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Hi Marco,
Not entirely sure what you are trying to do, but this may help.
Note that I haven't properly tested it, it may need a Ref(...,-N1)
for the highs and lows. I just made sure it compiles in MS. Let
me know if this is what you need, and how you had to change it to
get it to work. Code follows below.
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
----8<-------------------------------------------------------
{Create two custom-sized bars}
{Results in B1O/H/L/C and B2O/H/L/C}
{For personal use only}
{MG Ferreira}
{http://www.ferra4models.com}
{Indicators we wish to filter, replace with your stuff}
T1 := RSI(14);
T2 := RSI(21);
{Bar lengths}
N1 := Input("First bar length",1,9999,5);
N2 := Input("Second bar length",1,9999,9);
{Counters we need}
II := Cum(1) - 1;
{Counters for N1}
M1 := Mod(II,N1);
J1 := M1 = (N1-1);
K1 := M1 = 0;
{Counters for N2}
M2 := Mod(II,N2);
J2 := M2 = (N2-1);
K2 := M2 = 0;
{Construct N1 bar from indicator T1}
B1O := Ref(Sum(T1*K1,N1),-N1);
B1H := Sum(HHV(T1,N1)*J1,N1);
B1L := Sum(LLV(T1,N1)*J1,N1);
B1C := Sum(T1*J1,N1);
{Alternatively, construct N1 bar from ticker O,H,L,C}
B1O := Ref(Sum(OPEN*K1,N1),-N1);
B1H := Sum(HHV(HIGH,N1)*J1,N1);
B1L := Sum(LLV(LOW,N1)*J1,N1);
B1C := Sum(CLOSE*J1,N1);
{Construct N2 bar from indicator T2}
B2O := Ref(Sum(T1*K1,N1),-N1);
B2H := Sum(HHV(T1,N1)*J1,N1);
B2L := Sum(LLV(T1,N1)*J1,N1);
B2C := Sum(T1*J1,N1);
{Alternatively, construct N2 bar from ticker O,H,L,C}
B2O := Ref(Sum(OPEN*K2,N2),-N2);
B2H := Sum(HHV(HIGH,N2)*J2,N2);
B2L := Sum(LLV(LOW,N2)*J2,N2);
B2C := Sum(CLOSE*J2,N2);
----8<-------------------------------------------------------
--- In equismetastock@xxxxxxxxxxxxxxx, khamsina11 <Khamsina11@xxxx> wrote:
>
> Hi,
>
> Impossible to do ?
>
> Tia
>
> Marco
>
>
> khamsina11 a écrit :
>
> >
> > Hi,
> >
> > What I would like to do is to filter a N1 day bar chart with signals
> > from a N2-day bar (with N2 > N1).
> > For instance :
> > - Filter a 5 day bar chart with signals from a 45 day bar.
> >
> > In order to do that, I must redefine 45 days as the 45 days period
> > ending at the conclusion of each 5 day bar.
> > This would be done by defining :
> >
> > 1) The high of the larger bar as the highest high over _nine_ 5
day bars.
> > 2) The low as the lowest low over the same period
> > 3) The open as the open of the ninth bar back (ie : ref(O,-8) )
> > 4) The close of the current bar
> >
> > Any help would be greatly appreciated,
> > Thanks in advance,
> >
> > Marco
> >
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