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In TS4 just set up a 5 minute chart and right click the chart and "insert
price data" (daily) as data2 on the same chart.
Is it harder than that in TS2K?
BW
>From: "David Jennings" <DavidJennings@xxxxxxxxxxxxx>
>To: "Robert Dal Lago" <roberto.dallago@xxxxxxx>, <omega-list@xxxxxxxxxx>
>Subject: Re: Data Streams in EL
>Date: Thu, 21 Jun 2001 14:41:47 +0100
>
>It's easier than you think. I'll send you a chart separately with a the
>bits
>& pieces on it. There is no counting back. Just reference the daily bar in
>the same way as you reference other things.
>----- Original Message -----
>From: "Robert Dal Lago" <roberto.dallago@xxxxxxx>
>To: <omega-list@xxxxxxxxxx>
>Sent: Thursday, June 21, 2001 2:30 PM
>Subject: Re: Data Streams in EL
>
>
> > 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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