see the help files for how to do timeframe functions TimeFrameSet(in15minute) YourConditionsHere = Whatever; TimeFrameRestore();
YourConditionsHere = TimeFrameExpand( YourConditionsHere, in5Minute); -- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com 2008/6/21 Louis Préfontaine <[EMAIL PROTECTED]>: > Hi Graham, > > If I understand what you mean is that if I want to simply add a 5-minute bar > limitation I need to set timeframe manually for 15-minute bars for each and > every rules/signals? > > But any way you see this, how would you personnaly do to do what I want to > do? I mean: I can use 5-minute, 15-minute or even 1-minute bars, but I want > to trade only 15-minute bars and use one 5-minute bar simply to set my > buying/selling price. How would you do that? > > Thank you, > > Louis > > 2008/6/20 Graham <[EMAIL PROTECTED]>: >> >> we are not referring to the database time period, but the chart period >> being used >> you cannot calculate values of a shorter bar period than the chart (or AA) >> The only limitation your database period is that you cannot get 1 >> minute bars from 5 minute database >> The charts are the same, you cannot get 5 minute bar from 15 minute chart >> >> -- >> >> Cheers >> Graham Kav >> AFL Writing Service >> http://www.aflwriting.com >> >> 2008/6/21 Louis Préfontaine <[EMAIL PROTECTED]>: >> > Hi Barry, >> > >> > Thank you for your reply. This is a tough nut to crack for me. >> > >> > I am using 5-minute bars in my database, so this shouldn't be a problem. >> > >> > I want to look ahead for this particular reason: I want to set the >> > buyprice >> > at the close of the first 5-minute bar out of the next 15-minute bar. If >> > I >> > have a signal at 10:00, I want the price to be the close at 10:00. I >> > understand that I must work in 5-minute bars to do this because I can't >> > go >> > from 15 to 5 but only from 5 to 15, but does it mean I would have to >> > compress all my data because everything else is based on 15-minute bars? >> > >> > The Buy>1.45 and Sell<50 is simply to see if the code works. Of course >> > it >> > would give me signals everywhere, but I want to see if the signals are >> > at >> > the right place. Right now, it simply does not work at all. >> > >> > I tried this, based on your own formula, butit still isn't it: >> > >> > >> > TimeFrameSet( in15Minute); >> > >> > test = C>2; >> > >> > TimeFrameRestore(); >> > >> > test2 = TimeFrameExpand(test, in15Minute); >> > >> > Buy = test2; >> > Sell=C>10; >> > >> > I'm really confused. All I want to do is to be able to work with >> > 15-minute >> > bars and set a buyprice at 5-minute bar Close after the signal. If I >> > need >> > to set the periodicity to 5-minute bars and compress each and every >> > signal >> > to 15-minute, I'll do it. But I don't know how to do it, unfortunately, >> > even after reading all the timeframe section in the manual... >> > >> > Thank you for your help, >> > >> > Louis >> > >> > >> > 2008/6/20 Barry Scarborough <[EMAIL PROTECTED]>: >> >> >> >> Graham is correct. You have to use a chart of the shortest timeframe. >> >> If you want to show 5 and 15 minute data you will have to plot it on >> >> a 5 minute chart. You cannot plot 5 minute bars on a 15 minute chart. >> >> >> >> I use something like this so I can switch between charts without >> >> having to change the code. The example assumes the longer period is >> >> three times the chart interval. It calculates a MACD and Stoch in a >> >> timeframe 3 times the current chart interval. >> >> >> >> // Timeframe calculations >> >> tf = Interval() / 60; // interval is in seconds >> >> tfp = tf * 180; // chart interval * 3 * 60seconds >> >> >> >> TimeFrameSet(tfp); >> >> MacdTf = MACD(r1, r2); >> >> tfStoch = StochK( StoPer, Kper); >> >> TimeFrameRestore(); >> >> >> >> MacdTfe = TimeFrameExpand(MacdTf, tfp); >> >> tfeStoch = TimeFrameExpand(tfStoch, tfp); >> >> >> >> plot it as usual but expect to see the 15 minute plot to be flat for >> >> three 5 min bars. The