Hi all,

I've been delving into multisymbol and multitimeframe development this week and wanted to ask a question about skipped frames.

Here is an excerpt from the log file where a position is placed on M5 then M15 somewhat close together:
Code:
[94010: Sun 10-05-02 23:59] +0 +0 0/0  1.0162/1.01631.0162/1.0162
Enter 1S USD/CAD  Entry 1.0140 TP 1.0040 at 23:59:00
(USD/CAD:M5:S) Short 1@1.01399 Entry stop
USD/CAD:Short:M5:366/0:Pd @1.01399:TP @1.00399:TZ@1.01599, myTP @1.00399

[94011: Mon 10-05-03 00:00] +0 +0 0/0  1.0162/1.01651.0162/1.0165
[USD/CAD:M5:S] Skipped: Frame
[94012: Mon 10-05-03 00:01] +0 +0 0/0  1.0165/1.01661.0163/1.0163
[USD/CAD:M5:S] Skipped: Frame
[94013: Mon 10-05-03 00:02] +0 +0 0/0  1.0163/1.01631.0161/1.0161
[USD/CAD:M5:S] Skipped: Frame
[94014: Mon 10-05-03 00:08] +0 +0 0/0  1.0161/1.01621.0161/1.0162
[USD/CAD:M5:S] Skipped: Frame
[94015: Mon 10-05-03 00:09] +0 +0 0/0  1.0162/1.01631.0162/1.0163
[94016: Mon 10-05-03 00:10] +0 +0 0/0  1.0163/1.01641.0162/1.0163
...
[94049: Mon 10-05-03 00:59] +0 +0 0/0  1.0175/1.01761.0175/1.0175
[94050: Mon 10-05-03 01:00] +0 +0 0/0  1.0175/1.01761.0175/1.0176
Enter 1S USD/CAD  Entry 1.0149 TP 1.0049 at 01:00:00
(USD/CAD:M15:S) Short 1@1.01493 Entry stop
USD/CAD:Short:M15:885/0:Pd @1.01493:TP @1.00493:TZ@1.01692, myTP @1.00492

[94051: Mon 10-05-03 01:01] +0 +0 0/0  1.0176/1.01761.0174/1.0174
[USD/CAD:M15:S] Skipped: Frame
[94052: Mon 10-05-03 01:02] +0 +0 0/0  1.0174/1.01751.0174/1.0175
[USD/CAD:M15:S] Skipped: Frame
[94053: Mon 10-05-03 01:03] +0 +0 0/0  1.0175/1.01751.0175/1.0175
[USD/CAD:M15:S] Skipped: Frame
[94054: Mon 10-05-03 01:05] +0 +0 0/0  1.0175/1.01791.0175/1.0178
[USD/CAD:M15:S] Skipped: Frame
[94055: Mon 10-05-03 01:06] +0 +0 0/0  1.0178/1.01781.0176/1.0177
[USD/CAD:M15:S] Skipped: Frame
[94056: Mon 10-05-03 01:08] +0 +0 0/0  1.0177/1.01771.0176/1.0176
[USD/CAD:M15:S] Skipped: Frame
[94057: Mon 10-05-03 01:09] +0 +0 0/0  1.0176/1.01761.0174/1.0175
[USD/CAD:M15:S] Skipped: Frame
[94058: Mon 10-05-03 01:10] +0 +0 0/0  1.0175/1.01751.0174/1.0175
[USD/CAD:M15:S] Skipped: Frame
[94059: Mon 10-05-03 01:11] +0 +0 0/0  1.0175/1.01751.0173/1.0173
[USD/CAD:M15:S] Skipped: Frame
[94060: Mon 10-05-03 01:12] +0 +0 0/0  1.0173/1.01741.0173/1.0174
[USD/CAD:M15:S] Skipped: Frame
[94061: Mon 10-05-03 01:13] +0 +0 0/0  1.0174/1.01741.0173/1.0173
[USD/CAD:M15:S] Skipped: Frame
[94062: Mon 10-05-03 01:14] +0 +0 0/0  1.0173/1.01751.0173/1.0175
[USD/CAD:M15:S] Skipped: Frame
[94063: Mon 10-05-03 01:15] +0 +0 0/0  1.0175/1.01761.0175/1.0175
[USD/CAD:M15:S] Skipped: Frame
[94064: Mon 10-05-03 01:16] +0 +0 0/0  1.0175/1.01751.0175/1.0175
[USD/CAD:M15:S] Skipped: Frame
[94065: Mon 10-05-03 01:17] +0 +0 0/0  1.0175/1.01761.0175/1.0176
[94066: Mon 10-05-03 01:18] +0 +0 0/0  1.0176/1.01771.0176/1.0176
[94067: Mon 10-05-03 01:19] +0 +0 0/0  1.0176/1.01771.0176/1.0177


As you can see the strategy is using M1 bars.

What is the deal with the Skipped: Frame messages? The ones following M15 trades are of particular concern. Do they mean that the strategy ignores the shorter timeframe bars if they fall within a higher timeframe bar? Put differently, if a trade is placed on M15 at 8:00, does it then not look for trades on M5 @ 8:05, 8:10 and 8:15? If so, how can I address this? I tried syncTimeFrame evey time TimeFrame was set but I get an error saying there aren't enough bars so I'm assuming my implementation was wrong.

Cheers,
BobbyT


Last edited by BobbyT; 07/18/17 03:27.