TIMEFRAMES DISALLOWED BY AUTO-TRADE

GraHal · 2016-04-03T14:50:07+00:00

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.

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04/03/2016 at 3:50 PM #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.
04/03/2016 at 5:06 PM #4799 quote

Nicolas
Keymaster

Legend

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?

04/04/2016 at 9:39 AM #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
Author

Posts

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TIMEFRAMES DISALLOWED BY AUTO-TRADE

ProOrder: Automated Strategies & Backtesting

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GraHal @investment_account Participant

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This topic contains 2 replies,
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10 years, 5 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/03/2016
Status:	Active
Attachments:	No files