Your code is correct. it is just that a simultaneous crossover in both time frames might be a rare event.

try:
|Rule = Cross( *Close*, EMA( *Close*, 45 ) );|
|Rule_time2 =  *Close* >EMA( *Close*, 45 ) ;|

I also noticed that using time functions with |TimeFrameSet|() does not return correct results.




Not sure this topic was addressed before. Because I like trade 2 different time frames (5 and 60 minutes)... I tried to create an exploration with same conditions to be tested (filtered) on 2 the different time frames but it gives inconsistent results and I can't fix it.

Here is what I have (I just give an example of a standard condition):

Rule = cross( close, ema( close, 45 ) );

Filter = rule;
AddColumn(TimeNum(), "Time");
AddColumn(rule, "voila!", 1 );

TimeFrameSet( 3600); Rule_time2 = cross( close, ema( close, 45 ) );
Filter = rule_time2;
AddColumn(TimeNum(), "Time");
AddColumn(rule_time2, "voila! in hourly", 1 );

Timeframerestore();

Any help most appreciated - thank you,

Carl

Reply via email to