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Different BarPeriods #487483
05/12/23 21:08
05/12/23 21:08
Joined: May 2023
Posts: 1
tickserver Offline OP
tickserver  Offline OP

Joined: May 2023
Posts: 1
I have a binary-option strategy that works quite well with BarPeriod=120. The problem is that run() is running now only at 0, 2, 4, 6... o'clock and I am missing additional trade opportunities at the full hours in between (1, 3, 5, ... o'clock).
I get the desired behavior by running my backtest once with BarOffset=0 and a second time with BarOffset=60. but I cannot find a way to put it together in one test-run.
I understand that changing BarOffset in run()-method does not work.
Next thing I tried was using BarPeriod=60 with TimeFrame=2 but this yields very different results (and even the documentation states that "...BarPeriod 60 and TimeFrame 1 is not the same as a script with BarPeriod 1 and TimeFrame 60...")

Any idea how to run a strategy based on H2-candles every hour (not only every 2 hours)?

Thx for your help!

Re: Different BarPeriods [Re: tickserver] #487488
05/15/23 13:46
05/15/23 13:46
Joined: Jul 2000
Posts: 27,956
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,956
You need two overlapping time frames. Use BarPeriod = 60 and don't set Timeframe, but shift your series by script in alternating hours.

Moderated by  Petra 

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