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

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    Posts
  • #75336 quote
    Nicolas
    Keymaster
    Master

    Yes, I got the same issue. Let’s report it on your side, I’ll do it too.

    #75344 quote
    Vonasi
    Moderator
    Master

    Yes, I got the same issue. Let’s report it on your side, I’ll do it too.

    I sent a report already but that was with the incorrect code so I will send another with the correct code.

    #75524 quote
    rajiwas
    Participant
    Junior

    Prorealtime can be programme toward neural strategy with this feature implementation by segmentation of trading time into night and day period.

    #75528 quote
    Nicolas
    Keymaster
    Master

    @rajiwas great!  do you have some examples please?

    #75663 quote
    Nicolas
    Keymaster
    Master

    @Vonasi

    About your issue, another zero divide problem you can fix with:

    if gap <>0 then
     closelineW = ((close - bb) / gap) * 100 
    endif 
    

    PRT is working to add better explanation about error when compiling code.

    Vonasi thanked this post
    #75695 quote
    rajiwas
    Participant
    Junior

    I don’t have any code for that now but stripping your code I have this outline below.

     

    defparam cumulateorders=false
    
    TIMEFRAME(4 hour,barclose)
    trend = average[50,1]
    
    If close > trend then
    weight = 1
    else
    weight = -1
    endif
    
    TIMEFRAME(1 hour,barclose)
    trend = average[100,1]
    
    If close > trend then
    weight = 1
    else
    weight = -1
    endif
    
    TIMEFRAME(15 minnute,barclose)
    trend = average[200,1]
    
    If close > trend then
    weight = 1
    else
    weight = -1
    endif
    
    TIMEFRAME(default)
    
    sync  = average[20]
    b = summation[3](weight)
    
    if b  > 2 and  close crosses over sync then
    Buy Limit
    
    else of b < 2 and close Crosses under sync then
    sell limit
    endif
    
    
    
    ////

     

    Hope that this gives the general idea, important fact is the weight and can be series of indicator and sum will determined by system what the next of action is, so it flexible to continuous evaluation by the system itself which is neural.

    #75731 quote
    Vonasi
    Moderator
    Master

    rajiwas – please use the ‘Insert PRT Code’ button when putting code in your posts to make it more readable for others. I have tidied up your last post for you. 🙂

    #75745 quote
    Nicolas
    Keymaster
    Master

    UPDATE: MTF should be released for IG and PRT Sponsored – DEMO accounts only, next Wednesday.

    Vonasi, Andyswede, rajiwas and 3 others thanked this post
    #76159 quote
    Jose7674
    Participant
    Junior

    A probe with the function TIMEFRAME to filter a system

    The upper one without filter, the lower one with a MACD in 2h

    #76180 quote
    Cris48
    Participant
    Veteran

    With IG demo account seems that now the timeframe instruction is in line but the backtesting will not run again…..

    #76183 quote
    immo_vienna
    Participant
    Average

    yes – think it works tomorrow like nicolas said

    #76196 quote
    Cris48
    Participant
    Veteran

    not yet…

    #76198 quote
    immo_vienna
    Participant
    Average

    i tried too – doesnt work today :/ propaply nicolas could help?

    #76208 quote
    Cris48
    Participant
    Veteran

    Something is work in progress …

    #76210 quote
    robertogozzi
    Moderator
    Master

    Yes, ProOrder recognize the TIMEFRAME keyword and colours each section differently, still ProBackTest doesn’t accept them, as Cris48 said… works in progress!

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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
Summary

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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