TIMEFRAME EN PROORDER

• 04/30/2022 at 7:16 PM #192469
  NEOMKEY

  Hola a todos, quería saber cuántos TIMEFRAME se pueden usar en una estrategia de Proorder. Estoy intentando hacer que funcione una con 3 TIMEFRAME diferentes, respetando los múltiplos de los períodos, y no hay manera de que tenga en cuenta las condiciones especificadas en los diferentes TIMEFRAME. Gracias

  

  NEOMKEY

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  04/30/2022 at 8:34 PM #192471
  robertogozzi

  Aquí hay un ejemplo:

  // Multiple TFs (example) // Timeframe(Daily,UpdateOnClose) sma1 = average[5,0](close) Timeframe(4h,UpdateOnClose) sma2 = average[5,0](close) Timeframe(1h,UpdateOnClose) sma3 = average[5,0](close) Timeframe(30 minute,UpdateOnClose) sma4 = average[5,0](close) Timeframe(15 minute,UpdateOnClose) sma5 = average[5,0](close) Timeframe(5 minute,UpdateOnClose) sma6 = average[5,0](close) Timeframe(8h,UpdateOnClose) sma7 = average[5,0](close) Timeframe(1 minute,UpdateOnClose) sma8 = average[5,0](close) Timeframe(default,UpdateOnClose) sma9 = average[5,0](close) Timeframe(Daily,default) sma10 = average[5,0](close) Timeframe(Daily,UpdateOnClose) sma11 = average[5,0](close) Timeframe(5 minute,default) sma12 = average[5,0](close) //return sma1 as "sma1",sma2 as "sma2",sma3 as "sma3",sma4 as "sma4",sma5 as "sma5",sma6 as "sma6",sma7 as "sma7",sma8 as "sma8",sma9 as "sma9",sma10 as "sma10",sma11 as "sma11",sma12 as "sma12" buy at -close limit // graphonprice sma1 graphonprice sma2 graphonprice sma3 graphonprice sma4 graphonprice sma5 graphonprice sma6 graphonprice sma7 graphonprice sma8 graphonprice sma9 graphonprice sma10 graphonprice sma11 graphonprice sma12

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  // Multiple TFs (example) // Timeframe(Daily,UpdateOnClose) sma1 = average[5,0](close) Timeframe(4h,UpdateOnClose) sma2 = average[5,0](close) Timeframe(1h,UpdateOnClose) sma3 = average[5,0](close) Timeframe(30 minute,UpdateOnClose) sma4 = average[5,0](close) Timeframe(15 minute,UpdateOnClose) sma5 = average[5,0](close) Timeframe(5 minute,UpdateOnClose) sma6 = average[5,0](close) Timeframe(8h,UpdateOnClose) sma7 = average[5,0](close) Timeframe(1 minute,UpdateOnClose) sma8 = average[5,0](close) Timeframe(default,UpdateOnClose) sma9 = average[5,0](close) Timeframe(Daily,default) sma10 = average[5,0](close) Timeframe(Daily,UpdateOnClose) sma11 = average[5,0](close) Timeframe(5 minute,default) sma12 = average[5,0](close) //return sma1 as "sma1",sma2 as "sma2",sma3 as "sma3",sma4 as "sma4",sma5 as "sma5",sma6 as "sma6",sma7 as "sma7",sma8 as "sma8",sma9 as "sma9",sma10 as "sma10",sma11 as "sma11",sma12 as "sma12" buy at  -close limit // graphonprice sma1 graphonprice sma2 graphonprice sma3 graphonprice sma4 graphonprice sma5 graphonprice sma6 graphonprice sma7 graphonprice sma8 graphonprice sma9 graphonprice sma10 graphonprice sma11 graphonprice sma12

   

  

  robertogozzi

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  05/01/2022 at 12:53 AM #192472
  NEOMKEY

  Gracias Roberto por responder. Sé estructurar la estrategia, lo que ocurre es que no funciona. Te adjunto mi estrategia y comprobándolo en tiempo real se puede ver como aparecen operaciones ganadoras pero la estrategia no las refleja. Te adjunto el código.

