multiple time frames strategy on 15 minutes TF with daily conditions

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08/23/2022 at 1:10 PM #199461 quote

Markscragg
Participant

New

I am trying to back test a strategy on a 15 min time frame

which is dependent on the previous day daily chart

eg if yesterdays bar crossed over a SMA (Daily Chart), buy if 15 min bar crosses over SMA (15 Min Chart)

Can anyone help me to reference the different time frames in the code?

Mark Scragg

08/23/2022 at 2:08 PM #199465 quote

robertogozzi
Moderator

Master

Searching this forum for MTF will return many links to a blog, articles, info and tons of code snippets.

08/23/2022 at 2:32 PM #199467 quote

GraHal
Participant

Master

https://www.prorealcode.com/blog/learning/approach-multi-timeframe-trading-prorealtime/

08/23/2022 at 3:06 PM #199470 quote
JS
Participant

Senior
Hi @Markscragg

You can try this…
```
DefParam CumulateOrders = False

TimeFrame (Daily, UpdateOnClose)

DaySMA = Average[20](Close)

If Close[1] > DaySMA[1] then
LongYesterday = 1
Else
LongYesterday = 0
EndIf

TimeFrame(15 minutes, Default)

SMA15 = Average[20](Close)

If LongYesterday and Close Crosses Over SMA15 then
Buy 1 contract at Market
EndIf
```
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multiple time frames strategy on 15 minutes TF with daily conditions

ProOrder: Automated Strategies & Backtesting

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Markscragg @markscragg Participant

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This topic contains 3 replies,
has 4 voices, and was last updated by JS
3 years, 6 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	08/23/2022
Status:	Active
Attachments:	No files

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