Thank you for your reply, I included the indicator code (with the difinition) at the beginning of each timeframeset block. However now I don't get any results at all (whereas I'm sure there should be several). Can you think of anything else I could have done wrong?
Ralph. --- In [email protected], Graham <kavemanpe...@...> wrote: > > The variables firstallup and firstalldown seem to be both defined in > the base time period. > They should be defined within each timeframeset blocks of the code. > > -- > Cheers > Graham Kav > AFL Writing Service > http://www.aflwriting.com > > > > > 2009/5/27 allm4m <all...@...>: > > Hello, here's what I want to do (but can't get it right): > > > > I want to scan for 30min bar buy/short signals, produced by my indicator, > > but I only want those signals that are confirmed by a signal given in the > > last 10 or 15 min bar (the one that ends the same time as the 30min bars, > > or the one just before). > > > > Here's the code (after the indicator code) that I thought should work on a > > scan set at 5min bars: > > > > TimeFrameSet( 2*in5Minute ); > > GreenSq10 = firstallup OR Ref(firstallup, -1); > > RedSq10 = firstalldown OR Ref(firstalldown, -1); > > > > TimeFrameSet( in15Minute ); > > GreenSq15 = firstallup OR Ref(firstallup, -1); > > RedSq15 = firstalldown OR Ref(firstalldown, -1); > > > > TimeFrameSet( 2*in15Minute ); > > GreenSq30 = firstallup; > > RedSq30 = firstalldown; > > > > TimeFrameRestore(); > > > > GreenSq10 = TimeFrameExpand(GreenSq10, 2*in5Minute, expandLast ); > > RedSq10 = TimeFrameExpand(RedSq10, 2*in5Minute, expandLast ); > > GreenSq15 = TimeFrameExpand(GreenSq15, in15Minute, expandLast ); > > RedSq15 = TimeFrameExpand(RedSq15, in15Minute, expandLast ); > > GreenSq30 = TimeFrameExpand(GreenSq30, 2*in15Minute, expandLast ); > > RedSq30 = TimeFrameExpand(RedSq30, 2*in15Minute, expandLast ); > > > > Buy = GreenSq30 AND ( GreenSq10 OR GreenSq15); > > Short = RedSq30 AND ( RedSq10 OR RedSq15); > > > > There are two problems with this code: > > 1. I get wrong results, i.e. many results appear that have no signal at all. > > 2. I get results at times other than ending xx:29 or xx:59. Instead I get 5 > > min bar results, like 10:04 etc. Most results are in clusters of 3-5 > > consecutive 5 min bars (e.g. 13:09, 13:14 and 13:19) which isn't OK either. > > > > Even when I leave out the confirming signals (so just Buy = GreenSq30;) I > > get wrong results. > > > > When instead of doing a scan, I plot the signals in the indicator, I get > > undesired effects like (wrong) signals disappearing while scrolling. > > > > Who can tell me how I should change the code? > > Thanks. > > > > > > >