  //CIRONET TRADING PRUEBA | proorder DEFPARAM CUMULATEORDERS = FALSE iTIMENASDAQ = TIME >= 154000 AND TIME <= 215000 iP1 = 10 iP2 = 15 iP3 = 20 iP4 = 25 ////////////////////////////////////////////////////////// TIMEFRAME (90 MINUTE, DEFAULT) iX90 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) iKST90 = WILDERAVERAGE[9](iX90) iC90 = (iKST90 > iKST90[1]) iV90 = (iKST90 < iKST90[1]) ////////////////////////////////////////////////////////// TIMEFRAME (25 MINUTE, DEFAULT) iX25 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) iKST25 = WILDERAVERAGE[9](iX25) iC25 = (iKST25 > iKST25[1]) iV25 = (iKST25 < iKST25[1]) ////////////////////////////////////////////////////////// TIMEFRAME (5 MINUTE, DEFAULT) iX5 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) iKST5 = WILDERAVERAGE[9](iX5) iC5 = (iKST5 > iKST5[1]) iV5 = (iKST5 < iKST5[1]) ////////////////////////////////////////////////////////// TIMEFRAME (DEFAULT) IF (iC90 AND iC25 AND iC5) AND (iTIMENASDAQ) THEN BUY 1 CONTRACTS AT MARKET ENDIF //IF LONGONMARKET AND (iSC) THEN //SELL AT MARKET //ENDIF IF (iV90 AND iV25 AND iV5) AND (iTIMENASDAQ) THEN SELLSHORT 1 CONTRACTS AT MARKET ENDIF //IF SHORTONMARKET AND (iSV) THEN //EXITSHORT AT MARKET //ENDIF SET STOP PLOSS 10 SET TARGET PPROFIT 0.5

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  //CIRONET TRADING PRUEBA | proorder   DEFPARAM CUMULATEORDERS = FALSE   iTIMENASDAQ = TIME >= 154000 AND TIME <= 215000   iP1 = 10 iP2 = 15 iP3 = 20 iP4 = 25 ////////////////////////////////////////////////////////// TIMEFRAME (90 MINUTE, DEFAULT)   iX90 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) iKST90 = WILDERAVERAGE[9](iX90)   iC90 = (iKST90 > iKST90[1]) iV90 = (iKST90 < iKST90[1]) ////////////////////////////////////////////////////////// TIMEFRAME (25 MINUTE, DEFAULT)   iX25 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) iKST25 = WILDERAVERAGE[9](iX25)   iC25 = (iKST25 > iKST25[1]) iV25 = (iKST25 < iKST25[1])   ////////////////////////////////////////////////////////// TIMEFRAME (5 MINUTE, DEFAULT)   iX5 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) iKST5 = WILDERAVERAGE[9](iX5)   iC5 = (iKST5 > iKST5[1]) iV5 = (iKST5 < iKST5[1])   ////////////////////////////////////////////////////////// TIMEFRAME (DEFAULT)   IF (iC90 AND iC25 AND iC5)  AND (iTIMENASDAQ) THEN BUY 1 CONTRACTS AT MARKET ENDIF   //IF LONGONMARKET AND (iSC) THEN //SELL AT MARKET //ENDIF   IF (iV90 AND iV25 AND iV5) AND (iTIMENASDAQ) THEN SELLSHORT 1 CONTRACTS AT MARKET ENDIF   //IF SHORTONMARKET AND (iSV) THEN //EXITSHORT AT MARKET //ENDIF       SET STOP PLOSS 10 SET TARGET PPROFIT 0.5

  

  NEOMKEY

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  05/01/2022 at 4:05 AM #192474
  robertogozzi

  Debería reportar un error, porque 90 minutos no es un múltiplo de 25. ¿No te reportaron?

  

  robertogozzi

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  05/01/2022 at 6:01 PM #192502
  NEOMKEY

  No. pero es que como te decía Roberto. Utilizo esta estrategia con éxito diariamente en modo manual, pero el Proorder hace lo que le parece…no tiene nada que ver con lo que le aplico en el código.

