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Open Feature request MC-2372

Customizable MaxBarsBack for Data1, Data2,... to facilitate integration of Weekly Indicators such as COT in data2,... with Daily Data1

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I currently use IQFeed to get data and they provide data for the Commitment of Traders (COT) from September 2007 forward which segments you can insert as instruments in data2, data3 and so forth. It is a weekly data. I also use a strategy (signal) based on daily bars with a 500 maxbarsback requirement to compute correctly. However, I am not able to insert a weekly indicator such as the COT in the signal because the computation of the indicator, either embedded or through a function, in the script of the signal creates a maxbarsback of 500 WEEKS which renders the strategy by itself and the indicator unusable, even without coding the COT indicator as a condition, but just by triggering the computation of this weekly indicator in the signal.

I was told to use or create a globalvariable dll to compute the indicator outside of the signal, but this is not supported by Multicharts, is not in easylanguage and would not work with MC Portfolio Trader, such that this is not a useful fix for the situation. From what I heard, Tradestation supplies easy access to the COT and allows easy integration within a strategy.

So, a fix for this would be appreciated, maybe simply but allowing the maxbarsback setup to be customized based on the various data1, data2 and so forth required for the signal. In order to work, I need 500 data1 bars and only some 15 weekly data2, data3,... bars.

Thank you for your consideration of this feature request.

I tried the fix suggested below in comments(1) and it doesn't resolve the issues described above with the signal.

Comments (1)
user-offline.png  Zheka (Zheka)
Oct 31, 2017 - 19:51

Solution is in this thread:


MC should make this clarification in the docs!

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