current bar can change but the previous lines >> >> will be flat for three bars for each 15 minute period. >> >> >> >> This part of you code doesn't make sense: >> >> >> >> > C5=Ref (C,1); this is looking ahead 1 bar. Is that what you want to >> >> do? You can do that but not from the current bar. And your other >> >> calculation is not looking from a previous period. That will give >> >> unexpected results. >> >> >> >> > BuyPrice = TimeFrameExpand (C5,in5Minute); >> >> > Buy = C>1.45; >> >> > Sell=C>50; >> >> You got the 15 min BuyPrice but don't use it in the next 2 lines. Do >> >> you want the 5 minute C to be > BuyPrice + 1.45? >> >> >> >> A buy of C>1.45 does not make sense compared to a sell of C>50. You >> >> will have a buy on all bars C>1.45 and then a sell on all bars with >> >> C>50. A cross function makes more sense but since I can't see the >> >> rest of your code all this may be fine. >> >> >> >> Barry >> >> >> >> --- In amibroker@yahoogroups.com, "Louis Préfontaine" >> >> <[EMAIL PROTECTED]> wrote: >> >> > >> >> > Hi, >> >> > >> >> > I tried this as a test but it doesn't work well: >> >> > >> >> > //SetTradeDelays( 1, 1, 1, 1 ); >> >> > >> >> > TimeFrameSet (in5Minute); >> >> > >> >> > C5=Ref (C,1); >> >> > >> >> > TimeFrameRestore(); >> >> > >> >> > BuyPrice = TimeFrameExpand (C5,in5Minute); >> >> > Buy = C>1.45; >> >> > Sell=C>50; >> >> > >> >> > All my signals are based on 15-minute bars but I do have 5-minute >> >> bars in >> >> > the database. What I am trying to do is simply set the buyprice >> >> not as the >> >> > close of the 15-minute bar, but as the close of the next 5-minute >> >> bar... >> >> > >> >> > Louis >> >> > >> >> > >> >> > >> >> > 2008/6/20 Louis Préfontaine <[EMAIL PROTECTED]>: >> >> > >> >> > > Hi, >> >> > > >> >> > > I mean, if I work with 15-minute bars, wouldn't it be simply more >> >> > > complicated to use 5-minute bars and then timeframeexpand every >> >> single rule >> >> > > but this particular buyprice? >> >> > > >> >> > > Thanks, >> >> > > >> >> > > Louis >> >> > > >> >> > > 2008/6/20 Louis Préfontaine <[EMAIL PROTECTED]>: >> >> > > >> >> > >> Hi, >> >> > >> >> >> > >> Is it possible to do the opposite? Or, if I use 15-minute bars >> >> (but my >> >> > >> database is in 5-minute bars) to set the buyprice at the Close >> >> of the first >> >> > >> of the three 5-minute bars? >> >> > >> >> >> > >> Thanks, >> >> > >> >> >> > >> Louis >> >> > >> >> >> > >> 2008/6/20 Graham <[EMAIL PROTECTED]>: >> >> > >> >> >> > >> You have to set your base time period to 15 minute and use 1 >> >> hour >> >> > >>> timeframe over it >> >> > >>> >> >> > >>> -- >> >> > >>> Cheers >> >> > >>> Graham Kav >> >> > >>> AFL Writing Service >> >> > >>> http://www.aflwriting.com >> >> > >>> >> >> > >>> 2008/6/20 Louis Préfontaine <[EMAIL PROTECTED]<rockprog80% >> >> 40gmail.com> >> >> > >>> >: >> >> > >>> >> >> > >>> > Hi, >> >> > >>> > >> >> > >>> > If this is not possible, I'd like to be able to set a % >> >> adjustment that >> >> > >>> > depend on the price and liquidity of the stock. I used to set >> >> a 1% >> >> > >>> > adjustment, but 1% of 50$ is 0.5, and no way there would be >> >> 0.5 >> >> > >>> difference >> >> > >>> > between signal and when I buy. On the other side, 1% of 1$ is >> >> 0.1, so >> >> > >>> it >> >> > >>> > may not be enough... Anybody thought about this? >> >> > >>> > >> >> > >>> > Louis >> >> > >>> > >> >> > >>> > 2008/6/19 Louis Préfontaine <[EMAIL PROTECTED]<rockprog80% >> >> 40gmail.com> >> >> > >>> >: >> >> > >>> >> >> >> > >>> >> Hi, >> >> > >>> >> >> >> > >>> >> I am using 1-hour bars and wouldn't like to set my buyprice >> >> or >> >> > >>> sellprice >> >> > >>> >> at the Close of the first 15-minute bars after the signal. I >> >> toyed >> >> > >>> with >> >> > >>> >> timeframe but still not sure how to do this. >> >> > >>> >> >> >> > >>> >> If anyone know how to do this; this shouldn't be complicated. >> >> > >>> >> >> >> > >>> >> Thanks again! >> >> > >>> >> >> >> > >>> >> Louis > >