Strange MTF problem on some Timeframes.

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  • 07/21/2020 at 2:20 AM #139718 quote
    ESCapedTestSubject
    Participant
    Average

    Hi,

    I’m implementing a MTF strategy, but I have run up to some very strange problems.

    Timeframe 1: I have set this to Daily, UpdateOnClose

    Timeframe 2: I have set this to Default, Default

    If I run the strategy on a chart of 2-24 hours it works fine. If I run it on 120 minutes it works fine. But if I run it on 1 hour, or anything below 1 hour, I get no trades!

    I have even tried to change TimeFrame1 to be 24 Hours. No success.

    I can’t see anything that would cause this in the code as there are no conditional time limitations.

     

    Can anyone give me a clue?

    07/21/2020 at 8:59 AM #139729 quote
    GraHal
    Participant
    Master
    ESCapedTestSubject wrote:

    But if I run it on 1 hour, or anything below 1 hour, I get no trades!

    Any different if you change Timeframe 2 to (1 hour)?

    07/21/2020 at 9:52 AM #139733 quote
    Nicolas
    Keymaster
    Master

    Try to expand the units available on your chart (data history).

    07/21/2020 at 12:06 PM #139747 quote
    ESCapedTestSubject
    Participant
    Average

    I have tried everything from maximising to 100K history to a few thousand with no difference. I believe that a 1 hour or 8 hour bar is based on the same datafeed. The difference is how candles are shown.

    I have also tried entering 1 hour, 30 minutes etc in timeframe nr 2. It just doesn’t work. Very odd that anything below 2 hours (either having a 1 hour chart or 60 minutes) leaves no trades when I have roughly 60 trades for the other timeframes (2,3,4,8,12 and 24 hours) for the chart…

     

    Any ideas?

    07/21/2020 at 1:59 PM #139752 quote
    GraHal
    Participant
    Master
    ESCapedTestSubject wrote:

    Any ideas?

    If you post your code I would run it on my Platform if that might help?

    07/21/2020 at 2:37 PM #139757 quote
    Nicolas
    Keymaster
    Master

    Do you have time based conditions in the code?

    07/21/2020 at 2:45 PM #139761 quote
    ESCapedTestSubject
    Participant
    Average

    No time based conditions.

    I’ll try to break down the code step by step and see if I can find what it is.

    07/21/2020 at 2:52 PM #139764 quote
    ESCapedTestSubject
    Participant
    Average

    Ok! Found it. One of the indicators I copied into the strategy had CustomClose. I never reacted to it which I should have 🤦‍♂️

     

    Strange that it only affects 1 hour and below timeframes…

     

    Thanks anyway.

    Nicolas thanked this post
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Strange MTF problem on some Timeframes.


ProOrder: Automated Strategies & Backtesting

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

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/21/2020
Status: Active
Attachments: No files
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