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henry1224  
#1 Posted : Wednesday, November 30, 2005 1:14:36 AM(UTC)
henry1224

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Here is the formula for Bollinger bands using the Time Data Create functions from PowerPivots Plus BBP:=Input("Bollinger Band - Period :",1,100,20); SD:=Input("Bollinger Band - Std Dev :",1,10,2); factor:=Input("TimeFactor", 0, 1000, 1); offset:=Input("Offset", 0, 1000, 0); CD:=ExtFml("PowerPivots.TDataCreate",3, factor); BTM:=BBandBot(CD,BBP,S,SD) ; TOP:=BBandTop(CD,BBP,S,SD) ; BTM:=ExtFml("PowerPivots.TDataLocalize", BTM, factor, offset); TOP:=ExtFml("PowerPivots.TDataLocalize", TOP, factor, offset); TOP; BTM; time factor =1 plots like a normal indicator time factor =2 plots on a 1 min chart, the indicator as it would be plotted on a 2 min chart time factor =2 plots on a daily chart, the indicator as it would be plotted on a weekly chart Time factor multiplies the base periodocity by the factor in RT, In EOD it will just increase the next time frame
crezeanu  
#2 Posted : Sunday, December 18, 2005 5:25:19 AM(UTC)
crezeanu

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Posted: Fri Dec 16, 2005 9:12 pm Hi again, Henry, > OD:=ExtFml("PowerPivots.TDataCreate",0, factor); {0=open price} [...] > CD:=ExtFml("PowerPivots.TDataCreate",3, factor); {3=close price} > The numbers just tell the external function what Price data to convert OK, I understand. But then, what do I do if I don't want to convert price, but a custom indicator? Assuming I CAN point to the custom indicator data array,I ask: does the above 1st argument ask for the Data Array? Sorry to bother you, but I have not found this external function explained anywhere. Do you have a pointer for this one (and maybe the "PowerPivots.TDataLocalize" as well)? E.g., it's a little strange that after you applied the factor in "TDataCreate" (seemingly having it converted to the lower Time Frame) you apply again the factor in "TDataLocalize" (like you would again "oversample" it with the factor!). If you don't have a pointer to an "official" definition of the functions, could you please also let me know what does "offset" do (shift the data array to the right/left?). Thank you very much for your time! Best regards, -- Cristian
guara_riua  
#3 Posted : Monday, December 19, 2005 5:06:03 AM(UTC)
guara_riua

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crezeanu You can use ANY indicator with TDataCreate/TDataLocalize as long as it's using as input one of the 4 price components (OHLC = that are coded from 0-3). The main "rule" is to create 1st the equivalent price in the higher time frame (with TDataCreate), then define the indicator that should use the previously created price components (i.e. OHLC) and then you have to reference the indicator output with TDataLocalize: TF:=Input("Time Factor",1,16,4); Cl:=ExtFml("PowerPivots.TDataCreate",3,TF); SMA:=Mov(Cl,10,S); SMA4x:=ExtFml("PowerPivots.TDataLocalize", SMA,TF,0); SMA4x; This example plots the SMA of 10 periods from a 4x higher time frame. The Time Factor have to be EXACTLY THE SAME as the value used with TDataCreate! The "offset" shifts the data to the right for positive values. I haven't checked it for negative values. Guara
crezeanu  
#4 Posted : Monday, December 19, 2005 10:57:13 PM(UTC)
crezeanu

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Location: Colorado Springs, CO

Thank you, Guara and Henry. You gave me all the pieces of info I needed. I want to apply this to an indicator defined by a passworded external formula (could not get help from the developer at this time...). I will hopefully be able to make it work across time frames. I appreciate your help. Best regards, -- Cristian
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