Just trying to clean up a multitime frame strategy. I`m using two indicators, one on underlying chart price data and the other indicator on a 60 min time frame. When I do a backtest, I see I get odd fills on my underlying price data. (Please see attached image). How can I correct this? Any help much appreciated!
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MultiTimeFrame Strategy getting odd fill during backtest
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MultiTimeFrame Strategy getting odd fill during backtest
Hi Everyone,
Just trying to clean up a multitime frame strategy. I`m using two indicators, one on underlying chart price data and the other indicator on a 60 min time frame. When I do a backtest, I see I get odd fills on my underlying price data. (Please see attached image). How can I correct this? Any help much appreciated!Tags: None
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I think i have seen this before.
In fact i am sure,
Are you using the strategy analyzer?
Originally posted by djoyce854 View PostHi Everyone,
Just trying to clean up a multitime frame strategy. I`m using two indicators, one on underlying chart price data and the other indicator on a 60 min time frame. When I do a backtest, I see I get odd fills on my underlying price data. (Please see attached image). How can I correct this? Any help much appreciated!
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Hi Guys,
I am not using the Strategy Analyzer and i'm gonna try and answer you question Bertrand as I'm quite new to programming. I basically have an if statement with:
if( Close[0] > yadda yadda && BarsArray[1] > yadda yadda) then execute.
I am using an underlying 9min chart with the BarsArray[1] fetching a indicator value on a 60 min chart to use on the underlying 9 min chart. Hope that makes sense.
Any help much appreciated!
Thanks.
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