Timeframe optimization during backtests

• 04/08/2020 at 9:42 AM #125174
  MAKSIDE

  Hi

  do you know if it possible to optimize the parameter including in the TF coding ?

  timeframe(x minutes,updateonclose)

  1	timeframe(x minutes,updateonclose)

  if not, is there a roundabout way of doing it ?

  

  MAKSIDE

  Participant

  Topics: 37

  Replies: 343

  Been thanked: 98 times
  04/08/2020 at 10:35 AM #125183
  robertogozzi

  No, variables are not allowed.

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16477

  Been thanked: 3643 times
  04/08/2020 at 11:09 AM #125194
  MAKSIDE

  Thanks

  

  MAKSIDE

  Participant

  Topics: 37

  Replies: 343

  Been thanked: 98 times
  10/20/2020 at 11:55 AM #147888
  MAKSIDE

  i come back about this topic..

  would it be possible to add it in the future evolution of PRT ?

  It seems to me that it would be great to have it in order to determine the best timeframes for a strategy

  or if not possible, the possibility to encapsulate the timeframes in conditions (

  choice = X (parameter value for BT)

  if choice = 1  then

  timeframe (1 hours,..)

  else if choice = 2 then

  timeframe (2 hours,..)

  endif

  *************

  OR

  timeframe (X hours,..)

  for example

   

  1 user thanked author for this post.

  Paul

  

  MAKSIDE

  Participant

  Topics: 37

  Replies: 343

  Been thanked: 98 times
  10/20/2020 at 12:56 PM #147895
  robertogozzi

  You may suggest it at https://www.prorealcode.com/topic/centralization-of-queries-and-suggestions-on-prorealtime/

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16477

  Been thanked: 3643 times
  10/20/2020 at 7:37 PM #147959
  pableitor

  i had this same problem and i fixed it with this kludge

  timeframe(5m) x5 = ExponentialAverage[9](close) timeframe(15mn) x15 = ExponentialAverage[9](close) timeframe(60mn) x60 = ExponentialAverage[9](close) timeframe(default) TF = 15 //TF flag if TF = 15 then EMA = x15 //... endif

  1 2 3 4 5 6 7 8 9 10 11 12

  timeframe(5m) x5 =  ExponentialAverage[9](close) timeframe(15mn) x15 = ExponentialAverage[9](close) timeframe(60mn) x60 = ExponentialAverage[9](close) timeframe(default) TF = 15 //TF flag if TF = 15 then   EMA = x15 //... endif

   

  2 users thanked author for this post.

  Paul, MAKSIDE

  

  pableitor

  Participant

  Topics: 19

  Replies: 120

  Been thanked: 42 times
  10/22/2020 at 2:08 PM #148090
  MAKSIDE

  pableitor wrote:

  i had this same problem and i fixed it with this kludge

  timeframe(5m)<br /> x5 = ExponentialAverage[9](close)<br /> timeframe(15mn)<br /> x15 = ExponentialAverage[9](close)<br /> timeframe(60mn)<br /> x60 = ExponentialAverage[9](close)<br /> timeframe(default)<br /> TF = 15 //TF flag<br /> if TF = 15 then<br /> EMA = x15<br /> //…<br /> endif

  1 2 3 4 5 6 7 8 9 10 11 12

  timeframe(5m) x5 = ExponentialAverage[9](close) timeframe(15mn) x15 = ExponentialAverage[9](close) timeframe(60mn) x60 = ExponentialAverage[9](close) timeframe(default) TF = 15 //TF flag if TF = 15 then EMA = x15 //… endif

  
  what a great idea, thx for sharing

  thus, it’s just more work to adapt all conditions of each timeframe (and not only an EMA..) but  WF on the TF flag parameter is possible… 😀

   

  

  MAKSIDE

  Participant

  Topics: 37

  Replies: 343

  Been thanked: 98 times
• Author
  Posts