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Global Dictionary
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Created: by DrQuantTrader Attachments:2

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Global Dictionary

  #11 (permalink)
Trading Apprentice
Houston, TX
 
Futures Experience: Intermediate
Platform: TradeStation
Favorite Futures: Futures
 
Posts: 8 since Feb 2015
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Hulk View Post
I didnt have ADE use files. I instead just had it save sender data in memory using the default mechanism. In this case, an "ELC Server" (ELC stands for EL Collections) starts up in the background and holds all data stored by senders in collections in memory.

Thank you, Hulk!
Well, as I can pull a few months of past data, my idea was to store the calculations on a .txt from the sender graphs and then pull them into the receiving graphs during the backtesting phase. This can also enable me to build a database of past data as time goes on. During live trading, I can just use GD as this would keep the memory usage minimal.


Hulk View Post
Manual backtesting or by using strategies? If using strategies then I dont know. I actually havent used ADE for auto backtesting but my guess is that if data exists in a collection and the strategy requests it, then it should have it. It should not behave any differently than an indicator requesting stored data.

What I meant was: I could start the sender graphs initiate populating the .txt files serially (e.g., ES_8, then, ES_6 etc). Then, as ES_2 is activated for receiving, TS auto optimize can pull the data from the .txt files of ES_8 and ES_6 without having to do the (ES_8, ES_6) calculations all over again. Does this make sense?

I do appreciate your sample code, I'll try to adapt this for storing the data in .txt files, and report back.

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  #12 (permalink)
Elite Member
Texas, USA
 
Futures Experience: Intermediate
Platform: X_TRADER Pro, Custom
Broker/Data: NxCore
Favorite Futures: Futures, Spreads
 
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DrQuantTrader View Post
What I meant was: I could start the sender graphs initiate populating the .txt files serially (e.g., ES_8, then, ES_6 etc). Then, as ES_2 is activated for receiving, TS auto optimize can pull the data from the .txt files of ES_8 and ES_6 without having to do the (ES_8, ES_6) calculations all over again. Does this make sense?

Makes sense. And you are right, if you are calculating over a large data set, storing calculated values in files might actually help. Good luck.

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  #13 (permalink)
Trading Apprentice
Houston, TX
 
Futures Experience: Intermediate
Platform: TradeStation
Favorite Futures: Futures
 
Posts: 8 since Feb 2015
Thanks: 3 given, 0 received

All Data Everywhere (ADE) / TypeZero Sync (TZS)



Hulk View Post
Makes sense. And you are right, if you are calculating over a large data set, storing calculated values in files might actually help. Good luck.

Hulk,
Despite numerous attempts, I couldn't figure out how to use .txt files, so, I just followed your direction and sent/received data using ADE memory classes. After receiving data, I've also been able to plot an indicator on the receiving graph which uses info from all 3 tick periods. Unfortunately, when I attempt to use a strategy using the same info as in the above indicator, I get an error. Can you please advise how to resolve this issue?
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Also, when I attempted to open the sample code uploaded by the creator of ADE which was posted on Jan 26, 2005,
https://community.tradestation.com/Discussions/Topic.aspx?Topic_ID=35178&SearchTerm=all%20data%20everywhere&txtExactMatch=
I got an error message stating that the !TZS indicator functions had been deleted by TS.
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Last edited by DrQuantTrader; March 10th, 2015 at 03:13 AM. Reason: More information on the error
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  #14 (permalink)
Elite Member
Texas, USA
 
Futures Experience: Intermediate
Platform: X_TRADER Pro, Custom
Broker/Data: NxCore
Favorite Futures: Futures, Spreads
 
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Posts: 215 since May 2014
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DrQuantTrader View Post
Hulk,
Despite numerous attempts, I couldn't figure out how to use .txt files, so, I just followed your direction and sent/received data using ADE memory classes. After receiving data, I've also been able to plot an indicator on the receiving graph which uses info from all 3 tick periods. Unfortunately, when I attempt to use a strategy using the same info as in the above indicator, I get an error. Can you please advise how to resolve this issue?
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


I was able to find an old code which uses time based charts with an inbuilt strategy. I tested the strategy and it worked, so, I feel the installation of the ELC/ADE framework must have been ok. Although, I was not able to find the "! TZS... " indicators that the ADE creator mentioned in his posts on TradeStation. At some point, I think he mentioned importing the !TZS Sync indicators in both the sender/receiver graphs, but I was unable to find it in my library. Not sure if this has anything to do with my issue but I thought I'ld share regardless.

See if this helps. Since I havent used ADE in a strategy I havent come across this error. But looks like this has something to do with intra-bar order generation (IOG) and there is a fix suggested here. Basically, it looks like you have to open and change the ADE.GetBarInfo function on your computer to use intrabarpersist variables.

https://community.tradestation.com/Discussions/Topic.aspx?Topic_ID=138498&SearchTerm=indicator%20strategy&txtExactMatch=

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