Im runnning a simple test strategy - going long whenever Close cross above a Keltner lower line.
But i wish to use multipple timeframes to check other stuff before i enter - so i added one 60 minute DataSeries like this:
else if (State == State.Configure) { AddDataSeries(Data.BarsPeriodType.Minute, 60); }
But i have dificulties understanding the "main" Data series.
If i only have the above line in my script - does that mean that i have 1 or 2 different data series?
I run some EnterLong code - inside the
if (BarsInProgress == 0) sentence. And as far as i can understand this is reffering to the chart or the analyzer "main" data series time frame? in my case the 2000 tick?
The big issue that i have is that i get less trades if i just add the above mentioned time series with 60 minutes also if i do nothing inside any if (BarsInProgress == 1) sentence...
So wihtout the 60 minutes added - i get 1265 trades. With the 60 minutes added i get 1237 trades.
But all my enter/exit rules happens inside the BarsInProgress == 0 - so how can adding another time frame - change the number of trades - unless i actually do anything inside the BarsInProgress == 1 ?
I also use the below lines of code.
f (BarsInProgress > 1) return; if (CurrentBars[0] <= BarsRequiredToTrade || CurrentBars[1] <= BarsRequiredToTrade) return;
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