Matrix with timeframe

Viewing 4 posts - 1 through 4 (of 4 total)
  • Author
    Posts
  • 05/23/2022 at 7:12 PM #193727 quote
    LASSETASSE
    Participant
    Junior

    I need help to fix when condlong in 180minutes, then buy if condlong in 5minutes or when it does.

    If condshort the otherway around.

    DEFPARAM CUMULATEORDERS = FALSE
 
 
TIMEFRAME(180 minutes)
 
CondLong = 0
CondShort = 0
 
//PRC_Genesis Matrix | indicator
 
// --- settings
//TVI_Settings
TVIr=12
TVIs=12
TVIu=5
 
//CCI_Settings
CCIPeriod=20
 
//T3_Settings
T3Period=8
 
//GannHiLo_Settings
GannHiLoPeriod=10
 
// --- end of settings
 
 
// Set histogram positions
IDXTVI=0.25
IDXCCI=0.0
IDXT3=-0.25
IDXGHL=-0.5
 
//TVI (Ticks Volume Indicator)
Mypoint=pointsize
UpTicks=(Volume+(Close-Open)/MyPoint)/2
DownTicks=Volume-UpTicks
EMAUpTicks=average[TVIr,1](UpTicks)
EMADownTicks=average[TVIr,1](DownTicks)
DEMAUpTicks=average[TVIs,1](EMAUpTicks)
DEMADownTicks=average[TVIs,1](EMADownTicks)
TVIcalculate=100.0*(DEMAUpTicks-DEMADownTicks)/(DEMAUpTicks+DEMADownTicks)
TVI=average[TVIu,1](TVIcalculate)
 
//ProcessTVI
//if TVI>=TVI[1] then
//drawtext("■",barindex,IDXTVI,dialog,bold,20) coloured(0,90,255)
//else
//drawtext("■",barindex,IDXTVI,dialog,bold,20) coloured(255,0,0)
//endif
 
 
 
//CCI (Commodity Channel Index)
dSig=CCI[CCIPeriod](typicalPrice)
 
//ProcessCCI
//if dSig>0 then
//drawtext("■",barindex,IDXCCI,dialog,bold,20) coloured(0,90,255)
//else
//drawtext("■",barindex,IDXCCI,dialog,bold,20) coloured(255,0,0)
//endif
 
 
 
 
//T3
e1 = ExponentialAverage[T3Period](close)
e2 = ExponentialAverage[T3Period](e1)
e3 = ExponentialAverage[T3Period](e2)
e4 = ExponentialAverage[T3Period](e3)
e5 = ExponentialAverage[T3Period](e4)
e6 = ExponentialAverage[T3Period](e5)
b = 0.618
b2 = (b * b)
b3 = (b * b * b)
c1 = -b3
c2 = (3 * b2) + (3 * b3)
c3 = (-6 * b2) - (3 * b) - (3 * b3)
c4 = 1 + (3 * b) + b3 + (3 * b2)
avg = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3
 
 
//ProcessT3
//if avg>=avg[1] then
//drawtext("■",barindex,IDXT3,dialog,bold,20) coloured(0,90,255)
//else
//drawtext("■",barindex,IDXT3,dialog,bold,20) coloured(255,0,0)
//endif
 
 
 
 
//GannHiLo
if Close>average[gannhiloperiod](high)[1] then
gann=1
elsif Close<average[gannhiloperiod](low)[1] then
gann=-1
endif
 
//ProcessGann
//if gann>0 then
//drawtext("■",barindex,IDXGHL,dialog,bold,20) coloured(0,90,255)
//else
//drawtext("■",barindex,IDXGHL,dialog,bold,20) coloured(255,0,0)
//endif
 
CondLong = TVI>=TVI[1] and dSig>0 and avg>=avg[1] and gann>0
CondShort = TVI<TVI[1] and dSig<0 and avg<avg[1] and gann<0
 
TIMEFRAME(DEFAULT)
 
 
IF NOT LongOnMarket AND CondLong THEN
BUY 1 CONTRACTS AT MARKET
ENDIF
IF NOT ShortOnMarket AND CondShort THEN
SELLSHORT 1 CONTRACTS AT MARKET
ENDIF
 
If LongOnMarket AND CondShort THEN
SELL AT MARKET
SELLSHORT 1 CONTRACTS AT MARKET
ENDIF
IF ShortOnMarket AND CondLong THEN
EXITSHORT AT MARKET
BUY 1 CONTRACTS AT MARKET
ENDIF
 
 
SET STOP %LOSS 0
SET TARGET %PROFIT 0
    05/24/2022 at 7:58 AM #193756 quote
    robertogozzi
    Moderator
    Master

    What do you want to fix?

