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There is only one reason why I would use higher timeframes instead of
just using the native timeframe data to do calculations (since higher
timeframe indicators are just a matter of adjusting some parameters in
the indicators or algorithms). That is because I am out of compute
power for real time trading, and I still have more algorithms I want
to add. Computing higher timeframe algorithms requires far fewer bars
to process, so it takes much less time. Give me a machine that runs
10 times faster, or a way to do more parallel processing, and I will
do everything at the lowest timeframe. Once I start running over a
second, I can't really do my realtime trading efficiently. Right now,
I keep one eye on a realtime chart from my broker and the other on my
AB chart to get my exact entries and exits.
Soon, when Tomasz adds the ability to dynamically downsize the number
of bars in SBR, I can probably get another factor of two in speed by
converting a bunch of loops to array calculations. That will be loads
of fun. :-)
BR,
Dennis
On Aug 25, 2009, at 8:03 PM, jorgen_wallgren wrote:
> By the way, for me it's not only about backtesting, but also about
> live RT trading. I am not here to convince anyone, because as long
> as it works for me I am happy. But I am convinced myself since my
> results have very much improved since I started with my 3 TF high
> resolution data in one chart.
>
> I am sure we all agree that trading with multiple timeframes is a
> good thing to do. Then instead of having charts all over the screen,
> it just makes sense to use one chart with all data. Not only will it
> save chart space, but its way easier to view and keep track on
> what's going on. The "high resolution" data has many advantages- at
> least for me. Not only easier to view, but it also documents the Buy/
> Sell signals very nicely- and they will not come and go because the
> higher TFs signals did.
>
> Jorgen
>
> --- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@xxx>
> wrote:
>>
>> Herman,
>>
>> You may be right in that Jorgen/AF's problem is exclusively limited
>> to backtesting rather than live trading, because AB already seems
>> to have the functionality they want for live trading. Perhaps they
>> could clarify...?
>>
>> I saw Jorgen's code on multiple candles. It was nice., although I'm
>> sure why it was necessary to use GFX functions to plot the longer
>> timeframe candles. Jorgen?
>>
>> But again, I'm just interested to hear of any other variations or
>> graphical techniques people are using to view multiple timeframe
>> data.
>>
>
>
>
>
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