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Multiple time frame EMA
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Multiple time frame EMA

  #1 (permalink)
Trading Apprentice
Chiang Mai+Chiang Mai
 
Futures Experience: Intermediate
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Favorite Futures: Stocks
 
Posts: 1 since Sep 2014
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Multiple time frame EMA

I have tried to write indicators by reference to EMA of different time frames using multiple sets of data in the same charts. But the results were not accurate in time synchronization.

I found these amazing ones. They plotted EMA 20 of time frame 15 and 60 minutes on 5-minute chart accurately and the time synchronization was precise.

I would like EMA 50 of time frame 5 and 15 minutes on 1-minute chart and SMA 20 of time frame 5 and 15 minutes on 1-minute chart. How can I write it by modifying the indicators below? I think the number of current bar and Fracportion should be changed but I didn't understand the logic behind it.

Thank you.

{EMA20 of time frame 15 minutes on 5-minute chart}

Inputs: length(20);

If CurrentBar = 60 then Value1 = xaverage(C, 60);

If CurrentBar > 60 then begin

If Fracportion(time/15) = 0 then begin

value1 = value1[1] + (2 / ( Length + 1 )) * ( C - value1[1] );
Value2 = value1;
Plot1(value1, "15 min 20EMA");

end
else begin
Value2 = value1 + (2 / ( Length + 1 )) * ( C - value1[1] );
Plot1(value2, "15 min 20EMA");
end;end;

{EMA20 of time frame 60 minutes on 5-minute chart}

Inputs: length(20);


If CurrentBar = 240 then Value1 = xaverage(C, 240);

If CurrentBar > 240 then begin

If Fracportion((time - 30)/100) = 0 or time =1315 then begin

value1 = value1[1] + (2 / ( Length + 1 )) * ( C - value1[1] );
Value2 = value1;
Plot1(value1, "60 min 20EMA");

end
else begin
Value2 = value1 + (2 / ( Length + 1 )) * ( C - value1[1] );
Plot1(value2, "60 min 20EMA");
end;end;


Last edited by phuping; May 4th, 2015 at 01:57 AM.
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  #2 (permalink)
Membership Temporarily Revoked
Amarillo Texas/USA
 
Futures Experience: Intermediate
Platform: none
Favorite Futures: Stocks
 
Posts: 63 since Dec 2014
Thanks: 30 given, 12 received

easier way


phuping View Post
I have tried to write indicators by reference to EMA of different time frames using multiple sets of data in the same charts. But the results were not accurate in time synchronization.

I found these amazing ones. They plotted EMA 20 of time frame 15 and 60 minutes on 5-minute chart accurately and the time synchronization was precise.

I would like EMA 50 of time frame 5 and 15 minutes on 1-minute chart and SMA 20 of time frame 5 and 15 minutes on 1-minute chart. How can I write it by modifying the indicators below? I think the number of current bar and Fracportion should be changed but I didn't understand the logic behind it.

Thank you.

{EMA20 of time frame 15 minutes on 5-minute chart}

Inputs: length(20);

If CurrentBar = 60 then Value1 = xaverage(C, 60);



If CurrentBar > 60 then begin

If Fracportion(time/15) = 0 then begin

value1 = value1[1] + (2 / ( Length + 1 )) * ( C - value1[1] );
Value2 = value1;
Plot1(value1, "15 min 20EMA");

end
else begin
Value2 = value1 + (2 / ( Length + 1 )) * ( C - value1[1] );
Plot1(value2, "15 min 20EMA");
end;end;

{EMA20 of time frame 60 minutes on 5-minute chart}

Inputs: length(20);


If CurrentBar = 240 then Value1 = xaverage(C, 240);

If CurrentBar > 240 then begin

If Fracportion((time - 30)/100) = 0 or time =1315 then begin

value1 = value1[1] + (2 / ( Length + 1 )) * ( C - value1[1] );
Value2 = value1;
Plot1(value1, "60 min 20EMA");

end
else begin
Value2 = value1 + (2 / ( Length + 1 )) * ( C - value1[1] );
Plot1(value2, "60 min 20EMA");
end;end;

There might be a much easier way to do this.
I have played around a bit with this myself but differently.

I may not be correct with my figures but for example.

a 50 ma on an hourly chart would possibly become a 100 ma on a 30 minute chart.

and try doubling the MAs 50 ma to 100 ma to 200 ma to 400 ma up to 1000 ma. to find which ma match up from 15 min and 5 min charts to 1 min chart

Seemed to work for me.

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  #3 (permalink)
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Amarillo Texas/USA
 
Futures Experience: Intermediate
Platform: none
Favorite Futures: Stocks
 
Posts: 63 since Dec 2014
Thanks: 30 given, 12 received

An Important Question


I would like to expand upon what this person has asked. I find this to be a very relevant and important question.

This is also something that has bothered me for some time.

He is trying to place a 50 EMA on a lower time frame... to quote him

" I would like EMA 50 of time frame 5 and 15 minutes on 1-minute chart and SMA 20 of time frame 5 and 15 minutes on 1-minute chart."

And this is confusing..

But let's take that same question and take that to a daily chart. A 50 EMA on a daily chart is the 50 EMA calculated daily exponentially over 50 days.

If you take that 50 EMA to an hourly chart, the 50 EMA is now calculated over 50 periods of an hour.

How would one take the daily 50 EMA and apply this to the hourly chart?


I take this person's question very seriously.


Any one with the know how about this,... please clue us in.

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  #4 (permalink)
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milpitas, ca, usa
 
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Posts: 1,583 since Feb 2014
Thanks: 1,144 given, 3,525 received


e4williams View Post
I would like to expand upon what this person has asked. I find this to be a very relevant and important question.

This is also something that has bothered me for some time.

He is trying to place a 50 EMA on a lower time frame... to quote him

" I would like EMA 50 of time frame 5 and 15 minutes on 1-minute chart and SMA 20 of time frame 5 and 15 minutes on 1-minute chart."

And this is confusing..

But let's take that same question and take that to a daily chart. A 50 EMA on a daily chart is the 50 EMA calculated daily exponentially over 50 days.

If you take that 50 EMA to an hourly chart, the 50 EMA is now calculated over 50 periods of an hour.

How would one take the daily 50 EMA and apply this to the hourly chart?


I take this person's question very seriously.


Any one with the know how about this,... please clue us in.


It is fairly simple when the lower time frame candles used on the chart can be combined to form larger candles. For e.g

chart time frame : 5 min
15 min : create a block of 3 five min candles and track open, high, low, close for this block.
30 min : create a block of 6 five min candles and track open, high, low, close for this block.

Please note it wont start plotting until you have enough in each block.

ADE is another option for combining inputs from multiple time frames. For e.g you can use ADE to send daily EMA to a 5 min chart.

Here is an example I coded for sending 24 Hr VWAP to a RTH chart using ADE

https://futures.io/tradestation/35230-rolling-vwap-volume-weighted-average-price...age-price-rth-chart.html

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