Multi TF

3 replies

Michele Vianello

Subscriber, bbp_participant, customer, community, sq-ultimate, 22 replies.

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11 months ago #282313

For learning purposes I try a simple strat to compare 10/20/etc days MovingAverages on SPY: I enter for n combinations MA and exit activated only by TP and TS.
Since TP and TS only seem to work on main chart, I set this to SPY M1 or H1 and added an “same as main” subchart set to D1 to which I address the MA block chart value.
It’s correct? Is there a better way? Why do I always get this error:

Ps : everything works fine if I use only one symbol/TF, but it’s not the result I’m looking for (MA 10-200 days).

Thanks for the help

 

09:23:07 Created new batch of strategies, evaluating them…
09:23:07 Finished in 0s
09:23:07 Project stopped
09:23:07 GRID: Stopping build, job failures (exceptions) exceeded 70%!
09:23:07 Strategy 0.6Strategy 0.6 – Error: com.strategyquant.tradinglib.generator.GenerateException: No available condition blocks found for chart #0 at RandomConditionLong
at com.strategyquant.tradinglib.blocks.random.ReplacementConfig.getReplacementBlocksByType(Unknown Source)
at com.strategyquant.tradinglib.blocks.random.ReplacementConfig.generateRandomBlock(Unknown Source)
at com.strategyquant.tradinglib.blocks.random.ReplacementConfig.generateRandomBlock(Unknown Source)
at com.strategyquant.tradinglib.blocks.random.Replaceme finished in 0.00 s.
09:23:07 Strategy 0.5Strategy 0.5 – Error: com.strategyquant.tradinglib.generator.GenerateException: No available condition blocks found for chart #0 at RandomConditionLong
at com.strategyquant.tradinglib.blocks.random.ReplacementConfig.getReplacementBlocksByType(Unknown Source)
at com.strategyquant.tradinglib.blocks.random.ReplacementConfig.generateRandomBlock(Unknown Source)
at com.strategyquant.tradinglib.blocks.random.ReplacementConfig.generateRandomBlock(Unknown Source)
at com.strategyquant.tradinglib.blocks.random.Replaceme finished in 0.00 s.
09:23:07 Strategy 0.0Strategy 0.0 – Error: com.strategyquant.tradinglib.generator.GenerateException: No available condition blocks found for chart #0 at RandomConditionLong
at com.strategyquant.tradinglib.blocks.random.ReplacementConfig.getReplacementBlocksByType(Unknown Source)
at com.strategyquant.tradinglib.blocks.random.ReplacementConfig.generateRandomBlock(Unknown Source)
at com.strategyquant.tradinglib.blocks.random.ReplacementConfig.generateRandomBlock(Unknown Source)
at com.strategyquant.tradinglib.blocks.random.Replaceme finished in 0.00 s.
09:23:07 Created new batch of strategies, evaluating them…
09:23:07 Starting strategies generation…
09:23:07 Test run finished ok
09:23:07 Loading data and starting test run…
09:23:07 —————————–
09:23:07 All backtest data prepared
09:23:07 Data loaded from memory
09:23:07 Loading backtest data for Main test – SPY / H1
09:23:07 Initializing backtest data…
09:23:06 Indicators calibration done
09:23:06 Starting indicators calibration…

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tomas262

Administrator, sq-ultimate, 2 replies.

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11 months ago #282327

Hi,

your setup seems good (logically) but there might be some misconfiguration. Can you share your template? I will check

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Michele Vianello

Subscriber, bbp_participant, customer, community, sq-ultimate, 22 replies.

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11 months ago #282333

here the cfx test file…

thanks

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Michele Vianello

Subscriber, bbp_participant, customer, community, sq-ultimate, 22 replies.

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10 months ago #282510

Any news??

I’m still not able to test different TF

 

Thanks

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