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2 minute time frame in strategy

nwa · 2020-07-05T21:33:35+00:00

Hello, as a preamble I’ve just learned coding in the last few months.. however I wish to code a scalping strategy combining candles on the 2min, 5min and 10min charts simultaneously to determine entries and exits but it seems if I’m using the 2min chart as my base all upper time frames must be multiples of 2min, meaning I’m unable to account for the 5min chart in the same code. Is my description of the problem accurate and if so is there any way to get around this issue? Cheers

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2 minute time frame in strategy

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09/25/2020 at 5:34 PM #145420 quote
robertogozzi
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A 2-minute bar is formed by two 1-minute bars.
- On the first 1-minute bar the 2-minute the signal is not shown (the one of the previous 2-minute bar is, if any).
- On the second 1-minute bar the 2-minute bar is closed, so the signal is shown, thus it can be used to enter at market. Also on the first 1-minute bar of the next 2-minute bar the previous signal is still active, since the 2-minute bar is not closed, yet.
Using eXcel makes it simpler to show what I mean (see pic X).

x-9.jpg
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2 minute time frame in strategy

ProOrder: Automated Strategies & Backtesting

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nwa @nwa Participant

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This topic contains 30 replies,
has 6 voices, and was last updated by robertogozzi
6 years ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	07/05/2020
Status:	Active
Attachments:	9 files

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2 minute time frame in strategy

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2 minute time frame in strategy ProOrder: Automated Strategies & Backtesting

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2 minute time frame in strategy

ProOrder: Automated Strategies & Backtesting