Hi Graham, I'd like to thank you for your time. I know this may be time-consuming, and so far I have been further than I expected to go and even if I am not 100% sure this thing work it seems promising and I will try to make it work.
Thanks, Louis 2008/6/21 Louis Préfontaine <[EMAIL PROTECTED]>: > 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 >> >> > >
