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I think you can get around this by doing what I did even though
I don't know why it occurs.
The following is done with dll's of course...
1...Send all price data to an ascii file from the chart.
2...The price data sent to file is restricted only to official
sessiontimes.
3...The number of days in the chart windows is set beyond the
maximum number of days in any one contract so that no bars
previously used in calculations can be lost.
4...With the date and time of each bar on the chart corresponding to
a date and time in the ascii file that is within official sessiontimes,
the price data is read back into the system and indicator files etc.
5...All calculations are done with the ascii data and none are done
with chart data.
6...The bars on the chart are used simply to trigger the next line of
ascii data to be fed to the system/indicator files.
7...The result is that nothing can ever be altered in the signal results
as long as there is a chart bar that corresponds to each line stored
in the ascii file. The price values of the charted bars are no longer
important.
8...Realtime results correspond to offline results because all indicators,
stops,entries,etc can only process data from the ascii file.
dbs
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