TIMEFRAMES DISALLOWED BY AUTO-TRADE

• 04/03/2016 at 3:50 PM #4792
  GraHal

  Hello

  What would be a way to submit to Auto-Trade a strategy (that gives max profit optimised over 4 years) on a 9 hour timeframe? As we know ProRealTime won’t allow 9 hour time frames on Automatic Trading.

  Is something like below feasible (Code for SellShort shown for simplicity) and submit to Auto-Trade on a 1 hour timeframe? I tried it but it doesn’t execute at 09:00 and 18:00 like a 9 hour timeframe does.

  I could spend ages trying to suss out what is going on, but you guys are so helpful on here and you may know the answer instantly?

  Auto-Trade seems to always check conditions / start again  at midnight (or at least it does on my Backtest on a 9 hour timeframe) hence the inclusion of 000000. Bars show at 09:00, 18:00 and 00:00 on Backtest on a 9 hour timeframe.

  I tried below but it doesn’t give the same results as usng a 9 hour timeframe.

  Code for SellShort shown for simplicity (I also tried Time = etc) :

  IF (CurrentTime = 090000) OR (CurrentTime = 180000) OR (CurrentTime = 000000) AND c3 THEN SELLSHORT 1 PERPOINT AT MARKET ENDIF

  1 2 3 4

  IF (CurrentTime = 090000) OR (CurrentTime = 180000) OR (CurrentTime = 000000) AND c3 THEN SELLSHORT 1 PERPOINT AT MARKET   ENDIF

   

  Hope above makse sense, if not let me know?

  Many Thanks

  GraHal
  PS I wish there was a ‘save as draft’ on here as I have to go out now, but probably will think of a better way to explain above with more time.

  

  GraHal

  Participant

  Topics: 215

  Replies: 8914

  Been thanked: 2235 times
  04/03/2016 at 5:06 PM #4799
  Nicolas

  Hello GraHal, what are your conditions to launch trade? Maybe conditions are not met on 1 hour timeframe and that’s why your trade are not initiated?

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20864

  Been thanked: 4777 times
  04/04/2016 at 9:39 AM #4819
  GraHal

  Hi Nicolas

  You were sooo right (again! ha).

  After many trials, I got it working better by using the code below based on the ‘official timezone of the instrument’.

  IF (Time = 120000 or Time = 030000 or Time = 180000) AND c1 THEN SellShort 1 PERPOINT AT MARKET ENDIF

  1 2 3

  IF (Time = 120000 or Time = 030000 or Time = 180000) AND c1 THEN SellShort 1 PERPOINT AT MARKET ENDIF

   

  But even then there were not many deals initiated and then I reflected on what you said … I was using ‘Cross Over / Cross Under’ on the 9 hour timefrae and this criteria wasn’t being met in all instances on the 1 hour timeframe. So I changed ‘Cross Over / Cross Under’ to > / <  and then I got loads of deals initiated.

  So the above principle can be adapted for a Timeframe which is disallowed by PRT Auto-Trade.

  Many Thanks

  GraHal

  

  GraHal

  Participant

  Topics: 215

  Replies: 8914

  Been thanked: 2235 times
• Author
  Posts