[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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07/18/2018 at 9:42 AM #76211

Cris48

I just asked IG to activate the functionality also on real account in order to make backtesting with more data …..

Cris48
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07/18/2018 at 10:12 AM #76214

immo_vienna

i asked them too. ure right – they are working on it because PRT is very slow right now…

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07/18/2018 at 10:55 AM #76217

Vonasi

Cris48 wrote:

I just asked IG to activate the functionality also on real account in order to make backtesting with more data …..

I think they will want to prove that there are no issues or bugs by testing in demo first before letting anyone risk any real money with it.

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immo_vienna

Vonasi
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07/18/2018 at 11:49 AM #76229

Nicolas

While i’m still on leave, I just let you know that MTF for demo accounts had been activated (backtests only). ProOrder should be by tomorrow if updates are going well.. (and still for DEMO ACCOUNTS ONLY).

Nicolas
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07/18/2018 at 12:24 PM #76232

immo_vienna

thx @nicolas… hope so.. today since now its not working yet.

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07/18/2018 at 12:27 PM #76233

Cris48

I had a feedback from IG. Mtf Tomorrow for demo accounts and end July for real accounts.

Cris

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Cris48
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07/18/2018 at 12:46 PM #76235

Vonasi

Nicolas wrote:

While i’m still on leave

Get back to the pool and open another beer!

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07/18/2018 at 4:25 PM #76261

Nicolas

You can restart the platform to be sure you have the last updated version running on your computer.

Nicolas
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07/19/2018 at 6:37 AM #76281

immo_vienna

still have the same version and timeframe ist not working today :/

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07/19/2018 at 9:29 AM #76289

robertogozzi

It’s working now, and a few simple tests seem to yield better results!

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Cris48

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07/19/2018 at 9:35 AM #76293

Vonasi

Working on mine too. I had to close the platform and re-open it to get it to work though.

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Cris48

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07/19/2018 at 10:21 AM #76296

immo_vienna

anyone got this?

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07/19/2018 at 10:24 AM #76298

robertogozzi

What doeas it mean?

Anyway, I got no warnings so far.

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07/19/2018 at 10:31 AM #76299

Vonasi

My language skills are not up to that error message!

I did get one error message when I accidentally tried to run a strategy on a chart time frame that was the same as one listed in the code. The default time frame must be a faster time frame than any listed in the code.

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07/19/2018 at 10:34 AM #76300

Andyswede

Got this warning too

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

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