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Marco,
One fine adjustment to the code. Change the second input from
N2 := Input("Second bar length",1,9999,9);
to
N2 := Input("Second bar length",1,9999,45);
Note the '9' becomes '45'. If you look at the code, you'll see the
second bar is simply a copy of the first, and they are not related at
all. Thus I construct a 5 day bar and, independantly, a 45 day bar.
Hope this is what you have in mind. It is not required to explicitly
make them dependent (e.g. 45 = 9 x 5).
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, "MG Ferreira" <quant@xxxx> wrote:
>
> 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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