Ok, this is starting to do my head in. The below works perfectly fine to plot a 3 minute RSI based on 1 minute data. (As expected) Min3close = TimeFrameCompress(Close,3*in1Minute); Min3RSI = RSIa(Min3close,10); Min3RSI = TimeFrameExpand(Min3RSI,3*in1Minute); Plot(Min3RSI,"3MinRSI",colorGreen);
However when I run the following in Explore (same database, same symbol) it doesn't work and I don't get any hits based on 3 minute RSI. I must be missing something really basic here. Can someone please help? Min3close = TimeFrameCompress(Close,3*in1Minute); Min3RSI = RSIa(Min3close,10); Min3RSI = TimeFrameExpand(Min3RSI,3*in1Minute); Filter = Min3RSI > 70; AddColumn(Min3RSI,"Min3RSI"); --- In amibroker@yahoogroups.com, "Louis Préfontaine" <[EMAIL PROTECTED]> wrote: > > Thanks Barry, > > That's what I have been looking for! > > Louis > > 2008/7/1 Barry Scarborough <[EMAIL PROTECTED]>: > > > Try this: > > > > TimeFrameSet(inDaily); // set daily time frame > > tHHV = HHV(C, 25); > > TimeFrameRestore(); // expand to current chart time > > eHHV = TimeFrameExpand(tHHV , inDaily); // get the high > > > > The if you want to check the value plot it on a 1 minute chart using > > plot(eHHV, "\nDay HHV(25)", colorblack, styleNoLine | styleNoDraw | > > styleOwnScale); > > > > That will display the value on your chart but not plot it. You can > > verify if it is a 25 day high. > > > > TimeFrameGetPrice(C, inDaily); does not have an HHV function but only > > gives the current close. > > > > Cheers, > > Barry > > --- In amibroker@yahoogroups.com <amibroker% 40yahoogroups.com>, "Louis > > Préfontaine" > > <rockprog80@> wrote: > > > > > > Hi, > > > > > > No, basically if I want to get the HHV of the last, let's say 25 > > days, I > > > guess it would be less consuming to be able to use daily bar rather > > than > > > thousands of 1-minute bars. That's what I am trying to do. > > However, I was > > > only able to get the value for the day before... > > > > > > Louis > > > > > > 2008/6/30 Dennis Brown <see3d@>: > > > > > > > Hi Louis, > > > > > > > > If I understand what you want correctly: Find the Highest High > > so far for > > > > today? > > > > > > > > Just grab the last value of TimeFrameGetPrice(H, inDaily, 0) > > > > > > > > Just off the top of my head, not tested. Also Not sure about the > > expand > > > > options. > > > > > > > > BR, > > > > Dennis > > > > > > > > On Jun 30, 2008, at 10:01 PM, Louis PrÃ(c)fontaine wrote: > > > > > > > > Anyone? > > > > > > > > What I want to do is simple. I am working with 1-minute data but > > want to > > > > check for HHV of daily value. I want to use current daily value; > > e.g. if it > > > > is 10:30 AM then 10:30 AM value would be the indaily close. > > > > > > > > How can I do this? > > > > > > > > Thanks, > > > > > > > > Louis > > > > > > > > 2008/6/28 Louis PrÃ(c)fontaine <rockprog80@>: > > > > > > > >> Hi, > > > >> > > > >> Is it possible to use indaily not as the end of the close but as > > the > > > >> current value? > > > >> > > > >> As an example: if I use a breakout system and want to look for > > HHV of > > > >> latest 30 days in daily format, how could I do that? > > > >> > > > >> I tried expandfirst or expandlast but it didn't work; always > > used last > > > >> complete day instead of current day... > > > >> > > > >> Thanks, > > > >> > > > >> Louis > > > >> > > > >> 2008/6/16 Louis PrÃ(c)fontaine <rockprog80@>: > > > >> > > > >>> Ok, I found an example by Tomasz which helped me a lot: > > > >>> > > > >>> Tomasz Janeczko > > > >>> tj â'â'atâ'â' amibroker.com > > > >>> 2004â'06â'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 PrÃ(c)fontaine <rockprog80@>: > > > > > >>> > > > >>> 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 <ara1@>: > > > >>>> > > > >>>>> > > > >>>>> 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 PrÃ(c)fontaine <rockprog80@> > > > >>>>> *To:* amibroker@yahoogroups.com <amibroker% 40yahoogroups.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 <ara1@>: > > > >>>>> > > > >>>>>> > > > >>>>>> RSI5 is a numeric value ... so the formula is not correct. > > > >>>>>> > > > >>>>>> You need to say: > > > >>>>>> Buy = RSI5 <25 and ...... > > > >>>>>> > > > >>>>>> ----- Original Message ----- > > > >>>>>> *From:* Louis PrÃ(c)fontaine <rockprog80@> > > > >>>>>> *To:* amibroker@yahoogroups.com <amibroker% 40yahoogroups.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 <rub92me@>: > > > >>>>>> > > > >>>>>>> Thanks; gave it a try but still doesn't work. I only get EOD > > > >>>>>>> results ... [EMAIL PROTECTED]<Inamibroker% 40yahoogroups.com> > > <amibroker% > > 40yahoogroups.com>, > > > >>>>>>> "Mohammed" > > > >>>>>>> <softnews2003@> 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 > > > >>>>>>> > > > > >>>>>>> > > > > >>>>>>> > --- [EMAIL PROTECTED]<Inamibroker% 40yahoogroups.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" ); > > > >>>>>>> > > > > > >>>>>>> > > > > >>>>>>> > > > >>>>>>> > > > >>>>>> > > > >>>>> > > > >>>> > > > >>> > > > >> > > > > > > > > > > > > > > > > > > > > > >
