EA with multiple time frames
Saadan Elfayed:
Hello ,
1- If there's an EA with multiple time frames , Does it make any difference which time frame I attached it to ?
Depends on your code. If you use things like PERIOD_CURRENT or you don't use iBarShift to get the correct index, yes it will make a difference.
Hello ,
1- If there's an EA with multiple time frames , Does it make any difference which time frame I attached it to ?
Nope I don't use anything like that , thanks for replying , Hope anyone can figure out the second question
Mohamed Mohamed:
Nope I don't use anything like that , thanks for replying, Hope anyone can figure out the second question
Nope I don't use anything like that , thanks for replying, Hope anyone can figure out the second question
Not possible without seeing the code I'm afraid.
It is like telling a mechanic over the phone that your car makes a funny noise in 3rd gear.
Mohamed Mohamed:
Hello ,
1- If there's an EA with multiple time frames , Does it make any difference which time frame I attached it to ?
2- Something very strange happens with this EA , it depend on 3 conditions and every condition from specific time frame , it's quite strict in backtesting but in real it always has to miss a condition , For example : I attached it to 1H , it will ignore 30M or 15 M condition but If I attached it to 30 M it will ignore 15 M or 1H conditions ,Does it ever happen to anyone ?
The Code pulls the data from the mentioned time frame there no such thing in the code like I will pull the data from current time frame and Don't forget that This never happens in the backtesting ( it's very strict there )
Thanks
Hello ,
1- If there's an EA with multiple time frames , Does it make any difference which time frame I attached it to ?
2- Something very strange happens with this EA , it depend on 3 conditions and every condition from specific time frame , it's quite strict in backtesting but in real it always has to miss a condition , For example : I attached it to 1H , it will ignore 30M or 15 M condition but If I attached it to 30 M it will ignore 15 M or 1H conditions ,Does it ever happen to anyone ?
The Code pulls the data from the mentioned time frame there no such thing in the code like I will pull the data from current time frame and Don't forget that This never happens in the backtesting ( it's very strict there )
Thanks
In backtesting, I thought, it only uses current timeframe because data from other timeframes will not open. When on real quotes, it will take the quote from those 3 timeframes.
Irwan Adnan: In backtesting, I thought, it only uses current timeframe because data from other timeframes will not open.
| Only irregular TFs (Weekly, Monthly) are not supported. 'Testing Features and Limits in MetaTrader 4' - MQL4 Articles |
whroeder1:
| Only irregular TFs (Weekly, Monthly) are not supported. 'Testing Features and Limits in MetaTrader 4' - MQL4 Articles |
I could be wrong, but from my experience, when I was backtesting my custom indicator/EA which include some timeframes (eg 5, 15, 30, H1, H4, D1) using same standard indicator with same parameters (except for that timeframe parameter), I got on my chart there is only a current timeframe value was changed while value of other timeframes were not.
