Automated Trading on IG PRT
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Hey GraHal,
3-4 weeks back a similar subject appeared about the combination of Strategy code and an Indicator – and how to work with TimeFrames. I looked at it and thought “oh well”. However, later I tried to use it myself and could not get it to work, just like John here. Then I tried to find back that topic and did not find it.
In other words :
It can well be so that John has ran into an issue which is real.
In my case I have conditions in the Strategy code which I tried to move to an indicator. The Strategy code works with different timeframes for the conditions and works fine. This should be picked up by the ONE indicator and I can’t get the conditions to match. Although I did not try it, I am pretty sure that if I’d make two (or even more) indicators of that, individually they will work.
I feel something like the indicator “requires” to inherit the TimeFrame of the code where it is called, and internally it won’t overrule. If that would be true, it is impossible that it can work.For the chalkboard, here you see three different arrow-types. If you count out the triple arrows, there are two others and one of them I can’t get to work correctly. They work in different time frames. When the strategy code does not depend on them (but the Indicator code still plots them), then all works out fine for the intended trades.
Not sure whether this is helpful, but I guess it means that helping out implies doing it ourselves and not talk from theory only. IMO debugging this is not easy and time consuming.
John, assumed there are no real secrets in your code yet, could you Export the Strategy and next attach the .itf coming from that here ?
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John, I don’t see anything of you using different TimeFrames. You imply them (I think ??) by using longer averages which I can’t even match with anything. So how your screenshots match your .itf – it is beyond me. But also and again : I am not good in such interpretations hence guessing what people mean without telling really. And I know you try hard but …
I don’t see it.Please investigate the TimeFrame command (Google it, together with “ProRealCode”. And from there change things or talk differently ?
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Hi @johnbenj
I imported your trading system and did a backtest.
I don’t see multiple time frames in your example trading system.
I don’t see any particulars in the backtests.
Of course, the highest time frame will execute the fewest trades.When you switch “normally” from one time frame to another time frame, all data will be recalculated because you actually zoom in or out on the graph.
So, the chart changes, becomes coarser or more detailed, the values of the prices change, and the values of any indicators used also change.1 user thanked author for this post.
Thanks GraHAl.
I see now that MTF conditions setting is not available without coding and now i understand your response.
J
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