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Unless they have fixed this since I last tested it long ago (not likely,
since Omega considered it a "feature"), you will not be able to do this.
>From your description of the problem it seems that you want to collect data
on a tick-by-tick basis (increase a tick counter for each possible price
when a tick occurs at that price). I assume that it is still not possible
to attach an indicator or system to a tick chart, or to produce a
multi-symbol tick chart. If this assumption is now wrong, please disregard
the following.
Unfortunately, EL "variables" behave like no variables in any programming
language you have ever seen. In a reasonable language, once you set a
variable to a value, it retains that value until you set it to a different
value. But not Omega's EL - that is, not if you are updating these
variables in a time-bar chart on a tick-by-tick basis. A variable WILL
update correctly on each tick, but at the end of the bar's time slot the
value will be "restored" to some prior value and there is no way for you to
inhibit this "feature". This was actually a kluge, undocumented, to cause a
real-time run to match results of a run on historical data where only bar
values are considered, not individual ticks.
Carroll Slemaker
----- Original Message -----
From: Tim McCaughey <TimM@xxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Saturday, July 24, 1999 3:59 PM
Subject: calculation of price/frequency distributions
> I am very new to easy language and am currently using tradstation version
4
> and have been having some difficulty in getting my head around the use of
> arrays.
>
> I have one particular problem that I have been attempting to solve with
> little luck and I was wondering of there is somebody out there that might
be
> able to shed some light on the situation.
>
> the problems is as follows:
>
> I am trying to determine the frequency distribution for a set of data.
>
> So I have determined the number of ticks in a range by working out the
high
> and low of the range in question and dividing the subsequent range by "1
> point". So now I have defined all the possible values for the range in
> question, but how do I set the array to the relevant number of variables
> since this is not a constant function but dependant upon the range of each
> period in question(do I just make the array larger than any expected
range).
> After I have set up the array that includes all the price possibles how
> would I go about getting the array to be able to tell me how many times
each
> price was hit during the period in question.
>
> So the end result I am looking for is to be able to determine the number
of
> times each price was traded during the period in question.
>
> Is arrays the way to go ?
>
> Any help with the easy language side of this problem would be greatly
> appreciated. If this seems a slightly silly request please accept the
> apologies of a native novice.
>
> Regards
>
> Tim.
>
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