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

2008/6/30 Dennis Brown <see3d@xxxxxxxxxxx>:

Hi Louis,

If I understand what you want correctly: Find the Highest High so far for today?

Just grab the last value of TimeFrameGetPrice(H, inDaily, 0)

Just off the top of my head, not tested. Also Not sure about the expand options.

BR,
Dennis

On Jun 30, 2008, at 10:01 PM, Louis Préfontaine wrote:

Anyone?

What I want to do is simple. I am working with 1-minute data but want to check for HHV of daily value. I want to use current daily value; e.g. if it is 10:30 AM then 10:30 AM value would be the indaily close.

How can I do this?

Thanks,

Louis

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 ... Inamibroker@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
>
>
> --- Inamibroker@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" );
> >
>