|
PureBytes Links
Trading Reference Links
|
Since multiple data streams seem to be a thread "de jour" I wonder if
anybody out there has come across this in the past and would care to
comment. I have a multiple data stream chart using from 5 minute to monthly
bars. When I apply an indicator to the monthly data stream on the
multi-data chart, the results are vastly different and/or strange vis-à-vis
the same indicator on the same data in a stand-alone chart. All other
parameters are identical i.e. MaxBarsBack, beginning/ending dates, inputs
etc. I have verified this using print statements. Jim Bronke in a previous
post (Re: TradeStation 6 / Multiple Data Streams, Mon 12/11/2001) briefly
alluded to "peculiarities" with the MaxBarsBack. Based on what I remember
from TS4.0, I believe he is correct. I think the MaxBarsBack applies to the
start of Data1 regardless of how much more historical data you may have in
Data2, Data3 etc.
Anyway, is anyone using a fast, efficient, alternative method for accessing
multiple data streams of different periodicities?
|