Actually the two values don’t match. It seems the 1-month data are updated to the prior month, not to the current 2-month data.
I can’t explain why. I suggest that you call PRT or press Ctrl+M to ask fo assistance.
If you replace line 1 by:
timeframe (2 hours, default)
then install the indicator on a 1-hour TF, it works like a charm!
JSParticipant
Senior
@lorenzo massaro
I don’t want to disappoint you, but these kinds of systems have come up many times before, and it always turned out that either the system was completely over-optimized, or that costs such as the spread were not, or insufficiently, taken into account.
Perhaps this is the exception to the rule, but have you also performed a walk forward test with OOS data?
bonjour
je souhaiterais créer dans proscreener sur 2 unités de temps daily et weekly mais sans la programmation et j ai une fenêtre qui apparait pour me prévenir que c est impossible
est-ce que l on pourrait m’aider ? merci beaucoup
hello
i would like to create in proscreener on 2 time units daily and weekly but without the programming and I have a window that appears to warn me that it is impossible
could someone help me? thank you very much
@
BEBERD
Only post in the
language of the forum that you are posting in. For example English only in the English speaking forums and French only in the French speaking forums
Thanks 🙂
Hello everyone,
I’m trying to go long when RSI[2] < 10 on the Daily chart, and exit when the index on the 15-minute chart closes above the entry day high. I’ve tried several scripts but can’t seem to get it to work. Here’s one of my attempts…anyone see what’s wrong? Thanks in advance.
indicator1 = RSI[2]
c1 = indicator1 < 10
c10 = close > entrydayhigh
//conditiond to entry long position
TimeFrame(Daily, DEFAULT )
if not onmarket and c1 then
entrydayhigh = high
buy 1 contract AT MARKET
ENDIF
TimeFrame(15 minutes, UPDATEONCLOSE )
//conditions to exit longposition
if LONGONMARKET and c10 THEN
sell AT MARKET
endif
JSParticipant
Senior
Try this one:
TimeFrame(Daily,Default)
Once EntryDayHigh=0
Indicator1=RSI[2](Close)
C1=Indicator1<10
If NOT OnMarket and C1 then
EntryDayHigh=High
Buy 1 contract at Market
EndIf
TimeFrame(15 minutes,UpdateOnClose)
If Close>EntryDayHigh then
Sell at Market
EndIf
Graph Indicator1
Graph 10
Thank you very much 🙂
I am trading the US Tech 100 cash (Euro 1)
The last entry is at Open 3rd of February. Buy signal should be at Close 2rd of Februar. Exit is 3rd of February at 21445,6. I don’t understand. Isn not 2rd of February EntryDay, and High 21068,1? Therefore the exit signal should be at the first 15 minutes bar ending higher than 21068,1? What am I missing?
JSParticipant
Senior
Hi,
Your code is read at the “Close” of the bar, and any “Market orders” are executed at the “Open” of the next bar…
February 2nd falls on a Sunday, and the market opens at midnight 00:00:00 (the start of Monday, February 3rd). The buy condition is “true” at 00:00:00, and since we use “market orders,” they are executed at the “Open” of the next bar…
The same applies to closing the order: the code is read at the “Close” of the bar, and any “Market orders” are executed at the “Open” of the next bar…
Thanks. Trying to clarify my question: EntryDayHigh is 21068,1. The first close is Level in the 15 min bar is at the bar starting 3rd of Feb at time 090000, but the actual xit is at 214456,6 at time 214500…How come the exiy is not at the bar starting 091500 (at open a the first bar after the sell signal)?
JSParticipant
Senior
If you want to use the “High” of the 15 minute bar, it must also be under “TimeFrame(15 minutes,UpdateOnClose)”, currently it is under the daily timeframe…
TimeFrame(Daily,Default)
Indicator1=RSI[2](Close)
C1=Indicator1<10
TimeFrame(15 minutes,UpdateOnClose)
If NOT OnMarket and C1 then
EntryDayHigh=High
Buy 1 contract at Market
EndIf
If Close>EntryDayHigh then
Sell at Market
EndIf
Graph Indicator1
Graph 10
GraphOnPrice EntryDayHigh
Exciting news for the trading and programming community! The new ProRealTime version 11 has support for MTF (Multi-Timeframe) indicators! You will now be able to use multiple indicators from multiple timeframes in the same script. The door is open to new possibilities for automatic trading strategies using ProOrder/ProBacktest.
The method of programming remains the same as before. Just specify the timeframe you wish to use and code as normal. For example, you could code a 1-hour Bollinger Bands indicator and a 15-minute TenkanSen indicator together in the same script. This is a significant improvement of flexibility provided by ProRealTime that, when combined with arrays, now helps overcome limitations that previously existed. While we still do not have a set release date, I will continue to keep the ProRealTime community informed with any updates and or other example scripts as they are available. Please let me know if you have any questions in the meantime!
Yes, now we are using version 12 and version 13 is rumoured to be realease by the end of this year or early the next one, with lots more imoprovements, mainly FUNCTIONS for programmers, among many others!
Roberto
@robertogozzi, this guy is spouting nonsense as he is a self-advertising spammer using AI to generate his posts.
