Using MTF with updateonclose

Viewing 5 posts - 1 through 5 (of 5 total)

Author

Posts
04/08/2020 at 2:05 PM #125232 quote

nonetheless
Participant

Master

I find that using MTF with updateonclose makes for extremely slow back testing/optimizations.

Will I get the same result if I back test without updateonclose, then add it later?

04/08/2020 at 2:13 PM #125235 quote

GraHal
Participant

Master

No … updateonclose means that the candle needs to finish before any value can be read / used etc.

Without updateonclose then values can be read / used at any stage during the cycle of a candle.

So very different results can be seen?

nonetheless thanked this post

04/08/2020 at 2:27 PM #125237 quote

nonetheless
Participant

Master

Give me strength. This is gonna take months…

thanks, I needed that. 😟

04/08/2020 at 2:34 PM #125242 quote

robertogozzi
Moderator

Master

ALL timeframes are read when the default TF (the smallest one) closes its bar.
With UpdateOnClose values and variables are updated ONLY when that candle closes, otherwise anytime the default candle closes.

GraHal thanked this post

04/08/2020 at 2:44 PM #125249 quote

nonetheless
Participant

Master

OK, thanks Roberto. I think I can live without it in this case.
Author

Posts

Viewing 5 posts - 1 through 5 (of 5 total)

You must be logged in to reply to this topic.

Login your account

Using MTF with updateonclose

ProOrder: Automated Strategies & Backtesting

New Reply

Author

nonetheless @nonetheless Participant

Summary

This topic contains 4 replies,
has 3 voices, and was last updated by nonetheless
5 years, 10 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/08/2020
Status:	Active
Attachments:	No files

Loading...