entry based on 2 different time intervals

[london786]

Hi all,

New user to esignal and was wondering if the following is possible: create a back test where ie. the 1hour price is above it's 20 bar moving average AND the 5minute price is above its 20 bar moving average?

Regards and good trading to all.

[dloomis]

here is how I would do it...

If you run a 5 min chart, check the high of the 12 bars for the first condition and check the last bar for your second condition.

You could write a general case for any interval, as long as it was a multiple of 5 and 60, ie it was a 1 min or 5 min chart.

[dloomis]

ps - if you want to find the avg of a 20 period ma for a 1 hour bar on a 5 min chart, see my efs called maTime in the SimCon area. it is a synthetic simple ma calculation.