Hi Barry, Thank you for your reply. This is a tough nut to crack for me.
I am using 5-minute bars in my database, so this shouldn't be a problem. I want to look ahead for this particular reason: I want to set the buyprice at the close of the first 5-minute bar out of the next 15-minute bar. If I have a signal at 10:00, I want the price to be the close at 10:00. I understand that I must work in 5-minute bars to do this because I can't go from 15 to 5 but only from 5 to 15, but does it mean I would have to compress all my data because everything else is based on 15-minute bars? The Buy>1.45 and Sell<50 is simply to see if the code works. Of course it would give me signals everywhere, but I want to see if the signals are at the right place. Right now, it simply does not work at all. I tried this, based on your own formula, butit still isn't it: TimeFrameSet( in15Minute); test = C>2; TimeFrameRestore(); test2 = TimeFrameExpand(test, in15Minute); Buy = test2; Sell=C>10; I'm really confused. All I want to do is to be able to work with 15-minute bars and set a buyprice at 5-minute bar Close after the signal. If I need to set the periodicity to 5-minute bars and compress each and every signal to 15-minute, I'll do it. But I don't know how to do it, unfortunately, even after reading all the timeframe section in the manual... Thank you for your help, Louis 2008/6/20 Barry Scarborough <[EMAIL PROTECTED]>: > 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] <amibroker%40yahoogroups.com>, "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 > > >>> > > >>> > > >> > > >> > > > > > > > >
