MultiTimeFrame simple conditions

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Viewing 15 posts - 1 through 15 (of 33 total)
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  • 01/28/2019 at 1:25 PM #89797
    Leo

    Hi all,

    I just got an idea. We made a very simple strategy like :

    Close above SMA20 in a downward SMA20 curve, Price above SMA200 in a upward curve ( more or less “mean reversal” strategy)

    Then this condition we put it in multiple time Frames…

    In means that when that condition in many other Chart, we entry the markets…

    I am not at home already but here is more or less my psehudo code.

    Strategy to be run in 5 min chart

     

     

    01/28/2019 at 1:27 PM #89798
    Leo

    Please let me know your thoughs or share possibles new ideas for testing

    thanks

     

    01/28/2019 at 2:06 PM #89804
    GraHal

    Hahaha looks good, I like the thinking behind it all.

    I was excited to try but it shows up a limit nobody has mentioned as I recall?

    See attached

    Ill tweak / cut it down and report back.

    01/28/2019 at 2:38 PM #89809
    robertogozzi

    I didn’t know there’s a limit. Good to know!

    01/28/2019 at 2:59 PM #89811
    Leo

    Haha. We are beyond the limits!

    And where is the limit then?

    01/28/2019 at 3:20 PM #89818
    robertogozzi

    Just remove a TIMEFRAME at a time until no erros is reported, let us know!

    01/28/2019 at 3:22 PM #89822
    GraHal

    I’ve got attached so far which I’d be more happy with if it works like that in Forward Test! 🙂

    Spread = 4

    01/28/2019 at 3:23 PM #89825
    Vonasi

    Five! It says it in the error message!

    01/28/2019 at 3:25 PM #89826
    GraHal
    robertogozzi wrote:

    Just remove a TIMEFRAME at a time until no erros is reported, let us know!

    Ha I dd that but forgot to keep a note, but anyway the Limit is 5 TF’s (+ default) as it says so on the error message??

    01/28/2019 at 3:27 PM #89828
    robertogozzi

    AhAhAh…. fa kin soo pa!

    I need to contact my optician!

     

    01/28/2019 at 3:31 PM #89831
    Vonasi
    robertogozzi wrote:

    fa kin soo pa!

    I didn’t know you could speak Chinese!

    2 users thanked author for this post.
    avatar GraHal, avatar robertogozzi
    01/28/2019 at 3:35 PM #89833
    Leo

    Looks awesome!

    01/28/2019 at 3:52 PM #89836
    robertogozzi

    The limit is 5 TF’s (+ default one), but…

    • writing them with AND without UPDATEONCLOSE counts as 1
    • writing multiple times the same TF in the strategy counts AS 1

    This works finely:

     

     

    01/28/2019 at 4:16 PM #89838
    Leo

    Then what will be clever?

    Small periods as default and longer periods as UpdateOnClose

    Or the other way around?

    01/28/2019 at 4:31 PM #89843
    robertogozzi

    Sorry , there’s must have been a misunderstanding. The limit is till 5 TF’s, what I meant was that you can write the TIMEFRAME keyword 10 or more times, with/without UPDATEONCLOSE and it will be valid, but if you write 6 different TF’s, no matter whether using default or updateonclose, you are beyond limits.

    The limit is the number of DIFFERENT TF’s you want to use, not how many times you use the TIMEFRAME keyword, thus an answer to your last post is not a way to overcome the limit.

     

     

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