Ok, I found an example by Tomasz which helped me a lot: Tomasz Janeczko tj −−at−− amibroker.com 2004−06−03 04:35:37
TimeFrameSet(in15Minute); MA10_15Min=MA(Close,10); TimeFrameRestore(); Buy=Cross( MA(Close,5), TimeFrameExpand(MA10_15Min, in15Minute) ); I can only begin to see what I can do with this... Anyway, now it works, but would it make any difference if I decided simply to use a RSI based on, let's say 30 hourly bars instead of 5 days? Louis 2008/6/16 Louis Préfontaine <[EMAIL PROTECTED]>: > Hi, > > I am looking in the manual around page 739 and I must admit I am > confused... > > Timeframeset > Timeframeexpand > Timeframerestore > Timeframecompress > > I tried to read all this but I am still not sure about how to use this > stuff. I understand that the timeframeset changes from intraday to > daily/weekly/etc. and timeframerestore changes back to the initial intraday > I am using. But I don't understand the timeframecompress and > timeframeexpand. I thought that setting the TimeFrameSet( inDaily ); and > then setting a variable (RSI5) and then referring to that variable later > would assume it was in the daily timeframe, but it seems it is not how it > works. > > So, how would I be able to set a formula that would calculate a daily close > where RSI (5) < 25 and then using that in my intraday buy signal along with > other intraday variables? > > > Thanks, > > Louis > > 2008/6/16 Ara Kaloustian <[EMAIL PROTECTED]>: > >> yes ... need to use time frame expand ... >> >> Look in help files ... very good explanation >> >> *TimeFrameExpand( RSI5, indailym,expandfirst);* >> ** >> *I assume you are using this with intraday data. Use expandfirst as shown >> (instead if expandlast - or at least experiment with both). This should give >> you signals earlier, based on amount of data available today.* >> >> >> ----- Original Message ----- >> *From:* Louis Préfontaine <[EMAIL PROTECTED]> >> *To:* amibroker@yahoogroups.com >> *Sent:* Monday, June 16, 2008 12:48 PM >> *Subject:* Re: [amibroker] Re: Timeframeset question >> >> Hi, >> >> Oups, sorry... That was a typo. The real thing is >> >> Buy = RSI5<25 AND ... >> >> But it does not give me a lot of signals. I wonder if there is something >> wrong with the conversion from hourly to daily to hourly bars? >> >> Do I need to add a TIMEFRAMEEXPAND value, and if yes, how does it work? >> >> Thanks, >> >> Louis >> >> 2008/6/16 Ara Kaloustian <[EMAIL PROTECTED]>: >> >>> RSI5 is a numeric value ... so the formula is not correct. >>> >>> You need to say: >>> Buy = RSI5 <25 and ...... >>> >>> ----- Original Message ----- >>> *From:* Louis Préfontaine <[EMAIL PROTECTED]> >>> *To:* amibroker@yahoogroups.com >>> *Sent:* Monday, June 16, 2008 12:37 PM >>> *Subject:* Re: [amibroker] Re: Timeframeset question >>> >>> Hi, >>> >>> Is this formula correct? >>> >>> TimeFrameSet( inDaily ); >>> RSI5 = RSI (5); >>> TimeFrameRestore(); >>> >>> Buy = RSI5 and C>O; >>> >>> Thanks, >>> >>> Louis >>> >>> p.s. I want the RSI on 5 days to be below 25 and the C>O in hourly data. >>> Is that correct? >>> >>> >>> >>> 2008/6/16 blinddoekje <[EMAIL PROTECTED]>: >>> >>>> Thanks; gave it a try but still doesn't work. I only get EOD >>>> results ... In amibroker@yahoogroups.com <amibroker%40yahoogroups.com>, >>>> "Mohammed" >>>> <[EMAIL PROTECTED]> wrote: >>>> > >>>> > Hi; >>>> > >>>> > Please try this one. I'm not sure if it work or not.. >>>> > >>>> > TimeFrameSet( in1Minute); >>>> > >>>> > Vol_Trig= V >= BBandTop(V,10,2); >>>> > RSI_Trig = RSIa(C,10)>70; >>>> > >>>> > TimeFrameRestore(); >>>> > >>>> > Vol_Trig_ = TimeFrameExpand(Vol_Trig, in1Minute); >>>> > RSI_Trig_ = TimeFrameExpand(RSI_Trig, in1Minute); >>>> > >>>> > buy=0; >>>> > >>>> > Filter = Vol_Trig_ AND RSI_Trig_; >>>> > AddColumn( Close, "Close" ); >>>> > >>>> > Regards >>>> > >>>> > >>>> > --- In amibroker@yahoogroups.com <amibroker%40yahoogroups.com>, >>>> "blinddoekje" <rub92me@> wrote: >>>> > > >>>> > > I'm trying to use the timeframeset command do do a simple >>>> intraday >>>> > > explore, but can't get it to work. For some reason when I run the >>>> > > explore it is ignoring the timeframeset and just gives me EOD >>>> results. >>>> > > I have 1 minute data for the symbol I'm running it against. >>>> > > See below for the simple AFL code. >>>> > > >>>> > > TimeFrameSet(in1Minute); >>>> > > Vol_Trig= V >= BBandTop(V,10,2); >>>> > > RSI_Trig = RSIa(C,10)>70; >>>> > > Filter = Vol_Trig AND RSI_Trig; >>>> > > AddColumn( Close, "Close" ); >>>> > > >>>> > >>>> >>>> >>> >> >> > >
