND value, and if yes, how does it work?

Thanks,

Louis

2008/6/16 Ara Kaloustian <ara1@xxxxxxxxxx>:

RSI5 is a numeric value ... so the formula is not correct.

You need to say:

Buy = RSI5 <25 and ......

----- Original Message -----

From: Louis Préfontaine

To: amibroker@xxxxxxxxxxxxxxx

Sent: Monday, June 16, 2008 12:37 PM

Subject: Re: [amibroker] Re: Timeframeset question

Hi,

Is this formula correct?

TimeFrameSet( inDaily );
RSI5 = RSI (5);
TimeFrameRestore();

Buy = RSI5 and C>O;

Thanks,

Louis

p.s. I want the RSI on 5 days to be below 25 and the C>O in hourly data. Is that correct?

2008/6/16 blinddoekje <rub92me@xxxxxxxxxxx>:

Thanks; gave it a try but still doesn't work. I only get EOD
results ... In amibroker@xxxxxxxxxxxxxxx, "Mohammed"

<softnews2003@xxx> wrote:
>
> Hi;
>
> Please try this one. I'm not sure if it work or not..
>
> TimeFrameSet( in1Minute);
>
> Vol_Trig= V >= BBandTop(V,10,2);
> RSI_Trig = RSIa(C,10)>70;
>
> TimeFrameRestore();
>
> Vol_Trig_ = TimeFrameExpand(Vol_Trig, in1Minute);
> RSI_Trig_ = TimeFrameExpand(RSI_Trig, in1Minute);
>
> buy=0;
>
> Filter = Vol_Trig_ AND RSI_Trig_;
> AddColumn( Close, "Close" );
>
> Regards
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "blinddoekje" <rub92me@> wrote:
> >
> > I'm trying to use the timeframeset command do do a simple
intraday
> > explore, but can't get it to work. For some reason when I run the
> > explore it is ignoring the timeframeset and just gives me EOD
results.
> > I have 1 minute data for the symbol I'm running it against.
> > See below for the simple AFL code.
> >
> > TimeFrameSet(in1Minute);
> > Vol_Trig= V >= BBandTop(V,10,2);
> > RSI_Trig = RSIa(C,10)>70;
> > Filter = Vol_Trig AND RSI_Trig;
> > AddColumn( Close, "Close" );
> >
>