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Bob - be careful....as Mr. Hunter is correct.
There is a quirk in the TS2k maxbarsback calc.......
for instance, if you have a data1 and data2 reference in a signal with data2
as daily bars,
just going back 10 days (i.e. close data2[10]) could actually result in a
maxbarsback requirement of over 100 !!!
> -----Original Message-----
> From: Bob Fulks [mailto:bfulks@xxxxxxxxxxxx]
> Sent: Sunday, November 12, 2000 1:36 PM
> To: James Hunter
> Cc: Omega-List@xxxxxxxxxx
> Subject: Re: TS2K - Strategy MaxBarsBack
>
>
> 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.
>
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