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James,
Would this tweak of Ed's code do what you want?
Cheers,
Ian
// set timeframe
TimeFrameSet( inDaily );
buyDaily = YOUR BUY CONDITION GOES HERE;
shortDaily = YOUR SHORT CONDITION GOES HERE;
// Once buyDaily=1, InLongDaily stays 1 till shortDaily=1
InLongDaily = Flip(buyDaily, shortDaily);
// Once shortDaily=1, InShortDaily stays 1 till buyDaily=1
InShortDaily = Flip(shortDaily, buyDaily);
// restore to current time frame
TimeFrameRestore( );
// expand the Daily timeframe array to the timeframe you are using
currently
buyDaily = TimeFrameExpand( InLongDaily, inDaily );
// now you can use this array in your buy/sell constraints
Buy = Cross (High, BuyUpper) AND buyDaily;
--- In amibroker@xxxxxxxxxxxxxxx, James <jamesmemphis@xxx> wrote:
>
> Ed,
>
> Sorry for the delay, seems volatility has picked up. I believe the
problem with your code below is that in my daily system, there is not
a continuous condition for buyDaily as C > emaDaily. There is a set
of conditions that trigger a buy and the system is long until it goes
short. Therefore, buyDaily is only true, or equal to 1, on the day
the daily system has a buy. I need a different way to define long or
short, perhaps based on the last signal. Any ideas?
>
> James
>
>
>
> ----- Original Message ----
> From: Edward Pottasch <empottasch@xxx>
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Tuesday, September 16, 2008 2:22:31 AM
> Subject: Re: [amibroker] Daily system as a filter for intraday
system
>
>
> hi James,
>
> what you need to do is use the same timeframes in the Buy/Sell
equations.
>
> So for instance you are working in the 1-minute time frame then you
define your daily constraints as:
>
> // set timeframe
> TimeFrameSet( inDaily );
> emaDaily = EMA(C,50); buyDaily = C > emaDaily;
> // restore to current time frame
> TimeFrameRestore( );
>
> // expand the Daily timeframe array to the timeframe you are using
currently
> buyDaily = TimeFrameExpand( buyDaily, inDaily );
>
> // now you can use this array in your buy/sell constraints
> Buy = Cross (High, BuyUpper) AND buyDaily;
>
>
> regards,Ed
>
>
>
> ----- Original Message -----
> From: James
> To: amibroker@xxxxxxxxx ps.com
> Sent: Monday, September 15, 2008 11:16 PM
> Subject: [amibroker] Daily system as a filter for intraday system
>
> I would like to test using a daily system as a filter for an
intraday system so that long positions are only taken if the daily
system is long and vice-versa.
> I understand the set time frame aspect, what I don't understand is
how to set the daily system's position as a condition. See AFL
thought illustration in red below. Could someone point me in the
right direction.
>
> Buy= Cross(High, BuyUpper) AND (Daily system is long);
> Sell= Cross(StopLower, Low);
> Short= Cross(SellLower, Low) AND(Daily system is short);
> Cover= Cross(High, StopUpper);
>
> Thank you,
> James
>
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