TIMEFRAMES DISALLOWED BY AUTO-TRADE

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  • #4792 quote
    GraHal
    Participant
    Master

    Hello

    What would be a way to submit to Auto-Trade a strategy (that gives max profit optimised over 4 years) on a 9 hour timeframe? As we know ProRealTime won’t allow 9 hour time frames on Automatic Trading.

    Is something like below feasible (Code for SellShort shown for simplicity) and submit to Auto-Trade on a 1 hour timeframe? I tried it but it doesn’t execute at 09:00 and 18:00 like a 9 hour timeframe does.

    I could spend ages trying to suss out what is going on, but you guys are so helpful on here and you may know the answer instantly?

    Auto-Trade seems to always check conditions / start again  at midnight (or at least it does on my Backtest on a 9 hour timeframe) hence the inclusion of 000000. Bars show at 09:00, 18:00 and 00:00 on Backtest on a 9 hour timeframe.

    I tried below but it doesn’t give the same results as usng a 9 hour timeframe.

    Code for SellShort shown for simplicity (I also tried Time = etc) :

    IF (CurrentTime = 090000) OR (CurrentTime = 180000) OR (CurrentTime = 000000) AND c3 THEN
     SELLSHORT 1 PERPOINT AT MARKET
    
    ENDIF

     

    Hope above makse sense, if not let me know?

    Many Thanks

    GraHal
    PS I wish there was a ‘save as draft’ on here as I have to go out now, but probably will think of a better way to explain above with more time.

    #4799 quote
    Nicolas
    Keymaster
    Master

    Hello GraHal, what are your conditions to launch trade? Maybe conditions are not met on 1 hour timeframe and that’s why your trade are not initiated?

    #4819 quote
    GraHal
    Participant
    Master

    Hi Nicolas

    You were sooo right (again! ha).

    After many trials, I got it working better by using the code below based on the ‘official timezone of the instrument’.

    IF (Time = 120000 or Time = 030000 or Time = 180000) AND c1 THEN
     SellShort 1 PERPOINT AT MARKET
    ENDIF

     

    But even then there were not many deals initiated and then I reflected on what you said … I was using ‘Cross Over / Cross Under’ on the 9 hour timefrae and this criteria wasn’t being met in all instances on the 1 hour timeframe. So I changed ‘Cross Over / Cross Under’ to > / <  and then I got loads of deals initiated.

    So the above principle can be adapted for a Timeframe which is disallowed by PRT Auto-Trade.

    Many Thanks

    GraHal

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TIMEFRAMES DISALLOWED BY AUTO-TRADE


ProOrder: Automated Strategies & Backtesting

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This topic contains 2 replies,
has 2 voices, and was last updated by GraHal
9 years, 10 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/03/2016
Status: Active
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