James, Would this tweak of Ed's code do what you want? Cheers, Ian // set timeframe TimeFrameSet( inDaily ); buyDaily = YOUR BUY CONDITION GOES HERE; shortDaily = YOUR SHORT CONDITION GOES HERE;
// Once buyDaily=1, InLongDaily stays 1 till shortDaily=1 InLongDaily = Flip(buyDaily, shortDaily); // Once shortDaily=1, InShortDaily stays 1 till buyDaily=1 InShortDaily = Flip(shortDaily, buyDaily); // restore to current time frame TimeFrameRestore( ); // expand the Daily timeframe array to the timeframe you are using currently buyDaily = TimeFrameExpand( InLongDaily, inDaily ); // now you can use this array in your buy/sell constraints Buy = Cross (High, BuyUpper) AND buyDaily; --- In [email protected], James <[EMAIL PROTECTED]> wrote: > > 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 >
