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nuno-online

Help to create daily MACD with Intraday data

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Hi

is it possible to create a daily Macd with intraday data (to use in radarscreen)?

 

Above , i have day's Open/High/Low/Close in a indicator but i don't now how to do now!

Thank you for your help

 

Nuno

 

Arrays: Day.Open[10](00), Day.High[10](00), Day.Low[10](00), Day.Close[10](00);

Vars  : MaxSize (10), Loop(00), Start(FALSE) ;

If Date[00] > Date[01] then begin
  If Start then begin
     For Loop = MaxSize DownTo 01 begin
        Day.Open[Loop] = Day.Open[Loop - 01];
        Day.High[Loop] = Day.High[Loop - 01];
        Day.Low[Loop] = Day.Low[Loop - 01];
        Day.Close[Loop] = Day.Close[Loop - 01];
     end; { for loop }

     Plot1[01] (Day.Open[00], "Open ") ;  {  Left Tic }
     Plot2[01] (Day.High[00], "High ") ;  {  Bar High }
     Plot3[01] (Day.Low[00], " Low ") ;  {  Bar Low  }
     Plot4[01] (Day.Close[00], "Close") ;  { Right Tic }
  end; { we have had at least one complete day }

  Day.Open[00] = Open ;
  Day.High[00] = High ;
  Day.Low[00] = Low ; 
  Day.Close[00] = Close ;

  If Start = FALSE then Start = TRUE ;
end ; { first bar of a new day }

If High > Day.High[00] then Day.High[00] = High ;
If Low < Day.Low[00] then Day.Low[00] = Low ;
Day.Close[00] = Close ;

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Have 2 datasets and keep the dataset 2 as daily and change your MACD code into a data2 format. If you still find it difficult PM me we will work on it.

 

you cannot have data2 in radarscreen

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Hi Tams

do you think :

- it's possible to create daily MACD with Intraday data for radarscreen?

- or it's to diificult to code this indicator?

 

Nuno

 

yes, it is possible.

 

no, it is not difficult.

as a matter of fact, I believe I have taught you how to do this before, not for radarscreen, just a regular indicator, but the process is the same.

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Tams

i know how to do this for charts but for radarscreen , that's seems different

We can't use data2

 

Can you tell about which post you think?

 

Perhaps have you one example to help me

 

put your daily data stream in a chart, with the macd....

then use GV to send the variable to radarscreen.

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thank you Tams

 

but i have about 100 stocks in my Multicharts 's scanner

I 'd like to have daily macd for all the stocks

 

A friend tells me : Daily Macd have to work as a direct multiple of the current chart's bar interval (1 hour).

How to define the "multiple" for Macd 12 26 9 for example

 

Nuno

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thank you Tams

 

but i have about 100 stocks in my Multicharts 's scanner

I 'd like to have daily macd for all the stocks

 

A friend tells me : Daily Macd have to work as a direct multiple of the current chart's bar interval (1 hour).

How to define the "multiple" for Macd 12 26 9 for example

 

Nuno

 

100 stocks? .......... you are cooked.

 

 

ask your "friend"

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Tams

serouisly what do you think:

Daily Macd have to work as a direct multiple of the current chart's bar interval (1 hour).

How to define the "multiple" for Macd 12 26 9 for example

 

The French market open at 9:00 and close at 17:30 => 8:5 hours = Multiple for inputs??

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Tams

serouisly what do you think:

Daily Macd have to work as a direct multiple of the current chart's bar interval (1 hour).

How to define the "multiple" for Macd 12 26 9 for example

 

The French market open at 9:00 and close at 17:30 => 8:5 hours = Multiple for inputs??

 

not sure if I understand what you are asking.

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The French market open at 9:00 and close at 17:30 => 8:5 hours = Multiple for inputs??

 

A daily Macd (12,26,9) is it more or less the same as a intraday (1hour) macd (102, 221, 9)?

 

12 * 8:5 hours = 102

26 * 8:5 hours = 221

 

what do you think?

 

Nuno

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The French market open at 9:00 and close at 17:30 => 8:5 hours = Multiple for inputs??

 

A daily Macd (12,26,9) is it more or less the same as a intraday (1hour) macd (102, 221, 9)?

 

12 * 8:5 hours = 102

26 * 8:5 hours = 221

 

what do you think?

 

Nuno

 

I think you have already answered your own question,

you just have to accept the inevitable answer.

