Sorry, I do understand it's a bit confusing.
I'll give you de afl code
that I use now.
The problems are:
- The stopmode is op Nbar. Due to
setting the periodicity to daily,
I have to change the Number of bars. I
prefer to use Nbar = 3 months.
- I do now get buy/short signals during
the month. I like to use
this system as a monthly system, so only buying
at the beginning at
the month. It should be that first all conditions on
monthly basis
should be true and then it has to look at the daily
condition. If
that is also true then we have a valid buy/short
signal.
I hope you can help me further. Spend already a lots of hours
today
solving this question.
Thanks
Ronald
TimeFrameSet(inMonthly);
MaMonth= MA(C,61);
MaMonth2= MA(C,38);
TimeFrameRestore();
TimeFrameSet(inDaily);
MaDay=
MA(C,38);
TimeFrameRestore();
MaMonth=TimeFrameExpand(MaMonth,inMonthly,mode=expandFirst);
MaMonth2
= TimeFrameExpand( MaMonth2, inMonthly,mode=expandFirst );
Buy =
Cross(C,MaMonth) AND MaMonth2 < MaMonth AND C > MaDay ;
Short =
Cross(MAMonth,C) AND MaMonth2 > MaMonth AND C < MaDay ;
Sell =
Short ;
Cover = Buy ;
LPos = Flip(Buy,Short);
SPos =
Flip(Short,Buy);
LPT = Optimize("lpt",5,5,5,1);
SPT =
Optimize("spt",5,5,5,1);
PT =
IIf(LPos,LPT,IIf(SPos,SPT,True));
LSL =
Optimize("lsl",90,90,90,1);
SSL =
Optimize("ssl",90,90,90,1);
SL =
IIf(LPos,LSL,IIf(SPos,SSL,True));
ApplyStop(stopTypeProfit,stopModePercent,PT,True);
ApplyStop(stopTypeNBar,stopModeBars,SL,True);
pds
= 1;
SetTradeDelays(pds,pds,pds,pds) ;
PositionSize =
1000;
SetChartOptions(0, chartShowDates);
GraphXSpace =
5;
Plot(C,"C",1,64);
Plot(MaMonth,"MaMonth",colorGreen,1);
Plot(MaMonth2,"MaMonth2",colorBlue,1);
Plot(MaDay,"MaDay",colorOrange,1);
PlotShapes(IIf(Buy,shapeUpArrow,0),colorDarkOliveGreen,
layer = 0,
yposition = O, offset = 0 );
--- In [EMAIL PROTECTED]ps.com,
"Edward Pottasch" <empottasch@...>
wrote:
>
> i'm
sorry I do not understand what you want to do. If you explain
in more
detail I can show how to do it,
>
> rgds, Ed
>
>
> ----- Original Message -----
> From: optiekoersen
> To:
[EMAIL PROTECTED]ps.com
> Sent: Monday, October 02, 2006 12:04 PM
> Subject: [amibroker]
Re: Different time frames problem
>
>
> Thanks to all for
the help. I get much closer to the solution
now,
> but there's
still a problem. I make use of a NBar stop en this
is
> set on 3
months. When I insert your suggestions in my system I
get
>
problems when I make use of the daily periodicity.
> 1) It start buying
on every possible trading day in a Month and
I
> use the monthly
periodicity, so that it will be the first of a
month.
> And I had to
extend the Nbar stop from 3 bars to 90 or something
> like that. And
that's not how I like it.
> 2) I have set the periodicity to monthly and
changed your
> suggestions to:
>
> TimeFrameSet( inDaily
);
> MaDay= MA( C, 25 );
> TimeFrameRestore();
>
> // now expand this array
> > MaDay = TimeFrameExpand(
MaDay, inDaily,mode = expandFirst );
>
> > MaMonth= MA( C, 25
);
> > MaMonth2= MA( C, 10 );
>
> But I still have
some problems yet. I think it's the daily MA
which
> gives me the
problems. On the Chart the Daily Close is lower
than
> MaDay, but
it still gives me a but signal. Maybe it looks 1
month in
> the
past? I tried to figure this out by changing the quotes, but
> that
doesn't change anything.
>
> Maybe has one of you an
idea?
>
> Greetz Ronald
>
> --- In [EMAIL PROTECTED]ps.com,
"Edward Pottasch"
<empottasch@>
> wrote:
>
>
> > hi,
> >
> > your arrays need to have the
same length and the elements of
the
> arrays need to have the same
date when you want to compare them.
> >
> > So when you are
for instance working in the daily time frame
and
> you want to
compare a timeseries in this timeframe with a
timeseries
> in the
monthly timeframe it is done like:
> >
> >
> >
TimeFrameSet( inMonthly );
> > MaMonth= MA( C, 25 );
> >
MaMonth2= MA( C, 10 );
> > TimeFrameRestore();
> >
> > // now expand this array
> > MaMonth =
TimeFrameExpand( MaMonth, inMonthly,mode =
> expandFirst );
>
> MaMonth2 = TimeFrameExpand( MaMonth2, inMonthly,mode =
>
expandFirst );
> >
> > // assuming you are in the daily
time fame
> > MaDay= MA( C, 25 );
> >
> > Buy =
Cross(C,MaMonth) AND MaMonth2 < MaMonth AND C > MaDay ;
Buy
>
= Ref(Buy,-1);
> >
> > SetChartOptions(0,
chartShowDates);
> > GraphXSpace = 5;
> >
Plot(C,"C",1,64);
> >
Plot(MaMonth,"MaMonth",colorGreen,1);
> >
Plot(MaMonth2,"MaMonth2",colorBlue,1);
> >
Plot(MaDay,"MaDay",colorWhite,1);
> >
> >
PlotShapes(IIf(Buy,shapeUpArrow,0),colorWhite, layer = 0,
>
yposition = O, offset = 0 );
> >
> >
> >
> > rgds, Ed
> >
> >
> >
> >
> > ----- Original Message -----
> > From: optiekoersen
> > To: [EMAIL PROTECTED]ps.com
> > Sent: Monday, October 02, 2006 10:03 AM
> > Subject:
[amibroker] Different time frames problem
> >
> >
>
> Hello,
> >
> > I hope that anybody can help me to fix
the next problem.
> >
> > I like to get a buy signal if the
Monthly Close crosses the
> Monthly
> > MA_25 and the Daily
close (at the end of the month) also has
to
> be
> >
higher than the Daily MA-25.
> > It also has to be that Monthly MA-10
is lower than the Monthly
> MA-25.
> > I use the following
code:
> >
> > TimeFrameSet( inDaily );
> > MaDay=
MA( C, 25 );
> > TimeFrameRestore();
> >
>
> TimeFrameSet( inMonthly );
> > MaMonth= MA( C, 25 );
>
> TimeFrameRestore();
> >
> > TimeFrameSet(
inMonthly );
> > MaMonth2= MA( C, 10 );
> >
TimeFrameRestore();
> >
> > Buy = cross(C,MaMonth)
and MaMonth2 < MaMonth and c > MaDay ;
> >
> > The
periodicity settings are set on monthly. I tried to use
> >
timeframeexpand on different ways, but I am clearly doing
> something
> > wrong. Hope that anyone knows the solution..
> >
> > Greets Ronald
> >
>
