Using MTF with updateonclose

nonetheless · 2020-04-08T13:05:59+00:00

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?

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

nonetheless
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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

Legend

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
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Master

Give me strength. This is gonna take months…

thanks, I needed that. 😟

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

robertogozzi
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Legend

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
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Master

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