Posted By: BobbyT
[SOLVED]-Frame skip - how does it work - 07/16/17 21:20
Hi all,
I've been delving into multisymbol and multitimeframe development this week and wanted to ask a question about skipped frames.
Here is an excerpt from the log file where a position is placed on M5 then M15 somewhat close together:
As you can see the strategy is using M1 bars.
What is the deal with the Skipped: Frame messages? The ones following M15 trades are of particular concern. Do they mean that the strategy ignores the shorter timeframe bars if they fall within a higher timeframe bar? Put differently, if a trade is placed on M15 at 8:00, does it then not look for trades on M5 @ 8:05, 8:10 and 8:15? If so, how can I address this? I tried syncTimeFrame evey time TimeFrame was set but I get an error saying there aren't enough bars so I'm assuming my implementation was wrong.
Cheers,
BobbyT
I've been delving into multisymbol and multitimeframe development this week and wanted to ask a question about skipped frames.
Here is an excerpt from the log file where a position is placed on M5 then M15 somewhat close together:
Code:
[94010: Sun 10-05-02 23:59] +0 +0 0/0 1.0162/1.01631.0162/1.0162 Enter 1S USD/CAD Entry 1.0140 TP 1.0040 at 23:59:00 (USD/CAD:M5:S) Short 1@1.01399 Entry stop USD/CAD:Short:M5:366/0:Pd @1.01399:TP @1.00399:TZ@1.01599, myTP @1.00399 [94011: Mon 10-05-03 00:00] +0 +0 0/0 1.0162/1.01651.0162/1.0165 [USD/CAD:M5:S] Skipped: Frame [94012: Mon 10-05-03 00:01] +0 +0 0/0 1.0165/1.01661.0163/1.0163 [USD/CAD:M5:S] Skipped: Frame [94013: Mon 10-05-03 00:02] +0 +0 0/0 1.0163/1.01631.0161/1.0161 [USD/CAD:M5:S] Skipped: Frame [94014: Mon 10-05-03 00:08] +0 +0 0/0 1.0161/1.01621.0161/1.0162 [USD/CAD:M5:S] Skipped: Frame [94015: Mon 10-05-03 00:09] +0 +0 0/0 1.0162/1.01631.0162/1.0163 [94016: Mon 10-05-03 00:10] +0 +0 0/0 1.0163/1.01641.0162/1.0163 ... [94049: Mon 10-05-03 00:59] +0 +0 0/0 1.0175/1.01761.0175/1.0175 [94050: Mon 10-05-03 01:00] +0 +0 0/0 1.0175/1.01761.0175/1.0176 Enter 1S USD/CAD Entry 1.0149 TP 1.0049 at 01:00:00 (USD/CAD:M15:S) Short 1@1.01493 Entry stop USD/CAD:Short:M15:885/0:Pd @1.01493:TP @1.00493:TZ@1.01692, myTP @1.00492 [94051: Mon 10-05-03 01:01] +0 +0 0/0 1.0176/1.01761.0174/1.0174 [USD/CAD:M15:S] Skipped: Frame [94052: Mon 10-05-03 01:02] +0 +0 0/0 1.0174/1.01751.0174/1.0175 [USD/CAD:M15:S] Skipped: Frame [94053: Mon 10-05-03 01:03] +0 +0 0/0 1.0175/1.01751.0175/1.0175 [USD/CAD:M15:S] Skipped: Frame [94054: Mon 10-05-03 01:05] +0 +0 0/0 1.0175/1.01791.0175/1.0178 [USD/CAD:M15:S] Skipped: Frame [94055: Mon 10-05-03 01:06] +0 +0 0/0 1.0178/1.01781.0176/1.0177 [USD/CAD:M15:S] Skipped: Frame [94056: Mon 10-05-03 01:08] +0 +0 0/0 1.0177/1.01771.0176/1.0176 [USD/CAD:M15:S] Skipped: Frame [94057: Mon 10-05-03 01:09] +0 +0 0/0 1.0176/1.01761.0174/1.0175 [USD/CAD:M15:S] Skipped: Frame [94058: Mon 10-05-03 01:10] +0 +0 0/0 1.0175/1.01751.0174/1.0175 [USD/CAD:M15:S] Skipped: Frame [94059: Mon 10-05-03 01:11] +0 +0 0/0 1.0175/1.01751.0173/1.0173 [USD/CAD:M15:S] Skipped: Frame [94060: Mon 10-05-03 01:12] +0 +0 0/0 1.0173/1.01741.0173/1.0174 [USD/CAD:M15:S] Skipped: Frame [94061: Mon 10-05-03 01:13] +0 +0 0/0 1.0174/1.01741.0173/1.0173 [USD/CAD:M15:S] Skipped: Frame [94062: Mon 10-05-03 01:14] +0 +0 0/0 1.0173/1.01751.0173/1.0175 [USD/CAD:M15:S] Skipped: Frame [94063: Mon 10-05-03 01:15] +0 +0 0/0 1.0175/1.01761.0175/1.0175 [USD/CAD:M15:S] Skipped: Frame [94064: Mon 10-05-03 01:16] +0 +0 0/0 1.0175/1.01751.0175/1.0175 [USD/CAD:M15:S] Skipped: Frame [94065: Mon 10-05-03 01:17] +0 +0 0/0 1.0175/1.01761.0175/1.0176 [94066: Mon 10-05-03 01:18] +0 +0 0/0 1.0176/1.01771.0176/1.0176 [94067: Mon 10-05-03 01:19] +0 +0 0/0 1.0176/1.01771.0176/1.0177
As you can see the strategy is using M1 bars.
What is the deal with the Skipped: Frame messages? The ones following M15 trades are of particular concern. Do they mean that the strategy ignores the shorter timeframe bars if they fall within a higher timeframe bar? Put differently, if a trade is placed on M15 at 8:00, does it then not look for trades on M5 @ 8:05, 8:10 and 8:15? If so, how can I address this? I tried syncTimeFrame evey time TimeFrame was set but I get an error saying there aren't enough bars so I'm assuming my implementation was wrong.
Cheers,
BobbyT