3 MAs PullBack DAX daily on MTF ???

Forums ProRealTime English forum ProOrder support 3 MAs PullBack DAX daily on MTF ???

Currently, there are 0 users and 1 guest visiting this topic.
View all attachments
Viewing 4 posts - 1 through 4 (of 4 total)
  • #75493 Report

    I’ve been playing around with this code for some time and I am asking whether someone (not me at present, since IG customers will have MTF… I don’t know when) could test it with MTF enabled, so it can be tested on a 2-year data history, both for the Daily TF and the 5/10-minute TF using MTF for the sole TRAILING STOP code, to see if any improvements occur:

    #75494 Report

    I’m afraid my platform is only giving me daily or longer time frames but here is the daily results with 2 pip spread.

     

    Attachments:
    #75497 Report

    Just noticed that you use STOP orders so ignore those results as there is no tick by tick option either!

    #75518 Report

    I changed the code this way to be compatible with MTF: (trading entries are calculated with the daily chart, while trailing stop is made with the 5 minutes one)

    The performance is not good (made with tick mode and spread=1.5), and as you can see in the attached picture, daily MA are not calculated until there is enough bars in the default timeframe (5-minute TF). This is something we should be aware of when backtesting… a test to verify if the SMA are superior to 0 could be enough..

    Attachments:
    1 user thanked author for this post.
Viewing 4 posts - 1 through 4 (of 4 total)

Create your free account now and post your request to benefit from the help of the community
Register or Login