Today I have been testing with Multiple Time Frames in the DEMO PRT environment, I used the FTSE 100 Cash 1 Euro, for testing, see the code below.
I found two weard things, seems errors to me:
It ignore time restraints completely in MTF code: the limited time for opening a position // if TIME >= 73000 And TIME <= 93000 then // is ignored. Opening positions are taken during the whole day, this can be found at the tab //Close Position List// when running the code in backtesting.
I receive complete different trade results varying the code at Time Frame of 15 minutes. I am using the 15 minutes graph, which is the lowest timeframe for my testing I would expect the code behind Time Frame, //update on close// and //default// used in the lowest timeframe to give exactly the same trading results. Why NOT is for me a question.
timeframe(15 minutes,updateonclose) gives a much higher trade result as
timeframe(15 minutes, default)
It seems to me like bugs in the new MTF module, it does not seem as realiable, any comment on this ?
PS: the PRT code used for those findings, is stated below
KR Jan
Testing code MTF
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//SIMPLE LONG + SHORT STRATEGY FOR TESTING MULTIPLE TIME FRAME IN PRT TEST ENVIRONMENT 07.10.2018