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The French market open at 9:00 and close at 17:30 => 8:5 hours = Multiple for inputs??

 

A daily Macd (12,26,9) is it more or less the same as a intraday (1hour) macd (102, 221, 9)?

 

12 * 8:5 hours = 102

26 * 8:5 hours = 221

 

what do you think?

 

Nuno

 

YES, You got it.

I have computed MACD/KDC/MA with several solutions. the simplest solution is esProc, It just need one line code for computing MA:loan.run (ma= ~{-1,1}.( loanAmount).avg())(may be not very correct ,check this url for more exact detail Enhanced Loop Functions: Processing, Query, and Aggregate)

And, It's a free tool ;)

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Originally Posted by nuno-online »

The French market open at 9:00 and close at 17:30 => 8:5 hours = Multiple for inputs??

 

A daily Macd (12,26,9) is it more or less the same as a intraday (1hour) macd (102, 221, 9)?

 

12 * 8:5 hours = 102

26 * 8:5 hours = 221

 

what do you think?

 

Nuno

 

 

Bonjour Nuno

 

Tu oublies la mysterieuse clôture de compensation officiellement à 17h35 qui donne le prix de fermeture définitif dayly.

 

attachment.php?attachmentid=27851&stc=1&d=1331381168

 

12 * 8 + (100/12*7) = 103

26 * 8 + (100/12*7) = 223

 

AMHA "trafiquer" les valeurs des indicateurs en fonction d'une cloture à 17h30 ou 17h35 ou 17h36 comme tu peux le voir sur l'image (et des fois 17h45) est hazardeux

 

************************

 

Pour le scanner d'AB cela marche bien en utilisant

"Parameters > Periodicity" et de relancer l'explorer

 

Pour un graph Avec MC

Une solution est d'Utiliser plusieurs instruments à des résolutions superieurs en "subchart > Hide" dont les valeurs des indicateurs sont toutes identiques.

Ex =

ecran principal = 1 mn = MACD 12-26-9

Subchart Hide = 5 mn = MACD 12-26-9

 

*******************

 

Un autre problème est La resolution 1 heure pour le CAC par rapport a la cloture dayly

8 barres de une heure + une barre de 0h35 par jour de trading ;

AMHA la lecture des barres et Tous les indicateurs basés sur le temps seront faux ou biaisés...

 

Si on part de l'idee que toutes les (intra)barres doivent etre de durée identiques dans une journée, la resolution immédiatemt inférieur devrait être ;

 

8h * 60mn + 35mn / 5 bars = 103 mn

 

En testant visuelement quand disparait la dernier barre orpheline avec AB ( Preference>Intraday>time of last tick inside bar) (et en fonction de mon fournissur de flux et des 40 valeurs du CAC ) on arrive à peu prés à ce resultat de barres égales en temps pour une journée ;

 

Dayly =>

005 bars = 104 mn

027 bars = 20 mn

103 bars = 05 mn

515 bars = 01 mn

 

Pour le FCE c'est plus facile

14 * 60 = 840

7 h

6 h

4 h

3 h

2 h

1 h

30 mn

etc...

 

Cordialement

aaa

5aa710d94f309_1mn.jpg.b045b505c06378b622f64a7548f29502.jpg

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salut aaa,

 

merci pour cette reponse très claire

 

pour le moment, je suis resté sur la solution que tu as décrite

Pour un graph Avec MC :

 

Une solution est d'Utiliser plusieurs instruments à des résolutions superieurs en "subchart > Hide" dont les valeurs des indicateurs sont toutes identiques.

 

Mon but à travers ce sujet était de trouver une solution pour afficher des indicateurs calculés en daily (et donc des setups) sur un radarscreen intraday pour mieux rentrer en position

 

cordialement

Nuno

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Salut aaa,

merci pour cette reponse très claire

 

Merci surtout à mon professeur, Maître Sam T. qui m'a enseigné patiemment à énoncer clairement mes pensées (et beaucoup d'autres choses... ;) ).

 

Une pensée à la fois,

Une logique à la fois,

Une action à la fois,

Une ligne par phrase,

Une phrase par structure.

 

Si on a plus d'une pensée dans la même ligne ; on est cuit.

Si on a plus d'une ligne dans la même phrase ; on est cuit.

Si on a plus d'une phrase dans la même structure ; on est cuit.

 

:ciao:

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