|
PureBytes Links
Trading Reference Links
|
> ----------------------------------------------------------------------
>
> Subject: using pushpop.dll in a strategy/system, clarification.
> Date: Wed, 21 May 2003 15:57:36 +0200
> From: "Phil@xxxxxxxxxxxxx" <Phil@xxxxxxxxxxxxx>
> To: omega-list@xxxxxxxxxx
>
> I realized I was unclear in my previous post. What I wanted to know is if
> it's possible to combine data from different charts in a strategy and for
> that strategy to be BACKTESTABLE.
>
> TIA
>
> Phil
>
I recently was thinking about this, since I learned that the TS6 global
variables themselves aren't usable except in real time. One would think
that TS would not make such a dumb, limiting choice, but we know the
short answer to that, don't we?
I have been using Global Variables Pro for several years, but not for
sharing data between charts. I discovered what I think is the problem
for all the GV programs: the way TS loads charts. I am pretty darn
sure the way TS works is to load the price data, then load indicators
one at a time. Therefore it is impossible to pass values on a bar-by-bar
basis, except in real time, where the NEW bars are added AFTER all
the indicators are in place.
In order for GV to work for backtesting the chart loading would have
to be changed so that the vast majority of the bars are loaded into the
chart AFTER the indicators are in place. And passing datas BETWEEN
charts becomes much more complicated, since the addition of bars must
be synchronized between the charts. Two charts, or three, four ? Wow.
donc
|