Graham is correct. You have to use a chart of the shortest timeframe. If you want to show 5 and 15 minute data you will have to plot it on a 5 minute chart. You cannot plot 5 minute bars on a 15 minute chart.
I use something like this so I can switch between charts without having to change the code. The example assumes the longer period is three times the chart interval. It calculates a MACD and Stoch in a timeframe 3 times the current chart interval. // Timeframe calculations tf = Interval() / 60; // interval is in seconds tfp = tf * 180; // chart interval * 3 * 60seconds TimeFrameSet(tfp); MacdTf = MACD(r1, r2); tfStoch = StochK( StoPer, Kper); TimeFrameRestore(); MacdTfe = TimeFrameExpand(MacdTf, tfp); tfeStoch = TimeFrameExpand(tfStoch, tfp); plot it as usual but expect to see the 15 minute plot to be flat for three 5 min bars. The current bar can change but the previous lines will be flat for three bars for each 15 minute period. This part of you code doesn't make sense: > C5=Ref (C,1); this is looking ahead 1 bar. Is that what you want to do? You can do that but not from the current bar. And your other calculation is not looking from a previous period. That will give unexpected results. > BuyPrice = TimeFrameExpand (C5,in5Minute); > Buy = C>1.45; > Sell=C>50; You got the 15 min BuyPrice but don't use it in the next 2 lines. Do you want the 5 minute C to be > BuyPrice + 1.45? A buy of C>1.45 does not make sense compared to a sell of C>50. You will have a buy on all bars C>1.45 and then a sell on all bars with C>50. A cross function makes more sense but since I can't see the rest of your code all this may be fine. Barry --- In [email protected], "Louis Préfontaine" <[EMAIL PROTECTED]> wrote: > > Hi, > > I tried this as a test but it doesn't work well: > > //SetTradeDelays( 1, 1, 1, 1 ); > > TimeFrameSet (in5Minute); > > C5=Ref (C,1); > > TimeFrameRestore(); > > BuyPrice = TimeFrameExpand (C5,in5Minute); > Buy = C>1.45; > Sell=C>50; > > All my signals are based on 15-minute bars but I do have 5-minute bars in > the database. What I am trying to do is simply set the buyprice not as the > close of the 15-minute bar, but as the close of the next 5-minute bar... > > Louis > > > > 2008/6/20 Louis Préfontaine <[EMAIL PROTECTED]>: > > > Hi, > > > > I mean, if I work with 15-minute bars, wouldn't it be simply more > > complicated to use 5-minute bars and then timeframeexpand every single rule > > but this particular buyprice? > > > > Thanks, > > > > Louis > > > > 2008/6/20 Louis Préfontaine <[EMAIL PROTECTED]>: > > > >> Hi, > >> > >> Is it possible to do the opposite? Or, if I use 15-minute bars (but my > >> database is in 5-minute bars) to set the buyprice at the Close of the first > >> of the three 5-minute bars? > >> > >> Thanks, > >> > >> Louis > >> > >> 2008/6/20 Graham <[EMAIL PROTECTED]>: > >> > >> You have to set your base time period to 15 minute and use 1 hour > >>> timeframe over it > >>> > >>> -- > >>> Cheers > >>> Graham Kav > >>> AFL Writing Service > >>> http://www.aflwriting.com > >>> > >>> 2008/6/20 Louis Préfontaine <[EMAIL PROTECTED]<rockprog80% 40gmail.com> > >>> >: > >>> > >>> > Hi, > >>> > > >>> > If this is not possible, I'd like to be able to set a % adjustment that > >>> > depend on the price and liquidity of the stock. I used to set a 1% > >>> > adjustment, but 1% of 50$ is 0.5, and no way there would be 0.5 > >>> difference > >>> > between signal and when I buy. On the other side, 1% of 1$ is 0.1, so > >>> it > >>> > may not be enough... Anybody thought about this? > >>> > > >>> > Louis > >>> > > >>> > 2008/6/19 Louis Préfontaine <[EMAIL PROTECTED]<rockprog80% 40gmail.com> > >>> >: > >>> >> > >>> >> Hi, > >>> >> > >>> >> I am using 1-hour bars and wouldn't like to set my buyprice or > >>> sellprice > >>> >> at the Close of the first 15-minute bars after the signal. I toyed > >>> with > >>> >> timeframe but still not sure how to do this. > >>> >> > >>> >> If anyone know how to do this; this shouldn't be complicated. > >>> >> > >>> >> Thanks again! > >>> >> > >>> >> Louis > >>> > >>> > >> > >> > > >
