Amibroker formula, multi time frames

Discussion in 'Trading Software' started by themickey, Jul 8, 2010.

  1. Masterbrain, thanks for your perspective. I think I am trying to fix something that is inherently not broken -specially the way you explained it. (a bar is not hourly until it finishes.

    If I have a 12:40-12:50 bar , "expandlast" will access the 11-12 bar until the 12:50 which will then shift to the 12-1 hourly since the 12:50 is the last 10m bar.

    Thanks again.
     
    #11     Nov 6, 2013
  2. That being said, a backtest system using bar replay such as Sierras (AB also has one but I think current version is not working) would be more accurate since in bar replay, your entry/ exit signals are being evaluated in "real time" thru bar replay ie as your 10m bar gets built, your 1 hour also is getting built dynamically w/o waiting for bar to close. So if your entry trigger is like

    Last> MA of 10m AND ADX < 20 in the 1 hour, it could get triggered at 12:42 basis the 12:40 10m and the 12-1pm hourly (Which in reality spans only 12 to 12:42
     
    #12     Nov 6, 2013
  3. [​IMG]
    Don't know what barreplay you have but "my" barreplay of version 5.60 is working and last current higher tf bar's value is changing dynamically if using expandfirst.

    What is not working?
     
    #13     Nov 6, 2013
  4. I enter the date span and hit play and nothing happens to the chart. I have to read more about the bar replay , maybe I am doing it wrong. I see the time move in the bar replay window as well as the progress bar but the chart is not moving. -is it supposed to?

    Masterbrain--totally my fault I was entering Nov 10 - 15,2013 which is still in the future!!!
     
    #14     Nov 6, 2013
  5. Only Nostradamus is allowed to benefit from such date ranges (if he would still be living). :D
     
    #15     Nov 7, 2013