SSL MTF strategy

[Daveatt]

When indicator timeframe not same as strategy timeframe

When indicator timeframe not same as strategy timeframe

Hi Apprentice

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 same as strategy timeframe

When indicator timeframe NOT 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

[Daveatt]

My previous strategy had another issue which I fixed
Please use Sample-Strategy_2.lua for your troubleshooting

Thanks very much
David

[Apprentice]

Try this version.
viewtopic.php?f=31&t=67065&p=122568#p122568