need help in expanding Range bars to the Time based time frame

[extremist]

i know we can do compress and expand time frames on time based time frames like this :

TimeFrameSet( in15Minute); //set Time frame to 15 min
m = MA( P, Periods ); // calculate MA
TimeFrameRestore(); // restore Time frame to original

now if we want to see it on 1 min Time frame then we will do

M_on_15min=TimeFrameExpand( m, in15Minute,Expandfirst);

this all is ok.

But what if we want to calculate MA on range bars and show on 1 min.

i tried like this :

TimeFrameSet(3) // sets mode to Range bars
TimeFrameSet(500); //sets range bars to 5 points
m = MA( P, Periods ); // calculate MA
TimeFrameRestore(); // restore Time frame to original

now next what..........?

i tried expanding the way above but didn't work.
searched the help file but not found answer.

so seeking some Master to guide me now.

Whether this is possible or not if yes then how to do it?

 

[dell]

extremist ,
i also want to try range bars , my data provider is gfdl , how i can make range bars ?
also can range bars can be backtested using any system ?
what upto my knowledge is , range bar can be made of tick data and
can be made by :amibroker/preference/intraday/r-range(in ticks)
is there any other option available ? plz enlight me by reference material ......and can gfdl data can also be used for making range bars ?

 

[extremist]

extremist ,
i also want to try range bars , my data provider is gfdl , how i can make range bars ?
also can range bars can be backtested using any system ?
what upto my knowledge is , range bar can be made of tick data and
can be made by :amibroker/preference/intraday/r-range(in ticks)
is there any other option available ? plz enlight me by reference material ......and can gfdl data can also be used for making range bars ?

Even me is new to it and don't know much on it but i can tell u how to set it.

it doesn't need tick data.

me too not having it.
the procedure u mentioned is correct.

EG.
if u want to set 10 point range bars. i.e. (H-L)=10 will be maintained
then u need to mention 1000 in the box there in intraday settings and u will be good to go.

 

[Abhi1284]

Even me is new to it and don't know much on it but i can tell u how to set it.

it doesn't need tick data.

me too not having it.
the procedure u mentioned is correct.

EG.
if u want to set 10 point range bars. i.e. (H-L)=10 will be maintained
then u need to mention 1000 in the box there in intraday settings and u will be good to go.

wow extermist after learn u r teaching everyone

i salute u

Abhishek

 

[extremist]

Ok....Abhi1284

i salute u tht u taught me range bars.
And i thank u for tht.....

 

[dell]

how we backtest using range bars ?
i go to amibroker/analysis/backtester setting/perodicity ............
but here no option of range bars ? how we backtest/optimize our system on range bars ?
also a req. to senior's , up to my knowledge range bar is made from ticks charts , is data from gfdl is able to create accurate range bar charts ?
what is edge in using range bars over normal time based bars ?

hope , extremist bro . not clustering ur thread ..........

 

[trash]

how we backtest using range bars ?
i go to amibroker/analysis/backtester setting/perodicity ............
but here no option of range bars ? how we backtest/optimize our system on range bars ?

You need to set to tick in base time interval of database settings because range bars are time independent. So of course for proper range bars you need tick data in addition.

 

[Abhi1284]

how we backtest using range bars ?
i go to amibroker/analysis/backtester setting/perodicity ............
but here no option of range bars ? how we backtest/optimize our system on range bars ?
also a req. to senior's , up to my knowledge range bar is made from ticks charts , is data from gfdl is able to create accurate range bar charts ?
what is edge in using range bars over normal time based bars ?

hope , extremist bro . not clustering ur thread ..........

Dear Dell,

Can u post ur range bar chart

Abhishek

 

[dell]

Dear Dell,

Can u post ur range bar chart

Abhishek

..........................................

 

[Abhi1284]

Dear dell,

u want to bactest ur strtegy on range bar but here ur chart is not showing any buy sell arrow

Abhishek