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Multiple Frequency Charts

Posted By fxstr 2 Years Ago
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Posted Saturday March 14 2015
Hi,

I'm a huge fan of RE and just started using multiple frequency indicators yesterday. So far, they work as expected when back testing a strategy.

However, the charts that were fed with frequencies other than the underlying data do not or not correctly show up in the "system results" charts:

For Example:
HourlyFreq = GetFrequency(BarFrequency.SixtyMinute);
SMA sma5Hourly = new SMA(5, HourlyFreq.Close);

shows up in the chart, but not as expected, the value is often NaN. 

If I add
SystemData.IndicatorManager.SetFrequency(sma5Hourly, HourlyFreq);
the SMA does not show up any more at all in the "system results" chart, no matter what frequency I chose in the chart's settings. 

Is this an expected behaviour or am I doing something wrong?

Thanks a lot,
Felix
Posted Tuesday March 17 2015
Without the call to SetFrequency, the indicator frequency is different from that of its input.  Usually you don't want this, so you should call to SetFrequency for the indicator values to be calculated as you expect.

Unfortunately, RightEdge doesn't currently support showing indicators in the system results that aren't in the main system frequency.

Thanks,
Daniel


Posted Tuesday March 17 2015
Hi Daniel

Thanks a lot for your reply, it helps and prevents me from searching any more.

Best,
Felix


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