I am using a GlobalVariable to send data from a 5min chart to a Renko chart for a strategy to use. The strategy is receiving the info from the global variable fine, what I now want to do is use the optimizer to analyse some inputs and was wondering if global variables can be used during optimization and backtesting?
If global variables cannot be used in backtesting and optimization then is there another way for me to send the data from the 5min chart that I can use during backtesting and optimization?
Thanks.
GlobalVariables in backtesting
Re: GlobalVariables in backtesting
Hello
I think the problem with the GlobalVariable will be the timing in the execution. MC may send GV data to fast between each bar. In real time, the few milliseconds that this process use may not affecte the overall system.
Maybe you could do a back test using the step by step bar tool.
Good luck
Martin
I think the problem with the GlobalVariable will be the timing in the execution. MC may send GV data to fast between each bar. In real time, the few milliseconds that this process use may not affecte the overall system.
Maybe you could do a back test using the step by step bar tool.
Good luck
Martin
Re: GlobalVariables in backtesting
I didn't think of the timing of the execution being impacted by the backtesting.Hello
I think the problem with the GlobalVariable will be the timing in the execution. MC may send GV data to fast between each bar. In real time, the few milliseconds that this process use may not affecte the overall system.
I'm guessing that using ADE instead of GlobalVariables will also be the same then. I wonder if Multicharts supports the concept of a Global Dictionary the same as TS has implemented?