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EMA of multiple time frames
#413714
12/16/12 18:56
12/16/12 18:56
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Joined: Dec 2012
Posts: 14
Pipinator
OP
Newbie
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OP
Newbie
Joined: Dec 2012
Posts: 14
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Hello,
I am trying to create a multi-TF indicator. I would like to have a 38 hr EMA, 8 hr EMA on the 5 minute TF for scalping.
I'm running into the problem not being able to get a Price array
vars Price = series(price()); with a fixed time frame, All I see is offset. Is it possible?
vars Price60min = series(price(0,60)); vars Price5min = series(price(0,5));
plot("EMA60",EMA(Price60min,38),0,0x222222); plot("EMA5",EMA(Price5min,8),0,0x992222);
Thanks!
T
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Re: EMA of multiple time frames
[Re: jcl]
#414379
12/31/12 03:54
12/31/12 03:54
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Joined: Nov 2012
Posts: 209
SFF
Member
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Member
Joined: Nov 2012
Posts: 209
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Thanks. I have made this code but It looks like I had errors about BarPeriod/TimeFrame. The strategy is simple - I will buy 15min MACD cross over if MACD of 30 and 60 min are in the same direction.( For buy, upside). Thank you for any advice.
function run(){
set(LOGFILE);
int FastPeriod = 8;
int SlowPeriod = 21;
int SignalPeriod = 9;
BarPeriod = 15;
vars Close = series(priceClose());
TimeFrame = 1;
MACD(Close,FastPeriod,SlowPeriod,SignalPeriod);
vars MainLine = series(rMACD);
vars SignalLine = series(rMACDSignal);
vars Hist = series(rMACDHist);
MACD(Close,FastPeriod*2,SlowPeriod*2,SignalPeriod*2);
vars MainLine30 = series(rMACD);
vars SignalLine30 = series(rMACDSignal);
vars Hist30 = series(rMACDHist);
MACD(Close,FastPeriod*4,SlowPeriod*4,SignalPeriod*4);
vars MainLine60 = series(rMACD);
vars SignalLine60 = series(rMACDSignal);
vars Hist60 = series(rMACDHist);
MACD(Close,FastPeriod*16,SlowPeriod*16,SignalPeriod*16);
vars MainLine240 = series(rMACD);
vars SignalLine240 = series(rMACDSignal);
vars Hist240 = series(rMACDHist);
if(crossOver(MainLine,SignalLine) && MainLine30[0] > SignalLine30[0]
&& MainLine30[0] > SignalLine60[0] && MainLine240[0] > SignalLine240[0]){
exitShort();
enterLong();
}
if(crossUnder(MainLine,SignalLine) && MainLine30[0] < SignalLine30[0]
&& MainLine30[0] < SignalLine60[0] && MainLine240[0] < SignalLine240[0]){
exitLong();
enterShort();
}
}
Last edited by SFF; 01/04/13 13:08.
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