MTF being ignored

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  • 07/21/2020 at 12:01 PM #139746 quote
    PhilA
    Participant
    New

    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… ?

    07/21/2020 at 2:42 PM #139759 quote
    Nicolas
    Keymaster
    Master

    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.

    07/22/2020 at 7:34 AM #139793 quote
    PhilA
    Participant
    New

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

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MTF being ignored


ProOrder: Automated Strategies & Backtesting

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PhilA @phila Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by PhilA
5 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/21/2020
Status: Active
Attachments: No files
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