Multi timeframe – MTF indicators for ProRealTime

• 12/04/2024 at 8:05 PM #241121
  robertogozzi

  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:

  timeframe (2 hours, default)

  1	timeframe (2 hours, default)

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

   

   

   

   

  

  robertogozzi

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  12/18/2024 at 12:14 PM #241546
  lorenzo massaro

  right email: xxxxx

  

  lorenzo massaro

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  12/18/2024 at 3:22 PM #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?

  

  JS

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  01/09/2025 at 11:12 PM #242358
  BEBERD

  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

   

  

  BEBERD

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  01/10/2025 at 12:25 AM #242360
  robertogozzi

  @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 🙂

   

  

  robertogozzi

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  02/05/2025 at 5:06 PM #243490
  dubbzie

  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

  

  dubbzie

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  02/05/2025 at 5:33 PM #243504
  JS

  Try this one:

  RSI MTF

  TimeFrame(Daily,Default) Once EntryDayHigh=0 Indicator1=RSI[2](Close) C1=Indicator1<10 If NOT OnMarket and C1 then EntryDayHigh=High Buy 1 contract at Market EndIf TimeFrame(15 minutes,UpdateOnClose) If Close>EntryDayHigh then Sell at Market EndIf Graph Indicator1 Graph 10

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18

  TimeFrame(Daily,Default) Once EntryDayHigh=0   Indicator1=RSI[2](Close) C1=Indicator1<10   If NOT OnMarket and C1 then EntryDayHigh=High Buy 1 contract at Market EndIf   TimeFrame(15 minutes,UpdateOnClose) If Close>EntryDayHigh then Sell at Market EndIf   Graph Indicator1 Graph 10

   

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  robertogozzi, dubbzie

  

  JS

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  02/05/2025 at 5:40 PM #243506
  JS

  With the right graph…

  1 user thanked author for this post.

  dubbzie

  

  JS

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  02/05/2025 at 9:05 PM #243532
  dubbzie

  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?

  

  dubbzie

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  02/05/2025 at 9:58 PM #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.

  dubbzie

  

  JS

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  02/06/2025 at 8:40 AM #243542
  dubbzie

  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)?

  

  dubbzie

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  02/06/2025 at 9:30 AM #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…

  RSI MTF

  TimeFrame(Daily,Default) Indicator1=RSI[2](Close) C1=Indicator1<10 TimeFrame(15 minutes,UpdateOnClose) If NOT OnMarket and C1 then EntryDayHigh=High Buy 1 contract at Market EndIf If Close>EntryDayHigh then Sell at Market EndIf Graph Indicator1 Graph 10 GraphOnPrice EntryDayHigh

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17

  TimeFrame(Daily,Default) Indicator1=RSI[2](Close) C1=Indicator1<10   TimeFrame(15 minutes,UpdateOnClose) If NOT OnMarket and C1 then EntryDayHigh=High Buy 1 contract at Market EndIf   If Close>EntryDayHigh then Sell at Market EndIf   Graph Indicator1 Graph 10 GraphOnPrice EntryDayHigh

  

  JS

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