Have you ever made a script that examines multiple timeframes, and that you could backtest it?
// I am in 1min timeframe
for( i = 1; i < BarCount; i++ )
{
check_Daily_TimeFrame();
check_Hourly_TimeFrame();
check_5min_TimeFrame();
create_buy_sell_signals(); // this is in 1min TimeFrame
}
I imagine that you have to make a loop that will go to each bar, examine what is happening in the upper timeframes, and then return to the current (lower) timeframe and create the buy/sell signals.
One very big problem is that when you use TimeFrameSet( interval), the BarCount does not change (see https://www.amibroker.com/guide/h_timeframe.html). and neither barindex. My algorithm depends heavily on barindex.
I can imagine the algorithm to have the following structure:
// I am in 1min timeframe
for( i = 1; i < BarCount; i++ )
{
check_Daily_TimeFrame();
check_Hourly_TimeFrame();
check_5min_TimeFrame();
create_buy_sell_signals(); // this is in 1min TimeFrame
}
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Posted by: "B. Pitatzidis" <bobptz@gmail.com>
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TO GET TECHNICAL SUPPORT send an e-mail directly to
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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