Contrary to the documentation, I have found the strategy tester can retrieve values from irregular timeframes:
(M18 is an offline chart, EA running on the H1)
void OnTick() { static datetime lastbar=0; if(Time[0]!=lastbar) { Print(iHigh(_Symbol,18,0)); lastbar=Time[0]; } }
0 08:20:13.021 2017.04.05 14:00:00 Test Ger30Sb617,H1: 0.0 0 08:20:13.035 2017.04.05 15:00:00 Test Ger30Sb617,H1: 0.0 0 08:20:13.047 2017.04.05 16:00:00 Test Ger30Sb617,H1: 0.0 0 08:20:13.058 2017.04.05 17:00:00 Test Ger30Sb617,H1: 0.0 0 08:20:13.072 2017.04.05 18:00:00 Test Ger30Sb617,H1: 0.0 0 08:20:13.080 2017.04.05 19:00:00 Test Ger30Sb617,H1: 0.0 0 08:20:13.087 2017.04.05 20:00:00 Test Ger30Sb617,H1: 0.0 0 08:20:13.098 2017.04.05 21:00:00 Test Ger30Sb617,H1: 0.0 0 08:20:13.116 2017.04.06 08:00:00 Test Ger30Sb617,H1: 12163.0 0 08:20:13.127 2017.04.06 09:00:00 Test Ger30Sb617,H1: 12180.0 0 08:20:13.144 2017.04.06 10:00:00 Test Ger30Sb617,H1: 12145.5 0 08:20:13.159 2017.04.06 11:00:00 Test Ger30Sb617,H1: 12189.0 0 08:20:13.166 2017.04.06 12:00:00 Test Ger30Sb617,H1: 12187.5 0 08:20:13.177 2017.04.06 13:00:00 Test Ger30Sb617,H1: 12216.0 0 08:20:13.188 2017.04.06 14:00:00 Test Ger30Sb617,H1: 12232.0 0 08:20:13.198 2017.04.06 15:00:00 Test Ger30Sb617,H1: 12227.0 0 08:20:13.212 2017.04.06 16:00:00 Test Ger30Sb617,H1: 12240.5 0 08:20:13.230 2017.04.06 17:00:00 Test Ger30Sb617,H1: 12248.5 0 08:20:13.247 2017.04.06 18:00:00 Test Ger30Sb617,H1: 12246.5 0 08:20:13.255 2017.04.06 19:00:00 Test Ger30Sb617,H1: 12234.5 0 08:20:13.262 2017.04.06 20:00:00 Test Ger30Sb617,H1: 12245.0 0 08:20:13.273 2017.04.06 21:00:00 Test Ger30Sb617,H1: 12226.0 0 08:20:13.284 2017.04.07 08:00:00 Test Ger30Sb617,H1: 12211.5 0 08:20:13.298 2017.04.07 09:00:00 Test Ger30Sb617,H1: 12197.0 0 08:20:13.313 2017.04.07 10:00:00 Test Ger30Sb617,H1: 12194.5 0 08:20:13.324 2017.04.07 11:00:00 Test Ger30Sb617,H1: 12184.0 0 08:20:13.334 2017.04.07 12:00:00 Test Ger30Sb617,H1: 12199.5 0 08:20:13.345 2017.04.07 13:00:00 Test Ger30Sb617,H1: 12203.5 0 08:20:13.352 2017.04.07 14:00:00 Test Ger30Sb617,H1: 12208.0 0 08:20:13.366 2017.04.07 15:00:00 Test Ger30Sb617,H1: 12197.5 0 08:20:13.388 2017.04.07 16:00:00 Test Ger30Sb617,H1: 12204.5 0 08:20:13.399 2017.04.07 17:00:00 Test Ger30Sb617,H1: 12223.5 0 08:20:13.411 2017.04.07 18:00:00 Test Ger30Sb617,H1: 12243.5 0 08:20:13.417 2017.04.07 19:00:00 Test Ger30Sb617,H1: 12253.5 0 08:20:13.425 2017.04.07 20:00:00 Test Ger30Sb617,H1: 12273.0 0 08:20:13.432 2017.04.07 21:00:00 Test Ger30Sb617,H1: 12247.5
Irwan Adnan:
I could be wrong, but from my experience, when I was backtesting my custom indicator/EA which include some timeframes (eg 5, 15, 30, H1, H4, D1) using same standard indicator with same parameters (except for that timeframe parameter), I got on my chart there is only a current timeframe value was changed while value of other timeframes were not.
I could be wrong, but from my experience, when I was backtesting my custom indicator/EA which include some timeframes (eg 5, 15, 30, H1, H4, D1) using same standard indicator with same parameters (except for that timeframe parameter), I got on my chart there is only a current timeframe value was changed while value of other timeframes were not.
Sorry, I am wrong. What I actually backtested was running an EA with an indicator of multiple TF.
