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----- Message d'origine -----
De : DonC <countach@xxxxxxxxxxxxxxxx>
À : <omega-list@xxxxxxxxxx>
Cc : <jhamon@xxxxxxxxxxx>
Envoyé : dimanche 30 juillet 2000 03:55
Objet : Re: Omega EL dept says it can't be done, but..
> Where's Pierre? (This's the first time I've wanted to hear from him.)
I'm still here, but busy.
I have spent too much time in the past on Omega List, and it's still the same story.
>
> Pierre sells a DLL which (I think) does what you need. It allows you
> to look ahead, so on the first bar you can store all prices in an
> array.
> You can then operate on the array as the indicator steps through the
> bars.
>
> The dll is TS_FIND.DLL (also know as Tomorrow DLL). It is at
> www.sirtrade.com. I haven't used it myself.
The DLL can do the trick because it reads the price dabase back and forth , ahead of maxbars back.
The solution to pass the data to an array may also solve without the use of the DLL
Sincerely,
-Pierre Orphelin
Neurofuzzy Logic tools for TradeStation
Free evaluation versions and competitive upgrades available
web: http://www.sirtrade.com
>
> This is also a way to avoid the MaxBarsBack problem. If you are using
> MBB of 500 bars, you need 1000 bars, because 500 bars are "Back".
> And if you are using "derivative variables", then the problem is
> insurmountable. TS does NOT calculate such variables during the MBB
> period.
> These are variables that are based on other variables. So it requires
> ANOTHER 500 bars for these variables to become valid. So for 1000 bars
> of data the indicators are valid only on the last bar. Surprise !
>
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