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[amibroker] Re: Timeframeset gives wrong results



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Thank you for your reply,
 
I included the indicator code (with the difinition) at the beginning of each timeframeset block.
However now I don't get any results at all (whereas I'm sure there should be several).
Can you think of anything else I could have done wrong?

Ralph.

--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> 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@xxx>:
> > 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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