Hi Graham, Thank you again for your help.
I was not sure what to plot exactly and how to plot it, so I tried something else. I used 15-minute bars to set RSI so it would barely get over 70 so I would get a signal in 15-minute time frame and NOT in 5-minute timeframe. Here is my code: SetTradeDelays( 1, 1, 1, 1 ); TimeFrameSet( in15Minute); test = RSI(81)>70; TimeFrameRestore(); test2 = TimeFrameExpand(test, in15Minute,expandLast); Buy = test2; Sell=...; BuyPrice = C; What I expected to see was a signal because the close of the 15-minute bar at a particular bar has a RSI(81)>70, but there is no signal at all.. At 3:55 PM on the Close of the 15-minute bar I see a RSI(81) of 70.28. Of course the 5-minute RSI is much lower. So if the code was good, AB should treat this RSI has been over 70 because the timeframe has been set in 15-minute bars, right? This is why I believe something must be wrong with that code. But what? Thank you very much. I really appreciate your help! Louis 2008/6/20 Graham <[EMAIL PROTECTED]>: > buyprice = c; > will give you the value of close price on the bar of entry. This > depends on how you define the buy conditions, expand first or last, > trade delays. > > suggest you plot the expanded indicators or conditions to see what > bars they occur on to give you the trade signals. > > > -- > Cheers > Graham Kav > AFL Writing Service > http://www.aflwriting.com > > 2008/6/21 Louis Préfontaine <[EMAIL PROTECTED] <rockprog80%40gmail.com> > >: > > Hi Graham, > > > > I think it works! I don't know why it didn't work previously, but thanks > a > > lot for your help and your patience! > > > > A last question: how would you set the buyprice to be the 5-minute close > > AFTER the 15-minute signal? > > > > TimeFrameSet( in15Minute); > > > > test = c>... > > > > TimeFrameRestore(); > > > > test2 = TimeFrameExpand(test, in15Minute); > > > > Buy = test2; > > Sell=...; > > > > BuyPrice = ? > > > > I tried Buyprice= Ref (C,1) thinking I would get the 5-minute close after > > the 15-minute signal, but it didn't work. I read all the section about > > timeframe in the manual, but still couldn't find how to do it. What would > > you do in that situation? > > > > Thank you again for your precious help! > > > > Louis > > > > > > > > > > > > 2008/6/20 Graham <[EMAIL PROTECTED] <kavemanperth%40gmail.com>>: > >> > >> see the help files for how to do timeframe functions > >> TimeFrameSet(in15minute) > >> YourConditionsHere = Whatever; > >> TimeFrameRestore(); > >> > >> YourConditionsHere = TimeFrameExpand( YourConditionsHere, in5Minute); > >> > >> -- > >> Cheers > >> Graham Kav > >> AFL Writing Service > >> http://www.aflwriting.com > >> > >> 2008/6/21 Louis Préfontaine <[EMAIL PROTECTED]<rockprog80%40gmail.com> > >: > >> > 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] <kavemanperth%40gmail.com>>: > >> >> > >> >> 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 > >
