Multi timeframe – MTF indicators for ProRealTime

• 05/27/2020 at 10:34 AM #133413
  Nicolas

  Happy news for a large number of traders and programmers! The long-awaited support for using indicators from other timeframes in the same indicator (aka MTF indicators) will finally be available soon in programming (in a future update to ProRealTime version 11).

  I am currently testing different combinations to study all that is possible and so far everything works as well as what we could have with MTF for automatic trading strategies via ProOrder / ProBacktest .

  The programming method remains the same as that already used for ProScreener or ProOrder. That is to say that we declare our TIMEFRAME, then we code below in an ordinary way. So you can combine as much timeframe as you want and do everything you’ve dreamed of so far (for those who dream of programming of course 😆 )

  Simple example:

  1-hour BollingerBands and 15-minutes TenkanSen

  timeframe(1 hour,updateonclose) up = BollingerUp[20](close) dn = BollingerDown[20](close) timeframe(15 minutes) tenkan = TenkanSen[9,26,52] return up,dn, tenkan coloured(0,150,200) style(line,2)

  1 2 3 4 5 6 7 8

  timeframe(1 hour,updateonclose) up = BollingerUp[20](close) dn = BollingerDown[20](close)   timeframe(15 minutes) tenkan = TenkanSen[9,26,52]   return up,dn, tenkan coloured(0,150,200) style(line,2)

  In this simple example, we apply a 1-hour Bollinger Bands (updated once at each 1-hour bar close) and a 15-minutes TenkanSen (update once at each current timeframe bar closure).

  —

  As you can see, this leaves a lot of room for the imagination to program a lot of new things! Combined with the arrays, we can now say that a certain number of limits have been overcome with regard to programming under ProRealTime!

  I do not know yet when this functionality will be available to the public, but I will try to keep you informed. In the meantime if you have any questions or questions, I will try to answer them as soon as possible.

  I will probably post other more or less complex examples over time! 😉

  Total of 12 users thanked author for this post. Here are last 10 listed.

  Vassilios, TradSuz, xburrex, sebanja, juju333, Szeles, M.Nicolas 81, Shark, Fantasio2020, robdav

  

  Nicolas

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  05/27/2020 at 10:36 AM #133421
  Nicolas

  –reserved for future examples–

  2 users thanked author for this post.

  Seotrading, Bel

  

  Nicolas

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  06/13/2020 at 7:22 PM #135847
  MrMagic

  Brilliant, this looks promising. Does that mean one can set up a screener say for a hammer in one timeframe (1 hour) and stochastic cross over in another (15mins)?

  

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  06/13/2020 at 7:53 PM #135850
  robertogozzi

  Screeners have been supporting  MTF for years now.

  The upcoming MTF support is for indicators.

  

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  06/20/2020 at 11:55 AM #136621
  Philstrading

  I use PRT V10.3 currently after viewing this and it appears to work on 10.3. I’m trying live and have tried on demo, also backtesting.

  So for instance running a trail updating on a lower timeframe to check price regularly instead of the entry timeframe bars is working withuot issue live.

  It works well. I dont see here that it is released, so hopefully I wont run into any issues.

  I’m running 10.3 premium. Can I assume it is currently released as usable?

  or will I need a stanby code without it incase ?

  

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  06/20/2020 at 11:58 AM #136622
  Philstrading

  Sorry, my bag, I see thats indicators. So it runs in proorder I guess cos its working… sorry about that..

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  robertogozzi

  

  Philstrading

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  06/22/2020 at 5:40 PM #136808
  Luffyoo

  Oh super, c’est exactement ce que je cherchais 😁

   

  Est-il possible de mélanger les unités de temps, par exemple faire une moyenne de prix sur 3 unites d’1h et les comparer aux moyennes de prix sur les 3 dernieres unites journalières

  Et est-ce qu’il serait possible de comparer ces differentes unites en excluant par exemple dans mon exemple on prendrait les 3 dernières unités journalières, moins les 3h donc on ne prendrai pas en compte la journée à la cloture de la veille mais à t-3H donc à 10h on remonte à 15h30

