I have an odd issue. I am using three data series.
Series 1 = 200 Bars
Series 2 = 1,000 Bars
Series 3 = 15,000 Bars
I initially wrote the strategy with just Series 2 and Series 3, and I got it to compile and run successfully. I then decided to add a lower data series (Series 1), so that I could get a better view of the bars. I tried to match the results that I had before adding the lower data series, but I have been unable to do so.
Here is the issue. I have the following code.
If Condition1 and Condition2 and Condition3 then buy next bar high stop;
Series 1 bar hits and Condition 1: False ; Condition 2: False; Condition 3: False;
Series 2 bar hits and Condition 1: True ; Condition 2: True; Condition 3: True;
Series 3 bar hits and Condition 1: True ; Condition 2: True; Condition 3: True;
The Conditions are now all True, but the trade does not trigger a buy on the next bar in the Series 1 time frame. Instead, it appears to completely ignore the order to buy on the next bar.
I have confirmed that
1. The conditions are true and that the line with the entry text is being read. The buy stop has been submitted for the next bar.
2. Trades where Series 1 occurs in a different sequence appears to trigger.
It appears to be because the condition changes on a higher time not the lowest time frame. Its almost like the next bar is the bar after the one that I expect.
Is this a known issue? Is there something I can do to correct it?
Multiple Time Frame Signal Strategy
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Re: Multiple Time Frame Signal Strategy
you should always use the fastest chart resolution as the data1.
eg.
data1 = 1 min
data2 = 5 min
eg.
data1 = 1 min
data2 = 5 min
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Re: Multiple Time Frame Signal Strategy
What is "200 Bars"?I should be fine there. 200 is the lowest resolution.
Not "lowest resolution", but you need the fastest resolution.
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Re: Multiple Time Frame Signal Strategy
...sorry... can't tell more without the code.I have an odd issue. I am using three data series.
::
Is this a known issue? Is there something I can do to correct it?
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Re: Multiple Time Frame Signal Strategy
I have a lot (and I mean a lot) of code. Here is a picture and a snippet of the code.
Captioned Bar 1 (in Data1): The conditions are false
Captioned Bar 2 (in Data2): The conditions are now true, and a buy stop is issued above the high of this bar.
Captioned Bar 3 (in Data3): The conditions continue to be true and the buy stop remains in place.
Caption Bar 4: (in Data1): The conditions are true and the trade hit the "High plus One Tick" entry trigger, but the trade does not trigger.
The code itself in unremarkable.
Captioned Bar 1 (in Data1): The conditions are false
Captioned Bar 2 (in Data2): The conditions are now true, and a buy stop is issued above the high of this bar.
Captioned Bar 3 (in Data3): The conditions continue to be true and the buy stop remains in place.
Caption Bar 4: (in Data1): The conditions are true and the trade hit the "High plus One Tick" entry trigger, but the trade does not trigger.
The code itself in unremarkable.
Code: Select all
If Condition1 and Condition2 and Condition3 Then Begin
Entry_L = High of Data2 + Minmove/PriceScale;
End;
Buy("L") next bar Entry_L Stop;
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Re: Multiple Time Frame Signal Strategy
Signals are calculated at the end of the bar,
unless you have enabled IOG.
unless you have enabled IOG.
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Re: Multiple Time Frame Signal Strategy
I don't fully understand the response.
Are you saying that after the first labeled bar ends on Data 1, it does not matter that the state changes in Data 2 or Data 3 because the next bar has already begun in Data 1?
If I issue a command to "buy next bar" Multicharts will assume it is the bar after what I have labeled as the next bar in Data 1 because Multicharts perceives that bar as already begun?
Are you saying that after the first labeled bar ends on Data 1, it does not matter that the state changes in Data 2 or Data 3 because the next bar has already begun in Data 1?
If I issue a command to "buy next bar" Multicharts will assume it is the bar after what I have labeled as the next bar in Data 1 because Multicharts perceives that bar as already begun?
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Re: Multiple Time Frame Signal Strategy
I don't know what you mean by "first labeled bar ends on Data 1".I don't fully understand the response.
Are you saying that after the first labeled bar ends on Data 1, it does not matter that the state changes in Data 2 or Data 3 because the next bar has already begun in Data 1?
If I issue a command to "buy next bar" Multicharts will assume it is the bar after what I have labeled as the next bar in Data 1 because Multicharts perceives that bar as already begun?
Signals are always calculated based on data1 timing.
Signals are calculated at the end of the bar.
ie. Signal calculation begins when the data1 bar has completed, not before that, not in between.
ie. NOT intrabar.
(unless IOG is enabled)
At the end of the data1 bar,
MultiCharts will gather the values of all the variables
and performs the calculation of your logic.
If an order is triggered, it will be sent at the next tick.