[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

problem with multiple timescales



PureBytes Links

Trading Reference Links

Hi List,

I'm trying to buy dips in a larger uptrend and sell rallies in a larger 
downtrend.
The larger trends/larger timescales are Data2.  The dips/rallies/triggers 
are Data1, smaller timescale.  Same symbol for both.

Sometimes ts2k sees the conditions and executes trades perfectly.
!!! Many times ts2k ignores the identical conditions and fails to execute !!!

I tried variations like:  If Data2condition then begin
                                If Data1condition then buy/sell
also,
        If Data2condition and Data1condition then buy/sell.

Is there a better way to reference multiple data/timescales and eliminate 
the problem?
(I also know that Data1condition can be true prior to a first bar of 
Data2condition closing and becoming true.)

Thanks for your help.
Lee