Still not available right now, but this feature will be added this year for IG/PRT-CFD customers, just right after the new engine (which is already available with a prorealtime trading with IB or prorealtime software account).

I have seen this first implementation on auto-trading (that is not available on every broker using PRT) : https://www.prorealcode.com/blog/learning/approach-multi-timeframe-trading-prorealtime/

Any insights to create indicators using mutiple timeframes on the same chart ?

ginko wrote:

Any insights to create indicators using mutiple timeframes on the same chart ?

MTF is not available for indicators yet. It is only available for ProOrder strategies and ProScreener.

You can however create some MTF indicators by coding a dummy strategy and using GRAPH or GRAPHONPRICE. Something like this:

timeframe(weekly, updateonclose)
a = average[52]

timeframe(daily, default)
b = average[200]

buy at -close limit

graphonprice a
graphonprice b

This is the code showing the issue for Q1 above (in my previous post)

ONCE FutTime=40000
ONCE s=5*pipsize
CH=Hour
CM=Minute
CMC=CurrentMinute
CloseTime0=Close
CT=Time
CTC=CurrentTime
BI=barindex
Y=high
DRAWTEXT(“FutTime: #FutTime#” , BI, Y+14*s)
DRAWTEXT(“Time: #CT#” , BI, Y+12*s)
DRAWTEXT(“Current time: #CTC#” , BI, Y+11*s)
DRAWTEXT(“Minute: #CM#” , BI, Y+9*s)
DRAWTEXT(“Current minute: #CMC#” , BI, Y+8*s)
DRAWTEXT(“Close0: #closeTime0#” , BI, Y+6*s)
DRAWTEXT(“Close1: #closeTime1#” , BI, Y+5*s)
DRAWTEXT(“Close2: #closeTime2#” , BI, Y+4*s)
DRAWTEXT(“Close3: #closeTime3#” , BI, Y+3*s)
DRAWTEXT(“Close4: #closeTime4#” , BI, Y+2*s)
DRAWTEXT(“Nb hits: #CountMM5M15#” , BI, Y+1*s)
 
IF CT >= FutTime AND CT<220000 Then
closetime4=closeTime3
closeTime3=closeTime2
closeTime2=closeTime1
closeTime1=closeTime0
CountMM5M15=CountMM5M15+1
Y=close
s=-s
DRAWTEXT(“FutTime: #FutTime#” , BI, Y+14*s)
DRAWTEXT(“Time: #CT#” , BI, Y+12*s)
DRAWTEXT(“Current time: #CTC#” , BI, Y+11*s)
DRAWTEXT(“Minute: #CM#” , BI, Y+9*s)
DRAWTEXT(“Current minute: #CMC#” , BI, Y+8*s)
DRAWTEXT(“Close0: #closeTime0#” , BI, Y+6*s)
DRAWTEXT(“Close1: #closeTime1#” , BI, Y+5*s)
DRAWTEXT(“Close2: #closeTime2#” , BI, Y+4*s)
DRAWTEXT(“Close3: #closeTime3#” , BI, Y+3*s)
DRAWTEXT(“Close4: #closeTime4#” , BI, Y+2*s)
DRAWTEXT(“Nb hits: #CountMM5M15#” , BI, Y+1*s)
s=-s
IF CM < 45 then
FutTime=CH*10000+(ROUND(CM/15)+1)*1500
ELSE
FutTime=(CH+1)*10000
DRAWVLINE(barindex) coloured (0,0,128) // test to see whether the test works: should draw a vertical line each hour
IF FutTime > 210000 then
FutTime= 040000 // make sure we do not collect value between 21:00:00 and 4:00:00 (fixed timings depending on local TZ)
CountMM5M15=0
ENDIF
ENDIF
ENDIF
Return

Additionally a very simple case showing the issue for Q2 on a tick graph (let’s say 100 ticks on Dow)

//To be run on a 100 unit & 100 Tick Dow graph
DEFPARAM DRAWONLASTBARONLY = TRUE
ONCE s=5*pipsize
CTC=CurrentTime
CT=Time
BI=barindex
Y=high
DRAWTEXT("Time: #CT#" , BI, Y+2*s)
DRAWTEXT("Current time: #CTC#" , BI, Y+1*s)
 
Return

Thanks for your Help Roberto for Q2/,

The algotrithm you use is very similar, based on minute instead on Time in the example I posted.

