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I have a strategy that conceptually works on a 13minute chart. However,
I have ended up coding it on a 1 minute chart to have better control on
the entry / exit timing. It doesn't use any indicator (right now), and
works pretty well. However, I have been doing some analysis work on it,
and want to experiment with it putting a couple of filters. What I am
looking for is a way to have this one minute chart, with say a 34ema on
this based on 13 minute chart.
Here's the problem. I have this chart setup as
data1 1 min ESZ4
data2 13 min ESZ4
If I add say a 34 period EMA on this, and in "Format Indicators" ->
Properties, specify "Base study on "2:(ESZ4) LAST-13 min", I get exactly
what I want. But if instead of doing that I say input: Close of data2,
it's messed up. I suppose that's because although the input is close of
13 min bar, it's calculated every minute, as this is "based" on data1, 1
minute bar.
I need to take care of this in EL, as I can't specify these stuff while
writing signals. I need stuff like XAverage(Close of data2, 34) and need
it calculated in the same interval as data2.
I am more than certain I am not the first person to do this, and wanted
to ask for help here before I go into serious R&D mode.
TIA,
Abhijit
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