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Ok, thanks to the people on this list, I have had
about 15 different suggestions on possible causes for
the realtime problem I am having. To remind everyone,
the problem is that my indicators and strategies are
totally different if I let them eat realtime data for
a few hours verses what I get if I load a fresh chart.
More specifically, my indicator gives wrong results
after about one hour of getting realtime data. The
most important thing I have learned thus far is that
MANY people are having this same problem.
This is a very tough problem to debug, since I can
only debug is while the market is open, and I have to
wait about 2 hours before I can notice the differences
in the lines. What I was doing on Friday was trying
various suggestions, waiting 2 hours, taking a
snapshot picture of the indicators using Hypersnap.
Closing tradestation (but not the global server), and
restarting it using the same chart.
I have been able to rule out about 70% of the possible
suggested causes and have posted the reasons to the
list. The other 30% I am still working on. Here is
one possible cause of the problem suggested
independently by both Multitrack and Jim Mann that I
had already ruled out, but am now reconsidering (which
I am reposting for the benefit of the list):
--- multitrak@xxxxxxxxxxxxxxxx wrote:
> How many days of data are you loading into the
> chart? You might be using
> data with a different starting point than the
> original real time data when
> you reloaded the chart presumedly EOD or after RTH.
> This might be enough of
> a change in the data to affect the system results.
>
> MT
While Jim Mann suggested:
--- Jim Mann <mannjt@xxxxxxxxxxxxxx> wrote:
> Your system is initializing differently depending on
> the number of bars present before the signal.
>
> Jim
My original response:
> This is a very good point. If you are loading only
2
> days, but your indicators use a very slow
exponential
> moving average (say 10-days), I can understand why
> results would be different every two days or so if I
restart.
> As it turns out, the chart was set to load 180 days
of
> data, so even if I used moving averages of say 60
> days, this is still no good reason why the
indicators
> would change substantially with 3 days of new data.
Now the reason I am reconsidereing this idea is
because I am using a maxbars back setting of only 1.
This is because it decreases the memory requirements
--- optimizations run dramatically faster. All
necessary historical price is stored in variables or
arrays.
Is this the problem? Does the realtime engine in
Tradestation 2000i assume that since maxbarsback=1
that it can get by with only recalculating the
realtime chart with the new data by using a few bars
of fresh data?
Jack
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