Multi Time Frame EA

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Philip Bleakley

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4 years ago #240099

Hi Everyone


I recently purchased Strategyquant EA wizard and am fairly happy with it so far.


However, one issue I have encountered is when trying to create a multi time frame EA. Essentially my strategy looks at the moving average on the D1 and H4 time frames before entering on the H1 time frame. When I try to backtest the EA in MT4 from the beginning of 2014 to present it only tests from November 2018 onward.


I’m not sure if this is an issue with the EA wizard or with MT4. Has anyone else come across issues like this? Any tips or advice would be very gratefully received.






Administrator, sq-ultimate, 1 replies.

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4 years ago #240134


to me it seems you have not enough data for backtest. You can get a more precise backtest using tick data obtained from our QuantDataManager



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2 weeks ago #284290


I am adding to this forum post because it is the closest to my question.  I’m doing a multi timeframe strategy in AlgoWizard and it backtests ok.  If I export as an EA to MT5, I run the compiler and get error 4302 on both indicators that use a higher timeframe.  In SQX, these indicators use “Subchart 1” for the higher timeframe.

I changed both indicators to the “Main Chart” timeframe to verify that the indicators were loaded correctly.  Doing this, the EA will load to MT5 without errors, but of course it will not function as needed.  (I’m trying to use the standard RSI indicator and the SQ_PercentRank indicators on higher timeframe).

I searched around but cannot find out how to load a multi TF EA into MT5.  Is there any good resource for this?  I attached a snip of the MT5 4302 error.

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