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Multi Timeframe support. #476718
03/25/19 20:15
03/25/19 20:15
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TipmyPip Offline OP
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Does anyone know if Zorro supports multi-timeframe experts?


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Re: Multi Timeframe support. [Re: TipmyPip] #476719
03/25/19 20:23
03/25/19 20:23
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AndrewAMD Offline
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Yes, you can learn about it in the Zorro tutorial. It's a recommended read.

Re: Multi Timeframe support. [Re: AndrewAMD] #476735
03/27/19 05:40
03/27/19 05:40
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TipmyPip Offline OP
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Thank you. But can you share with me the link to the page in the tutorial? thank you.


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Re: Multi Timeframe support. [Re: TipmyPip] #476741
03/27/19 13:31
03/27/19 13:31
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AndrewAMD Offline
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The tutorial starts here:
https://zorro-project.com/manual/en/tutorial_var.htm

The bit about multiple timeframes is discussed here:
https://zorro-project.com/manual/en/tutorial_kelly.htm

Finally, here's the manual entry for Timeframes:
https://zorro-project.com/manual/en/barperiod.htm

The manual is your friend! laugh

Re: Multi Timeframe support. [Re: AndrewAMD] #476743
03/27/19 18:25
03/27/19 18:25
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TipmyPip Offline OP
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Thank you very much for your help,

But that was my problem.
Those scripts work with different assets in different timeframes.
I was trying to use those scripts with one asset in two different timeframes, and don't get it to work. Do you have any ideas?
Thank you.


ZorroTraderGPT - https://bit.ly/3Gbsm4S
Re: Multi Timeframe support. [Re: TipmyPip] #476744
03/27/19 19:02
03/27/19 19:02
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AndrewAMD Offline
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It's the same exact thing, except you have the same asset.

If you're confused, post your script.

Re: Multi Timeframe support. [Re: AndrewAMD] #476749
03/29/19 03:24
03/29/19 03:24
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TipmyPip Offline OP
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I am sure you know programming,

I have a small challenge for you.

Please do try to write a small script even with just one indicator like MA.
But try to have four conditions in it which are two for each timeframe and use the 4-hour and the 5-minutes timeframe,

I will make it easy for you -
1. 4HMA13 > 4HMA34 & 5MMA13 > 5MMA34 THEN BUY
4HMA13 > 4HMA34 & 5MMA13 == 5MMA34 THEN CLOSE
2. 4HMA13 < 4HMA34 & 5MMA13 < 5MMA34 THEN SELL
4HMA13 < 4HMA34 & 5MMA13 == 5MMA34 THEN CLOSE

Was that easy?

Thank you.


ZorroTraderGPT - https://bit.ly/3Gbsm4S
Re: Multi Timeframe support. [Re: TipmyPip] #476757
03/29/19 10:13
03/29/19 10:13
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AndrewAMD Offline
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Easy? Yes. Do I have time for this? No.

I do have time to criticize code.

Re: Multi Timeframe support. [Re: AndrewAMD] #476767
03/29/19 17:24
03/29/19 17:24
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TipmyPip Offline OP
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Well, if you would be a programmer, then you would be able to think logically.
If you can criticize, I suppose you know to read and understand code, as well as write it. But we are not here for a competition. We are here to help each other. Can you help me, please? or you rather find someone clever as you are, and compete with them.


ZorroTraderGPT - https://bit.ly/3Gbsm4S
Re: Multi Timeframe support. [Re: TipmyPip] #476768
03/29/19 18:08
03/29/19 18:08
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AndrewAMD Offline
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But I already helped you. So help me help you.

Post code.

Re: Multi Timeframe support. [Re: AndrewAMD] #476773
03/30/19 11:34
03/30/19 11:34
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TipmyPip Offline OP
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#define M5 (5*BarPeriod)
#define M1 (BarPeriod)
function run()
{
Capital = 5000;
Margin = 0.1;
BarPeriod = 1;
NumWFOCycles = 10; // activate WFO, 10 cycles

TimeFrame = M5;
vars PriceM5 = series(price());
vars TrendM5 = series(LowPass(PriceM5,1000));
vars SignalsM5 = series(0);

TimeFrame = M1;
vars PriceM1 = series(price());
vars TrendM1 = series(LowPass(PriceM1,1000));
vars SignalsM1 = series(0);

Stop = 4*ATR(100);
FuzzyRange = 0.001*ATR(100);

var Valley = valleyF(TrendM1),
Peak = peakF(TrendM1);
SignalsM1[0] = orF(Valley,Peak); // store the signal
SignalsM5[0] = orF(Valley,Peak); // store the signal
if(fuzzy(Valley))
exitShort();
if(fuzzy(andF(Valley,notF(Sum(SignalsM1+1,3)))))
enterLong();
if(fuzzy(Peak))
exitLong();
if(fuzzy(andF(Peak,notF(Sum(SignalsM5+1,3)))))
enterShort();
}

Last edited by TipmyPip; 03/30/19 11:35.

ZorroTraderGPT - https://bit.ly/3Gbsm4S
Re: Multi Timeframe support. [Re: TipmyPip] #476777
03/30/19 17:23
03/30/19 17:23
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AndrewAMD Offline
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This approach appears correct on the surface, but why are you not making any use of the TrendM5 series? It defeated the purpose of changing the timeframe.

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