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How does one look at indexes and optimize from a strategy built on a tick chart


  • To: "OMEGA LIST" <omega-list@xxxxxxxxxx>
  • Subject: How does one look at indexes and optimize from a strategy built on a tick chart
  • From: "Michael Treasure" <Treasure@xxxxxxx>
  • Date: Fri, 19 Jul 2002 20:04:06 -0700

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Hello list,

I need to look at the $ADV index from within a Tick chart. However TS6 won't
let me insert the index as a data2 item. I would like to view the index on a
tick bases as well. If I use some type of global variable (need a suggestion
here), how can I back test the system using two charts linked together by
passing the current index value of chart 1 through the global variable to
the strategy running the S&P tick chart 2. Is there a way to get performance
results with two charts?

Is there any way to add the index to the S&P tick chart?

Thanks,

Mike.