Re: Multiple Data

[Gwenn Aël Gautier <Gw.Gautier@xxxxxxxxxx>]

A.J. Carisse wrote:
> 
> Thanks to all who have offered help with this.  I'm having no problem
> with adding additional intraday data, however, when I add daily data, I
> am not able to get any signals from any system.  For instance, say Data1
> is TLAB 5 min.  I add to Data2 NDX 2 min., and everything's O.K.  I then
> add TLAB daily to Data 3, and goodbye signals.  It doesn't matter if I
> set Data1 and Data2 to the same time period.  This also wipes out my
> indicators on the chart as well - it seems to me that they are trying to
> base themselves on the daily data (only 4 bars, and therefore not enough
> data), although the indicators state they are set on Data1.  Anyone know
> what's going on here?  I wouldn't need the daily data if I could only
> reference the opening bar from each day on the intraday (Data1) - I'm
> not sure how this would be written, though.
> 
> Thanks,
> A.J.


Dear A.J,

Here's how I do things:
1 - Always plot the reference data (the one you actually trade) in Data1.
2 - If you trade multiple time frames, use the shortest as Data1, the others have 
to be multiples of Data1
3 - I put everything in variables as somehow TS can get confused with position 
info.

However for referencing the previous days' values, you don't even need a daily 
plot as data2: Indeed when TS will look at the next Data1 bar and change dates, 
just reset everything on the day's open, keeping everything in memory from then 
on, until the next date change.


Var: Tim(0), Dat(0), op(0), prevC(0), PrevC2(0), NDat(0), NToday(0);

Dat=Date;
Tim=Time;
NToday=EntriesToday(Dat);
NDat=EntryDate(0);
 
if Tim = sess1firstbartime then begin  {or: if Dat>Dat[1] then begin} 
	op = open;
	prevC2 = prevC; 
	prevC = C[1];
	and all other things that need to be reset or kept in memory;
end;

If so and so then buy at op + something; {This will buy at the days open + 
something during the day}

Best regards

Gwenn