GlobalVariables in backtesting

Questions about MultiCharts and user contributed studies.
Jesh
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GlobalVariables in backtesting

Postby Jesh » 04 Apr 2012

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.

arjfca
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Re: GlobalVariables in backtesting

Postby arjfca » 04 Apr 2012

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

Jesh
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Re: GlobalVariables in backtesting

Postby Jesh » 04 Apr 2012

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 didn't think of the timing of the execution being impacted by the backtesting.

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?


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