|
PureBytes Links
Trading Reference Links
|
Thank you Gary.
Your reminders, "TS doesn't execute your system until the bar has closed",
and, "H[1] and L[1] are the previous bar's value of H and L. Period.", are
what I needed.
Sorry I forgot to mention I am using daily bars.
Regards,
Lee
At 07:21 PM 7/15/2004 -0600, Gary Fritz wrote:
> Some entries for the current day only seem to work when I reference
> yesterday's H and L as H[1] and L[1].
>
> Other times H and L work fine and that implies that TS2K nows the
> H/L/C for the current day has not been determined yet so it
> correctly uses yesterday's values.
H[1] and L[1] are the previous bar's value of H and L. Period. If
you're using daily bars, it's the previous day's values.
Again assuming you're using daily bars, TS doesn't execute your
system until the bar has closed, at which point it knows the H and L
for the current bar. If you use an indicator with "update every
tick" enabled, your indicator gets called with the partially-filled
bar, and uses the H and L for the bar so far. H and L *NEVER* refer
to yesterday's values.
I suspect you're getting mixed up in your code. If you want to post
an example maybe we can resolve your problem.
Gary
|