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Where's Pierre? (This's the first time I've wanted to hear from him.)
Pierre sells a DLL which (I think) does what you need. It allows you
to look ahead, so on the first bar you can store all prices in an
array.
You can then operate on the array as the indicator steps through the
bars.
The dll is TS_FIND.DLL (also know as Tomorrow DLL). It is at
www.sirtrade.com. I haven't used it myself.
This is also a way to avoid the MaxBarsBack problem. If you are using
MBB of 500 bars, you need 1000 bars, because 500 bars are "Back".
And if you are using "derivative variables", then the problem is
insurmountable. TS does NOT calculate such variables during the MBB
period.
These are variables that are based on other variables. So it requires
ANOTHER 500 bars for these variables to become valid. So for 1000 bars
of data the indicators are valid only on the last bar. Surprise !
donc
>Subject: FW: Omega EL dept says it can't be done, but...
> Date: Fri, 28 Jul 2000 12:00:57 -0700
> From: john hamon <jhamon@xxxxxxxxxxx>
> To: Omega_List <omega-list@xxxxxxxxxx>
>
>Gary,
>
>Thanks for the prompt reply, but I guess I haven't made my meaning clear.
>
>I picked 500 as an arbitrary number, but the point is that I know I can load
>the prior 500d up to today in an array. The sticking point is that I want
>to process that I array and then mark specific bars on the chart in a show
>me-style indicator. So I need to be able mark specific bars from the
>results in the array.
>
>I don't know if that's any clearer, but maybe this will help somebody to
>help me: If I were able to create an indicator that was only calculated
>from today, then I would be able to do all my work in the array and mark
>previous days as offsets from today. Is that possible?
>
>DLL Question: Is building TS-compatible .DLLs documented somewhere?
>
>Thanks again,
>
>jh
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