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I cross-posted this in the auto-trading group on Friday and haven't heard any responses, so I am posting it here as well since this group appears to be a little more active. Apologies in advance if this goes against any established policies.
I have a quick question about using StaticVarSet with SetForeign. I want to capture and log study values of $SPX at the time my system enters and exits positions. (I am currently using the IBc and TWS to perform a walk-forward test of a system sending limit orders.) I want to do this by first switching to the $SPX symbol (SetForeign) and then setting the study value in a static variable (StaticVarSet). However, I am noticing that after I RestorePriceArrays(), the static variable I am setting becomes empty. I have searched the various Amibroker Yahoo groups and UserKB, but have not been able to find a solution. I'm pretty sure I am overlooking something rather obvious. Any help would be greatly appreciated.
Here is my code snippet:
SetForeign("$SPX");
//Get RSI value for the S&P500
RSISPX = LastValue(Ref(RSI(14),-1));
StaticVarSet("RSI-SPX-"+Name(),RSISPX);
// Trace statment to test what is happening
RSISPX = StaticVarGet("RSI-SPX-"+Name());
_TRACE("RSISPX: " + RSISPX);
RestorePriceArrays();
//Another trace statement to see what is going on
RSISPX = StaticVarGet("RSI-SPX-"+Name());
_TRACE("RSISPX: " + RSISPX);
The first "_TRACE" outputs the correct value. The second "_TRACE" (after RestorePriceArrays()) shows up as <EMPTY> in the Trace window.
Thanks,
Dave
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