Daily system on 5 min TF instead

Viewing 2 posts - 1 through 2 (of 2 total)
  • Author
    Posts
  • 05/04/2016 at 10:23 AM #6435 quote
    simon_json
    Participant
    Average

    Hi friends,

    I have systems that must be run on daily timeframe, but since ProRealTime don’t have “look inside bar”, I can’t see which SL and TP that works best.
    But if I change the code to the following, then maybe I could run the code on any timeframe, and it would still use daily data? Is that correct?

    System 1:
    From (On daily TF):

    aa1=-d1*x1-a2*x2-a3*x3-d4*x4+close

    To (On 5m TF):

    aa1=-d1*x1-a2*x2-a3*x3-d4*x4+Dclose(0)

    System 2:

    From (On daily TF):

    Indicator1=A1*close[1*A]+A2*close[2*L]+A3*close[3*L]
    To (On 5m TF):
    Indicator1=A1*Dclose(1*A)+A2*Dclose(2*L)+A3*Dclose(3*L)

    Am I correct? Have I translated the code correctly?

    Thanks!

    05/04/2016 at 7:46 PM #6472 quote
    Nicolas
    Keymaster
    Master

    Yes it is correct! Well done 🙂

  • Author
    Posts
Viewing 2 posts - 1 through 2 (of 2 total)
  • You must be logged in to reply to this topic.

Daily system on 5 min TF instead


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
simon_json @simon_json Participant
Summary

This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
9 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/04/2016
Status: Active
Attachments: No files
Logo Logo
Loading...
Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)
©2026 ProRealCode - Trading & Coding with ProRealTime™