Calculating Function values for higher TFs, Programming help | Forex Factory

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Calculating Function values for higher TFs, Programming help

  • #1
  • First Post: Mar 31, 2008 1:45pm Mar 31, 2008 1:45pm
Hi All,
I have a question regarding EA programming. I was wondering if we can calculate higher TF values for a given function when we attached EA in lower TF? If yes, how? Is there any EA available out there that uses this practice and I can use it as an example to write my EA?


For clarification lets say that I attached my EA to M5 chart and it calculates EMA8. On the other hand, I want it to calculate EMA8 values on M15 and M30 TFs and make decision based on any method that uses the values of EMA8 on three different TFs. So, the key is how your EA can calculate upper TFs values for any function while it is attached to lower TF?

The method that I explained here is not intended to be real trading method, I use it just to simplify problem.

Your help is highly appreciated.

Regards,
  • #2
  • Mar 31, 2008 5:00pm Mar 31, 2008 5:00pm
Most of the technical indicator functions accept the time frame as the second argument to the function. Typically people pass zero to the time frame argument to make it calculate based on whatever the attached chart time frame is. However, if you pass an explicit value such as PERIOD_M15 the function will access that data regardless of the chart time frame it is attached to.
  • #3
  • Mar 31, 2008 7:13pm Mar 31, 2008 7:13pm
Quoting Royce
Most of the technical indicator functions accept the time frame as the second argument to the function. Typically people pass zero to the time frame argument to make it calculate based on whatever the attached chart time frame is. However, if you pass an explicit value such as PERIOD_M15 the function will access that data regardless of the chart time frame it is attached to.

Royce,
Thanks alot for your clarification, I got it. However, if you are writing your own function, can you still get function value for upper TFs? If yes, can you kindly share any example if you can?

Regards,
  • #4
  • Mar 31, 2008 7:52pm Mar 31, 2008 7:52pm
Here you go, iMA will get you moving average values from different timeframes:

double iMA(string symbol, int timeframe, int period, int ma_shift, int ma_method, int applied_price, int shift)Calculates the Moving average indicator and returns its value.
Parameters:
symbol - Symbol the data of which should be used to calculate indicator. NULL means the current symbol.timeframe - Timeframe. It can be any of Timeframe enumeration values. 0 means the current chart timeframe.period - Averaging period for calculation.ma_shift - MA shift. Indicators line offset relate to the chart by timeframe.ma_method - MA method. It can be any of the Moving Average method enumeration value.applied_price - Applied price. It can be any of Applied price enumeration values.shift - Index of the value taken from the indicator buffer (shift relative to the current bar the given amount of periods ago).
  • #5
  • Mar 31, 2008 8:35pm Mar 31, 2008 8:35pm
Quoting magnumfreak
Here you go, iMA will get you moving average values from different timeframes:

double iMA(string symbol, int timeframe, int period, int ma_shift, int ma_method, int applied_price, int shift)Calculates the Moving average indicator and returns its value.
Parameters:
symbol - Symbol the data of which should be used to calculate indicator. NULL means the current symbol.timeframe - Timeframe. It can be any of Timeframe enumeration values. 0 means the current chart timeframe.period - Averaging period for calculation.ma_shift - MA shift. Indicators line offset relate to the chart by timeframe.ma_method - MA method. It can be any of the Moving Average method enumeration value.applied_price - Applied price. It can be any of Applied price enumeration values.shift - Index of the value taken from the indicator buffer (shift relative to the current bar the given amount of periods ago).
magnumfreak,
Thanks a lot. Do you have any feedback for post#3?

Regards,
  • #6
  • Apr 3, 2008 3:55pm Apr 3, 2008 3:55pm
I think what you might be looking for are the Time Series Access functions. Look right under the Technical Function section in the help navigator for the Time Series Access functions.

You'll see iOpen, iClose, iLow, etc. These functions will get you the raw data from other TFs and allow you to run them through whatever function you might have.
  • #7
  • Last Post: Apr 14, 2008 8:09pm Apr 14, 2008 8:09pm
Quoting Royce
I think what you might be looking for are the Time Series Access functions. Look right under the Technical Function section in the help navigator for the Time Series Access functions.

You'll see iOpen, iClose, iLow, etc. These functions will get you the raw data from other TFs and allow you to run them through whatever function you might have.

Thanks Royce... It is appreciated...
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