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Re: [amibroker] Multiple Time Frames



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Trading Reference Links

Yes you use Timeframe functions to find longer timeframe functions
than the base time period

--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm


On 12/12/05, computerpro_98 <computerpro_98@xxxxxxxxx> wrote:
> 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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