Разместил: Дата: 2005-12-27 16:23
Комментарии: (0) Рейтинг:
Buy Data1 when Data2 Crosses a Moving AverageSubject: EL question, Multiple time frames
Author: David Powell
Date: 9/15/98 1:02 PM
Data1 = 3-minute
Data 2 = 15-minute
Data2 has an oscillator(see code below),
if oscillator is rising, you only execute buys in Data1
How do you get the program to execute in Data1 off an INDICATOR in Data2?
Please, any help would be greatly appreciated.
Thanks -David Powell
Re:EL question, Multiple time frames
· To: "dwpowell@xxxxxxxxxxxxxxxx"
· Subject: Re:EL question, Multiple time frames
· From: "Sentinel Trading"
· Date: Tue, 15 Sep 1998 11:46:24 -0400
· Importance: medium
· Priority: normal
· Resent-Date: Tue, 15 Sep 1998 08:46:31 -0700
· Resent-From: omega-list@xxxxxxxxxx
· Resent-Message-ID: <"vkISG3.0.mP4.Nle_r";@mx1>
· Resent-Sender: omega-list-request@xxxxxxxxxx
This is a simple system that buys Data1 when Data2 crosses a moving average. I believe that buy and sell signals default on data1.
Type : Signal, Name : Buy Data1 when Data2 Crosses a Moving Average
Value1 = (Average(Close Data2, AvgLen));
Value2 = (Close Data2);
Condition1 = Value2 crosses above Value1;
Condition2 = Value2 crosses below Value1;
If Condition1 then Buy ("Buy") High + .0625 Stop;
If Condition2 then Sell ("Sell") Low - .0625 Stop;