Good evening,
Novice, I try to manipulate WL on the Block strategy. I used 4 time units ( 1h - 15min - 5min Buy -1min Sell ) conditions below. ( It's a fictional strategy don't judge ^^ )
Below are the charts with the different expected buys and sells.
I have zero information when I backtest, If anyone can correct me on the errors.
I use Alpaca for data.
PS:
Is there a limit to the number of conditions for each unit of time?
Is there a condition to filter the price (example on US STOCK only stocks a (20 - 80 $)
Novice, I try to manipulate WL on the Block strategy. I used 4 time units ( 1h - 15min - 5min Buy -1min Sell ) conditions below. ( It's a fictional strategy don't judge ^^ )
Below are the charts with the different expected buys and sells.
I have zero information when I backtest, If anyone can correct me on the errors.
I use Alpaca for data.
PS:
Is there a limit to the number of conditions for each unit of time?
Is there a condition to filter the price (example on US STOCK only stocks a (20 - 80 $)
Rename
To filter by price just use Indicator Compare to Value. All the standard price series OHLC appear at the top of the Indicators list.
Question,
how do you change the element to a multi-timeframe?
say I have an intraday system, but I want the stock to be above its 200-MA on Daily.
how do you change the element to a multi-timeframe?
say I have an intraday system, but I want the stock to be above its 200-MA on Daily.
If I understood correctly it is from the Scaledlnd indicator (what I use).
Just keep in mind that a Daily 200 ma will require a lot of intraday history to create that scaled indicator, but that's the only option you have to work with in the Building Blocks.
If interested, here's an example of a C# Code solution that eliminates the need for extra intraday "seed data" by pulling in Daily bars, creating the indicator, and synchronizes it with the intraday history so that you can start trading after the very first bar in the intraday chart.
https://www.wealth-lab.com/Discussion/80-Day-EMA-on-1-Minute-Script-9807
If interested, here's an example of a C# Code solution that eliminates the need for extra intraday "seed data" by pulling in Daily bars, creating the indicator, and synchronizes it with the intraday history so that you can start trading after the very first bar in the intraday chart.
https://www.wealth-lab.com/Discussion/80-Day-EMA-on-1-Minute-Script-9807
hi cone
my strategy over multi time frames cannot therefore be created from a building block but only in C# ?
my strategy over multi time frames cannot therefore be created from a building block but only in C# ?
No, I didn't say that. You can use ScaledInd to use an indicator (or TimeSeries) in a different scale.
It's just that a BBlock strategy would need 200 extra days of intraday data to do the same job as the C# Code method that directly accesses and sync's data from a Daily bar history.
It's just that a BBlock strategy would need 200 extra days of intraday data to do the same job as the C# Code method that directly accesses and sync's data from a Daily bar history.
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