  

  NEOMKEY

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  05/01/2022 at 6:53 PM #192505
  phoentzs

  Si cambia “TF 25 minutos” a “TF 30 minutos” y lo ajusta, debería funcionar.

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  NEOMKEY

  

  phoentzs

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  05/01/2022 at 7:43 PM #192507
  NEOMKEY

  Nada Roberto. Lo estoy probando en Nasdaq usando el TIMEFRAME DEFAULT con una temporalidad de 10 segundos. Y no tiene sentido lo que hace el Proorder. Llevo tiempo intentando que funcione y nada, al final me veré obligado a usar otra plataforma para el trading automático. He probado incluso usar un solo TIMEFRAME de 90m y el TIMEFRAME DEFAULT de 10 segundos con otros ajustes y nada. Lo podrías probar tú por favor?.

  //CIRONET TRADING PROJECT | proorder DEFPARAM CUMULATEORDERS = FALSE iTIMENASDAQ = TIME >= 154000 AND TIME <= 215000 iP1 = 10 iP2 = 15 iP3 = 20 iP4 = 25 ////////////////////////////////////////////////////////// TIMEFRAME (90 MINUTE, DEFAULT) iX90 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) iKST90 = WILDERAVERAGE[9](iX90) iC90 = ((iKST90 > iKST90[1]) AND (OPEN > CLOSE) AND (iKST90 > 0)) iV90 = ((iKST90 < iKST90[1]) AND (OPEN < CLOSE) AND (iKST90 < 0)) ////////////////////////////////////////////////////////// //TIMEFRAME (30 MINUTE, DEFAULT) // //iX25 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) //iKST25 = WILDERAVERAGE[9](iX25) // //iC25 = ((iKST25 > iKST25[1]) AND (OPEN > CLOSE)) //iV25 = ((iKST25 < iKST25[1]) AND (OPEN < CLOSE)) ////////////////////////////////////////////////////////// //TIMEFRAME (5 MINUTE, DEFAULT) // //iX5 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) //iKST5 = WILDERAVERAGE[9](iX5) // //iC5 = ((iKST5 > iKST5[1]) AND (OPEN > CLOSE)) //iV5 = ((iKST5 < iKST5[1]) AND (OPEN > CLOSE)) ////////////////////////////////////////////////////////// TIMEFRAME (DEFAULT) IF (iC90) AND (iTIMENASDAQ) THEN BUY 1 CONTRACTS AT MARKET ENDIF //IF LONGONMARKET AND (iSC) THEN //SELL AT MARKET //ENDIF IF (iV90) AND (iTIMENASDAQ) THEN SELLSHORT 1 CONTRACTS AT MARKET ENDIF //IF SHORTONMARKET AND (iSV) THEN //EXITSHORT AT MARKET //ENDIF SET STOP PLOSS 20 SET TARGET PPROFIT 0.5

