[beta-testing] multi timeframe support for automatic trading, ideas are welcome!

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  • #65895 quote
    picatchumm
    Participant
    Average

    Bonjour Nicolas,

    Excellente nouvelle !
    Est ce qu’un TIMEFRAME Ticks sera disponible ?  Enfin c’est déjà super ce multi timeframe.
    (je me doute que la charge serveur ne doit pas être la même …)

    #66000 quote
    Gianluca
    Participant
    Master

    @gianluca I think you are confusing between multi-timeframe (get values from different timeframe at the same time and in the same program) and multi dimensional arrays (store values of any kind into a dynamic variables table), which are things totally different 🙂 https://en.wikipedia.org/wiki/Array_data_structure

    OPS 🙂

    #66791 quote
    onblitz
    Participant
    Average

    I am waiting for a timeframe x-ticks. Best trading systems work deleting the variable time (a trader is interest to buy low and sell high, it doesn’t matter when). I really don’t understand why in prorealtime they are not allowed

    ALE and thanked this post
    #67144 quote
    unkown0403
    Member
    New

    Is the new version of the platform already running? Today when I made the access to the platform, it made an update version….never done before…

    #67146 quote
    Nicolas
    Keymaster
    Master

    @onblitz

    It is not planned, but I do totally agree with your statement.


    @fabioerliam

    The update with MTF is due this year, but not for now..

    #67420 quote
    Despair
    Blocked
    Master

    With the new ESMA-rules ante portas the need increases to be able to retrieve account information within proorder. Besides account balance it would be also very useful to be able to retrieve how much open margin there is. In this way a strategy could check this before trying to open a new position and in this way avoid being stopped because there was not enough money on the account to cover the margin requirement.

    GraHal thanked this post
    #68332 quote
    Vonasi
    Moderator
    Master

    Nicolas – I have asked this question of you in another thread but will ask it here again as it is relevant to this thread. I think you may have answered it in previous posts but I want to double check that I have understood correctly.

    With the new Multi Time Frame if for example you want to look at the monthly candles, weekly candles and daily candles and decide that today is a good day to enter the market but only once the markets have opened on the hourly chart to avoid large spread then will backtesting then be limited to the shorter hourly chart history as this has to be the default time frame?

    #68521 quote
    Nicolas
    Keymaster
    Master

    Yes, the backtest will be limited to the hourly timeframe,  for this example.

    Vonasi thanked this post
    #68526 quote
    robertogozzi
    Moderator
    Master

    But if that strategy adds your trailing stop code and  it needs to be checked every 30 seconds, do we stlll backtest the 1-hour TF?

    #68533 quote
    Nicolas
    Keymaster
    Master

    No, backtest should be on the 30 seconds timeframe. Code is still read  only one time at bars Close.

    robertogozzi thanked this post
    #68678 quote
    HC
    Participant
    Average

    Bonjour,

    Est-ce que le multi timeframe, fonctionnera avec l’ICHIMOKU

    J’utilise 3 temps : 10 secondes, 1 minutes et 5 minutes

    Je prends position sur 10 secondes si conditions 1 et 5 minutes réunis.

    Ors dans le cas “manuel” où je créée des données 10 secondes, x6 pour la minute et x30 pour les 5 minutes je remarque que l’Ichimoku 5 minutes que je vois sur le graphique 10 secondes, n’est pas celui de l’ICHIMOKU du graphique 5 minutes.

    D’ou j’espere que le multi timeframe permettrai de résoudre ce probleme.

    #68681 quote
    Vonasi
    Moderator
    Master

    it would be also very useful to be able to retrieve how much open margin there is. In this way a strategy could check this before trying to open a new position

    Unfortunately I doubt that this info will ever be passed across as it is in the interests of the brokers for us to be automatically opening new trades when we are near the limit of our margin so that they can then close out a loser or two for us and make easy money from them. It is part of their business model.

    #68702 quote
    Nicolas
    Keymaster
    Master

    @HC

    Oui en effet cela sera possible. Il est logique que la solution de multiplication des périodes ne reflète pas tout à fait les données des timeframes supérieurs, car dans ce cas on n’indique pas à l’indicateur de caler ses débuts de calculs aux heures précises des unités de temps supérieurs, mais en plein milieu (les Close utilisés ne sont pas les mêmes).

    #69538 quote
    Fr7
    Participant
    Master

    Hello Nicolas,

    Do you have news about when the multitimeframe will be available?
    Do you know if it’s before or after summer?

    #69570 quote
    Nicolas
    Keymaster
    Master

    MTF will come first for prorealtime software, and later for IG/PRT-CFD customers, just like any other new features of the platform. I don’t have any update about the ETA recently, but I think it is in a good shape to be released for PRT soft in a few weeks…

    Fr7 thanked this post
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[beta-testing] multi timeframe support for automatic trading, ideas are welcome!


ProOrder: Automated Strategies & Backtesting

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Nicolas @nicolas Keymaster
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This topic contains 287 replies,
has 47 voices, and was last updated by Brianoshea
5 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/19/2018
Status: Active
Attachments: 48 files
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