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simple question for coders
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Author:  peterke [ Fri Aug 24, 2012 12:26 pm ]
Post subject:  simple question for coders
Hi, I have a couple of questions relating to backtesting of an EA with a Multi Time Frame indicator that I would appreciate anyone with programming experience helping out with some comments.

1. I have had an ea developed that uses a MTF indicator. I believe this when trying to use a different time frame to the current tf this stops the ea working as it can't access the alternative timeframe to perform calculations - is this correct?

2. My understnding that is when using the current timeframe with the mtf indicator in the EA it should be able to work in the back tester as it can access the appropriate data. Is this correct?

3. Is it possible to code an EA to use a mtf indicator and still work in the backtester?

Any comments appreciated

tks

Peter
Author:  NeoTrader [ Fri Aug 24, 2012 2:43 pm ]
Post subject:  Re: simple question for coders
Hi Peter,

I'm not a great friend and/or expert of the strategy tester...but i will give it a shot.
peterke wrote:1. I have had an ea developed that uses a MTF indicator. I believe this when trying to use a different time frame to the current tf this stops the ea working as it can't access the alternative timeframe to perform calculations - is this correct?
Make sure that your history data of the TFs you will use in the EA/Indicator are in order...use one of the forcehistory scripts/EA to make sure you have enough data on the TFs.
As far as I know it is possible with a little twist on the 0 bar (current) which is according to an article at mql.com
Zero bar of another timeframe for the same symbol under test is modeled approximately
Open = correct Open, Close = correct Close, Low = min (Open,Close), High = max (Open,Close), Volume = final Volume (false)
peterke wrote:2. My understnding that is when using the current timeframe with the mtf indicator in the EA it should be able to work in the back tester as it can access the appropriate data. Is this correct?
Yep... it should work...
peterke wrote:3. Is it possible to code an EA to use a mtf indicator and still work in the backtester?
I think it should be possible...but I'm not that much into EA's

happy weekend,

NeoTrader
Author:  SteveHopwood [ Fri Aug 24, 2012 5:32 pm ]
Post subject:  Re: simple question for coders
NeoTrader wrote:
peterke wrote:3. Is it possible to code an EA to use a mtf indicator and still work in the backtester?
I think it should be possible...but I'm not that much into EA's

happy weekend,

NeoTrader
I confirm that.

:D
Author:  peterke [ Fri Aug 24, 2012 11:45 pm ]
Post subject:  Re: simple question for coders
Hi, tks for responses, they have helped me resolve a couple of testing issues.

rgds

Peter
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