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



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Thanks so much!

I'll give this a try, should work. So much to learn. :-)

On 9/29/07, Ara Kaloustian <ara1@xxxxxxxxxx > wrote:

You need to expand the compressed time frame data that you created.

Look in help for TimeFrameExpand() functions

----- Original Message -----
From: "Amohedas" <agustins.stocks@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, September 28, 2007 6:13 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
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
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__._,_.___

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html





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