 Posted 5/20/2009 05:54:44
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About the Multiple Frequencies features : how can I graph the hourly Moving Average variable (called sma5Hourly in the example code) ? By default the Moving Average that has the same frequency as my data is graphed (variable sma25), but not the other one.
Thanks
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Posted 5/21/2009 11:53:23
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FlipFlop (5/20/2009)
About the Multiple Frequencies features : how can I graph the hourly Moving Average variable (called sma5Hourly in the example code) ? By default the Moving Average that has the same frequency as my data is graphed (variable sma25), but not the other one.
Thanks
This isn't currently supported. Does it really make sense to graph a 1M indicator on a 1H chart, or vice versa? I would think that the time differences are too big to make it useful. Either you would have 60 data points averaged into one point on the 1H graph, or you would have an indicator on the 1M graph that stayed the same for 60 bars.
What do you think?
Thanks,
Daniel
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Posted 5/21/2009 15:33:00
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> or you would have an indicator on the 1M graph that stayed the same for 60 bars.
I would find this useful and i know this functionality from my other programs like AmiBroker.
It's good for visual trade checks and confirmation when we see all the values and moves from other time frames too.
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Posted 5/21/2009 16:47:59
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Tradix (5/21/2009)
> or you would have an indicator on the 1M graph that stayed the same for 60 bars.
I would find this useful and i know this functionality from my other programs like AmiBroker.
It's good for visual trade checks and confirmation when we see all the values and moves from other time frames too.
I concur wholeheartedly. I find it extremely useful to be able to see the lower resolution indicators on a higher frequency timeframe.
Cheers,
Mark
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Posted 5/21/2009 18:50:08
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Thanks guys ! In addition to saying I agree with myself, I would add that the frequency bar could be an input parameter of my model, an input that I want to optimize. I plan to always download the lowest frequency data, like 1-min bar, and then use this data as I like, as 1-hour data, daily data... I find it much easier to do that, instead of downloading xxx-min bar whenever I want to play with a xxx-min bar system, downloading yyy-min bar when...
Also, when I'm fishing for an idea, I will typically change the bar resolution on the graph to identify some trading opportunities ("hmmm, on the 1-hour graph it doesn't look good, let's see what happen on the 3-hour graph").
mark0419 (5/21/2009)
Tradix (5/21/2009)
> or you would have an indicator on the 1M graph that stayed the same for 60 bars.
I would find this useful and i know this functionality from my other programs like AmiBroker.
It's good for visual trade checks and confirmation when we see all the values and moves from other time frames too.
I concur wholeheartedly. I find it extremely useful to be able to see the lower resolution indicators on a higher frequency timeframe.
Cheers,
Mark
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Posted 5/21/2009 21:11:07
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I plan to always download the lowest frequency data, like 1-min bar, and then use this data as I like, as 1-hour data, daily data
In this case you are in luck. You can set the system frequency separately from the data frequency. Download 1 minute data and select those 1 minute symbols in the watchlist. Then in the system properties select 1 hour, 1 day, etc. as your system frequency. Your system will run with bars, indicators, charts, etc all in the frequency you specified as the system frequency, with bars created by aggregating the 1 minute bars you downloaded.
Thanks,
Daniel
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Posted 5/26/2009 14:09:14
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We've been working on improving the performance of running systems. The next beta should have some significant speed improvements. We're not done yet and the actual speedup will depend on your particular system.
I did find areas where the runtime is proportional to the square of the number of symbols. So if you are running systems with large sets of symbols you will hopefully see a very large speedup. If you were planning on running a system with tens of thousands of symbols, you may want to wait until the next beta.
Thanks,
Daniel
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