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update: I wrote some code to avoid to use AB timeframe functions.
It seems very good.
The last mistery is why the last bar is 0 but I am tired now, please check the code to find any "logic" mistake
cheers
Bisto
function MACDmy( array, Sh, Lo )
{
eSh = EMA( array, Sh );
eLo = EMA( array, Lo );
return eSh -eLo;
}
function SignalMy( array, smooth )
{
return EMA( array, smooth );
}
function HistMACD( array, Sh, Lo, Smooth )
{
m = MACDmy( Array, Sh, Lo );
s = SignalMy( m, smooth );
return m - s;
}
for ( y = 0; y < 5; y++ )
{
z = 0;
temp = 0;
VarSet( "C" + y , 0 );
for ( i = y; i < BarCount - 1; i = i + 5 )
{
temp = VarGet( "C" + y );
temp[z] = C[i];
VarSet( "C" + y , temp );
z++;
}
}
for ( i = 0;i < 5;i++ )
VarSet( "HistMACD" + i, HistMACD( VarGet( "C" + i ), 12, 26, 9 ) );
tot = 0;
step = step0 = step1 = step2 = step3 = step4 = 0;
for ( i = 0;i < BarCount -1 ;i++ )
{
switch ( True )
{
case step == 0:
temp = VarGet( "HistMACD" + 0 );
tot[i] = temp[step0];
step0++;
step++;
break;
case step == 1:
temp = VarGet( "HistMACD" + 1 );
tot[i] = temp[step1];
step1++;
step++;
break;
case step == 2:
temp = VarGet( "HistMACD" + 2 );
tot[i] = temp[step2];
step2++;
step++;
break;
case step == 3:
temp = VarGet( "HistMACD" + 3 );
tot[i] = temp[step3];
step3++;
step++;
break;
case step == 4:
temp = VarGet( "HistMACD" + 4 );
tot[i] = temp[step4];
step4++;
step = 0;
}
}
Plot( tot , "Weekly-daily MACDmy Histogram ", colorPaleGreen, styleHistogram | styleNoLabel | styleThick, Null, Null, Null, 1 );
// OLD STYLE comparison
TimeFrameSet( inWeekly );
m = MACD(12, 26 ); // MACD from WEEKLY data
s = Signal(12, 26, 9); // Signal from WEEKLY data
HMACD = m - s ; // MACD Histogram from WEEKLY data
TimeFrameRestore();
HMACD1 = TimeFrameExpand( HMACD, inWeekly );
Plot( HMACD1, "Weekly MACD Histogram", colorGreen,styleArea| styleOwnScale| styleNoLabel ,Null,Null,Null,-1 );
--- In amibroker@xxxxxxxxxxxxxxx, "bistoman73" <bistoman73@xxx> wrote:
>
> Hi,
>
> I had an idea that "almost" solved the problem: to use some arrays shifted of N days to "built" the week.
>
> I post here the code to share it and to catch suggestion to solve the problem that it still exists: having used in not normal way the timeframecompress function there are problems in weeks with less than 5 trading days like Xmas period. Of course it's not a problem of AB, it's more a misuse of the function.
>
> The product is a composed graph with 5 colors bar (one every 5 days) and also a black dashed line that show the problem occuring in period like Xmas
>
> I hope it could help giving an (maybe wrong) idea and not produce confusion in the use of AB timeframe functions
>
> PS I also had to code a function to calculate MACD on an array because the built in function uses always C
>
>
> function MACDmy( array, Sh, Lo )
> {
> eSh = EMA( array, Sh );
> eLo = EMA( array, Lo );
> return eSh -eLo;
> }
>
> function SignalMy( array, smooth )
> {
> return EMA( array, smooth );
> }
>
>
> function HistMACD( array, Sh, Lo, Smooth )
> {
> m = MACDmy( Array, Sh, Lo );
> s = SignalMy( m, smooth );
> return m - s;
> }
>
>
> Ar0 = TimeFrameCompress(Ref(C,-0), 5*inDaily,compressLast);
>
> HMACD0 = TimeFrameExpand(HistMACD(Ar0,12,26,9), 5*inDaily,expandPoint );
>
>
> Ar1 = TimeFrameCompress(Ref(C,-1), 5*inDaily,compressLast);
>
> HMACD1 = TimeFrameExpand(HistMACD(Ar1,12,26,9), 5*inDaily ,expandPoint );
>
>
> Ar2 = TimeFrameCompress(Ref(C,-2),5*inDaily,compressLast);
>
> HMACD2 = TimeFrameExpand(HistMACD(Ar2,12,26,9), 5*inDaily,expandPoint );
>
>
> Ar3 = TimeFrameCompress(Ref(C,-3),5*inDaily,compressLast);
>
> HMACD3 = TimeFrameExpand(HistMACD(Ar3,12,26,9), 5*inDaily,expandPoint );
>
>
> Ar4 = TimeFrameCompress(Ref(C,-4),5*inDaily,compressLast);
>
> HMACD4 = TimeFrameExpand(HistMACD(Ar4,12,26,9), 5*inDaily,expandPoint );
>
>
>
> Plot( HMACD0, "Weekly MACDmy Histogram", colorPink, styleArea | styleNoLabel, Null, Null, Null, -1 );
>
> Plot( Ref(HMACD1,1), "Weekly MACDmy Histogram", colorGreen, styleArea | styleNoLabel, Null, Null, Null, -1 );
>
> Plot( Ref(HMACD2,2), "Weekly MACDmy Histogram", colorOrange, styleArea | styleNoLabel, Null, Null, Null, -1 );
>
> Plot( Ref(HMACD3,3), "Weekly MACDmy Histogram", colorPaleGreen, styleArea | styleNoLabel, Null, Null, Null, -1 );
>
> Plot( Ref(HMACD4,4), "Weekly MACDmy Histogram", colorGrey50, styleArea | styleNoLabel, Null, Null, Null, -1 );
>
> tot = Nz(HMACD0) + Nz(Ref(HMACD1,1)) + Nz(Ref(HMACD2,2)) + Nz(Ref(HMACD3,3)) + Nz(Ref(HMACD4,4));
>
>
> Plot( tot , "Weekly MACDmy Histogram", colorBlack, styleDashed | styleNoLabel, Null, Null, Null, 1 );
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "m.csabee" <m.csabee@> wrote:
> >
> > Greetings all,
> >
> >
> > Most charting softwares that I’ve seen always show the weekly charts of the end of a week, usually Friday.But who says that a week must end every Friday?Must a weekly chart reflect only the latest five days of trading every Friday?I think a proper weekly chart should be one that is set up to reflect one action that is one magnitude greater than the daily chart.It should display its latest price bar to always reflect where prices are relative to the latest 5 days of trading.It changes every day to reflect the latest 5 days of trading.
> > I would use Stochastic %D on my trading system.
> > Is it possible somehow to change the last close price every day (get the recent close price in stochastic formula) and recalculate the weekly stochastic value each day?
> > And is it possible to appear this weekly Stochastic and daily Stochastic in same window?I would use daily price chart with second window with 2 timeframe indicator below.
> >
> > thanks for all help
> > Regards
> >
>
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