Buongiorno Roberto,

ho una strategia MTF che vorrei far girare su TF 1 secondo per cogliere il prezzo più vicino possibile all’attraversamento ma dal backtest riesco a farla girare solo a 1 minuto.

Probabilmente dipende dai diversi timeframe, puoi controllare il codice per favore?

Grazie.

// Definizione dei parametri del codice
DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate

Timeframe (2 h, updateonclose)
ignored, indicator1 = CALL "PRT cambio tendenza/colore"
c50 = (indicator1 < 0)

Timeframe (1 h, updateonclose)
ignored, indicator2 = CALL "PRT cambio tendenza/colore"
c51 = (indicator2 < 0)

Timeframe (30 minutes, updateonclose)
indicator3 = RSI[9](close)
c52 = (indicator3 > 20)

Timeframe (15 minutes, updateonclose)
indicator4 = RSI[9](close)
c53 = (indicator4 > 20)

Timeframe (default)
c1 = (close CROSSES UNDER 1.050)
c2 = (close CROSSES UNDER 1.055)
c3 = (close CROSSES UNDER 1.060)
c4 = (close CROSSES UNDER 1.065)
c5 = (close CROSSES UNDER 1.070)
c6 = (close CROSSES UNDER 1.075)
c7 = (close CROSSES UNDER 1.080)
c8 = (close CROSSES UNDER 1.085)
c9 = (close CROSSES UNDER 1.090)
c10 = (close CROSSES UNDER 1.095)
c11 = (close CROSSES UNDER 1.100)
c12 = (close CROSSES UNDER 1.105)
c13 = (close CROSSES UNDER 1.110)
c14 = (close CROSSES UNDER 1.115)
c15 = (close CROSSES UNDER 1.120)
c16 = (close CROSSES UNDER 1.125)
c17 = (close CROSSES UNDER 1.130)

IF NOT ONMARKET AND (c1 OR c2 OR c3 OR c4 OR c5 OR c6 OR c7 OR c8 OR c9 OR c10 OR c11 OR c12 OR c13 OR c14 OR c15 OR c16 OR c17) AND c50 AND c51 AND c52 AND c53 THEN

SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// Stop e target
SET STOP pLOSS 40
SET TARGET pPROFIT 70