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SL and PT setting for Multi-TF or symbol strategy.

It's great to see that SQ can generate a multi-timframe strategy for MC.


I have a suggestion.  The background needs are like this.


I use the 15 minute timeframe as the main data and 60 minute timeframe as 2nd data.


And I want  stop loss with ATR  to be calculated based on the 2nd data, 60 minute timeframe, not  the default main data.



Attachments
atr.png
atr.png
(33.56 KiB)
  • Votes +3
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

History

e
#1

eastpeace

22.03.2020 10:19

Task created

e
#2

eastpeace

04.04.2020 05:55

Description changed:

It's great to see that SQ can generate a multi-timframe strategy for MC.


I have a suggestion.  The background needs are like this.


I use the 15 minute timeframe as the main data and 60 minute timeframe as 2nd data.


And I want  stop loss with ATR  to be calculated based on the 2nd data, 60 minute timeframe, not  the default main data.



JK
#3

Insanity82007

05.04.2020 14:15
Voted for this task.
MF
#4

Mark Fric

26.02.2021 13:28

Status changed from New to Refused

we will not implement. If you need to use ATR from higher timeframe you can simply use higher period. 15M -> 1H means 4x higher period
b
#5

bentra

26.02.2021 17:46
To be fair, that's not exactly the same and also takes ~4x more CPU time. It would be nice to allow any timeframe for any of the TP / SL atrs. D14 can be quite stable for instance.
b
#6

bentra

26.02.2021 17:46
Voted for this task.
h
#7

hankeys

27.02.2021 09:53
Voted for this task.
Votes: +3

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