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Re: Re Historical System Testing



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Kim Horn wrote:
> 
> HASHNUMS does cope with this and was actually
> made to solve this problem !!!! It is the
> reason HASHNUMS came into being !!!
> 
> It is very easy to do
> 
> The manual covers this....There is a section on Historical
> verses live systems, showing how to control the
> order multiple indicators and systems etc,
> are executed in. Once you do this then...
> 

Kim, I read the section on "Real Time vs Historical Testing". Quoting from the manual

" So if you assumed you could use the DLL to pass bar data from a system to an indicator you
were wrong. You can however pass final or initail values or calculations from one to the other. 
To pass bar by bar data, you need to use the DLL file writing utilities and re-run the system 
and indicator as required..."

This seems pretty straight forward; I interpretted it to mean that the only way to pass 
bar-by-bar data (eg have the system respond to changing indicator or other calculated values) 
between system/indicator was to write the data to a file then reprocess the entire 
system/indicator combination. I didn't want to do that.

>From your post, I guess my interpretation was wrong and hashnums CAN facilitate data transfer 
between system/indicator (in memory). I'll try your suggestions. Thanks. 

Best Regards,

Bill Vedder

> Solution (1) is to store all the data in an array or
> a collection of objects (named by bar number)
> in between indicators and or systems etc,,
> 
> So when an indicator is run you store away data for
> every bar, using the bar number as an index
> The next indicator can then access that data using
> the bar number as index..
> The systen can then access the same data per bar.
> The data is only around for as long as hashnums
> is in memory. You can keep the HASHTEST
> program running to make sure the dll does not
> go away...If Tradestation unloads it...
> 
> Solution (2)
> You can also use the file facilty to store the data
> line by line (using the line number as an index for
> the bar) in a file.
> 
> You can then read that data using the bar number
> to index the appropriate line in the file. You can
> read the data anytime you like, as the data is now
> in a file it is permanent.
> 
> There is also another product called QLSNUMS
> that deals with this problem also:
> 
> Have a look at the WEB site:
> www.ozemail.com.au/~qtrade
> 
> >One huge drawback to using hashnums (maybe not a fault of hashnums but
> >due to the way EL and TS are structured) is the inability to pass
> >bar-by-bar values from an indicator to a system for use in historical
> >testing.
> >
> >Can someone(s) recommend a procedure or software product that allows
> >values to be passed between indicators and systems on a bar-by-bar
> >basis? How do others on the list overcome this problem, er...
> >opportunity?
> >
> >Best regards,
> >Bill