Monday, December 01, 2008     | Register
TradersStudio Forums
Forums > TradersStudio 2.x > General TradersStudio Forum
Subject: multiple time-frame systems

You are not authorized to post a reply.   
Author Messages
fobos
Posts:4
04-04-2008 12:55 PM Alert 
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. 
murray
Posts:431
04-04-2008 1:59 PM Alert 

' 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=(2*MidPoint)-YestLow
S1=(2*MidPoint)-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
zheka
Posts:2
05-25-2008 12:12 PM Alert 

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.
rdencpa
Posts:10
06-09-2008 3:05 PM Alert 
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
You are not authorized to post a reply.
Forums > TradersStudio 2.x > General TradersStudio Forum > multiple time-frame systems


ActiveForums 3.6
TradersStudio® Copyright 2004-2008 All Rights Reserved   |  Privacy Statement  |  Terms Of Use