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  //CIRONET TRADING PROJECT | proorder   DEFPARAM CUMULATEORDERS = FALSE   iTIMENASDAQ = TIME >= 154000 AND TIME <= 215000   iP1 = 10 iP2 = 15 iP3 = 20 iP4 = 25     ////////////////////////////////////////////////////////// TIMEFRAME (90 MINUTE, DEFAULT)   iX90 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) iKST90 = WILDERAVERAGE[9](iX90)   iC90 = ((iKST90 > iKST90[1]) AND (OPEN > CLOSE) AND (iKST90 > 0)) iV90 = ((iKST90 < iKST90[1]) AND (OPEN < CLOSE) AND (iKST90 < 0))   ////////////////////////////////////////////////////////// //TIMEFRAME (30 MINUTE, DEFAULT) // //iX25 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) //iKST25 = WILDERAVERAGE[9](iX25) // //iC25 = ((iKST25 > iKST25[1]) AND (OPEN > CLOSE)) //iV25 = ((iKST25 < iKST25[1]) AND (OPEN < CLOSE))   ////////////////////////////////////////////////////////// //TIMEFRAME (5 MINUTE, DEFAULT) // //iX5 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) //iKST5 = WILDERAVERAGE[9](iX5) // //iC5 = ((iKST5 > iKST5[1]) AND (OPEN > CLOSE)) //iV5 = ((iKST5 < iKST5[1]) AND (OPEN > CLOSE))   ////////////////////////////////////////////////////////// TIMEFRAME (DEFAULT)   IF (iC90)  AND (iTIMENASDAQ) THEN BUY 1 CONTRACTS AT MARKET ENDIF   //IF LONGONMARKET AND (iSC) THEN //SELL AT MARKET //ENDIF   IF (iV90) AND (iTIMENASDAQ) THEN SELLSHORT 1 CONTRACTS AT MARKET ENDIF   //IF SHORTONMARKET AND (iSV) THEN //EXITSHORT AT MARKET //ENDIF       SET STOP PLOSS 20 SET TARGET PPROFIT 0.5

   

  

  NEOMKEY

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  05/01/2022 at 8:13 PM #192508
  phoentzs

  Línea14:
  Timeframe(90minute, default)

  en
  Timeframe(90minute, updateonclose)

  cambiar.

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  NEOMKEY

  

  phoentzs

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  05/01/2022 at 9:03 PM #192510
  NEOMKEY

  Nada. Tampoco. Lo habéis probado vosotros esto?. Porque no cumple. Los datos que devuelve la estrategia no tiene nada que ver.

  

  NEOMKEY

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  05/02/2022 at 4:49 AM #192513
  robertogozzi

  Dime una vela, hora y día, en la que hizo una operación incorrecta. También dime en qué herramienta lo usas.

  

  robertogozzi

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  05/02/2022 at 10:03 AM #192535
  NEOMKEY

  Como te decía anteriormente ya es que ni usando sólo un TIMEFRAME. Usamos como prueba lo siguiente en NASDAQ y TIMEFRAME DEFAULT (10seg). No lo cumple por ejemplo las barras siguientes….desde el miércoles 27/04/2022 a las 17:30 hasta las 17:45 el mismo día.

  //CIRONET TRADING PROJECT | proorder DEFPARAM CUMULATEORDERS = FALSE iTIMENASDAQ = TIME >= 154000 AND TIME <= 215000 iP1 = 10 iP2 = 15 iP3 = 20 iP4 = 25 ////////////////////////////////////////////////////////// TIMEFRAME (90 MINUTE, DEFAULT) iX90 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) iKST90 = WILDERAVERAGE[9](iX90) iC90 = ((iKST90 > iKST90[1]) AND (OPEN > CLOSE) AND (iKST90 > 0)) iV90 = ((iKST90 < iKST90[1]) AND (OPEN < CLOSE) AND (iKST90 < 0)) ////////////////////////////////////////////////////////// //TIMEFRAME (30 MINUTE, DEFAULT) // //iX25 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) //iKST25 = WILDERAVERAGE[9](iX25) // //iC25 = ((iKST25 > iKST25[1]) AND (OPEN > CLOSE)) //iV25 = ((iKST25 < iKST25[1]) AND (OPEN < CLOSE)) ////////////////////////////////////////////////////////// //TIMEFRAME (5 MINUTE, DEFAULT) // //iX5 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) //iKST5 = WILDERAVERAGE[9](iX5) // //iC5 = ((iKST5 > iKST5[1]) AND (OPEN > CLOSE)) //iV5 = ((iKST5 < iKST5[1]) AND (OPEN > CLOSE)) ////////////////////////////////////////////////////////// TIMEFRAME (DEFAULT) IF (iC90) AND (iTIMENASDAQ) THEN BUY 1 CONTRACTS AT MARKET ENDIF //IF LONGONMARKET AND (iSC) THEN //SELL AT MARKET //ENDIF IF (iV90) AND (iTIMENASDAQ) THEN SELLSHORT 1 CONTRACTS AT MARKET ENDIF //IF SHORTONMARKET AND (iSV) THEN //EXITSHORT AT MARKET //ENDIF SET STOP PLOSS 20 SET TARGET PPROFIT 0.5

