Multi timeframe – MTF indicators for ProRealTime

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12/22/2020 at 2:44 AM #154809 quote

trevor
Participant

Senior

Hello everybody. I am trying to use the MTF in a momentum strategy that is in its early stages.

I am using the close of multiple moving averages, that are < or > the previous close. In the hour TF.

Wanting to open a trade at the start of the hour candle, and close at the end of the candle. So that I can open another trade at the start of the next candle.

The only work around I have found is using the 1 minute time frame, and closing the trade at 235900. I minute before the end of the day.

But my strategy will not trade both longs and shorts. Some currency pairs trade longs only, and others trade shorts only.

Being a code learner at the early stages, I have no idea of how to fix this!

877c.itf 877c-Screen-copy.png

12/22/2020 at 8:34 PM #154918 quote

trevor
Participant

Senior

This is the code. I thought I had attached it.

877c-1.itf

12/22/2020 at 8:37 PM #154920 quote

trevor
Participant

Senior

This is the proper file. Sorry all.

877c-2.itf

12/24/2020 at 6:24 AM #155077 quote
Jerome888
Participant

Average
Hi all,

Nicolas sorry I think I have posted a message in English on the French Forum. You can delete it if needed.

The here below code draw n/d
```
timeframe(15 minutes)
SSpanA = SenkouSpanA[9,26,52]//(tenkan[KijPeriod]+kijun[KijPeriod])/2

timeframe(1 minutes)
DRAWTEXT(SSpanA, barindex, high+1, Dialog, Bold, 12) COLOURED(255,140,0,255)

return
```
if I replace the timeframe 15 by
- timeframe 5: Everything is OK
- 1 hour, 4 hours fail as well…
Thank you

Capture-decran-2020-12-24-062049.jpg
12/27/2020 at 7:42 AM #155294 quote

s00071609
Participant

Senior

Is the v11 multi timeframe indicator working. I am getting “calculation error” when trying to load the indicator. Could someone confirm if this is common issue?

Jerome888 thanked this post

12/27/2020 at 10:43 AM #155306 quote

robdav
Participant

Veteran

I find this can happen if you have too much historical data loaded.

Try reducing the number of bars displayed on the chart maybe?

Jerome888 thanked this post

12/27/2020 at 2:10 PM #155334 quote

Jerome888
Participant

Average

@robdav, the solution appears in this direction, the contrary in fact ! If I do not load enough historical data, the n/d appears

Thank you.

I am now looking for a coding solution where I could load more data than the ones displayed.

01/01/2021 at 7:55 PM #155884 quote

Newbie
Participant

Average

Thank you PRT… I can’t wait to start playing with these new functions.

01/09/2021 at 1:40 PM #157088 quote

Ermitage
Participant

Average

Hi All,

Is it possible to mix different multitime frame in ticks and time based, for instance apply in a timeframe 1h an indicator based on 200 ticks.

Thanks

01/09/2021 at 2:23 PM #157093 quote

robertogozzi
Moderator

Master

No, they cannot be mixed.

02/23/2021 at 2:58 PM #162444 quote
Jaldidee
Participant

Average
Good afternoon,

I am also trying to use MTF on indicators in a strategie. The idea is to use the historiv volatility on de daily timeframe in a 5 minute timeframe strategie.

First I created the indicator (see below)
```
timeframe(daily, updateonclose)
myvolatility = HistoricVolatility[20](close)

return myvolatility
```
But when I look at the indicator on the five minute chart it gives a completely different value the the historicvolatility on the daily chart.

How is this possible and what am i doing wrong? Also the indicator does not go further back then 25th of januari. Why is that?

Hope somebody can help me.

Kind Regards,

Jaldidee

5-minute-and-daily.png
02/23/2021 at 3:55 PM #162455 quote

robertogozzi
Moderator

Master

This might be of help https://www.prorealcode.com/topic/indicator-for-system/page/2/#post-162300.

02/23/2021 at 3:55 PM #162456 quote

Nicolas
Keymaster

Master

Expand the units displayed of the 5-minutes TF chart, in order to get the necessary data to calculate the historical volatility of the daily timeframe.

04/09/2021 at 3:10 PM #166630 quote

ginko
Participant

Average

I saw an issue with multiple TimeFrames for long EMAs (600 periods) when computing them through the strategy tester and indicators.
Results are différent. Numlber of displayed units is the same.

Codes are the same except that one is inside a strategy tester, the other inside an indicator.

It seems related to the number of units displayed in the 1 minute graph.

It seems also the issue appears on the multiple timeframe indicator with 15 k units of 1 minute (that should be OK to compute a EMA(600) in 15 minutes because 15 * 600 = 9000 < 15 000),

Same issue with 20 k units.

When I display 30 k units, then it works better (not fully accurate though). I show this différence_StratégieEtIndicateurMTF3.JPG in which the middle graph is showing the issue. Left graph is the accurate number (15 minute timeframe), Middle (15 k units in 1 minute) is wrong and right is better (30k units of 1 minute), but not fully accurate though…

Is this a known problem ?
Thanks for your help

EMAMTF-1.itf pbEMAStrategievsIndic-1.itf difference_StrategieEtIndicateurMTF3.jpg

04/09/2021 at 4:28 PM #166643 quote

Nicolas
Keymaster

Master

EMA uses the previous EMA value with a weighting factor to continuously calculate the new value, so a decay might happen if you start the calculation earlier or later, and that’s what you are observing here. If I use 30k units, I get the same results on the current bar.

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