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I am on TS2k.
Any impact?
Regards,
Robert
-----Original Message-----
From: David Jennings <DavidJennings@xxxxxxxxxxxxx>
To: Robert Dal Lago <roberto.dallago@xxxxxxx>; omega-list@xxxxxxxxxx
<omega-list@xxxxxxxxxx>
Date: Thursday, June 21, 2001 9:30 AM
Subject: Re: Data Streams in EL
>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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