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FW: Omega EL dept says it can't be done, but...



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Gary,

Thanks for the prompt reply, but I guess I haven't made my meaning clear.

I picked 500 as an arbitrary number, but the point is that I know I can load
the prior 500d up to today in an array.  The sticking point is that I want
to process that I array and then mark specific bars on the chart in a show
me-style indicator.  So I need to be able mark specific bars from the
results in the array.

I don't know if that's any clearer, but maybe this will help somebody to
help me:  If I were able to create an indicator that was only calculated
from today, then I would be able to do all my work in the array and mark
previous days as offsets from today.  Is that possible?

DLL Question: Is building TS-compatible .DLLs documented somewhere?

Thanks again,

jh






-----Original Message-----
From: Gary Fritz [mailto:fritz@xxxxxxxx]
Sent: Friday, July 28, 2000 10:07 AM
To: omega-list@xxxxxxxxxx
Subject: Re: Omega EL dept says it can't be done, but...


> Here's what I am trying to do: I want to load 500 days of a price
> series into an array and then manipulate it -- What I want is to be
> able to:
> 1. load an entire price series into an array
> 2. manipulate it
> 3. mark the bars that meet the criteria

The EL Dept is correct that you can't load in the *entire* chart.
But is that what you want to do?  You couldn't do that in realtime.
In realtime you're limited to what's happened already, so you can't
load in the future bars.  (If you figure out a way to do that, I'm
sure we'd all love to hear how you did it!!!  :-)

However, there's nothing to keep you from loading up the 500 days
prior to the current date.  In EL you don't load it all up at once;
instead, you load it up incrementally, bar by bar.  Store each bar's
info in a slot of the array.  When you've got 500 bars of data, do
your calculation.  When the next bar comes in, either shift the array
elements by one so you can add in the new bar at the end, or use a
circular-array technique to avoid the shifting.

This technique will duplicate, in history, the behavior you'd see if
you ran it in realtime.  Which is probably what you want.

If not, you might be able to send the entire chart to a DLL and then
operate on the entire chart's data for past dates.  I seriously
question whether that's a smart thing to do, unless you're just
trying to do some kind of abstract analysis as opposed to tradeable
techniques.  And even then, I suspect you could probably do the same
kinds of calculations with the incremental El approach.

> Ideally, I would like this same information to be available to
> another indicator that I can plot at the bottom of the chart.

Once you've computed the info, you can use any of several global-vars
products to share the info with another indicator.  Try
http://www.investlabs.com, in particular
http://www.investlabs.com/hashnumb.html

Gary