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Gary and all ,
I am realtively new to Easy Langauge and a thought
occured to me from Gary's post . I have been wanting a
way to build a trading system that referenced a higher
time frame to ensure my trades always trade with the
trend and have the ability to do strategy testing on
this with Tradestation .
Possible Scenario :
5 minute ES data on data1
- Indicator X applied to data1
30 minute ES data on data1
- Indicator Y applied to data2
Can I monitor the relationship of Indicator Y on data2
and based on that have my strategy (running on data1)
now take the required signals based on Indicator X
using the trend determined from Indicator Y on data2 .
I think I should be able to run live signal like this
as I have been able to plot the above on a chart but
can I use this kind of scenario for strategy testing ?
Thanks in Advance , Bill
>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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