    05/24/2022 at 10:52 AM #193765 quote
    LASSETASSE
    Participant
    Junior

    Hi robertgozzi

    I attached the wrong itf, this is the one i need help with.
    I want it to trade if ex. condlongA appears in a condlong episode

    DEFPARAM CUMULATEORDERS = FALSE
 
 
TIMEFRAME(180 minutes)
 
CondLong = 0
CondShort = 0
 
//PRC_Genesis Matrix | indicator
 
// --- settings
//TVI_Settings
TVIr=12
TVIs=12
TVIu=5
 
//CCI_Settings
CCIPeriod=20
 
//T3_Settings
T3Period=8
 
//GannHiLo_Settings
GannHiLoPeriod=10
 
// --- end of settings
 
 
// Set histogram positions
IDXTVI=0.25
IDXCCI=0.0
IDXT3=-0.25
IDXGHL=-0.5
 
//TVI (Ticks Volume Indicator)
Mypoint=pointsize
UpTicks=(Volume+(Close-Open)/MyPoint)/2
DownTicks=Volume-UpTicks
EMAUpTicks=average[TVIr,1](UpTicks)
EMADownTicks=average[TVIr,1](DownTicks)
DEMAUpTicks=average[TVIs,1](EMAUpTicks)
DEMADownTicks=average[TVIs,1](EMADownTicks)
TVIcalculate=100.0*(DEMAUpTicks-DEMADownTicks)/(DEMAUpTicks+DEMADownTicks)
TVI=average[TVIu,1](TVIcalculate)
 
//ProcessTVI
//if TVI>=TVI[1] then
//drawtext("■",barindex,IDXTVI,dialog,bold,20) coloured(0,90,255)
//else
//drawtext("■",barindex,IDXTVI,dialog,bold,20) coloured(255,0,0)
//endif
 
 
 
//CCI (Commodity Channel Index)
dSig=CCI[CCIPeriod](typicalPrice)
 
//ProcessCCI
//if dSig>0 then
//drawtext("■",barindex,IDXCCI,dialog,bold,20) coloured(0,90,255)
//else
//drawtext("■",barindex,IDXCCI,dialog,bold,20) coloured(255,0,0)
//endif
 
 
 
 
//T3
e1 = ExponentialAverage[T3Period](close)
e2 = ExponentialAverage[T3Period](e1)
e3 = ExponentialAverage[T3Period](e2)
e4 = ExponentialAverage[T3Period](e3)
e5 = ExponentialAverage[T3Period](e4)
e6 = ExponentialAverage[T3Period](e5)
b = 0.618
b2 = (b * b)
b3 = (b * b * b)
c1 = -b3
c2 = (3 * b2) + (3 * b3)
c3 = (-6 * b2) - (3 * b) - (3 * b3)
c4 = 1 + (3 * b) + b3 + (3 * b2)
avg = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3
 
 
//ProcessT3
//if avg>=avg[1] then
//drawtext("■",barindex,IDXT3,dialog,bold,20) coloured(0,90,255)
//else
//drawtext("■",barindex,IDXT3,dialog,bold,20) coloured(255,0,0)
//endif
 
 
 
 
//GannHiLo
if Close>average[gannhiloperiod](high)[1] then
gann=1
elsif Close<average[gannhiloperiod](low)[1] then
gann=-1
endif
 
//ProcessGann
//if gann>0 then
//drawtext("■",barindex,IDXGHL,dialog,bold,20) coloured(0,90,255)
//else
//drawtext("■",barindex,IDXGHL,dialog,bold,20) coloured(255,0,0)
//endif
 
CondLong = TVI>=TVI[1] and dSig>0 and avg>=avg[1] and gann>0
CondShort = TVI<TVI[1] and dSig<0 and avg<avg[1] and gann<0
 
 
 
TIMEFRAME(5 minutes)
 
