[beta-testing] multi timeframe support for automatic trading, ideas are welcome!

Nicolas · Mon, 19 Mar 2018 15:27:01 +0000

It’s been a week since I tested, as a consultant, the new multi-timeframe features coming soon for ProBacktest / ProOrder. I admit to being really pleasantly surprised by the capabilities of this long-awaited feature. Of course, I came across some small questions about its operation, which could be due to its unfinalized version or to my misinterpretation of its behavior with respect to various scenarios. Because yes, indeed, to use several temporal dimensions require an intellectual gymnastics which can sometimes cause trouble in the developments. In short, we will have to deal with it, manage both the information of indicator data in higher timeframes, which have sometimes not yet been frozen by the closing of a candle and the management of our orders in consequence, which are managed by the Close the timeframe “default”, as is the case for example with the screeners. Same as ProScreener, this is the TIMEFRAME statement that will now be usable for automatic trading. So far, I made various tests, I will show you how it goes (not so hard to understand for our fellow coders around here 🙂 ). This is what a multitimeframe strategy code looks a like: [crayon-5b6ab8ffd8f94649362271/] This basic strategy uses: A Simple Moving Average 100 periods from the 1 hour timeframe (at Close) Smoothed Heikin Ashi from a 15 minutes timeframe (in real time) Stochastic of the default timeframe (at Close) Takeprofit/Stoploss values from an ATR calculated in the 15 minutes TF Trading decisions and orders management in the default timeframe, which is the 5 minutes in this example The GRAPH instruction is your new friend! 🙂 If you are interested, I will be able to test some codes that you want to post, or to share ideas that I can code myself. This will allow me to familiarize myself with the use of this new tool, but also why not, hunt for bugs, testing as many scenarios as possible. July 25th EDIT: the MTF functionalities are now available through IG and PRT sponsored for demo accounts. A short video made by PRT about the new engine and the MTF capabilities: I also made a blog post to explain what you can expect and what you can now do with MTF: First approach to multi timeframe trading with ProRealTime August 8th EDIT: documentation is updated, see here: TIMEFRAME (ProBacktest / ProOrder)

This topic has 287 replies, 47 voices, and was last updated 4 years ago by Brianoshea.

Tagged: mtf, multitimeframe

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01/17/2019 at 3:34 PM #88950

O-jay8

GraHal wrote:

Results look good, but seems a long time to wait with < 1 trade per month (43 trades over 4 years)?

What do the results look like if consecutive bars are on 1H TF and Lower TF is 15min (or even 15min and 5min)

Hi Grahal,
The lower the timeframe the worse the results as the consecutive bars in one direction are not as significant anymore in terms of reversal.

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GraHal

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01/18/2019 at 3:11 PM #89056

virtualg

Thanks a lot Roberto and Nicolas!

if I let the code continuosly running in real time mode, wich command should I use in order to create the new window after the specific condition? Is there a specific alert command?

Other question would be the following: could I let the code running continuosly on more than one stock, index, etc..? Could I select for exaple 5 or more stock names?

thanks again!

leonardo

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01/18/2019 at 3:28 PM #89057

Nicolas

This window open when a new order is detected, either BUY or SELLSHORT.

You can let the backtest run on a lot of instruments at the same time, I do not know the limit.

Nicolas
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01/18/2019 at 4:14 PM #89061

Eric

“Hello and good morning.

i would like know if is possibile receive an alert via email after a specific event trigged by a multitimeframe program.

I have coded a multitimeframe strategy but I would like receive the alert in order to proceed with a manual order on the market..

Thanks a lot,

leonardo”

Demo account

My acount > settings > Notifications > Mobile push / Email

Never used it on demo but why not?

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01/31/2019 at 6:56 PM #90181

HerveS_67

There is an indicator for the MultiTimeFrame under PRT ……..

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01/31/2019 at 7:33 PM #90192

robertogozzi

Stop posting multiple times the same question and apoending it everywhere!

Thank you.

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01/31/2019 at 7:43 PM #90193

GraHal

HerveS_67 wrote:

There is an indicator for the MultiTimeFrame under PRT …

Why can’t I see this Indicator?

What is it called in English?

I’ve translated the Indicator above what you show highlighted and it’s called ‘Line of Best Demand’ but I can’t find that either!!?? Somebody trying to tell me something?? 🙂

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01/31/2019 at 9:01 PM #90202

HerveS_67

It’s not a question ! it was an affirmation with an attached image that was deleted !

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01/31/2019 at 10:45 PM #90214

Vonasi

HerveS_67 wrote:

It’s not a question ! it was an affirmation with an attached image that was deleted !

You have multiple posts and multiple requests as to why your image was deleted. Please see here:

https://www.prorealcode.com/topic/indicateur-multitimeframe/#post-90210

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02/06/2019 at 10:38 AM #90588

Holy Grail

Hi everybody

when will it be possible to trade on a LIVE account (IG) with a pro order code including a MTF program?

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02/06/2019 at 11:25 AM #90595

robertogozzi

Holy Grail wrote:

Hi everybody

when will it be possible to trade on a LIVE account (IG) with a pro order code including a MTF program?

It is possible now, on request. You should send an email to IG and ask for activation of MTF support.

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02/06/2019 at 12:37 PM #90604

Holy Grail

Thank you Roberto

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04/16/2019 at 4:17 PM #96609
Greguigreg
Hello Nicolas

Merci pour le travail sur la nouvelle plateforme. Effectivement un « bon coup de jeune » était nécessaire pour mettre en valeur la bête de course que peut être PRT (pour le commun des mortels ;)). Kudos pour le 3 line break en temps reel, ca ouvre énormément de possibilités

i switch to English because I guess a few of my concerns will be of interest to other people, especially using automatic trading. I haven’t found the thread in the many previous pages, I apologize if it was answered already:

– i dis not see any update on the automatic order interface. Is it still in the pipe ?

– in this updated version, is there a way to separate the target for 2 different orders (say base order and reinforcement) ?

– can u « wave » a strategy without canceling it alltogether (ie without relaunching it) ?

– would there be a way for your order strategy to call another order strategy ?

– side : will all that be available to IG customers ? 😉

once again, thanks for the hard work on the beta. Being more of an algo guy I hope the order part will have the same (and actually more ) delicate enhancement.

if The coming tutorial is answering those, please just give a date when it’s released. Can not wait 🙂

Greg
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04/16/2019 at 5:07 PM #96614
Nicolas
the automatic trading interface aka the ProOrder strategy list have been completely revamped in version 11, with many grouping/filtering capabilities, a new way to start/stop many strategies at the same time, and so on..

no

no, started strategy in ProOrder mean that they are compiled before they are sent to the remote server, so you cannot changed them while they running

still not

in few months, for sure

This is not the topic to discuss PRT v11, the good one is there: ProRealTime v11 is coming soon

Since yesterday, the Beta V11 is available for English customers too, you can open free account at https://www.prorealtime.com and get your hands on it!
Nicolas
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05/05/2019 at 4:28 PM #97736

pharao

Using multi time frame: Does this mean that you can use code for a daily chart and shift which hour of the day you want as a close? I Would love to use daily charts but have the close at a time where the spread is lower…

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[beta-testing] multi timeframe support for automatic trading, ideas are welcome!

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