hi James, what you need to do is use the same timeframes in the Buy/Sell equations.
So for instance you are working in the 1-minute time frame then you define your daily constraints as: // set timeframe TimeFrameSet( inDaily ); emaDaily = EMA(C,50); buyDaily = C > emaDaily; // restore to current time frame TimeFrameRestore(); // expand the Daily timeframe array to the timeframe you are using currently buyDaily = TimeFrameExpand( buyDaily, inDaily ); // now you can use this array in your buy/sell constraints Buy = Cross (High, BuyUpper) AND buyDaily; regards,Ed ----- Original Message ----- From: James To: [email protected] Sent: Monday, September 15, 2008 11:16 PM Subject: [amibroker] Daily system as a filter for intraday system I would like to test using a daily system as a filter for an intraday system so that long positions are only taken if the daily system is long and vice-versa. I understand the set time frame aspect, what I don't understand is how to set the daily system's position as a condition. See AFL thought illustration in red below. Could someone point me in the right direction. Buy = Cross (High, BuyUpper) AND (Daily system is long); Sell = Cross (StopLower, Low); Short = Cross (SellLower, Low) AND (Daily system is short); Cover = Cross (High, StopUpper); Thank you, James
