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At 01:21 PM 12/14/2005, Michael Stewart wrote:
>use avicom's Av.VSetN & Av.VGetN functions, more reliable than Pushpop
>and with no limits. If you want to backtest though you'll need to
>store the ouput with a time/bar reference which involves arrays. I bet
>Bob Fulks may know how to do that.
I have done it but it is pretty complicated.
The difficulty is that TradeStation works differently for historical
data than it does for real-time data. For historical data (loading a
chart) it runs through the data once for each indicator or strategy
until all indicators have been calculated up until the last bar.
But for real-time data, it executes each indicator and strategy in
some sequence for each new real-time bar. (The sequence may not be obvious.)
So your code that uses Global Variables has to understand this and do
the proper thing in each case. This can be tricky.
By experimentation, you can usually get it working but it can take a lot of time and testing.
Bob Fulks
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