Ed,
Here is an idea: Perhaps you could generate an ATC ticker of the
daily indicator, read in the values with foreign, then time expand
each bar to match up to your intraday bars --you will only have one
number per day.
Dennis
On May 21, 2007, at 9:27 AM, Edward Pottasch wrote:
in short one normally only has a limited amount of intraday data
from eSignal. If your calculation needs 250 bars of EOD data then
it can't be done. However because Amibroker allows for mixed
intraday/EOD data it should be possible. The code below shows that
Amibroker does only display these data and not use them for
calculations. If you display Daily data in mixed mode the chart
will show buy and short triangles. Displaying hour or minute charts
will not show any signals because it will not use the EOD data but
the intraday data for the calculation. To generate the signals I
need to use the EOD data for the calculation since I do not have
sufficient intraday data .... Not possible?
rgds, Ed
// set timeframe
TimeFrameSet( inDaily );
tt = NumDownBars = BarsSince( C >= Ref(C,-1));
ss = NumUpBars = BarsSince( C <= Ref(C,-1));
bc1 = tt >= 2 AND C > MA(C,250);
Buy = bc1;
Buy = Ref(Buy,-1);
sc1 = ss >= 2 AND C < MA(C,250);
Short = sc1;
Short = Ref(Short,-1);
// restore to current time frame
TimeFrameRestore();
// expand arrays
Buy = TimeFrameExpand( Buy, inDaily );
BuyPrice = IIf( Buy,Ref(C,-1),0);
Short = TimeFrameExpand( Short, inDaily );
ShortPrice = IIf(Short,Ref(C,-1),0);
GraphXSpace = 5;
SetChartOptions(0, chartShowDates);
Plot(C,"C",1,64);
Title=Name()+ ", O: "+WriteVal(O)+ ", H: "+WriteVal(H)+ ", L:
"+WriteVal(L)+ ", C: "+WriteVal(C);
PlotShapes(IIf(Buy,shapeUpTriangle,0),colorWhite, layer = 0,
yposition = BuyPrice, offset = 0 );
PlotShapes(IIf(Short,shapeDownTriangle,0),colorLightBlue, layer =
0, yposition = ShortPrice, offset = 0 )
----- Original Message -----
From: Edward Pottasch
To: [email protected]
Sent: Monday, May 21, 2007 12:01 PM
Subject: [amibroker] mixed intraday / EOD, eSignal
hi,
I am doing some backtests to finetune the entries of an EOD system.
Therefor I generate the signals using EOD data and use these
signals to find an intraday entry. I use the mixed intraday/EOD
mode (eSignal data). The EOD data show up nicely in the chart
however for the calculations the are not used. So if I implement in
the code:
TimeFrameSet( inDaily ):
the do my EOD signal calculations here
TimeFrameRestore();
continue in the intraday timeframe. When in the intraday timeframe
it can however not see the signals calculated in the Daily
timeframe. I use a moving average with a long period and therefor
it does not find signals because the intraday data not have enough
days. The EOD data have enough days but apparently they are not
used in the calculation.
Is there a trick so that they will be used in the calculation also
and not just for display purposes in the chart?
thanks, Ed
