Help with MTF Strategy

[sburtt]

Hi support,
I've been using MTF strategies for a while, but I am unable to overcome a problem.

In my strategy I use 2 time frames:
primary time frame, lets say 60 min = BarsArray[0]
secondary time frame, lets say 1 min = BarsArray[1]

I am using this script:

if(BarsInProgress == 1)
{
myHigh = Math.Max(Highs[0][0], MAX(Highs[1],60)[0]);
}

with this code I would expect that myHigh = the highest between the previous 60min bar high and the most recent high, intended as a higher high printed on the 1 min bar. However when running this script if will always and only return the last 60 min bar, as if in all the sample data i run never a higher high of the previous high is printed.

FOR EXAMPLE, lets say that during the last 60 min period ended at 10.00am the high was 1.6015 (Highs[0][0] == 1.6015), now lets say that at 10.15am a new high at 1.6016 is done, therefore Highs[1][0] == 1.6016 on the next 1 min bar, I would exect myHigh to be equal to 1.6016 at 10.16am, but this doesn't currently happen

How is this possible? what am I doing wrong?

Thanks,

[koganam]

Hi support,
I've been using MTF strategies for a while, but I am unable to overcome a problem.

In my strategy I use 2 time frames:
primary time frame, lets say 60 min = BarsArray[0]
secondary time frame, lets say 1 min = BarsArray[1]

I am using this script:

if(BarsInProgress == 1)
{
myHigh = Math.Max(Highs[0][0], MAX(Highs[1],60)[0]);
}

with this code I would expect that myHigh = the highest between the previous 60min bar high and the most recent high, intended as a higher high printed on the 1 min bar. However when running this script if will always and only return the last 60 min bar, as if in all the sample data i run never a higher high of the previous high is printed.

FOR EXAMPLE, lets say that during the last 60 min period ended at 10.00am the high was 1.6015 (Highs[0][0] == 1.6015), now lets say that at 10.15am a new high at 1.6016 is done, therefore Highs[1][0] == 1.6016 on the next 1 min bar, I would exect myHigh to be equal to 1.6016 at 10.16am, but this doesn't currently happen

How is this possible? what am I doing wrong?

Thanks,

• How many days of data do you have on the chart?
• I presume that you do have a CurrentBars check for both Price DataSeries?
• What is your BarsRequired?

[sburtt]

• How many days of data do you have on the chart?
• I presume that you do have a CurrentBars check for both Price DataSeries?
• What is your BarsRequired?

Thanks, I've actually overcome the issue. This is part of a more complex script and i was missing a check. Thanks