Re: TS2K - Strategy MaxBarsBack

[Bob Fulks <bfulks@xxxxxxxxxxxx>]

At 1:11 PM -0500 11/12/00, James Hunter wrote:

>TS2K seems not to have an AutoDetect option for Strategy MaxBarsBack
>and the maximum number accepted is 999. I have a system that bombs
>for that reason, even though when I use the logic in an indicator, it
>works.
>
>I can see how this problem can be circumvented by using arrays and
>other variables - with a lot of changes in logic.
>
>Any other ideas? Have some of you bumped against the same limitation?
>It is frustrating that after removing the 13K bars limitation, this
>MBB problem remains.
>

It is very hard for me to understand why any code could require so many bars to initialize. Anything more than about 100 bars back is a serious waste of your available data points.

Also any code that looks back so many bars will tend to be very slow to execute.

It is much better to keep track of the values you need as they occur rather than by looking back. It can usually be done with some planning.

The other reason this can occur is when your code looks back a variable number of bars depending on the data. This case was discussed earlier and I will quote my post on it below.

If you have a specific example, I might be able to suggest an approach.

Bob Fulks

---------

This usually occurs because on some bar your system looks back that many bars. It does not have to be during the initial bars but can occur on any bar.

You might be saying something like:

  BarCount = BarCount + 1;
  if XXX then BarCount = 0;
    .....
  PastHigh = High[BarCount];

At some point the BarCount variable could get up to some big number. Look at every case where you refer back to a past value and make sure the look back is limited to same value, independent of the data.