Multi timeframe strategies acting differently

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  • 07/22/2020 at 12:56 PM #139845 quote
    Philstrading
    Participant
    Senior

    Hi

    On the subject of MTF programs not doing something programmed I’m finding that the same code run in parallel written as MTF doesnt kick in whereas I think it should, I have had some issues with programs not kicking in when they should on times and have contacted PRT, but this seems a general issue with MTF entering differently. Not sure whether to put this here or a new subject, but seems MTF acting differently is the same subject.. So:- The 2 codes below, will enter at different times.

    //MTF Code ran on 1hr
Timeframe (7 hours, updateonclose)
My entry code
Timeframe (1 hour, updateonclose)
My trail code

Normal code ran on 7hr
Timeframe (7 hours, updateonclose)
My entry code
My trail code
    07/22/2020 at 3:10 PM #139858 quote
    Nicolas
    Keymaster
    Master

    I ave created a fresh new topic from your post as you were out of subject in the MTF indicator’s topic.

    By looking at your example, seems normal to me: in the second code, your trailing stop is moving the stoploss with a decay of 6 hours than in the first code. So if you are waiting an order to be closed before entering a new one, then you obviously get different entries!

    07/22/2020 at 3:50 PM #139866 quote
    Philstrading
    Participant
    Senior

    Ok cheers Nicolas, yes indicators, I always seem to miss that part and just se the MTF..

    what I meant was different entries in respect of both programs when not being in any trade, and the MTF one not entering on the signal, so yes on running they would be different, but when both closed, the signal generated to buy or sell is the same and on the same timeframe, but the MTF can fail to generate an order with the same criteria.. Sorry if it was unclear, but thats what I meant.

    07/22/2020 at 3:54 PM #139873 quote
    Philstrading
    Participant
    Senior

    I asked PRT to look into programs not generating order generally, as this issue is also across all programs on th eplatform, if you have a program running on different accounts, you can find that quite often only one or 2 will kick in, sometimes all but one, so latency aside, its a little overly frequent so have passed it to PRT but they not very helpful to date on this one..

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Multi timeframe strategies acting differently


ProOrder: Automated Strategies & Backtesting

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Philstrading @philstrading Participant
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This topic contains 3 replies,
has 2 voices, and was last updated by Philstrading
5 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/22/2020
Status: Active
Attachments: No files
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