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Close of Data2 for a daily compression is the same as for any other
compression in data1 for the same symbol. For this reason if you only want
to reference the day prior, "C[1] of data2" must be used.
Jim Bronke
Phoenix, AZ
----- Original Message -----
From: "Ralph Peterson" <rcp@xxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Thursday, March 14, 2002 10:18 PM
Subject: Re: EOD indicators in intraday system...
: One question that I have regarding this strategy is how the longer term
: (Data2 in this case) functions are evaluated? I have used code similar to
: that below using 1 min charts in data1 and 15 min charts in data2. What
is
: not clear is how TS evaluates the function on data2 when in between bars.
: In other words if you have a 15 min series on data2 and the bar forms on
the
: hour and every quarter hour after that, what happens when it tries to
: evaluate the function on say the seven minute bar of data1? Does it use
the
: last closed bar of data2 (on the hour) or does it use the current open bar
: of data2 using the current value at minute saven to be the close of that
: bar?
:
: Thanks for any insights on this.
:
: Ralph Peterson
: ralphp@xxxxxxxxxx
:
:
: ----- Original Message -----
: From: "Victor C" <victorc17@xxxxxxxxx>
: To: <omega-list@xxxxxxxxxx>
: Sent: Thursday, March 14, 2002 1:54 PM
: Subject: Re: EOD indicators in intraday system...
:
:
: > To my experience the easiest way to reference EOD
: > analysis techniques in intraday strategies/systems is
: > to add a second data series (with the same symbol)
: > displaying daily information.
: > Then from your analysis techniques you would do
: > something like
: > Average(Close, 10) of Data2
: > To refer to a simple 10 DAY average of the symbol.
: > The only problem with this is that the bar requirement
: > of your system to start calculation will be kept with
: > the daily bars. So if your system refers to 10 bars,
: > it will start calculating AFTER ALL data series have
: > at least 10 bars (which means you need to have 10 days
: > of intra-day data on the chart as well as daily data
: > before getting any results).
: >
: > Victor Cuadra
: > 602-524-4491
: > www.cuadraE.com
: >
: > --- tnielsen@xxxxxxxxxxxxxxxxxx wrote:
: > >
: > > A few days ago a question was raised about how to
: > > reference EOD indicators from intraday systems. I'd
: > > be interested in knowing that as well, but
: > > unfortunately no responses were posted to the list.
: > > Any tips, anyone?
: > >
: > > Also, is it just me, or has traders2traders been
: > > down for a couple of days now? Mr. West?
: > >
: > > Regards,
: > >
: > > Tom Nielsen
: > >
: >
: >
: > =====
: > Victor Cuadra
: > www.cuadraE.com
: >
:
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