Multi Timeframe Indicators - page 350

Min Li
2261
Min Li  
cosmiclifeform:
Hi Christina,

Thanks for sharing your video on using MTF indicators in your EA for testing with the MQ4 Strategy Tester.

The video was clear...well done and easy to follow your presentation. You do a very nice service for your customers.

I'm very impressed with your approach and will look forward to more discussion from others on this.

I have not yet tried to do this, but it seems like it does solve the MTF problem in the Strategy Tester.

Again....thank you for your kindness in sharing what looks like a very unique solution to the MQ4 MTF Strategy Tester problem.

If there is anything I can help you with, please let me know.

Robert

Thank you Robert for the nice comment.

I try to give my customers best support I can provide. The video I showed here was actually made for a non customer, simply a member here.

I think with MTF strategy, most people either use the intermediate higher TF value (bar 0) or fixed closed value (bar 1), we just need to code that in EA accordingly.

You seem to be a very knowledgeable person and if I need help I will definitely contact you. Thanks again.

rumbaut
6
rumbaut  

Pipware ind

elchura:
Hello,

I'd like to know what is the name and where I can find the indicator below:

Thanks

Here is the indicator, only has the option to add one ma

rumbaut
6
rumbaut  

MTF Cycle

Hello to all here

Thanks for all programmers here, specially fxbs and cja. I need help to add the MTF option in that ind. It could be like another different windows, or like dashboard. Hello

I found both of you here, and i know you are very good programming mtf option for ind. Over internet i found this indicator, i know it re-paint a lot, but i have found when all tf agree in the same bar and time with THICK option, the price move in that direction, i have been testing that for example when appear at the same time in 5m to 1h, or 5m to 4h, and really the price have moved more than 60 pips depend of what pair are you trading, in some case i got more than 100 pips trading this strategy in 5m and waiting for that combination, the exit price touch, or bounce higher tf s/r like 1h,4h,or daily and appear THICK again in 5m to 30m.

I really love this ind. My idea is to have it as mtf, like in dashboard where you can see the time frames, and inside the current symbol as THICK or THIN CYCLE.

If somebody can do this, i will appreciate a lot, my skype id: jose.rumbaut, email: rumbaut99@yahoo.com

Thanks in advance

Jose

Files:
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xx3xxx  

pipware-minichart-v3.0.ex4‎ (39.8 KB, 7 views)

this one looks like it is a form of TEXT profiler for diff TF

you could set the alphabet G for moving average

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Bob Fisher
316
Bob Fisher  

MTF in BackTesting

Does anyone have any experience using MTF indicators in backtesting in the Strategy Tester? My preliminary indications are that the Strategy Tester cannot provide the higher time frame when the indicator is called using the iCustom function. Is this correct or am I doing something wrong in the call?

Min Li
2261
Min Li  
Tzuman:
Does anyone have any experience using MTF indicators in backtesting in the Strategy Tester? My preliminary indications are that the Strategy Tester cannot provide the higher time frame when the indicator is called using the iCustom function. Is this correct or am I doing something wrong in the call?

This is correct. You can't in MT4. If you go back a few pages on this thread, Robert and I talked about this and some solution. I've made quite a few EAs dealing with MTF indicator. You can't use them directly.

Bob Fisher
316
Bob Fisher  

MTF in BackTesting

Thanks Christina, it is what I expected that in back testing only the current time frame is calculated.

I also have two more questions

If you use iCustom in an EA and do not pass it any parameters, does it use it's defaults. And if you pass it only the first couple of it's parameters but not all, does it use the defaults for the rest. My indications are that it does.

Second and most importantly, when a slow mtf indicator is called twice in an EA with actual data not backtesting, first for the first bar[1] and second for the second bar[2].

double fast1 =iCustom(Symbol(),NULL,"MTF",Fast.TimeFrame,3,1);

double slow1=iCustom(Symbol(),NULL,"MTF",Slow.TimeFrame,4,1);

double slow2=iCustom(Symbol(),NULL,"MTF",Slow.TimeFrame,4,2);

I presume that slow1 references the values in Bar[1] and slow2 references the values in Bar[2] of the slow indicator on its timeframe. When this slow timeframe is mapped onto the fast indicator, these values represent Bar[1] of the fast bar and Bar[5] of the fast bar assuming an H1 & H4 time frames (4::1). However, if I show the Data Window, CTL D, the intermediate Bars,2, 3, 4, on the lower time interval have values for the Slow indicator. Is there any way to access these slow "intermediate" values as the Data Window does? Specifically, there is a buy sell arrow that is showing up in the intermediate values that I would like to capture. My indicator is highly complex; it is one of the Ganns with a Hilbert transformation and smoothing and I would prefer not to try to translate it into an EA at this time if there are other options. Your technique of direct use of a built in "i" function would not work in my case.

Thanks to everyone for any suggestions

Tzuman

Min Li
2261
Min Li  
Tzuman:
Thanks Christina, it is what I expected that in back testing only the current time frame is calculated.

I also have two more questions

If you use iCustom in an EA and do not pass it any parameters, does it use it's defaults. And if you pass it only the first couple of it's parameters but not all, does it use the defaults for the rest. My indications are that it does.

Second and most importantly, when a slow mtf indicator is called twice in an EA with actual data not backtesting, first for the first bar[1] and second for the second bar[2].

double fast1 =iCustom(Symbol(),NULL,"MTF",Fast.TimeFrame,3,1);

double slow1=iCustom(Symbol(),NULL,"MTF",Slow.TimeFrame,4,1);

double slow2=iCustom(Symbol(),NULL,"MTF",Slow.TimeFrame,4,2);

I presume that slow1 references the values in Bar[1] and slow2 references the values in Bar[2] of the slow indicator on its timeframe. When this slow timeframe is mapped onto the fast indicator, these values represent Bar[1] of the fast bar and Bar[5] of the fast bar assuming an H1 & H4 time frames (4::1). However, if I show the Data Window, CTL D, the intermediate Bars,2, 3, 4, on the lower time interval have values for the Slow indicator. Is there any way to access these slow "intermediate" values as the Data Window does? Specifically, there is a buy sell arrow that is showing up in the intermediate values that I would like to capture. My indicator is highly complex; it is one of the Ganns with a Hilbert transformation and smoothing and I would prefer not to try to translate it into an EA at this time if there are other options. Your technique of direct use of a built in "i" function would not work in my case.

Thanks to everyone for any suggestions

Tzuman

What I'm talking about does not involve coding the entire logic in the EA. It requires creating a new non MTF version of your current indicator. Which can be easily done, simply take out all the code that makes it MTF. I don't care how complicated your logic is, that part will be untouched.

The EA will call the non MTF version of the indicator, you just need to call it on the right time frame. For example, if you are trading on 1h and you want the value for 4h:

double slow1=iCustom(Symbol(),240,"NON MTF",Slow.TimeFrame,4,shift);

If the shift=0, means taking intermediate value on bar0 of 4h chart, if shift=1, that means the last closed bar value of bar1 of 4h chart. This makes the logic exceedingly clear.

I've coded many MTF EAs using this approach and it's very easy to do.