Hi Graham, If I understand what you mean is that if I want to simply add a 5-minute bar limitation I need to set timeframe manually for 15-minute bars for each and every rules/signals?
But any way you see this, how would you personnaly do to do what I want to do? I mean: I can use 5-minute, 15-minute or even 1-minute bars, but I want to trade only 15-minute bars and use one 5-minute bar simply to set my buying/selling price. How would you do that? Thank you, Louis 2008/6/20 Graham <[EMAIL PROTECTED]>: > 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] <rockprog80%40gmail.com> > >: > > > 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]<razzbarry%40imageview.us> > >: > >> > >> 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 > >
