Multi timeframe – MTF indicators for ProRealTime

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  • This topic has 161 replies, 52 voices, and was last updated 2 weeks ago by avatarJS.
Viewing 12 posts - 151 through 162 (of 162 total)
  • #241121

    Actually the two values don’t match. It seems the 1-month data are updated to the prior month, not to the current 2-month data.

    I can’t explain why. I suggest that you call PRT or press Ctrl+M to ask fo assistance.

    If you replace line 1 by:

    then install the indicator on a 1-hour TF, it works like a charm!

     

     

     

     

    #241546

    right email: xxxxx

    #241561
    JS

    @lorenzo massaro
    I don’t want to disappoint you, but these kinds of systems have come up many times before, and it always turned out that either the system was completely over-optimized, or that costs such as the spread were not, or insufficiently, taken into account.
    Perhaps this is the exception to the rule, but have you also performed a walk forward test with OOS data?

    #242358

    bonjour

    je souhaiterais créer  dans proscreener sur 2 unités de temps daily et weekly mais sans la programmation et j ai une fenêtre qui apparait pour me prévenir que c est impossible

    est-ce que l on pourrait m’aider ? merci beaucoup

    hello

    i would like to create in proscreener on 2 time units daily and weekly but without the programming and I have a window that appears to warn me that it is impossible

    could someone help me? thank you very much

     

    #242360

    @BEBERD

    Only post in the language of the forum that you are posting in. For example English only in the English speaking forums and French only in the French speaking forums

    Thanks 🙂

     

    #243490

    Hello everyone,

    I’m trying to go long when RSI[2] < 10 on the Daily chart, and exit when the index on the 15-minute chart closes above the entry day high. I’ve tried several scripts but can’t seem to get it to work. Here’s one of my attempts…anyone see what’s wrong? Thanks in advance.

     

    indicator1 = RSI[2]
    c1 = indicator1 < 10
    c10 = close > entrydayhigh

    //conditiond to entry long position
    TimeFrame(Daily, DEFAULT )
    if not onmarket and c1 then
    entrydayhigh = high
    buy 1 contract AT MARKET
    ENDIF
    TimeFrame(15 minutes, UPDATEONCLOSE )
    //conditions to exit longposition
    if LONGONMARKET and c10 THEN
    sell AT MARKET
    endif

    #243504
    JS

    Try this one:

     

    2 users thanked author for this post.
    #243506
    JS

    With the right graph…

    1 user thanked author for this post.
    #243532

    Thank you very much 🙂

    I am trading the US Tech 100 cash (Euro 1)

    The last entry is at Open 3rd of February. Buy signal should be at Close 2rd of Februar. Exit is 3rd of February at 21445,6. I don’t understand. Isn not 2rd of February  EntryDay, and High 21068,1? Therefore the exit signal should be at the first 15 minutes bar ending higher than 21068,1? What am I missing?

    #243533
    JS

    Hi,

    Your code is read at the “Close” of the bar, and any “Market orders” are executed at the “Open” of the next bar…
    February 2nd falls on a Sunday, and the market opens at midnight 00:00:00 (the start of Monday, February 3rd). The buy condition is “true” at 00:00:00, and since we use “market orders,” they are executed at the “Open” of the next bar…
    The same applies to closing the order: the code is read at the “Close” of the bar, and any “Market orders” are executed at the “Open” of the next bar…

    1 user thanked author for this post.
    #243542

    Thanks. Trying to clarify my question: EntryDayHigh is 21068,1. The first close is Level in the 15 min bar is at the bar starting 3rd of Feb at time 090000, but the actual xit is at 214456,6 at time 214500…How come the exiy is not at the bar starting 091500 (at open a the first bar after the sell signal)?

    #243543
    JS

    If you want to use the “High” of the 15 minute bar, it must also be under “TimeFrame(15 minutes,UpdateOnClose)”, currently it is under the daily timeframe…

Viewing 12 posts - 151 through 162 (of 162 total)

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