int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //--- static datetime lastbar=0; if(Time[0]!=lastbar) { Comment("\nM5 = ",iHigh(_Symbol,PERIOD_M5,0)," ; M15 = ",iHigh(_Symbol,PERIOD_M15,0)," ; H1 = ",iHigh(_Symbol,PERIOD_H1,0)," ; H4 = ",iHigh(_Symbol,PERIOD_H4,0)," ; D1 = ",iHigh(_Symbol,PERIOD_D1,0)," ; W1 = ",iHigh(_Symbol,PERIOD_W1,0)); Print("M5 = ",iHigh(_Symbol,PERIOD_M5,0)," ; M15 = ",iHigh(_Symbol,PERIOD_M15,0)," ; H1 = ",iHigh(_Symbol,PERIOD_H1,0)," ; H4 = ",iHigh(_Symbol,PERIOD_H4,0)," ; D1 = ",iHigh(_Symbol,PERIOD_D1,0)," ; W1 = ",iHigh(_Symbol,PERIOD_W1,0)); lastbar=Time[0]; } //--- return value of prev_calculated for next call return(rates_total); }
And the result is :
2017.04.09 18:31:57.853 2017.04.07 10:00:00 coba Indicator GBPUSD,H1: M5 = 1.244 ; M15 = 1.244 ; H1 = 1.2464 ; H4 = 1.2477 ; D1 = 1.2494 ; W1 = 1.2555 2017.04.09 18:31:58.213 2017.04.07 11:00:00 coba Indicator GBPUSD,H1: M5 = 1.244 ; M15 = 1.244 ; H1 = 1.2459 ; H4 = 1.2477 ; D1 = 1.2494 ; W1 = 1.2555 2017.04.09 18:31:58.540 2017.04.07 12:00:00 coba Indicator GBPUSD,H1: M5 = 1.244 ; M15 = 1.244 ; H1 = 1.2434 ; H4 = 1.2477 ; D1 = 1.2494 ; W1 = 1.2555 2017.04.09 18:31:58.899 2017.04.07 13:00:00 coba Indicator GBPUSD,H1: M5 = 1.244 ; M15 = 1.244 ; H1 = 1.2429 ; H4 = 1.2477 ; D1 = 1.2494 ; W1 = 1.2555 2017.04.09 18:31:59.164 2017.04.07 14:00:00 coba Indicator GBPUSD,H1: M5 = 1.244 ; M15 = 1.244 ; H1 = 1.2424 ; H4 = 1.2477 ; D1 = 1.2494 ; W1 = 1.2555 2017.04.09 18:31:59.461 2017.04.07 15:00:00 coba Indicator GBPUSD,H1: M5 = 1.244 ; M15 = 1.244 ; H1 = 1.2418 ; H4 = 1.2477 ; D1 = 1.2494 ; W1 = 1.2555 2017.04.09 18:32:00.406 2017.04.07 16:00:00 coba Indicator GBPUSD,H1: M5 = 1.244 ; M15 = 1.244 ; H1 = 1.24 ; H4 = 1.2477 ; D1 = 1.2494 ; W1 = 1.2555 2017.04.09 18:32:00.920 2017.04.07 17:00:00 coba Indicator GBPUSD,H1: M5 = 1.244 ; M15 = 1.244 ; H1 = 1.2391 ; H4 = 1.2477 ; D1 = 1.2494 ; W1 = 1.2555 2017.04.09 18:32:01.201 2017.04.07 18:00:00 coba Indicator GBPUSD,H1: M5 = 1.244 ; M15 = 1.244 ; H1 = 1.239 ; H4 = 1.2477 ; D1 = 1.2494 ; W1 = 1.2555 2017.04.09 18:32:01.498 2017.04.07 19:00:00 coba Indicator GBPUSD,H1: M5 = 1.244 ; M15 = 1.244 ; H1 = 1.2396 ; H4 = 1.2477 ; D1 = 1.2494 ; W1 = 1.2555 2017.04.09 18:32:01.654 2017.04.07 20:00:00 coba Indicator GBPUSD,H1: M5 = 1.244 ; M15 = 1.244 ; H1 = 1.2383 ; H4 = 1.2477 ; D1 = 1.2494 ; W1 = 1.2555 2017.04.09 18:32:01.825 2017.04.07 21:00:00 coba Indicator GBPUSD,H1: M5 = 1.244 ; M15 = 1.244 ; H1 = 1.2376 ; H4 = 1.2477 ; D1 = 1.2494 ; W1 = 1.2555 2017.04.09 18:32:01.997 2017.04.07 22:00:00 coba Indicator GBPUSD,H1: M5 = 1.244 ; M15 = 1.244 ; H1 = 1.2379 ; H4 = 1.2477 ; D1 = 1.2494 ; W1 = 1.2555 2017.04.09 18:32:02.106 2017.04.07 23:00:00 coba Indicator GBPUSD,H1: M5 = 1.244 ; M15 = 1.244 ; H1 = 1.2371 ; H4 = 1.2477 ; D1 = 1.2494 ; W1 = 1.2555
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1- If there's an EA with multiple time frames , Does it make any difference which time frame I attached it to ?
2- Something very strange happens with this EA , it depend on 3 conditions and every condition from specific time frame , it's quite strict in backtesting but in real it always has to miss a condition , For example : I attached it to 1H , it will ignore 30M or 15 M condition but If I attached it to 30 M it will ignore 15 M or 1H conditions ,Does it ever happen to anyone ?
The Code pulls the data from the mentioned time frame there no such thing in the code like I will pull the data from current time frame and Don't forget that This never happens in the backtesting ( it's very strict there )
Thanks