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Multiple Timeframe Analytics


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Multiple Timeframe Analytics

  #1 (permalink)
 ahrink 
Park Ridge IL
 
Experience: Intermediate
Platform: NT,MC,Andromeda,R Trader
Broker: Optimus, CQG, AMP
Trading: NQ,CL,FX
Posts: 28 since Aug 2018

Focus: FilledOrderAction

This project is rather big [@Mike] but w/little help from #BMT may serve a protective reason. How to code and use signals in multicharts?

Perhaps Multicharts (MC) will watch a signal missing – have no idea.
Please see attached.

Thank you,
AHR20200816
PS: PM me for more.
@ABCTG, @kevinkdog, @vmodus @BigMike [I hope you guys are well and prosper]

Attached Files
Elite Membership required to download: Multiple Timeframe Analytics.pdf
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  #2 (permalink)
 ahrink 
Park Ridge IL
 
Experience: Intermediate
Platform: NT,MC,Andromeda,R Trader
Broker: Optimus, CQG, AMP
Trading: NQ,CL,FX
Posts: 28 since Aug 2018

A quest of logic: FilledOrderAction

Should time_s serve a purpose to identify and segregate, and so the strategy can take over the last opened order. Sessions in MC seems to have no ID.

I may be wrong so any help is appreciated/

AHR20200816 [observations]
PS: I know, I talk Tachyons sometimes – pls excuse.

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  #3 (permalink)
 ahrink 
Park Ridge IL
 
Experience: Intermediate
Platform: NT,MC,Andromeda,R Trader
Broker: Optimus, CQG, AMP
Trading: NQ,CL,FX
Posts: 28 since Aug 2018


Little research turns in @vmodus “You can use the same approach with converting a Signal”

Transforming “an indicator into a function” thereafter call the function [I suspect from a strategy]

Good example @vmodus but still need a good approach to multiple timeframe and in particular to FilledOrderAction – any help is deeply appreciated.


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  #4 (permalink)
 ahrink 
Park Ridge IL
 
Experience: Intermediate
Platform: NT,MC,Andromeda,R Trader
Broker: Optimus, CQG, AMP
Trading: NQ,CL,FX
Posts: 28 since Aug 2018

RE: Strategy Events
[My setup is not ready not sure if this will work on TriggeredOrder, but]
...

by Xyzzy » 14 Sep 2017 "An update: I discovered that the second function won't work during backtesting since the FilledOrderAction event is only raised during live trading. Here's an alternative function that seems to work better:"

Variables:
Positions(0);

If Time = Sess1EndTime then begin
_EntriesToday = 0;
end;

Positions = PosTradeCount(0);

If Positions > Positions[1] then begin
_EntriesToday += 1;
end;

Source:
https://www.multicharts.com/discussion/viewtopic.php?t=50966

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  #5 (permalink)
 ahrink 
Park Ridge IL
 
Experience: Intermediate
Platform: NT,MC,Andromeda,R Trader
Broker: Optimus, CQG, AMP
Trading: NQ,CL,FX
Posts: 28 since Aug 2018

// *** doNOT use the file attached if not a programmer
// reversed engineering for programmers only
// all about mechanics and influence eg !From Strategy To Broker MP Synchronizer!
// line 57: if broker_mp <> inner_mp then begin
// AHR: means we are inner
// pls add inner_AHR in vars
// AHR: oh, apps – everyone is entitle to _get_tick_count
// AHR: the inner_AHR is added to differs state, correction state, place correction order, TimeOut
// result in inner_AHR is backtesting else FilledOrderAction is live
// attached !From Strategy To Broker MP Synchronizer! As a text file named TestSignalSync.ahr
// hum, my best wishes to Broker :0)

Attached Files
Elite Membership required to download: TestSignalSyncAHR..txt
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