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Using daily indicators with non-daily bars

martentornquist · 2020-08-02T17:26:21+00:00

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?

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ProOrder: Automated Strategies & Backtesting
Using daily indicators with non-daily bars

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08/02/2020 at 6:26 PM #140673 quote

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?

08/02/2020 at 6:42 PM #140674 quote

robertogozzi
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Legend

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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Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	08/02/2020
Status:	Active
Attachments:	No files

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Using daily indicators with non-daily bars

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Using daily indicators with non-daily bars ProOrder: Automated Strategies & Backtesting

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Using daily indicators with non-daily bars

ProOrder: Automated Strategies & Backtesting