I have 3 different trading system (already backtested and optimized by MC) and now I am arranging to turn them on ("live") through my broker (webank).
To automate the order execution I am using the Portfolio Backtest application like below:
As you can see all trading systems run on the same instruments (MINI7C): two of them with the same time resolution (5minutes) and another one with the hourly resolution (but the hourly resolution is coming from the 5 minutes basis and I only aggregated from the 5 minutes into hour).
I also created two different file charts (Desktops)>
- In the first Desktop I have two Workspaces with the same instrument at 5 minutes resolution in which I add my 5min. signals (each for a dedicated workaspace)
- In the second desktop I only have one Workspace with the same instrument at 1 hour resolution and in which is running the signal for hourly trading.
The second strange thing happened yesterday is about some anomalous and inexpicable entries which I didn’t completely understand but I think produced by the hourly tranding system (I didn't understand pefectly because they are labeled as "Manually Trading")so now I am wondering if I can use an hourly trading system over data aggregated hourly but based on 5 minutes granularity. My fear is that even if I see the bar aggregation in hours, in the reality my hourly TS is running over 5 min.
Thank you,
auato