Multi Timeframe Question about Supertrend calculation on the 15 minutes chart

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01/08/2019 at 8:03 PM #88201 quote

PZonda5
Participant

Veteran

I was plotting a 15 minute Supertrend (50,100) on my 3 minute chart of Germany 30 Cash (€1) when I noticed the following:

Before the 8th of may 2018, the graphed Supertrend on the 3 minute chart does not match the Supertrend of the 15 minute chart (as can be seen on screenshot 1)

After the 8th of may 2018, the graphed Supertrend on the 3 minute chart will always match the Supertrend of the 15 minute chart (as can be seen on screenshot 2)

The 15 minute Supertrend is plotted based upon “updateonclose”

I was wondering why this is the case. Is it perhaps because of the very large values I’m using for the Supertrend?

Kind regards,

Pzonda5

Screenshot-1.png Screenshot-2.png

01/09/2019 at 9:55 AM #88223 quote
Nicolas
Keymaster

Master
PZonda5 wrote:

because of the very large values I’m using for the Supertrend?

It could be that, you can load more bars at startup of the program by adding:
```
defparam preloadbars=10000
```
Without the supertrend code part of your program, I can’t help much. I’d like to replicate the problem to investigate more! Thanks.

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01/09/2019 at 6:17 PM #88270 quote

PZonda5
Participant

Veteran

Adding the defparam preloadbars=10000 line fixed the problem.

Thank you.
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Multi Timeframe Question about Supertrend calculation on the 15 minutes chart

ProOrder: Automated Strategies & Backtesting

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PZonda5 @pzonda5 Participant

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This topic contains 2 replies,
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7 years, 1 month ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	01/08/2019
Status:	Active
Attachments:	2 files

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