Ed, Sorry for the delay, seems volatility has picked up. I believe the problem with your code below is that in my daily system, there is not a continuous condition for buyDaily as C > emaDaily. There is a set of conditions that trigger a buy and the system is long until it goes short. Therefore, buyDaily is only true, or equal to 1, on the day the daily system has a buy. I need a different way to define long or short, perhaps based on the last signal. Any ideas? James
----- Original Message ---- From: Edward Pottasch <[EMAIL PROTECTED]> To: [email protected] Sent: Tuesday, September 16, 2008 2:22:31 AM Subject: Re: [amibroker] Daily system as a filter for intraday system 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] ps.com 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
