Difficulty with Data Stream Aliasing on Custom DMI Strategy

Questions about MCFX and MCFX Data Feed.
irishkev
Posts: 19
Joined: 01 Aug 2007
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Difficulty with Data Stream Aliasing on Custom DMI Strategy

Postby irishkev » 09 Sep 2007

Hello,

I'm using the following code to generate an "Uptrend" strategy in an 8 minute chart:

inputs:
Length( 14 ),
ADXTrend( 25 ) ;

variables:
oDMIPlus( 0 ),
oDMIMinus( 0 ),
oDMI( 0 ),
oADX( 0 ),
oADXR( 0 ),
oVolty( 0 ) ;

Value1 = DirMovement( H, L, C, Length, oDMIPlus, oDMIMinus, oDMI, oADX,
oADXR,
oVolty ) ;

if oDMIPlus > 21 and oADX > 21 and oDMIPlus > oADX then
buy ( "Up Trend" ) next bar at market ;

By itself, it works fine.

What I want to do is combine this with another indicator that uses 1 minute data. I constructed a chart with 1 minute (data1) and 8 minute (data2) symbols. I create a strategy but I am unable to make this DMI study reference the 8 minute data stream (data2) properly. I've tried referencing data2 in every possible way (except a way that works, of course).

I've created a screen shot that shows it working properly with just 8 minute data and it not working on a combined 1 min and 8 min chart.

Any help would be appreciated.

Thanks,
Kevin
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Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 10 Sep 2007

Hello,

Please, make sure that the starting point is the same for the strategy and the indicator.

irishkev
Posts: 19
Joined: 01 Aug 2007
Has thanked: 1 time

Postby irishkev » 10 Sep 2007

Hi,

Do you mean to make sure that all symbols are pulling the same number of bars?

Thanks,
Kevin

User avatar
Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 13 Sep 2007

Hello,

You need to make sure that Max Bars back is the same.


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