SSL MTF strategy
Posted: Wed Dec 05, 2018 11:21 am
I tried to develop an SSL multi-timeframe strategy
The strategy works fine if I select the same timeframe as the chart (i.e. if chart is with m1 timeframe, and SSL timeframe is m1 as well). However, when the timeframes are different (i.e. we see in the backtest that the strategy doesn't take any trade)
Attaching two screenshots to highlight this
When indicator timeframe same as strategy timeframe
When indicator timeframe NOT same as strategy timeframe
I create the Source_SSL object line 160
- Code: Select all
Source_SSL = ExtSubscribe(300, nil, T1_TF_SSL, instance.parameters.is_bid, "bar");
There is something in the code preventing me from creating new MTF streams.
I can capture the first candles but most of them are not updated
This code is based on your great framwork so hopefully you'll figure out quickly where the issue is
I would really appreciate your help once more
Attaching my strategy to help you out
Best
Daveatt