Can I insert a MultiTimeFrame Strategy into a chart?

[cozar534]

That's my question because when I implemented my MultiTimeFrame Strategy on the chart, the results are completely different from the backtest

[NinjaTrader_JoshP]

cozar534,

Adding a multi-time frame strategy to a chart uses whichever time frame the chart is as the primary bar series. Be sure to add the strategy to a chart of the proper time series you intend to run the strategy on.

[cozar534]

But, well I'll show on pictures. Please tell me what is wrong because the backtest in a 3min chart shows me different results as if I insert the Strategy on a 3min chart..
I'll also upload the script. Please tell me what is wrong

[NinjaTrader_JoshP]

Please ensure you are actually running with the same parameters. Your EMA's are different across the two screenshots.

[cozar534]

Here is the Real Chart with the same EMA's as the backtest...

[cozar534]

It's the same as with the other EMA's, the entrys differs from the backtest too much

[cozar534]

Josh, can you check the script and tell me if it's what I really want, please?? the Strategy should be (what I want it to do):

If MACD on a 15min chart (that's BarArray[2]) is over MACD.Avg
AND Stochastic on a 3min chart (BarArray[1] and also the chart I want to run the strategy in), is below 20
then open Long position

If MACD on a 15min chart (that's BarArray[2]) is over MACD.Avg
AND Stochastic on a 3min chart (BarArray[1] and also the chart I want to run the strategy in), is above 80
then open Short position

If CurrentMarket Position is Long
AND EMA(10) CrossBelow EMA(18)
then Exit Long Position

If CurrentMarket Position is Short
AND EMA(10) CrossAbove EMA(18)
then Exit Short Position

[NinjaTrader_JoshP]

cozar534,

Unfortunately I cannot debug the code for you. You will just have to step through it slowly and print out where it is trading and why it evaluated those conditions to true on the chart, but not in the Strategy Analyzer.

Please absolutely ensure your chart starts at the same date and time as your Strategy Analyzer. It is very important this is the case as well as you having the exact same data set when you ran it on the chart and when you ran it in the Strategy Analyzer. Please download your data from your data provider and then disconnect. Connect up to the External Data Feed so you can add the strategy to the chart, but without ever having the possibility of fetching data from your provider again. That will ensure you have the same data set.