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Hi MG,
Many thanks for the code but unfortunately it does not display.
Did I make a mistake somewhere ?
Regards,
Marco
MG Ferreira a écrit :
>Marco,
>
>I've quickly tested the code, using the Cum(1) function, and made
>a few adjustments.... Herewith the same stuff, but with a few bugs
>fixed! Note that there may remain some more, so now is a good time
>to read the disclaimer....
>
>Anyhow, hope this is closer to the mark. Also, see the note at the
>end.
>
>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
> http://fun.ferra4models.com
>}
>
>{Indicators we wish to filter, replace with your stuff
> Could be the same, i.e. T2 := T1
>}
>T1 := RSI(14);
>T2 := RSI(14);
>
>{Bar lengths}
>N1 := Input("First bar length",1,9999,5);
>N2 := Input("Second bar length",1,9999,45);
>
>{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+1);
>B1H := Sum(HHV(T1,N1)*J1,N1);
>B1L := Sum(LLV(T1,N1)*J1,N1);
>B1C := Sum(T1*J1,N1);
>
>{Construct N1 bar from ticker O/H/L/C}
>B1O := Ref(Sum(OPEN*K1,N1),-N1+1);
>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(T2*K2,N2),-N2+1);
>B2H := Sum(HHV(T2,N2)*J2,N2);
>B2L := Sum(LLV(T2,N2)*J2,N2);
>B2C := Sum(T2*J2,N2);
>
>{Construct N2 bar from ticker O/H/L/C}
>B2O := Ref(Sum(OPEN*K2,N2),-N2+1);
>B2H := Sum(HHV(HIGH,N2)*J2,N2);
>B2L := Sum(LLV(LOW,N2)*J2,N2);
>B2C := Sum(CLOSE*J2,N2);
>
>{Note: contains some lag, to take out the lag, use
> *****
>
> B1OL := Ref(B1O,N1-1)
> B1HL := Ref(B1H,N1-1)
> ...
> Note: this introduces some look ahead, as the formula
> now 'sees' what the high/low/close of the current
> bar will be before we get to the end of it
>}
>
>----8<----------------------------------------------------------------
>
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