Multi timeframe – MTF indicators for ProRealTime

Nicolas · Wed, 27 May 2020 09:34:34 +0000

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: 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! 😉

This topic has 154 replies, 51 voices, and was last updated 1 week ago by robertogozzi.

Tagged: mtf, mtf indicators

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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 🙂

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Multi timeframe – MTF indicators for ProRealTime

right email: xxxxx