Hi,
For backtesting I am trying to enter trades intraday generated by data
in the daily time frame (for instance, when the 1 minute bar crosses
the 20 EMA).
I've tried using TimeFrameCompress and call the modified 20 EMA in the
1 minute timeframe for instance:
dC = TimeFrameCompress(C, inDaily );
TimeFrameSet(in1Minute);
Short = Ref( dC, -1 )> MA(dC, 20) and Ref(C, -1) < MA(dC, 20);
Should go short when yesterday's close was higher than the daily 20
MA, and the close of 1 minute ago was lower than the daily 20 MA, but
it does not seem to work.
Is there any other way?
Thanks,
Jerry
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