PureBytes Links
Trading Reference Links
|
neo
This problem is not related to rt, nor to gaps,
though the 2 securities need to have common start and end times.
The mystery is why the s.test can't trade at the
times the corresponding indicator triggers. The problem is I suspect related to
the asynchronous nature of the two tick series and the inability of MS to
serialise them properly. Trades on the one minute charts align perfectly with
the indicator(provided the delay is set to 0) but with tick period there seems
to be no relationship.
Denis
<BLOCKQUOTE dir=ltr
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
neo
To: <A title=metastock@xxxxxxxxxxxxx
href="mailto:metastock@xxxxxxxxxxxxx">metastock@xxxxxxxxxxxxx
Sent: Sunday, February 10, 2002 12:57
PM
Subject: RE: System test tick
problem
<FONT face=Arial color=#008080
size=4>Denis
<FONT face=Arial color=#008080
size=4>
I
have trouble in RT in even plotting charts with securities that are built as
custom indicators using the security function. They work fine in RT as the
data is being generated but if I try to look at the chart in the evening or
weekend there are large gaps > 1 hour.
<FONT face=Arial color=#008080
size=4>
I
wonder if these problems are related?
<FONT face=Arial color=#008080
size=4>
<FONT face=Arial color=#008080
size=4>neo
<FONT face=Tahoma
size=2>-----Original Message-----From:
owner-metastock@xxxxxxxxxxxxx [mailto:owner-metastock@xxxxxxxxxxxxx]On
Behalf Of Denis BrinkSent: Saturday, February 09, 2002 5:59
PMTo: metastock@xxxxxxxxxxxxxSubject: System test tick
problem
Has anyone tried using the System Tester with
intraday tick period?
In particular testing trades on a frequently
updating security like ES with the 'indicator' based on a security which
updates less frequently such as $PREM? Trades don't align with indicator
version of the code. Has anyone encountered this problem and is there a
workaround?
<FONT face=Arial
size=2>Denis
|