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> Ah, right. Should be time > Sess1StartTime and time[1] <=
> Sess1StartTime.
That works if you have 24hr data. If you have only session 1
data, time[1] is never <= Sess1StartTime. You need different
tests for 24hr vs. RTH data.
For RTH-only data, "Date>Date[1]" is the safest test.
For 24hr data, I like "Time+1 crosses over Sess1FirstBarTime".
For finding yesterday's high/low, the HighD()/LowD() functions
are definitely easiest. They're in TS2k and even in TS4,
although there are bugs in the TS4 version. HOWEVER be aware
they refer to ALL data during the previous day, not just the RTH-
only data that Alex was shooting for.
In Max's original post he said:
> If I use a Data1, daily and a Data2 one minute ...
When you use multiple data streams, you must put the faster one
in Data1 and the slower in Data2. Systems fire on the close of
each bar in Data1, so if you put daily data in Data1, your system
code would only run once a day. Also remember that systems trade
Data1, so if e.g. you wanted to trade 1min ES but for some reason
you used daily US or SP or something in Data1, you'd be trading
(running stops on, buying/selling, etc) whatever commodity was in
Data1. Put your 1min ES in Data1, and daily whatever in Data2.
Gary
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