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Gilari Decosta
2010-11-17 21:08:53


Sir,
In 5m timeframe,I screened with following code and got no symbol.
TimeframeApply(1, Roc(30) > 10)
But ,when I used the same code in weekly timeframe I got many symbol.
Is it a bug?
(I have tried bar wise and date wise)

Gilari


QuantShare
2010-11-18 04:25:47



With historical data, time-frame is expressed in days; while in intraday data, time-frame is expressed in seconds.

In your formula (TimeframeApply(1, Roc(30) > 10)), you are applying the rate of change to a one-second time-frame. (And you probably don't have one-second intraday data).


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