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10/07/2018 at 11:07 PM #82206
Jan

Hallo,

Today I have been testing with Multiple Time Frames in the DEMO PRT environment,  I used the FTSE 100 Cash 1 Euro, for testing, see the code below.

I found two weard things, seems errors to me:

  1. It ignore time restraints completely in MTF code: the  limited time for opening a position   //  if TIME >= 73000 And TIME <= 93000 then  // is ignored. Opening positions are taken during the whole day, this can be found at  the tab //Close Position List// when running the code in backtesting.
  2.  I receive complete different trade results varying the code at Time Frame of 15 minutes.  I am using the 15 minutes graph, which is the lowest timeframe for my testing  I would expect the code behind  Time Frame, //update on close// and //default// used in the lowest timeframe  to give exactly the same trading results. Why NOT is for me a question.
    1. timeframe(15 minutes,updateonclose) gives a much higher trade result as
    2. timeframe(15 minutes, default)

It seems to me like bugs in the new MTF module,  it does not seem as realiable,               any comment on this ? 

PS: the PRT code used for those findings,  is stated below

KR Jan