SSL MTF strategy

If you need an Indicator or Signal developed or translated from other language, please post all Indicator development REQUESTS to this section here.

Moderator: admin

SSL MTF strategy

Postby Daveatt » Wed Dec 05, 2018 11:21 am

Sample-strategy-chart-TF-SSL-TF-different.png
When indicator timeframe not same as strategy timeframe
Sample-strategy-chart-TF-SSL-TF-different.png
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
Sample-strategy-chart-TF-SSL-TF-same.png
When indicator timeframe same as strategy timeframe


When indicator timeframe NOT same as strategy timeframe
Sample-strategy-chart-TF-SSL-TF-different.png
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
Attachments
Sample-Strategy.lua
(108.74 KiB) Downloaded 6 times
Daveatt
 
Posts: 35
Joined: Mon Jan 30, 2017 10:00 am

Re: SSL MTF strategy

Postby Daveatt » Wed Dec 05, 2018 4:27 pm

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

Thanks very much
David
Attachments
Sample-Strategy_2.lua
(108.56 KiB) Downloaded 8 times
Daveatt
 
Posts: 35
Joined: Mon Jan 30, 2017 10:00 am



Return to Indicator and Signal Requests

Who is online

Users browsing this forum: Bing [Bot] and 5 guests