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  //CIRONET TRADING PROJECT | proorder   DEFPARAM CUMULATEORDERS = FALSE   iTIMENASDAQ = TIME >= 154000 AND TIME <= 215000   iP1 = 10 iP2 = 15 iP3 = 20 iP4 = 25     ////////////////////////////////////////////////////////// TIMEFRAME (90 MINUTE, DEFAULT)   iX90 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) iKST90 = WILDERAVERAGE[9](iX90)   iC90 = ((iKST90 > iKST90[1]) AND (OPEN > CLOSE) AND (iKST90 > 0)) iV90 = ((iKST90 < iKST90[1]) AND (OPEN < CLOSE) AND (iKST90 < 0))   ////////////////////////////////////////////////////////// //TIMEFRAME (30 MINUTE, DEFAULT) // //iX25 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) //iKST25 = WILDERAVERAGE[9](iX25) // //iC25 = ((iKST25 > iKST25[1]) AND (OPEN > CLOSE)) //iV25 = ((iKST25 < iKST25[1]) AND (OPEN < CLOSE))   ////////////////////////////////////////////////////////// //TIMEFRAME (5 MINUTE, DEFAULT) // //iX5 = ROC[iP1](CLOSE)+ROC[iP2](CLOSE)+ROC[iP3](CLOSE)+ROC[iP4](CLOSE) //iKST5 = WILDERAVERAGE[9](iX5) // //iC5 = ((iKST5 > iKST5[1]) AND (OPEN > CLOSE)) //iV5 = ((iKST5 < iKST5[1]) AND (OPEN > CLOSE))   ////////////////////////////////////////////////////////// TIMEFRAME (DEFAULT)   IF (iC90)  AND (iTIMENASDAQ) THEN BUY 1 CONTRACTS AT MARKET ENDIF   //IF LONGONMARKET AND (iSC) THEN //SELL AT MARKET //ENDIF   IF (iV90) AND (iTIMENASDAQ) THEN SELLSHORT 1 CONTRACTS AT MARKET ENDIF   //IF SHORTONMARKET AND (iSV) THEN //EXITSHORT AT MARKET //ENDIF       SET STOP PLOSS 20 SET TARGET PPROFIT 0.5

   

  

  NEOMKEY

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  05/03/2022 at 10:17 PM #192616
  NEOMKEY

  Realizó alguien la prueba?. Gracias por adelantado.

  

  NEOMKEY

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  05/04/2022 at 9:21 AM #192629
  robertogozzi

  Lamentablemente hoy no puedo ver las barras del 27 de abril, porque son más de 200K.

  ¿Qué quiere decir con la frase “No lo cumple por ejemplo las barras siguientes“?  ¿Qué hay de malo con las barras?

   

  

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  05/04/2022 at 1:26 PM #192652
  NEOMKEY

  Hola Roberto. Gracias por tu tiempo. Quiero decir con eso que los resultados que lanza la estrategia no tienen nada que ver con las condiciones a cumplir en la misma.

  

  NEOMKEY

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  05/04/2022 at 4:17 PM #192682
  robertogozzi

  En la foto adjunta se puede ver que los valores NARANJA son los de la vela que abrió (e inmediatamente cerró) una operación correctamente en la siguiente barra.
  Si vas a ver el valor de iKST90 en la barra anterior, verás que ahora es más bajo, así que ingresa CORTO.
  Agrega estas líneas al final del código para que puedas comprobarlo por ti mismo:

  graph iKST90 coloured(0,128,0,155) graph IV90 coloured(255,0,0,255) graph IC90 coloured(0,0,255,255)

  1 2 3

  graph iKST90 coloured(0,128,0,155) graph IV90   coloured(255,0,0,255) graph IC90   coloured(0,0,255,255)

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  NEOMKEY

  

  robertogozzi

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