timeframeset(indaily);
MAd = EMA(C,20);
Cd = C;
timeframerestore();
MAd1 = timeframeexpand(MAd,indaily);
Cd1 = timeframeexpand(Cd,indaily);
short = Cd1>MAd1 and ref(C,-1)<MAd1;
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 18/09/06, Jerry Laster <[EMAIL PROTECTED]> wrote:
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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