Using daily indicators with non-daily bars

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    martentornquist
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    I would like to use daily indicators like Average[200] in ProOrder systems that run for example every 15 minutes. Is that possible? If I understand it correct Average[200] will in this case be the last 200, 15:n minute bars.

    Do I have to calculate how many 15:n minute bars there is on 200 days and work with that or is there any easier way?

    #140674 quote
    robertogozzi
    Moderator
    Master

    Recently PRT added Multi Time Frame support for indicators.

    You can now easily accomplish that.

    Read https://www.prorealcode.com/topic/multi-timeframe-mtf-indicators-for-prorealtime/

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Using daily indicators with non-daily bars


ProOrder: Automated Strategies & Backtesting

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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
5 years, 6 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/02/2020
Status: Active
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