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Using multi intervals for trade entry/exit

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  • Using multi intervals for trade entry/exit

    Hi,

    I am trying to write EFS code that will execute a trade based on one interval and then assess an exit based on a different, lower interval. i.e. wait for trade confirmation on a 60 min chart and then once in the trade look for signals on a 1 min or even a tick chart.

    What is the best way to achieve this? I have studied all the relevant posts I can find but still can't figure it out.

    My code for the actual trade signbals is fine, so that isn't a problem, it's just the interaction between the two timeframes I am having trouble getting to grips with.

    Any help with this is greatly appreciated.

  • #2
    I faced the same problem you did- I created some wrapper for "virtual bar"- set of functions (a class) that will trigger entry/exit conditions and supply needful info (close/open etc) only once in x real intervals (say, a minute bars), so you'll achieve this effect.

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