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Ian,
Thanks for sharing the information on PushPop.
For tick chart, one may try Global Variable DLL posted
at www.tradestationworld.com. The example provided was a tick chart.
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Strategies & Other Analysis Techniques (ELD Files)
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Global Variable DLL
However, be very careful with it. It has its limitations too.
Among them are:
* Does not work on history. Just the latest.
* There is still some data mismatch. Mark Mills at TS did
some test and posted it at www.tradestationworld.com.
I could not locate the posting link now. I tried it out on some daily,
30 min and 3 min charts after market (not in real time).
Somehow, the updated data does not always come through between
the indicators. Mark suggested that "This miss-matching of data is
produced by the independence of charting activities." Because of the
mismatch, I personally decided not to use it.
Does anyone have experience with Global Variables Professional
by www.investlabs.com? Does it overcome the above limitations?
hc
-----Original Message-----
From: Ian Waugh [mailto:ianwaugh@xxxxxxxxx]
Sent: Sunday, April 20, 2003 5:24 PM
To: omega-list@xxxxxxxxxx
Cc: ianwaugh@xxxxxxxxxxxxxxxxxxx
Subject: Re: Pushin' and Popin' Ticks...
Further to this question, I've had an email from Jan Philipp re an
email rom Dave Nadeau and both give permission to copy it to the list.
It appears that I cannot do what I would like to do, at least not with
historical data, which makes PushPOP unsuitable for backtesting at the
tick level. If anyone knows of a way around this I'd love to hear from
them...
Ian
J> does Pushpop.dll work both, in real-time and historically?
J> We used to have problems with some dlls with
J> historical transfers until we started using GlobPro.
It does work with both historical and realtime data.
However, it does work differently. As data comes in tick by
tick, the plotted pushpop indicator will record every tick
and move incrementally. I assume this is the result of the
ticks being aligned within the arrays in which pushpop is
storing them.
On the other hand, if you should take that same tick data
and load it from the database to do some historical testing,
you'll see that the indicator changes it's value only once
per minute on tick charts. I assume that this is the result
of Tradestation's time resolution going down only to the
minute level, so there's no way for pushpop to definitely
align the information except at each one minute interval.
So, I would caution anyone against backtesting tick charts
using a pushpop'ed indicator as your results will certainly
be different. I think that the closest you can come would be
on using 1 minute bars.
--
Dave Nadeau
Fort Collins, CO
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