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Ok, this is starting to do my head in. The below works perfectly fine
to plot a 3 minute RSI based on 1 minute data. (As expected)
Min3close = TimeFrameCompress(Close,3*in1Minute);
Min3RSI = RSIa(Min3close,10);
Min3RSI = TimeFrameExpand(Min3RSI,3*in1Minute);
Plot(Min3RSI,"3MinRSI",colorGreen);
However when I run the following in Explore (same database, same
symbol) it doesn't work and I don't get any hits based on 3 minute
RSI. I must be missing something really basic here. Can someone
please help?
Min3close = TimeFrameCompress(Close,3*in1Minute);
Min3RSI = RSIa(Min3close,10);
Min3RSI = TimeFrameExpand(Min3RSI,3*in1Minute);
Filter = Min3RSI > 70;
AddColumn(Min3RSI,"Min3RSI");
--- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
<rockprog80@xxx> wrote:
>
> Thanks Barry,
>
> That's what I have been looking for!
>
> Louis
>
> 2008/7/1 Barry Scarborough <razzbarry@xxx>:
>
> > Try this:
> >
> > TimeFrameSet(inDaily); // set daily time frame
> > tHHV = HHV(C, 25);
> > TimeFrameRestore(); // expand to current chart time
> > eHHV = TimeFrameExpand(tHHV , inDaily); // get the high
> >
> > The if you want to check the value plot it on a 1 minute chart
using
> > plot(eHHV, "\nDay HHV(25)", colorblack, styleNoLine | styleNoDraw
|
> > styleOwnScale);
> >
> > That will display the value on your chart but not plot it. You can
> > verify if it is a 25 day high.
> >
> > TimeFrameGetPrice(C, inDaily); does not have an HHV function but
only
> > gives the current close.
> >
> > Cheers,
> > Barry
> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>, "Louis
> > Préfontaine"
> > <rockprog80@> wrote:
> > >
> > > Hi,
> > >
> > > No, basically if I want to get the HHV of the last, let's say 25
> > days, I
> > > guess it would be less consuming to be able to use daily bar
rather
> > than
> > > thousands of 1-minute bars. That's what I am trying to do.
> > However, I was
> > > only able to get the value for the day before...
> > >
> > > Louis
> > >
> > > 2008/6/30 Dennis Brown <see3d@>:
> > >
> > > > 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 PrÃ(c)fontaine 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 PrÃ(c)fontaine <rockprog80@>:
> > > >
> > > >> 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 PrÃ(c)fontaine <rockprog80@>:
> > > >>
> > > >>> Ok, I found an example by Tomasz which helped me a lot:
> > > >>>
> > > >>> Tomasz Janeczko
> > > >>> tj â?'â?'atâ?'â?' amibroker.com
> > > >>> 2004â?'06â?'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 PrÃ(c)fontaine <rockprog80@>:
> >
> > > >>>
> > > >>> 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@>:
> > > >>>>
> > > >>>>>
> > > >>>>> 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 PrÃ(c)fontaine <rockprog80@>
> > > >>>>> *To:* amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>
> > > >>>>> *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@>:
> > > >>>>>
> > > >>>>>>
> > > >>>>>> RSI5 is a numeric value ... so the formula is not
correct.
> > > >>>>>>
> > > >>>>>> You need to say:
> > > >>>>>> Buy = RSI5 <25 and ......
> > > >>>>>>
> > > >>>>>> ----- Original Message -----
> > > >>>>>> *From:* Louis PrÃ(c)fontaine <rockprog80@>
> > > >>>>>> *To:* amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>
> > > >>>>>> *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@>:
> > > >>>>>>
> > > >>>>>>> Thanks; gave it a try but still doesn't work. I only
get EOD
> > > >>>>>>> results ... Inamibroker@xxxxxxxxxxxxxxx<Inamibroker%
40yahoogroups.com>
> > <amibroker%
> > 40yahoogroups.com>,
> > > >>>>>>> "Mohammed"
> > > >>>>>>> <softnews2003@> 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<Inamibroker%
40yahoogroups.com><amibroker%
> > 40yahoogroups.com>,
> > > >>>>>>> "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" );
> > > >>>>>>> > >
> > > >>>>>>> >
> > > >>>>>>>
> > > >>>>>>>
> > > >>>>>>
> > > >>>>>
> > > >>>>
> > > >>>
> > > >>
> > > >
> > > >
> > > >
> > >
> >
> >
> >
>
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