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multiple time-frame systems

Last Post 06-09-2008 03:05 PM by Richard Denning. 3 Replies.

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Alexander Satulov

New Member
Posts:5

04-04-2008 12:55 PM
I would appreciate if somebody could post an example of multiple time-frame trading system. I just need to see how properly to establish communication between two time-frames, say between 1-day and 60-min frames. Thank you.

mur ang

Advanced Member
Posts:525

04-04-2008 01:59 PM
' TradersStudio(r) (C) 2004-2007 All Rights Reserved Sub IntraDayPivotSys2Stream() Dim YestOpen As BarArray Dim YestHigh As BarArray Dim YestLow As BarArray Dim YestClose As BarArray Dim S1 As BarArray Dim S2 As BarArray Dim R1 As BarArray Dim R2 As BarArray Dim MidPoint As BarArray YestOpen=Open Of independent1 YestHigh=High Of independent1 YestLow=Low Of Independent1 YestClose=Close Of independent1 MidPoint=(YestHigh+YestLow+YestClose)/3 R1=(2MidPoint)-YestLow S1=(2MidPoint)-YestHigh R2=MidPoint+R1-S1 S2=MidPoint+S1-R1 If TimeIf TimeIf MarketPosition=1 And TradesToday()<2 Then Sell("FailSell",1,R1-getactiveminmove(),Stop,Day) If MarketPosition=-1 And TradesToday()<2 Then Buy("FailBuy",1,S1+getactiveminmove(),Stop,Day) ExitEOD("EndOfDay","",999) End Sub

Evgeni Andreyev

New Member
Posts:2

05-25-2008 12:12 PM
Is my understanding correct that working with Multiple time frames is similar to Tradestation's? I.e. you actually need to have different data streams opened in different windows to be able to use them... if yes, then would it be possible to test a system that uses, say,3 time frames on a potfolio of instruments? Overall, it would be great to have the ability to access and manage data from different time frames from within a system/program, like in Wealth-lab...Can this be incorporated into the future releases of TS? Cheers, E.

Richard Denning

New Member
Posts:12

06-09-2008 03:05 PM
Posted By zheka on 05-25-2008 12:12 PM 1) Is my understanding correct that working with Multiple time frames is similar to Tradestation's? I.e. you actually need to have different data streams opened in different windows to be able to use them... 2) if yes, then would it be possible to test a system that uses, say,3 time frames on a potfolio of instruments? Re 1): Studio is similar to tStation re the ability to add multiple data streams to a chart. The data streams can be of different time frames but they need to be added in order with the smallest first. They are all in the same window not different windows (both programs work this way) but Studio is much more powerful than tStation because the same traded series data stream can be compressed and added as the second and third data series,i.e. trades series is daily, then you can add as the second series the same daily series but compress it to weekly. In addition see 2). Re 2) Studio current can run on three time frames on a portfolio of intruments and all of the data series are accessable from within the code. Tradestation does not have this feature. Rich

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