Multi time frames testing

[gizbar_g]

Hello everyone,

I wonder if there is a way to bypass the conflict between the time frame chosen in the tester settings 

and the time frame the expert is initialized with in the input params.

 

Every time this conflict happens I get this annoying massage:

 

My aim is to run the tester on every time frame available much like the possibility to do so on all the symbols on the MarketWatch.

Doing it one by one, although possible, is kind of lame.

Here is a part of the code involved:

 

Any feedback will be extremely appreciated.

[Dua Yong Rew]

hardcode the timeframe in your indicator?

[Rogerio Figurelli]

In my opinion, if you choose Every Tick or OHLC optimizations, the timeframe parameter is not used, since you will be using M1 data. In this sense, just select Chart Time Frame input parameter of your EA will do what you want. Another point is that below this parameter, there is another named Expert Every Tick = false, that I think you must enable to your EA process ticks. So, I think timeframe is not the root cause of the initialization error.

[Alain Verleyen]

gizbar_g:
...

Any feedback will be extremely appreciated.

This can work with a "standard" Expert Advisor, see this topic How to test a strategy for all timeframe.

But here you are using an EA generated with the Wizard, there are some limitations, in your case, the method Init of CExpert class impose a check on TimeFrame :

//--- returns false if the EA is initialized on a symbol/timeframe different from the current one
   if(symbol!=Symbol() || period!=Period())
     {
      printf(__FUNCTION__+": wrong symbol or timeframe (must be %s:%s)",symbol,EnumToString(period));
      return(false);
     }

So if you need an EA created with the Wizard to be run on any TimeFrame, you have to create your own class derived from CExpert and implementing your own initialization. However it's not a trivial task and I am not sure about the consequence to bypass this TimeFrame checking.

As a reference about backtesting and Strategy Tester, see the following topic ...

[Alain Verleyen]

I forgot to mention that you can set your input parameter to PERIOD_CURRENT, then you can run your tests on different timeframe simply by changing the Strategy Tester period's combo box.

[gizbar_g]

angevoyageur:
I forgot to mention that you can set your input parameter to PERIOD_CURRENT, then you can run your tests on different timeframe simply by changing the Strategy Tester period's combo box.

Thank you all for responding.

Problem solved after by passing this check

if(symbol!=Symbol() || period!=Period())

in CExpert as suggested by angevoyageur.

Thanks again to all for the help

[Alain Verleyen]

gizbar_g:

Thank you all for responding.

Problem solved after by passing this check

if(symbol!=Symbol() || period!=Period())

in CExpert as suggested by angevoyageur.

Thanks again to all for the help

Did you modify CExpert directly ? I remember you that all classes in Standard Library can be updated on each new build of MT5, and don't have to be modified directly.