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One question that I have regarding this strategy is how the longer term
(Data2 in this case) functions are evaluated? I have used code similar to
that below using 1 min charts in data1 and 15 min charts in data2. What is
not clear is how TS evaluates the function on data2 when in between bars.
In other words if you have a 15 min series on data2 and the bar forms on the
hour and every quarter hour after that, what happens when it tries to
evaluate the function on say the seven minute bar of data1? Does it use the
last closed bar of data2 (on the hour) or does it use the current open bar
of data2 using the current value at minute saven to be the close of that
bar?
Thanks for any insights on this.
Ralph Peterson
ralphp@xxxxxxxxxx
----- Original Message -----
From: "Victor C" <victorc17@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Thursday, March 14, 2002 1:54 PM
Subject: Re: EOD indicators in intraday system...
> To my experience the easiest way to reference EOD
> analysis techniques in intraday strategies/systems is
> to add a second data series (with the same symbol)
> displaying daily information.
> Then from your analysis techniques you would do
> something like
> Average(Close, 10) of Data2
> To refer to a simple 10 DAY average of the symbol.
> The only problem with this is that the bar requirement
> of your system to start calculation will be kept with
> the daily bars. So if your system refers to 10 bars,
> it will start calculating AFTER ALL data series have
> at least 10 bars (which means you need to have 10 days
> of intra-day data on the chart as well as daily data
> before getting any results).
>
> Victor Cuadra
> 602-524-4491
> www.cuadraE.com
>
> --- tnielsen@xxxxxxxxxxxxxxxxxx wrote:
> >
> > A few days ago a question was raised about how to
> > reference EOD indicators from intraday systems. I'd
> > be interested in knowing that as well, but
> > unfortunately no responses were posted to the list.
> > Any tips, anyone?
> >
> > Also, is it just me, or has traders2traders been
> > down for a couple of days now? Mr. West?
> >
> > Regards,
> >
> > Tom Nielsen
> >
>
>
> =====
> Victor Cuadra
> www.cuadraE.com
>
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