CondLongA = 0
CondShortA = 0
 
//PRC_Genesis Matrix | indicator
 
// --- settings
//TVI_Settings
TVIr=12
TVIs=12
TVIu=5
 
//CCI_Settings
CCIPeriod=20
 
//T3_Settings
T3Period=8
 
//GannHiLo_Settings
GannHiLoPeriod=10
 
// --- end of settings
 
 
// Set histogram positions
IDXTVI=0.25
IDXCCI=0.0
IDXT3=-0.25
IDXGHL=-0.5
 
//TVI (Ticks Volume Indicator)
Mypoint=pointsize
UpTicks=(Volume+(Close-Open)/MyPoint)/2
DownTicks=Volume-UpTicks
EMAUpTicks=average[TVIr,1](UpTicks)
EMADownTicks=average[TVIr,1](DownTicks)
DEMAUpTicks=average[TVIs,1](EMAUpTicks)
DEMADownTicks=average[TVIs,1](EMADownTicks)
TVIcalculate=100.0*(DEMAUpTicks-DEMADownTicks)/(DEMAUpTicks+DEMADownTicks)
TVI=average[TVIu,1](TVIcalculate)
 
//ProcessTVI
//if TVI>=TVI[1] then
//drawtext("■",barindex,IDXTVI,dialog,bold,20) coloured(0,90,255)
//else
//drawtext("■",barindex,IDXTVI,dialog,bold,20) coloured(255,0,0)
//endif
 
 
 
//CCI (Commodity Channel Index)
dSig=CCI[CCIPeriod](typicalPrice)
 
//ProcessCCI
//if dSig>0 then
//drawtext("■",barindex,IDXCCI,dialog,bold,20) coloured(0,90,255)
//else
//drawtext("■",barindex,IDXCCI,dialog,bold,20) coloured(255,0,0)
//endif
 
 
 
 
//T3
e1 = ExponentialAverage[T3Period](close)
e2 = ExponentialAverage[T3Period](e1)
e3 = ExponentialAverage[T3Period](e2)
e4 = ExponentialAverage[T3Period](e3)
e5 = ExponentialAverage[T3Period](e4)
e6 = ExponentialAverage[T3Period](e5)
b = 0.618
b2 = (b * b)
b3 = (b * b * b)
c1 = -b3
c2 = (3 * b2) + (3 * b3)
c3 = (-6 * b2) - (3 * b) - (3 * b3)
c4 = 1 + (3 * b) + b3 + (3 * b2)
avg = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3
 
 
//ProcessT3
//if avg>=avg[1] then
//drawtext("■",barindex,IDXT3,dialog,bold,20) coloured(0,90,255)
//else
//drawtext("■",barindex,IDXT3,dialog,bold,20) coloured(255,0,0)
//endif
 
 
 
 
//GannHiLo
if Close>average[gannhiloperiod](high)[1] then
gann=1
elsif Close<average[gannhiloperiod](low)[1] then
gann=-1
endif
 
//ProcessGann
//if gann>0 then
//drawtext("■",barindex,IDXGHL,dialog,bold,20) coloured(0,90,255)
//else
//drawtext("■",barindex,IDXGHL,dialog,bold,20) coloured(255,0,0)
//endif
 
CondLong = TVI>=TVI[1] and dSig>0 and avg>=avg[1] and gann>0
CondShort = TVI<TVI[1] and dSig<0 and avg<avg[1] and gann<0
 
TIMEFRAME(DEFAULT)
 
 
IF NOT LongOnMarket AND CondLong and condlongA THEN
BUY 1 CONTRACTS AT MARKET
ENDIF
IF NOT ShortOnMarket AND CondShort and condshortA THEN
SELLSHORT 1 CONTRACTS AT MARKET
ENDIF
 
If LongOnMarket AND CondShort and condshortA THEN
SELL AT MARKET
SELLSHORT 1 CONTRACTS AT MARKET
ENDIF
IF ShortOnMarket AND CondLong and condlongA THEN
EXITSHORT AT MARKET
BUY 1 CONTRACTS AT MARKET
ENDIF
 
 
SET STOP %LOSS 0
SET TARGET %PROFIT 0
    05/30/2022 at 11:24 AM #194177 quote
    robertogozzi
    Moderator
    Master

    Variables TVIr, TVIs and TVIu, can only be assigned values on a single timeframe (this rule applies to any variable used), still, they can be read anywhere. So you need to use different names if you want to change their value in different timeframes.

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Matrix with timeframe


ProOrder: Automated Strategies & Backtesting

New Reply
Author
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LASSETASSE @lassetasse Participant
Summary

This topic contains 3 replies,
has 2 voices, and was last updated by robertogozzi
3 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/23/2022
Status: Active
Attachments: No files
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