I'm trying to develop a multi time frame strategy. The following is the entire of the strategy. I backtested it on strategy analyzer. I left all the parameters to default. Only changed the following
from: 12/4/2011
To: 12/9/2011
Session Template: Forex
Min. Bars Required: 0
{
CalculateOnBarClose = false;
Add("$EURUSD", PeriodType.Day, 1);
Add("$EURUSD", PeriodType.Tick, 1);
AddPointAndFigure("$EURUSD", PeriodType.Tick, 1, 5, 3, PointAndFigurePriceType.HighsAndLows, MarketDataType.Last);
}
protected override void OnBarUpdate()
{
if (BarsInProgress == 1)
{
Print("Today's Date is " + ToDay(Time[0]) + " " + "Current Bar Index is " + CurrentBar);
Print("");
}
}
Today's Date is 20111207 Current Bar Index is 2
Today's Date is 20111208 Current Bar Index is 3
Today's Date is 20111209 Current Bar Index is 4
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