Multi timeframe – MTF indicators for ProRealTime

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  • #146164 Report

    Here is an example of an EMA 20 periods of the 1000 ticks chart applied on the 20 ticks chart:

     

    Attachments:
    #146187 Report

    Briljant, thanks Nicolas

    #150619 Report

    Hello, what does updateonclose parameters do exactly please ?

     

    example :

    timeframe(1 hour,updateonclose) used in a 15minutes chart and let’s say it is 11h22 o clock:

    does that mean that for all 15mn candles inside the 1hour current candle (from 11h to 12h), test will use the 1h indicators values at the end of the 10h candle (closing at 11h) without actualising values for the current price (after 11h) ? or that the 1h indicators prices at current time (after 11h) will be refreshed at each 15mn candle close ?

     

    thanks in advance

     

    #150620 Report

    does that mean that for all 15mn candles inside the 1hour current candle (from 11h to 12h), test will use the 1h indicators values at the end of the 10h candle (closing at 11h) without actualising values for the current price (after 11h)

    YES!

    1 user thanked author for this post.
    #152609 Report

    Bonjour Nicolas,

    (Suis nouveau et en surfant je vois le travail d’accompagnement / aide que vous assurez : impressive !! )

    Mon projet de swing trader en herbe ! : pour voir clair, construire des backtests et des screeners,  j’aimerais ;

    sous le graph  de prix en Daily, voire en 4H, mettre un histogr visuel de rappel de la tendance de l’UT supérieure (par ex W) proposée par PRT trend, en affichant tout simplement dans un 1er temps la variable  trend (W) : +1 = vert, -1 = rouge

    Est-ce possible ? car je suis en train de galérer, ..

    ou peut-être ne peut-on faire du MTF qu’uniquement en UT inférieures à celle du graph principal ?Merci de votre réponse

    Hello Nicolas, (I’m new and while surfing I see the support / help you provide: impressive !!) My budding swing trader project! : to see clearly, to build backtests and screeners, I would like; under the price graph in Daily, or even in 4H, put a visual histogram of the trend of the upper UT (for example W) proposed by PRT trend, by simply displaying in a 1st time the trend variable (W ): +1 = green, -1 = red Is this possible? because I am struggling, .. or maybe we can only do MTF in UT lower than that of the main graph? Thank you for your answer

    #152615 Report

    Only post in the language of the forumthat you are posting in. For example English only in the English speaking forums and French only in the French speaking forums.

    Thank you 😊

     

    1 user thanked author for this post.
    #152616 Report

    précision à ma requête précédente : ne marche pas non plus si UT principale = 1 jour et indicateur avec UT = 5 jours (au lieu de Weekly) et ne marche pas en ajoutant le “updateonclose” ie  timeframe( 5 days, updateonclose)

    precision to my previous request: does not work either if main UT = 1 day and indicator with UT = 5 days (instead of Weekly) and does not work by adding the “updateonclose” ie timeframe (5 days, updateonclose)

    #153187 Report

    I have spotted something strange in the MTF behaviour… maybe it’s me that I missed something but let’s discuss it.
    I’ll put down an example: I just want to plot (using the “timeframe” instruction) a 200 ticks bars inside a 50 ticks bars graph.

    So the idea is really simple and I have done as follows (see the attached pictures):

    • Window 0: the 200 ticks graph
    • Window 1: the 50 ticks graph with “PRC MTF 200 ticks v0” applied
    • Window 2: the 50 ticks graph with “PRC MTF 200 ticks v1” applied
    • Window 3: the probuilder “PRC MTF 200 ticks v0”
    • Window 4: the probuilder “PRC MTF 200 ticks v1”

    I would expect to see inside the Window 1 and 2 the same bars (in the bottom) of Window 0 (the 200 ticks bars), but it’s not the case…
    Apparently “PRC MTF 200 ticks v0” is not working as I expected.
    So I wrote the “PRC MTF 200 ticks v1”, in which I have written a workaround to get what I expected to get…

    I post here my two different codes:

    Is there another simply way to get the same result that I obtained with “PRC MTF 200 ticks v1” code?

    Thank you in advance!

    Attachments:
    #153194 Report

    With your “Version 0” code I have same candlesticks than in 200 ticks chart (same OHLC).

    The way you build the current candlestick is indeed a way to do it.

    #153196 Report

    I have the same bars just with historical bars. In the moment I leave it run for a while on real, all values of the new bars are completely different from the “Window 0”. (PRT v11+IG)

    #153224 Report

    I am still investigating on it…
    I have written this simple code:

    In the two attachments: the first with a 50 ticks and 50 units, the latter 50 ticks with 1k units…
    If you compare the zone that i marked in green on the attachments with the IBar variable something strange is going on I think…
    At least I see that it behaves differently from how I expect.
    I would expect that in both the situations the green higlighted zone would have been plotted on the same bars in the two cases. And it is not the case.

    Attachments:
    #153278 Report

    I would like to programmatically control the timeframe (x) instruction with a variable x containing the minutes. Is that possible in any way?

    #153280 Report

    No, it isn’t; only numeric constants are allowed.

     

    #154202 Report

    Hi I use PRT with IG . They have just started rolling out v11.

    IS multi time frame indicator facility available for programming in pro real code or is it still in development?

     

    Thanks

     

     

     

    #154215 Report

    Already available!

    You can start writing a simple mtf indicator and test it.

     

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