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]); }
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,
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