Multi Timeframe problem

• 09/27/2021 at 12:32 PM #178557
  pdrh

  Sells when SAR changes

  DEFPARAM FLATAFTER = 160000 // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 100200 timeEnterBefore = time >= noEntryBeforeTime // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 160000 timeEnterAfter = time < noEntryAfterTime ONCE Start=100000 If Time =start then Tradecount=0 Endif Timeframe (30minutes,updateonclose) c1= (close[1]-open[1] ) c2=c1<0 Timeframe (default) c3=SAR[0.02,0.02,0.2] c4=close>c3 AND close>open c5=close <supertrend[3,6] IF c2 AND c4 And c5 AND Tradecount<1 AND timeEnterBefore AND timeEnterAfter THEN SELLSHORT 3 CONTRACT AT MARKET Tradecount=Tradecount+1 ENDIF // Stops and targets SET STOP pTrailing 16 SET TARGET pPROFIT 3.4

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  DEFPARAM FLATAFTER = 160000   // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 100200 timeEnterBefore = time >= noEntryBeforeTime   // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 160000 timeEnterAfter = time < noEntryAfterTime   ONCE Start=100000 If Time =start then Tradecount=0 Endif Timeframe (30minutes,updateonclose) c1= (close[1]-open[1] ) c2=c1<0 Timeframe (default) c3=SAR[0.02,0.02,0.2] c4=close>c3 AND close>open c5=close <supertrend[3,6] IF c2  AND c4 And c5 AND Tradecount<1 AND timeEnterBefore AND timeEnterAfter THEN SELLSHORT 3 CONTRACT AT MARKET Tradecount=Tradecount+1 ENDIF   // Stops and targets SET STOP pTrailing 16 SET TARGET pPROFIT 3.4

  A trade is being triggered when the condition in the 30 minute timeframe is not met and I can’t see why .The default timefame is 20 seconds.

  Any help greatly appreciated.

  

  pdrh

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  09/27/2021 at 1:30 PM #178566
  robertogozzi

  On Which instrument did you test it?

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  pdrh

  

  robertogozzi

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  09/27/2021 at 5:24 PM #178586
  robertogozzi

  It works fine for me.
  I suggest that you append these lines at the end of your code:

  graph c2 graph c1

  1 2	graph c2 graph c1

  so that you can monitor their value when the trade enters (actually the candle BEFORE the arrow plotted by ProBackTest).

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  pdrh

  

  robertogozzi

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  09/27/2021 at 10:41 PM #178611
  pdrh

  I am running this on the ASX200 . Doesnt seem to work as well on other indices

  

  pdrh

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  09/28/2021 at 1:25 AM #178614
  pdrh

  Sell-SAR
  The problem is that the 30 minute calculation is being done on 2 bars before the current bar .

  The entry on 27th Sept is at 10:49 but the C1 value is the the value for the 9:30 bar on the 30 minute chart.

  I need some help to insert a screen print into my reply

   

  

  pdrh

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  09/28/2021 at 2:11 AM #178617
  pdrh

  .

   

  

  pdrh

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  09/28/2021 at 7:26 AM #178620
  robertogozzi

  Do not insert pics in your posts, only attach them using the appropriate button.

  Thsnks 🙂

   

  

  robertogozzi

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  09/28/2021 at 7:33 AM #178621
  robertogozzi

  It’s important, back to your question, that conditions are met on the 30-minute TF when the trade is entered.

  There are 90 20-second bars in 30 minutes, so more trades can be opened before the next 30-minute bar opens.

  C2 is met for 30 minutes.

   

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  pdrh

  

  robertogozzi

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