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Hello List,
Where do you tell EL that data1 is the 5 minute bar and data2 is the daily
bar? Is it based on what chart you open first?
Also how could you base an analysis on a 5 minute chart and a daily chart in
EL. I thought EL moves one bar at a time along both charts, therefore when
EL looks at bar 2 it will be on 8:40 of the 5 minute chart and day 2 on the
daily chart. In this type of analysis, I imagine that you would want to
use the previous daily data to calculate an entry on the 5 minute bar, so
when you finally reach day 2 on the five minute bar you will be some 80
bars/days into the daily chart. You then have to go back these 80 bars to
get the daily info. I know there is a way to calculate the number of bars
back that you have to go to get the daily data.
I am starting to get confused so I will stop right here, but I do think that
you must do something in EL so that the 5 min and daily charts stay in sinc
when developing a strategy/system. Any assistance would be appreciated.
Thanks,
Robert(NotInSinc)
-----Original Message-----
From: David Jennings <DavidJennings@xxxxxxxxxxxxx>
To: Pavel Kotulsky <mmanager@xxxxxxxxxxx>; omega-list@xxxxxxxxxx
<omega-list@xxxxxxxxxx>
Date: Thursday, June 21, 2001 6:49 AM
Subject: Re: Data Streams in EL
>Herewith a bit of code which shows the elements you want - I think.
>
>No you don't have to sych anything. Let me know if I can help further.
>{
>Data1 is 5 minute bar
>Data2 is Daily bar
>}
>
>vars: buyDay(0), sellDay(0), pct1(0.30), pct2(0.6), raa_days(10),
>canTrade(0), keyPrice(0),
> otcRange(0), retrace_pct(0.20), atr(0), stopp(0), hipt(0), lopt(0),
>retrace(0),
> hi_point(0), lo_point(0), thrust1(0), thrust2(0),
> stb(0), sts(0), openofday(999999), sco(0), bco(0), hday(0), lday(0),
> canBuy(0), canSell(0), counter(0), sum(0);
>
>input: openTime(0805), strTtime(0830), endTime(1600);
>
>If (t = sess1EndTime and date of data2 <> date[1] of data2) then begin
> atr = avgTrueRange(raa_days) of data2;
> value1 = absValue(open of data2 - close of data2);
> sum = 0;
> for counter = 0 to 9 Begin
> sum = sum +absValue(open[counter] of data2 - close[counter] of data2);
> end;
> otcRange = sum/10.0;
> canTrade = 1;
> if(otcRange/atr <0.25) then canTrade =0;
>
> keyPrice = (high of data2 + low of data2 + close of data2)/3.0;
> print ("keyPrice : ", keyPrice);
> stopp = atr* 0.30;
>
> hipt = keyPrice + 0.25 * range of data2;
> lopt = keyPrice - 0.25 * range of data2;
>
> retrace = retrace_pct*atr;
>
>
>----- Original Message -----
>From: "Pavel Kotulsky" <mmanager@xxxxxxxxxxx>
>To: <omega-list@xxxxxxxxxx>
>Sent: Thursday, June 21, 2001 1:39 PM
>Subject: Data Streams in EL
>
>
>> Hello List!
>>
>> I would use in the same strategy the intraday Data1 stream
>> and the EOD Data2 stream of the different instruments.
>>
>> I suppose it's allowed.
>>
>> Could anyone post (or point) an example of the EL text with the
>> different time frame Data1 and Data2 datastreams.
>>
>> Should I somehow "sinchronize" the data.
>>
>> Thanks,
>> Pavel Kotulsky
>>
>>
>>
>
>
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