Support,
I didn't know how to search for my answer, so please pardon this question if it is redundant and feel free to direct me to the proper thread if available.
My question has to do with Multiple Timeframes within a Strategy. Instead of using multiple timeframes in a strategy and all the things to remember as a result of doing so, e.g. Which bar in progress, using the right overloads for limit entries, etc., is there a way to pass a parameter to an indicator telling it which timeframe and instrument to calc on?
Here is my first thought: The indicator uses the timeseries of the strategy. But if I used a granular timeseries like say 30 seconds or something, I could pass a parameter to the strategy that says calculate based on 30x10, or every 300 seconds.
I would like to keep additional timeframes out of my strategy if possible and just pass what I need to calculate as a parameter. But my gut tells me that I need to take the granular approach.
Please know I almost never work with Indicators, 90% of my efforts are with Strats, so please feel free to chime in anyone if you have a creative solution for multi-timeframe and indicators, but calculating outside of the strategy.
Example> Say I want the SMA of 10m timeframe on ES as an overall indicator for direction (trend up / down). As I do it now, I need to use the Add within my strategy and make sure I have the right number of bars, but bars for that timeframe, and then peel off logic for that bars in progress and then use overloads for limit orders, etc.
It is not impossible of course, but you are tired, it gets old trying to remember what is what and if I could keep it outside my strategy and just let the indicator push back the value I want and leave the timeframe/instrument specific to the indicator, it would be much cleaner.
I remember getting into this during intra-strategy communication. Anyway, I'm all ears if anyone can share.
Thank you,
r2kTrader
I didn't know how to search for my answer, so please pardon this question if it is redundant and feel free to direct me to the proper thread if available.
My question has to do with Multiple Timeframes within a Strategy. Instead of using multiple timeframes in a strategy and all the things to remember as a result of doing so, e.g. Which bar in progress, using the right overloads for limit entries, etc., is there a way to pass a parameter to an indicator telling it which timeframe and instrument to calc on?
Here is my first thought: The indicator uses the timeseries of the strategy. But if I used a granular timeseries like say 30 seconds or something, I could pass a parameter to the strategy that says calculate based on 30x10, or every 300 seconds.
I would like to keep additional timeframes out of my strategy if possible and just pass what I need to calculate as a parameter. But my gut tells me that I need to take the granular approach.
Please know I almost never work with Indicators, 90% of my efforts are with Strats, so please feel free to chime in anyone if you have a creative solution for multi-timeframe and indicators, but calculating outside of the strategy.
Example> Say I want the SMA of 10m timeframe on ES as an overall indicator for direction (trend up / down). As I do it now, I need to use the Add within my strategy and make sure I have the right number of bars, but bars for that timeframe, and then peel off logic for that bars in progress and then use overloads for limit orders, etc.
It is not impossible of course, but you are tired, it gets old trying to remember what is what and if I could keep it outside my strategy and just let the indicator push back the value I want and leave the timeframe/instrument specific to the indicator, it would be much cleaner.
I remember getting into this during intra-strategy communication. Anyway, I'm all ears if anyone can share.
Thank you,
r2kTrader
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