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Hello,
To be used in a strategy, i am trying to build an index based on indicator's
calculations on six different time frame of the same data on data1.
Do you know how to code that in EL (TS2000i) in a function (or six functions
if necessary) to but WITHOUT THE NEED TO PLOT the datas in the six time
frames data1, data2, data3 ...? (that would be too heavy to be monitored in
real time datafeed with a strategy).
Example : Based on data 1 in 30 min bars of DAX future index
How code a function able to calculate let's say a Moving average , or a Macd
or a stochastic or anything else in the six different time frame at the
same time without beeing obliged to plot :
Data1 in 30 min bars
Data 2 in 5 min bars
Data 3 in 180 min bars
Data 4 in daily bars
Data5 in weekly bars
Data6 in monthly bars ...
It exists different functions to do that sort of things with HighD , HighW,
HighM, HighY to return the high of the day, week, month or year without the
need to plot the data in these time frames.
I am looking for something similar with indicator calculations capabilities.
Does anybody Know how I can do it or have a piece of code for that sort of
things ?
Thank you for your help.
Regards
Philippe
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