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You are correct that however many bars of intraday data you need to
reference will also be skipped at the beginning of your daily data. So if
you need 100 minutes of one minute data for reference AND you need to
reference the daily data in a second data stream, then the first 100 days of
data will not be traded. Another TS annoyance.
I guess you could get around this by filling in 100 days of dummy data prior
to your good data.
Aaron Schindler
Schindler Trading
----- Original Message -----
From: "Gray, Gabriel" <Gabriel.Gray@xxxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, March 21, 2003 10:41 AM
Subject: Combining Intraday and Daily data in 2000i
> List,
>
> Anyone know how to adjust the "maximum number of bars referenced" so
> that you can reference a larger number of bars for the intraday data
> than for the daily, or are you strictly limited to the maximum
> referenced number of both data streams. In which case you would have to
> store all desired values in an array which sounds very annoying.
>
> Thanks,
> Gabriel
>
>
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