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Close bar recognization in multi time frame strategy
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Close bar recognization in multi time frame strategy

  #1 (permalink)
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Close bar recognization in multi time frame strategy

Hi Guys,

I have a simple question to ask. in this case I set CalculateOnClose = false, I have 10 minutes bar and 30 minutes bar comes in my script in real time.

I was able to identify whether the 10 minutes bar or 30 minutes bar was close separately by using FirstTickOfBar variable.

But i have some trouble to identify whether 10 minutes and 30 minutes bar closed together or not. I observed that 30 minutes bar close trigger always comes after 10 minutes bar close. But How can I filter out the 10 minutes close trigger? because I don't want my strategy got triggered twice at the same timestamp.

Here is an example. and the trigger that i want to pick up

10:10:00 ---- 10 minutes bar close triggered. I want to pick it up
10:20:00 ---- 10 minutes bar close triggered. I want to pick it up
10:30:00 ---- both 10 minutes and 30 minutes close triggered ( 10 comes first, 30 comes second) but I only want to use 30 minutes close trigger.

How can I filter 10 minutes close trigger out at 10:30:00.

Thanks in advance.

WQL
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  #2 (permalink)
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  #3 (permalink)
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Check out BarsInProgress array, as well as look at Closes (with the s at the end) like Closes[1][0] for the close of BarsInProgress (dataseries) #1 of last bar (0).

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  #4 (permalink)
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Big Mike View Post
Check out BarsInProgress array, as well as look at Closes (with the s at the end) like Closes[1][0] for the close of BarsInProgress (dataseries) #1 of last bar (0).

Mike

Thanks Mike, But I think there might still be some problem when the current bar price happens to be the same as the last bar's close price.

Is there something like FirstTickOfBar type of state variable that we can reference? For example, especially in this scenario, if there is something like FirstTickOfBar[0] can be called when 30 minutes bar finished (BarInProgress == 1) , then I think we can probably drop those duplicated 10 minute bars close trigger.

Thanks,

Aaron

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maybe you could do something like a multiplier that could ignore all action when the 30 min and the 10 min are triggered at the same time...
30 = 3x10...so if nx3x10 return..! n=1,2,....

btw..this is my first post...!!!so, Hello World!

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pinto552 View Post
Hi Guys,

....

How can I filter 10 minutes close trigger out at 10:30:00.
....

when it's > 20 ?

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  #7 (permalink)
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Hi guys,

I solved it by using BarTimer indicator.

to whoever is facing the same challenges, if you look at the actual algorithm of BarTimer indicator. U can see how it captured bar remaining time for different bar arrays. then just simply copy that part of algorithm into your scripts.

Thanks for all of your help

An

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