Strange MTF problem on some Timeframes.

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

  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?

  

  ESCapedTestSubject

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  07/21/2020 at 8:59 AM #139729
  GraHal

  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)?

  

  GraHal

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

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

  

  Nicolas

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

  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?

   

   

  

  ESCapedTestSubject

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  07/21/2020 at 1:59 PM #139752
  GraHal

  ESCapedTestSubject wrote:

  Any ideas?

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

  

  GraHal

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

  Do you have time based conditions in the code?

  

  Nicolas

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

  No time based conditions.

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

  

  ESCapedTestSubject

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

  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.

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  Nicolas

  

  ESCapedTestSubject

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