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Perhaps you aren't getting any trades due to a quirk in the MaxBarsBack
calculation... If your strategy doesn't trade on the first, say, 50 bars
(the MaxBarsBack setting), then TS won't take any trades until 50 bars go by
in ALL data series. So if you have fewer than 50 days of intraday data and
your MaxBarsBack setting is 50, you'll get trades when you use the intraday
data by itself, but all your trades will go away when you add daily data as
data2.
Please let me know what the problem was when you finally figure it out.
Regards,
Aaron Schindler, CFA
Schindler Trading
1243 Yorkshire Lane
Barrington, IL 60010
telephone: 847-719-2846
fax: 847-719-2846
email: aaron@xxxxxxxxxxxxxxxxxxxx
www.schindlertrading.com
----- Original Message -----
From: "Jim" <a1.jim@xxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, September 20, 2002 5:35 AM
Subject: multiple timeframe problem
> I have a workspace open that happens to contain two data series - data1
and
> data2. Both sets of data currently use intraday timeframes.
>
> In this workspace I'm using a strategy that refers only to data1 -it
doesn't
> in any way refer to data2. So far so good and everything works OK.
>
> However, if I change data2 to a daily timeframe my strategy reports that
> there are no trades to analyze.
> How can this be, if data2 isn't even referred to?
>
> Jim
>
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