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Pavel,
PK> Hello Dennis!
PK> Thank You for your interersting remark.
PK> I use 10 min bars as Data1 & Daily bars as Data2 (from Global Server or
PK> from 3rd Part Directory) for the same symbol (as an example).
PK> I didn't saw any delay between Data1 & Data2: I receive two bars
PK> simultaneusly at 1600 as End Of Day.
You are right. You haven't any lag with intraday and daily data. But
if you will same periods you found the lag exists.
write something like if currentbar of data(1)=1 then buy; Don't
forget to set max bars ref =1.
You'll see TS buys on second bar.
PK> I do it not in the real time, but in the backtest.
PK> Does any difference exist between the real-time mode and backtest
PK> mode?
I think it doesn't.
PK> What sort of DLL do You mention?
It is a DLL for TS which let us use two data streams without any lag
With regards,
Dennis
TS support
PK> My best regards,
PK> Pavel Kotulsky
PK> TS Support wrote:
>>
>> Pavel,
>> You should know that TS2k has a bar lag between data1 and data2. It
>> means generated signal(data1) will be on data2 next bar. To avoid this
>> delay you have to use a DLL that eliminates the lag.
>> Let me know if you have any questions.
>> With regards,
>> Dennis
>> www.tssupport.com
>> TS support
>>
>> Thursday, June 21, 2001, 4:39:28 PM, you wrote:
>>
>> PK> Hello List!
>>
>> PK> I would use in the same strategy the intraday Data1 stream
>> PK> and the EOD Data2 stream of the different instruments.
>>
>> PK> I suppose it's allowed.
>>
>> PK> Could anyone post (or point) an example of the EL text with the
>> PK> different time frame Data1 and Data2 datastreams.
>>
>> PK> Should I somehow "sinchronize" the data.
>>
>> PK> Thanks,
>> PK> Pavel Kotulsky
>>
>> --
>> Best regards,
>> TS mailto:omega-list@xxxxxxxxxxxxxx
--
Best regards,
TS mailto:omega-list@xxxxxxxxxxxxxx
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