Problem with backtesting on different timeframes

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[Deleted]  

Hi!

My EA calculates the momentum for 15 minute timeframe and 1 hour timeframe. I use:

double Min_15 = iMomentum(NULL,PERIOD_M15 ,20,PRICE_CLOSE,1);

double H1 = iMomentum(NULL,PERIOD_H1 ,20,PRICE_CLOSE,1);

If I choose period M15 (for the backtest) I get values for Min_15 and none for H1, if I choose period H1 it is the other way round.


Shall I choose period M15 and let the H1 momentum be calculatet using every fourth bar? Or is there a better way?

Thank you very much!

[Deleted]  

Maybe my description was not understandable. Here is a picture to show you what I mean:

If I run the backtest, I get results from 

double Min_15 = iMomentum(NULL,PERIOD_M15 ,20,PRICE_CLOSE,1);

But the result from another timeframe (different to Periode 15, choosen as backtest setting)

double H1 = iMomentum(NULL,PERIOD_H1 ,20,PRICE_CLOSE,1);

is always zero :(

Did someone run a backtest using calculatings on different timeframes? So it is possible and I only have to find the failure or is it not possible in general?

I appreciate any ideas and thank you in advance!
 

Don't know what you are doing but your code works for me . . .

   double H1 = iMomentum(NULL,PERIOD_H1 ,20,PRICE_CLOSE,1);
   double Min_15 = iMomentum(NULL,PERIOD_M15 ,20,PRICE_CLOSE,1);
   
   Print("H1 = ",H1," Min_15 = ",Min_15);

gave me . . .

2011.07.25 10:50:40 2008.01.04 00:37 TestSpreadSMA GBPUSD,H1: H1 = 99.6113 Min_15 = 99.8633

on H1, and

2011.07.25 10:52:00 2008.01.04 00:18 TestSpreadSMA GBPUSD,M15: H1 = 99.6113 Min_15 = 99.8987

on M15

Show your code . . .

[Deleted]  

Hi RaptorUK,

thanks for your answer! It is not working for me (I am using exactly the code shown above). I only get a result for the choosen time period. Maybe it is because I am using tickdata and not the downloaded data from MT.

 
Do you have those timeframes open in charts, so you have history?
[Deleted]  
Yes, I have the timeframes opened as offlinecharts.
 
What does offline charts have to do with the standard GBPUSD M15 and H1 charts. Offline charts do not update in the tester.
[Deleted]  
Now it is working. I am using tick data for gaining a 99 % backtesting quality (instruction how to, if someone is interested can be found here: http://eareview.net/tick-data) and I forgot to put the *.hst files into the "MetaTrader 4\history\servername" - folder. Anyway, it´s great that every question in this forum is beeing answered! :-)
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