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Weird spikes on GRAPH results with MTF

Vonasi · 2019-08-01T16:33:36+00:00

I’m messing around with a long only MTF strategy that makes all its decisions and has all the code on the monthly and weekly time frames but trades on the daily chart but there is no code under a daily timeframe. This is purely to allow it to trade as one day divides into a week and divides into a month but a week does not divide into a month – Yes MTF confuses me sometimes too! I have an IF THEN condition which if it is met sells everything and within this same IF THEN I add one to a variable just so that I can graph the variable and see how many times the condition led to trades being closed. Nothing ever subtracts from the variable but when I GRAPH it I get the weird spikes shown in the image.

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Weird spikes on GRAPH results with MTF

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08/02/2019 at 3:05 PM #104058 quote

Vonasi
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A closer look with WEEKLY,DEFAULT. It closes a trade on a Thursday and the spike is shown on the Wednesday. I can understand the trade closing mid week as the weekly conditions will change daily but the +1 then -1 on ex value just makes no sense.

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Weird spikes on GRAPH results with MTF

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This topic contains 15 replies,
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Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	08/01/2019
Status:	Active
Attachments:	4 files

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Weird spikes on GRAPH results with MTF

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Weird spikes on GRAPH results with MTF ProOrder: Automated Strategies & Backtesting

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Weird spikes on GRAPH results with MTF

ProOrder: Automated Strategies & Backtesting