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.
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.
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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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.