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Hello All:
I recently purchased Amibroker; what an amazing system it is!
I've been trying to program in a trading system which utilizes
multiple time frames. Conceptually, the system is quite simple, using
higher time frames to check longer term trends; trades on a shorter
period (5 minute) chart are executed in the direction of the longer
period trend.
My question: how does one write the code for a trading system formula
that checks a given indicator across multiple time frames, eg:
1) 50 period MA on 60 minute chart must be 'up' (ie, the current
period's value must be greater than or equal to that of the
immediately preceding period--using the 'REF' function, I assume);
2) 50 period MA on DAILY chart must be up (as above);
3)Assuming the first two criteria are met, the buy trigger on a five
minute chart would be:
"Buy when 5 period MA crosses above 12 period MA"
Sell would be reverse. This is just a 'for instance', for purposes of
exploring AmiBroker's capabilities.
========
I guess I'm asking for insights on:
A) How to calculate values across multiple defined periods within the
same AFL file--does this use the 'TimeFrameSet/Restore' functions?
B) Is it possible to display either panes or separate windows within
a workspace, each using a different timeframe? Ideally I'd like to
show a plot of, say a slow stochastic for five, 60, and daily, each
in its own pane, all simultaneously visible.
Any help would be much appreciated!
Eric
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