Hello, is there a programmable trading software which allows to use different time frames in one formula? For example: I want to get informed if the 5min candle crosses the weekly pivot point. TOS does not allow this because a mixing of aggregration periods is not possible.
Amibroker allows this with the TimeFrameSet/Restore functions. I only really use this for daily/weekly data frames but I think it works on intraday timeframes too if you have the appropriate data source.
InvestorRT at linnsoft.com. Insert multiple time frames, as well as multiple instruments, in one trading rule. For example, for an entry rule you may wonder what would happen on a Monday if IBM opened up on a daily chart, the S&P opened down on the weekly chart, and the VIX rallied on a 5 min chart. (MPD here is a token for mixed periodicity.) DAY=1 AND MPD#IBMOP>MPD#IBMCL.1 AND MPD#SPYOP<MPD#SPYCL.1 AND MPD#VIX.XORAWK>MPD#VIX.XORAWK.5
Thanks for your replies. Which data source do you recommend for amibroker if you want to scan the entire US stock market, Amiquote + Tiingo.com?
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