Global variable (GV) for real-time only (not for backtest)?

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Fredi
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Global variable (GV) for real-time only (not for backtest)?

Postby Fredi » 20 Dec 2014

Hello,

in 1 workspace with 2 charts (Chart1: Tick, Chart2: 5 min.) I would like to transfer an entry condition from Chart2 to Chart1 strategy via a GV.

Does this work in backtest or only in real-time?
Is there any way to realize this approach for backtesting?

Thanks & regards,
Fredi

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TJ
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Re: Global variable (GV) for real-time only (not for backtes

Postby TJ » 20 Dec 2014

Hello,
in 1 workspace with 2 charts (Chart1: Tick, Chart2: 5 min.) I would like to transfer an entry condition from Chart2 to Chart1 strategy via a GV.
Does this work in backtest or only in real-time?
Is there any way to realize this approach for backtesting?
Thanks & regards,
Fredi
>Does this work in backtest or only in real-time?

The GV cannot work in backtest. You will need both charts running in sync for the data transfer.

GV can work in Data Playback (Global mode).

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JoshM
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Re: Global variable (GV) for real-time only (not for backtes

Postby JoshM » 20 Dec 2014

in 1 workspace with 2 charts (Chart1: Tick, Chart2: 5 min.) I would like to transfer an entry condition from Chart2 to Chart1 strategy via a GV.

(...)
Is there any way to realize this approach for backtesting?
ADE (and I thought also ELCollection, but not sure about this latter) can create lists that can share data between charts and that also can be used for backtesting. This topic has an example that might be helpful.

Fredi
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Re: Global variable (GV) for real-time only (not for backtes

Postby Fredi » 20 Dec 2014

Thank you very much for your answers.

I hear from ADE the first time. Seems to be very powerful.

Do you have any experience / important advices / links
concerning this application (very popular, tested, processor-intensive, known disadvantages etc.)?

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ABC
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Re: Global variable (GV) for real-time only (not for backtes

Postby ABC » 21 Dec 2014

ADE is based of EL Collections and you can pretty much do everything with ELC right away. ADE just gives you some functionality already implemented in my opinion.
For transferring entry conditions I would use EL Collections right away.

Fredi,
one important aspect is to make sure that you don't look into the future with your backtesting as your sender chart would probably be fully calculated and all values available on the receiving chart. If you now access values that wouldn't be there yet in realtime, you create results that will never be reproducible in realtime.
You might even get all around the external DLLs by simply adding your second chart as Data2 to the first chart.

Regards,
ABC
ADE (and I thought also ELCollection, but not sure about this latter) can create lists that can share data between charts and that also can be used for backtesting. This topic has an example that might be helpful.


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