Re: [amibroker] Creating Multiple Time Frame Filter (Exploration)

["Padhu" <ccie8340@xxxxxxxxx>]

Amohedas,

 

whenever you use higher timframes on lowertimeframes, you need to expand the array.

 

try this:

//In_daily mode...Looking for weekly, monthly data

mrsi_daily = timeframexpand(mRSI,inmonthly,expandfirst) ;

 

 

expand all other arrays here and then use ib buy

buy=mrsi_daily > 68 and ........;

 

cheers,Padhu

 

 

----- Original Message -----

From: Amohedas

To: amibroker@xxxxxxxxxxxxxxx

Sent: Friday, September 28, 2007 8:13 PM

Subject: [amibroker] Creating Multiple Time Frame Filter (Exploration)

Hi all,

I'm attempting to create a filter (or scan) that uses multiple time
frames, but it doesn't seem to be working.

The Code:

TimeFrameSet( inMonthly );

mRSI = RSI(14);
mMACD = MACD(12, 26);

TimeFrameRestore();

TimeFrameSet( inWeekly );

wRSI = RSI(14);
wMACD = MACD(12, 26);

TimeFrameRestore();

TimeFrameSet ( inDaily );

dClose = Close;

TimeFrameRestore();

Buy = mRSI >= 68 AND mMACD >= HHV(mMACD, 36) AND wRSI >= 68 AND wMACD
= MACD(12, 26) AND Close >= 10 AND Close >= HHV(Close, 6) * 0.90;

Filter = Buy;
AddColumn( Close, "Close" );

I looked through the results of the scan and some of the stocks don't
meet the criteria. For example ATR comes up but the weekly MACD is not
at a new High so it shouldn't have been displayed.

Any idea what's going on here?

Thanks,

Agustin

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