Anyone? What I want to do is simple. I am working with 1-minute data but want to check for HHV of daily value. I want to use current daily value; e.g. if it is 10:30 AM then 10:30 AM value would be the indaily close.
How can I do this? Thanks, Louis 2008/6/28 Louis Préfontaine <[EMAIL PROTECTED]>: > Hi, > > Is it possible to use indaily not as the end of the close but as the > current value? > > As an example: if I use a breakout system and want to look for HHV of > latest 30 days in daily format, how could I do that? > > I tried expandfirst or expandlast but it didn't work; always used last > complete day instead of current day... > > Thanks, > > Louis > > 2008/6/16 Louis Préfontaine <[EMAIL PROTECTED]>: > >> Ok, I found an example by Tomasz which helped me a lot: >> >> Tomasz Janeczko >> tj −−at−− amibroker.com >> 2004−06−03 04:35:37 >> >> TimeFrameSet(in15Minute); >> MA10_15Min=MA(Close,10); >> TimeFrameRestore(); >> Buy=Cross( MA(Close,5), TimeFrameExpand(MA10_15Min, in15Minute) ); >> >> I can only begin to see what I can do with this... Anyway, now it works, >> but would it make any difference if I decided simply to use a RSI based on, >> let's say 30 hourly bars instead of 5 days? >> >> Louis >> >> >> >> 2008/6/16 Louis Préfontaine <[EMAIL PROTECTED]>: >> >> Hi, >>> >>> I am looking in the manual around page 739 and I must admit I am >>> confused... >>> >>> Timeframeset >>> Timeframeexpand >>> Timeframerestore >>> Timeframecompress >>> >>> I tried to read all this but I am still not sure about how to use this >>> stuff. I understand that the timeframeset changes from intraday to >>> daily/weekly/etc. and timeframerestore changes back to the initial intraday >>> I am using. But I don't understand the timeframecompress and >>> timeframeexpand. I thought that setting the TimeFrameSet( inDaily ); and >>> then setting a variable (RSI5) and then referring to that variable later >>> would assume it was in the daily timeframe, but it seems it is not how it >>> works. >>> >>> So, how would I be able to set a formula that would calculate a daily >>> close where RSI (5) < 25 and then using that in my intraday buy signal >>> along with other intraday variables? >>> >>> >>> Thanks, >>> >>> Louis >>> >>> 2008/6/16 Ara Kaloustian <[EMAIL PROTECTED]>: >>> >>>> yes ... need to use time frame expand ... >>>> >>>> Look in help files ... very good explanation >>>> >>>> *TimeFrameExpand( RSI5, indailym,expandfirst);* >>>> ** >>>> *I assume you are using this with intraday data. Use expandfirst as >>>> shown (instead if expandlast - or at least experiment with both). This >>>> should give you signals earlier, based on amount of data available today. >>>> * >>>> >>>> >>>> ----- Original Message ----- >>>> *From:* Louis Préfontaine <[EMAIL PROTECTED]> >>>> *To:* [email protected] >>>> *Sent:* Monday, June 16, 2008 12:48 PM >>>> *Subject:* Re: [amibroker] Re: Timeframeset question >>>> >>>> Hi, >>>> >>>> Oups, sorry... That was a typo. The real thing is >>>> >>>> Buy = RSI5<25 AND ... >>>> >>>> But it does not give me a lot of signals. I wonder if there is >>>> something wrong with the conversion from hourly to daily to hourly bars? >>>> >>>> Do I need to add a TIMEFRAMEEXPAND value, and if yes, how does it work? >>>> >>>> Thanks, >>>> >>>> Louis >>>> >>>> 2008/6/16 Ara Kaloustian <[EMAIL PROTECTED]>: >>>> >>>>> RSI5 is a numeric value ... so the formula is not correct. >>>>> >>>>> You need to say: >>>>> Buy = RSI5 <25 and ...... >>>>> >>>>> ----- Original Message ----- >>>>> *From:* Louis Préfontaine <[EMAIL PROTECTED]> >>>>> *To:* [email protected] >>>>> *Sent:* Monday, June 16, 2008 12:37 PM >>>>> *Subject:* Re: [amibroker] Re: Timeframeset question >>>>> >>>>> Hi, >>>>> >>>>> Is this formula correct? >>>>> >>>>> TimeFrameSet( inDaily ); >>>>> RSI5 = RSI (5); >>>>> TimeFrameRestore(); >>>>> >>>>> Buy = RSI5 and C>O; >>>>> >>>>> Thanks, >>>>> >>>>> Louis >>>>> >>>>> p.s. I want the RSI on 5 days to be below 25 and the C>O in hourly >>>>> data. Is that correct? >>>>> >>>>> >>>>> >>>>> 2008/6/16 blinddoekje <[EMAIL PROTECTED]>: >>>>> >>>>>> Thanks; gave it a try but still doesn't work. I only get EOD >>>>>> results ... In [email protected]<amibroker%40yahoogroups.com>, >>>>>> "Mohammed" >>>>>> <[EMAIL PROTECTED]> wrote: >>>>>> > >>>>>> > Hi; >>>>>> > >>>>>> > Please try this one. I'm not sure if it work or not.. >>>>>> > >>>>>> > TimeFrameSet( in1Minute); >>>>>> > >>>>>> > Vol_Trig= V >= BBandTop(V,10,2); >>>>>> > RSI_Trig = RSIa(C,10)>70; >>>>>> > >>>>>> > TimeFrameRestore(); >>>>>> > >>>>>> > Vol_Trig_ = TimeFrameExpand(Vol_Trig, in1Minute); >>>>>> > RSI_Trig_ = TimeFrameExpand(RSI_Trig, in1Minute); >>>>>> > >>>>>> > buy=0; >>>>>> > >>>>>> > Filter = Vol_Trig_ AND RSI_Trig_; >>>>>> > AddColumn( Close, "Close" ); >>>>>> > >>>>>> > Regards >>>>>> > >>>>>> > >>>>>> > --- In [email protected] <amibroker%40yahoogroups.com>, >>>>>> "blinddoekje" <rub92me@> wrote: >>>>>> > > >>>>>> > > I'm trying to use the timeframeset command do do a simple >>>>>> intraday >>>>>> > > explore, but can't get it to work. For some reason when I run the >>>>>> > > explore it is ignoring the timeframeset and just gives me EOD >>>>>> results. >>>>>> > > I have 1 minute data for the symbol I'm running it against. >>>>>> > > See below for the simple AFL code. >>>>>> > > >>>>>> > > TimeFrameSet(in1Minute); >>>>>> > > Vol_Trig= V >= BBandTop(V,10,2); >>>>>> > > RSI_Trig = RSIa(C,10)>70; >>>>>> > > Filter = Vol_Trig AND RSI_Trig; >>>>>> > > AddColumn( Close, "Close" ); >>>>>> > > >>>>>> > >>>>>> >>>>>> >>>>> >>>> >>>> >>> >>> >> >
