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.

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?

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?


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.