MTF being ignored

PhilA · Tue, 21 Jul 2020 11:01:46 +0000

I’ve got this to define a recent daily high and daily low: Timeframe(Daily) RecentHigh = highest[52](close) RecentLow = lowest[52](close) Timeframe(default) //rest of code goes here Where default should be the 1 second timeframe that the strategy runs in. When it uses the variables RecentHigh or RecentLow, it isn’t using the daily values. It seems to be using the highest 52 second close and so on… ?

This topic has 2 replies, 2 voices, and was last updated 5 years ago by PhilA.

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07/21/2020 at 12:01 PM #139746

PhilA

I’ve got this to define a recent daily high and daily low:

Timeframe(Daily) RecentHigh = highest[52](close) RecentLow = lowest[52](close) Timeframe(default) //rest of code goes here

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Timeframe(Daily)

RecentHigh = highest[52](close)
RecentLow = lowest[52](close)

Timeframe(default)

//rest of code goes here

Where default should be the 1 second timeframe that the strategy runs in.

When it uses the variables RecentHigh or RecentLow, it isn’t using the daily values. It seems to be using the highest 52 second close and so on… ?

PhilA
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07/21/2020 at 2:42 PM #139759

Nicolas

Did you try to GRAPH these 2 variables?

Also, if you dont use “updateonclose”, the Highest/Lowest will continue to be calculated on each 1 second bar, while if you use it the daily high/low will be updated on the next daily bar open only.

Nicolas
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07/22/2020 at 7:34 AM #139793

PhilA

Ah that’s helpful, using “updateonclose”, thank you.

PhilA
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Replies: 6
Been thanked: 3 times
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