Hi
Below is 2 questions I don’t find the answer for in the manual 🙂
1. In PRT graphical interface I’m working in @10 min chart and have some SMA, but I also have some SMA in 4h as it’s possible to add indicators in different time periods by configure “Use another period” for a indicator.
How do I add a indicator in a different time period when doing backtesting in programming mode?
Please note: For some of my indicators in 4h I can NOT just take a 10 min indicator and multiply it (*) by 24 as the indicator don’t work that way.
2. Is it possible to do backtest on a underlying stock, but simulate a turbo future having like a x10 lever?
JSParticipant
Senior
You can use Multiple Time Frames (MTF) :
TimeFrame(4 hours, UpdateOnClose)
SMA4H=Average[period](Close)
TimeFrame(Default) //10 min
SMA10M=Average[period](Close)
If SMA10M > SMA4H then
Buy 1 contract at Market
…
If you have a leverage factor of 10, you can simulate the turbo by multiplying the position size of the stock by the leverage factor…
Thank you JS and Iván, the timeframe works great 🙂
//Regards