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
Global variable (GV) for real-time only (not for backtest)?
- TJ
- Posts: 7745
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2224 times
Re: Global variable (GV) for real-time only (not for backtes
>Does this work in backtest or only in real-time?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
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).
- JoshM
- Posts: 2195
- Joined: 20 May 2011
- Location: The Netherlands
- Has thanked: 1544 times
- Been thanked: 1565 times
- Contact:
Re: Global variable (GV) for real-time only (not for backtes
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.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?
Re: Global variable (GV) for real-time only (not for backtes
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.)?
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.)?
- ABC
- Posts: 723
- Joined: 16 Dec 2006
- Location: www.abctradinggroup.com
- Has thanked: 125 times
- Been thanked: 410 times
- Contact:
Re: Global variable (GV) for real-time only (not for backtes
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
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.