Mlutiple UT – Does not take the large one

Inertia · 2023-10-02T14:43:39+00:00

Hello All, Hope you are doing well. The time frame UT 1 hour doesn’t work. Did I make a mistake ? timeframe(1 hour) c1 = close < open // timeframe(default) // 5min Big thanks as usual 😉

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10/02/2023 at 3:43 PM #221951 quote

Inertia
Participant

Master

Hello All,

Hope you are doing well.

The time frame UT 1 hour doesn’t work. Did I make a mistake ?

timeframe(1 hour)
c1 = close < open

//
timeframe(default) // 5min

Big thanks as usual 😉

V8-SHORT-DOW-0.5E.itf

10/02/2023 at 3:56 PM #221955 quote
robertogozzi
Moderator

Legend
It works like a charm for me.

Bear in mind that you are NOT using UPDATEONCLOSE, so the hourly bar may change more than once within the 12 5-minute bars.

Try using:
```
timeframe(1 hour,UpdateOnClose)
```
10/02/2023 at 9:12 PM #221964 quote

Inertia
Participant

Master

Big thanks Roberto !

According to this screen shot, despite this long hourly green candle @ 2158 (2 minutes to close) the strategy still takes short position.

Instead of Updateonclose (I know ;)) I would rather have an ongoing candle close < open … Yes I’ll take to risk to have the hourly candle reversing 10 minutes before the close

https://pasteboard.co/kQZj0uHlbWPt.png

What do you think ? At your best convenience Roberto.

Thank you.

V8-SHORT-DOW-0.5E-1.itf

10/03/2023 at 10:00 AM #221982 quote
robertogozzi
Moderator

Legend
You are not using condition c1, why did you add it to your code?

Anyway, as to the trade entered yesterday at 20:05 (on the 5-miute TF, while on the 1-hour TF there was no trade at all):
- condition c1 was TRUE (not used)
- condition c11 was TRUE
- condition c12 was TRUE
why shouldn’t had it entered the trade?
10/03/2023 at 12:43 PM #221988 quote

Inertia
Participant

Master

Stupid me Roberto (C1 is not in the code) …. ALL GOOD WITH BIG THANKS

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Mlutiple UT – Does not take the large one

ProOrder: Automated Strategies & Backtesting

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Inertia @inertia Participant

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This topic contains 4 replies,
has 2 voices, and was last updated by Inertia
2 years, 12 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	10/02/2023
Status:	Active
Attachments:	2 files