Issue with multi-timeframe
Issue with multi-timeframe
28 Jan 2014, 17:41
Hi Guys. I would like to extend my robot with a simple multi-timeframe condition. If all conditions are met in 1H-timeframe and in the lower timeframes m30, m15 and m5 a bullish bar is displayed , then my robot should enter a long position. Can anyone help me with experience in multi-timeframe-coding?
...
...
timeframe_m30 = MarketData.GetSeries(_m30);
timeframe_m15 = MarketData.GetSeries(_m15);
timeframe_m5 = MarketData.GetSeries(_m5);
...
...
if(timeframe_m30.Close.LastValue > timeframe_m30.Open.LastValue)
_m30_bullish = true;
else
_m30_baerish = false;
if(timeframe_m15.Close.LastValue > timeframe_m15.Open.LastValue)
_m15_bullish = true;
else
_m15_baerish = false;
if(timeframe_m5.Close.LastValue > timeframe_m5.Open.LastValue)
_m5_bullish = true;
else
_m5_baerish = false;
if(_m30_bullish && _m15_bullish && _m5_bullish && ...)
Print("Go LONG!");
...
else if(_m30_baerish && _m15_baerish && _m30_baerish && ...)
Print("Go Short!");
...
Replies
emeeder
11 Oct 2014, 06:31
I am assuming you have resolved this issue somehow.
There are quite a few threads on here that show how to add multi Time frame to a Cbot.
MY question is:
How can anyone successfully back test such a cbot??
If robot is run in 5 min timeframe. I think the indicators used in the robot that run in a higher time frame ie 1HR. I think these show the same result for the complete hour. And then update at the close of every 1Hr bar. Is this correct??
I think that is why I get terrible results when trying to backtest multi-timeframe robots.
Have you had any luck?
David
18 Feb 2014, 00:02
RE:
Hello Cerunnos,
Did you get the problem resolved? And if so, would you mind sharing your solution to the problem? Thank you. - David
Cerunnos said:
@David