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Yep,forgot "timeframeexpand", thanks--- In amibroker@xxxxxxxxxxxxxxx,
Keith McCombs <kmccombs@xxx> wrote:
>
> Here you go:
>
> |TimeFrameSet(*inWeekly*);//switch to weekly time frame
>
> w_rsi=RSI(2);//weekly rsi(2)
>
> TimeFrameRestore(); // restore time frame to original(daily)
>
> d_rsi=RSI(2);//daily rsi(2)
>
> wex= TimeFrameExpand(w_rsi,*inWeekly*);
> dex= TimeFrameExpand(d_rsi,*inDaily*);
>
> a= (wex + dex)/2;
>
> SetChartOptions(0,0,chartGrid10|chartGrid90);
> Plot(a,"daily and weekly average",*colorYellow*);
>
> *Filter* = 1; // set filter to select which bars to display
> AddColumn(wex, "wex"); // the more the merrier
> AddColumn(dex, "dex");
> AddColumn(a, "wdavg");
> |
>
> richpach2 wrote:
> >
> > Hello,
> >
> > I think, I know what you are doing wrong but, I don't understand
this
> > behaviour in AmiBroker. Perhaps Howard can comment on this post. I
> > was reading about filters in Howard's book and I was wondering
what
> > is the difference between calculating a value of weekly indicator
> > using daily data or doing it with TimeFrameSet controls?
> > Clearly, one can calculate m, w and d average of RSI by just using
> > parameters w = d * 5 and m = w * 4
> >
> > (RSI(50) + RSI(10) +RSI(2))/3
> >
> > In the script below your original avg does not change with the
scroll
> > function when TImeFrameExpand is added to calculate the average.
> >
> > However, can someone explain why average calculated from daily
data
> > (green plot line) is different to the average calculated using
> > TimeFrameSet (red plot line)?
> >
> > TimeFrameSet(inMonthly);//switch to monthly time frame
> > m_rsi=RSI(2);//monthly rsi(2)
> > TimeFrameRestore(); // restore time frame to original(daily)
> >
> > TimeFrameSet(inWeekly);//switch to weekly time frame
> > w_rsi=RSI(2);//weekly rsi(2)
> > TimeFrameRestore(); // restore time frame to original(daily)
> >
> > MonthlyRSI = TimeFrameExpand( m_rsi, inMonthly );
> > WeeklyRSI = TimeFrameExpand( w_rsi, inWeekly );
> >
> > AvgRSI = (MonthlyRSI + WeeklyRSI + RSI(2))/3 ; //monthly, weekly
and
> > daily avg with TimeFrameSet control
> >
> > Plot((m_rsi + w_rsi +RSI(2))/3,"avg. m-w-d rsi",colorWhite);
> > Plot(AvgRSI, "ExpRSIavg", colorRed);
> > Plot((RSI(50) + RSI(10) +RSI(2))/3, "RSIavg",
colorGreen); //monthly,
> > weekly and daily avg with daily
> >
> > Regards
> > Richard
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%
40yahoogroups.com>,
> > "triangle702000" <jkra70@> wrote:
> > >
> > > I've attempted to put together an indicator to display the
average
> > of
> > > the monthly,weekly,and daily RSI. At first glance it seemed to
come
> > > out ok,but when I used the bar at the bottom right of the
screen to
> > > scroll back in time,I noticed that the new indicator changes
when
> > I'm
> > > scrolling while with a regular RSI,or any other indicator for
that
> > > matter,the values stay the same for any particular day even
though
> > > they are scrolling by on the screen.( I'm not sure if I'm
> > explaining
> > > this very clearly.)
> > >
> > > For instance, say the value is 16.33 for aug. 1 2008. If I use
the
> > > bar to scroll back , the indicator line changes as it's
scrolling
> > and
> > > if I click on aug 1 again the value will be different say 7.29.
> > Also
> > > I calculated the average of the last day shown manually and it
does
> > > not match the value shown by the indicator.It's my first attempt
> > > using "timeframe", so I'm still trying to get the hang of
it.Thanks
> > > for any help you can give. Here's the code I wrote...
> > >
> > > SECTION_BEGIN("avg of m,w,d rsi");
> > > TimeFrameSet(inMonthly);//switch to monthly time frame
> > >
> > > m_rsi=RSI(2);//monthly rsi(2)
> > >
> > > TimeFrameRestore(); // restore time frame to original(daily)
> > >
> > >
> > >
> > >
> > > TimeFrameSet(inWeekly);//switch to weekly time frame
> > >
> > > w_rsi=RSI(2);//weekly rsi(2)
> > >
> > > TimeFrameRestore(); // restore time frame to original(daily)
> > >
> > >
> > > Plot((m_rsi + w_rsi +RSI(2))/3,"avg. m-w-d rsi",colorWhite);
> > > _SECTION_END();
> > >
> >
> >
>
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