  Aussi, je clique bien sur le forum français puis sur support proscreener et je finis par atterir sur le ‘english forum’

  Alors excusez-moi si je ne suis pas au bon endroit, mais je n’ai pas accès à ce topic en français :/

   

  Oh great, that’s exactly what I was looking for 😁

  Is it possible to mix the time units, for example to make an average of prices on 3 units of 1h and compare them to the average of prices on the last 3 daily units

  And would it be possible to compare these different units by excluding for example in my example we would take the last 3 daily units, minus the 3h so we will not take into account the day at the close of the day before but at t -3H so at 10am we go back to 3.30pm

  Also, I click on the French forum then on proscreener support and I end up landing on the ‘english forum’

  So excuse me if I’m not in the right place, but I don’t have access to this topic in French: /

  

  Luffyoo

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  06/23/2020 at 7:24 AM #136852
  Vonasi

  Luffyoo – Even if posting in the English forum was not your own choice you must still post only in the language of the forum that you are posting in as per the forum rules. I have translated your post for you.

  

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  06/23/2020 at 3:05 PM #136937
  Nicolas

  *~- The long wait is now over! The MTF indicators are now available in PRT v11! -~*

  A fresh restart of the platform will update your current version.

  2 users thanked author for this post.

  zilliq, robertogozzi

  

  Nicolas

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  06/25/2020 at 3:36 PM #137141
  andyfx79

  hi all , I’m a bit of a newbi to programming , can anyone tell me to combine multi time frames on the prt simplified creation ?

  thanks

  andy .

  

  andyfx79

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  06/25/2020 at 3:47 PM #137145
  Philstrading

  Dont think u can do on the simpliefied, but you can create the code you want in the simplified version and once done then go to the creation by programming side and add the lines of code to change the timeframe for each code section you want to run in the different timeframes.

  I think you may get a comment about creating a new topic also… not sure..

  Hope it helps

   

  MTF formats

  Timeframe (4hours, updateonclose) Yourcode created in simplified version Timeframe (1 minute, updateonclose) Your code created in simplified version

  1 2 3 4

  Timeframe (4hours, updateonclose) Yourcode created in simplified version Timeframe (1 minute, updateonclose) Your code created in simplified version

   

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  Nicolas

  

  Philstrading

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  06/25/2020 at 3:58 PM #137148
  Nicolas

  Thank you Phil that’s a clever idea, because, indeed, the simplified creation tool does not include the TIMEFRAME selection.

  

  Nicolas

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  06/26/2020 at 2:10 AM #137196
  fhornus

  Hello,    I try to use  MTF with new indicators ; at first glance it looks easy, but probably that I’m missing something :
  I create an indicator with Probuilder by simply copying and pasting the above example from Nicolas (1-hour Bollinger Bands and a 15-minutes TenkanSen), and adding it to a price graph in 5 minutes: nothing happens, the indicator doesn’t show up on the graph. Ditto for the other indicators in which I try to integrate the MTF even though there is no error message that appears when I validate the indicator.
  If anyone has an idea of why the indicators created using the MTF are not displayed on the graphs – in particular that of Nicolas which seems to be a finished product – I thank him in advance.
  François

  

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  06/26/2020 at 8:35 AM #137215
  Nicolas

  A new PRT v11 version was deployed yesterday and this issue appeared at the same time. An hot fix will resolve it today.

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  fhornus

  

  Nicolas

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  06/28/2020 at 9:32 AM #137344
  zilliq

  fhornus wrote:

  Hello, I try to use MTF with new indicators ; at first glance it looks easy, but probably that I’m missing something :

  I create an indicator with Probuilder by simply copying and pasting the above example from Nicolas (1-hour Bollinger Bands and a 15-minutes TenkanSen), and adding it to a price graph in 5 minutes: nothing happens, the indicator doesn’t show up on the graph. Ditto for the other indicators in which I try to integrate the MTF even though there is no error message that appears when I validate the indicator.

  If anyone has an idea of why the indicators created using the MTF are not displayed on the graphs – in particular that of Nicolas which seems to be a finished product – I thank him in advance.

  François

  Seems to work now. I needed to try 2-3 times to work

  

  zilliq

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