we are not referring to the database time period, but the chart period being used you cannot calculate values of a shorter bar period than the chart (or AA) The only limitation your database period is that you cannot get 1 minute bars from 5 minute database The charts are the same, you cannot get 5 minute bar from 15 minute chart
-- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com 2008/6/21 Louis Préfontaine <[EMAIL PROTECTED]>: > 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], "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
