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The variables firstallup and firstalldown seem to be both defined in
the base time period.
They should be defined within each timeframeset blocks of the code.
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2009/5/27 allm4m <allm4m@xxxxxxxxx>:
> Hello, here's what I want to do (but can't get it right):
>
> I want to scan for 30min bar buy/short signals, produced by my indicator, but I only want those signals that are confirmed by a signal given in the last 10 or 15 min bar (the one that ends the same time as the 30min bars, or the one just before).
>
> Here's the code (after the indicator code) that I thought should work on a scan set at 5min bars:
>
> TimeFrameSet( 2*in5Minute );
> GreenSq10 = firstallup OR Ref(firstallup, -1);
> RedSq10 = firstalldown OR Ref(firstalldown, -1);
>
> TimeFrameSet( in15Minute );
> GreenSq15 = firstallup OR Ref(firstallup, -1);
> RedSq15 = firstalldown OR Ref(firstalldown, -1);
>
> TimeFrameSet( 2*in15Minute );
> GreenSq30 = firstallup;
> RedSq30 = firstalldown;
>
> TimeFrameRestore();
>
> GreenSq10 = TimeFrameExpand(GreenSq10, 2*in5Minute, expandLast );
> RedSq10 = TimeFrameExpand(RedSq10, 2*in5Minute, expandLast );
> GreenSq15 = TimeFrameExpand(GreenSq15, in15Minute, expandLast );
> RedSq15 = TimeFrameExpand(RedSq15, in15Minute, expandLast );
> GreenSq30 = TimeFrameExpand(GreenSq30, 2*in15Minute, expandLast );
> RedSq30 = TimeFrameExpand(RedSq30, 2*in15Minute, expandLast );
>
> Buy = GreenSq30 AND ( GreenSq10 OR GreenSq15);
> Short = RedSq30 AND ( RedSq10 OR RedSq15);
>
> There are two problems with this code:
> 1. I get wrong results, i.e. many results appear that have no signal at all.
> 2. I get results at times other than ending xx:29 or xx:59. Instead I get 5 min bar results, like 10:04 etc. Most results are in clusters of 3-5 consecutive 5 min bars (e.g. 13:09, 13:14 and 13:19) which isn't OK either.
>
> Even when I leave out the confirming signals (so just Buy = GreenSq30;) I get wrong results.
>
> When instead of doing a scan, I plot the signals in the indicator, I get undesired effects like (wrong) signals disappearing while scrolling.
>
> Who can tell me how I should change the code?
> Thanks.
>
>
>
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