Basically the data are biased the exact same way depending on the number of ticks I use in the chart .

With your algorithm, it will be based on the opentime, with mine on the close time.

On 200 ticks, I have the exact same issue. So I should use a very small number of Ticks to reduce the delay (data biased time);

I would still need it to be used on a larger tick display, typically 200 to 10000.  And I believe there is no way in PRT to pass data from an indicator in a given timeframe to another graph in another timeframe (global variables, queue pipes, even files)?

Thanks Roberto

What I need is the close value at a precise time on a tick chart using ticksnb with (200<ticksnb<10000).

Vertical bars and all my sample code is a subset I did to focus on the issue I have.

The target code would be way more complex.

Understanding that when an IF-THEN based on time is true in tick mode, it remains true till the bar ends (and that looks clearly a limit/defect to me), I used a WHILE instruction.

Unfortunately, this does not work in PRT neither, the WHILE seems to be executed, but only at the close of the candle.

This is another issue in PRT code execution strategy in ticks.

ONCE FutTime=40000
ONCE s=2*pipsize
CH=Hour
CM=Minute
//CMC=Minute
CloseTime=Close
CT=Time
CTC=Time
BI=barindex
Y=high
v=volume
DRAWTEXT("Time: #CT#" , BI, Y+10*s)
DRAWTEXT("Current time: #CTC#" , BI, Y+9*s)
DRAWTEXT("FutTime: #FutTime#" , BI, Y+8*s)
DRAWTEXT("Volume: #v#" , BI, Y+7*s)
DRAWTEXT("Close0: #closeTime0#" , BI, Y+6*s)
DRAWTEXT("Close1: #closeTime1#" , BI, Y+5*s)
DRAWTEXT("Close2: #closeTime2#" , BI, Y+4*s)
DRAWTEXT("Close3: #closeTime3#" , BI, Y+3*s)
DRAWTEXT("Close4: #closeTime4#" , BI, Y+2*s)
DRAWTEXT("Nb hits: #CountMM5M15#" , BI, Y+1*s)

IF CT > FutTime AND CT<220000 Then
while yabug=CountMM5M15 do // and add a while as the kludge is the basic kludge
closetime4=closeTime3
closeTime3=closeTime2
closeTime2=closeTime1
closeTime1=closeTime0
closeTime0=closetime
CountMM5M15=CountMM5M15+1 // This is the basic kludge while end
Y=close
s=-s
DRAWTEXT("Time: #CT#" , BI, Y+10*s)
DRAWTEXT("Current time: #CTC#" , BI, Y+9*s)
DRAWTEXT("FutTime: #FutTime#" , BI, Y+8*s)
DRAWTEXT("Volume: #v#" , BI, Y+7*s)
DRAWTEXT("Close0: #closeTime0#" , BI, Y+6*s)
DRAWTEXT("Close1: #closeTime1#" , BI, Y+5*s)
DRAWTEXT("Close2: #closeTime2#" , BI, Y+4*s)
DRAWTEXT("Close3: #closeTime3#" , BI, Y+3*s)
DRAWTEXT("Close4: #closeTime4#" , BI, Y+2*s)
DRAWTEXT("Nb hits: #CountMM5M15#" , BI, Y+1*s)
DRAWTEXT("Yarg: #yarg#" , BI, Y+1*s)
s=-s
y=y+1
IF CM < 58 then
FutTime=CH*10000+(ROUND(CM/2)+1)*200
ELSE
FutTime=(CH+1)*10000
DRAWVLINE(barindex) coloured (0,0,128) // test to see whether the test works: should draw a vertical line each hour
IF FutTime > 210000 then
FutTime= 040000 // make sure we do not collect value between 21:00:00 and 4:00:00 (fixed timings depending on local TZ)
CountMM5M15=0
ENDIF
ENDIF
WEND
ELSE
yabug=CountMM5M15 // This is the basic kludge, Invert IF condition and use a while to kludge
ENDIF
Return