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I have had two suggestions on how to approach this problem. Yours and
another one using the PushPop dll from the traders2traders website
(currently an active thread on this list). The PushPop looks like the
quickest and the easiest to use and came highly recommended as being both
stable and efficient. A detailed explanation is available on the webpage
below.
http://www.traders2traders.com/home/home_frame_1.htm (and do a search for
PushPop.)
I understand basically how your method works since I used a lot of array's
in TS 4.0 however the only thing that isn't totally clear to me is how you
calculate the indicators from the raw price data in the arrays, especially
if you are using something like the Jurik Moving Average or T3 or
Exponential moving averages which only use NumericSeries and not arrays. It
seems to me you would have to get the data from the raw price data array,
calculate each individual indicator value (if you knew the formula and it
wasn't proprietary) and store the individual indicator values in another
array which you could reference later on. I could also see a lot of
potential snags with things like missing bars of data etc.
Mark.
-----Original Message-----
From: Max Pierson [mailto:maxpi_44@xxxxxxxxx]
Sent: November 16, 2001 2:10 AM
To: Omega List
Subject: TS2000i/Multiple data streams
I had problems like that and I saw so many posts
regarding problems with multiple data streams that it
moved me to write my own "all in one" indicator/signal
that runs on intraday bars but keeps eod values in
arrays and calculates the various tech indicators from
the arrays. TS2Ki thinks it is running on a single
intraday data stream. Works perfectly, lots of work to
write it all, 150 lines of ELA code to run one weekly
indicator, 3 daily indicators and 3 intraday
indicators, worth it, works perfectly, doesn't
backtest too slowly either.
Later
Max
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