backtest on specific timeframe VS chart displayed

AlexMarlier · 2021-07-10T09:19:03+00:00

Hi PRC community, this is something that has been already adressed i guess but I was wondering why when you execute a backtest with specific timeframe (lets say for instance 5 minutes) specified all over the code and that works with a chart displayed with a 5 minute timeframe, the results are very different if the chart is lower than 5 minutes. let me know if my question is not clear ! thanks !

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07/10/2021 at 10:19 AM #173401 quote

AlexMarlier
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Hi PRC community,

this is something that has been already adressed i guess but I was wondering why when you execute a backtest with specific timeframe (lets say for instance 5 minutes) specified all over the code and that works with a chart displayed with a 5 minute timeframe, the results are very different if the chart is lower than 5 minutes.

let me know if my question is not clear !

thanks !

07/10/2021 at 10:27 AM #173402 quote

robertogozzi
Moderator

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It’s very clear.

That behaviour is normal, with different TF’s you get different results, even with the same code.

It’s called MTF (Multi, or Multiple, Time Frame) support.

Searching this forum for MTF will return many links to Videos, Articles, Blogs, topics and examples that will help you master this feature.

You can still ask here (or start a new topic if the question is different) in case of further need.

07/10/2021 at 11:17 AM #173406 quote

Nicolas
Keymaster

Legend

did you add “UpdateOnClose” on your TIMEFRAME instruction?
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