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Sharing input values
Started:June 10th, 2010 (09:24 AM) by kiasom Views / Replies:1,408 / 2
Last Reply:August 30th, 2011 (01:27 PM) Attachments:0

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Sharing input values

Old June 10th, 2010, 09:24 AM   #1 (permalink)
Elite Member
Futures Experience: Intermediate
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Posts: 16 since Apr 2010
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Sharing input values

I'm moving a rather complex trading system from Metatrader (MQL4) to EL.

I'm working with a signal (trading strategy) and an indicator in parallel, and I want them to share the same input values. So that when I change the inputs of the signal, I'd like the indicator to automatically get its inputs changed accordingly. But inputs to the signal must still be inputs, for optimization purposes, so I can't go via an intermediary EL function, as far as I understand.
Anyone knows how to do it?

Edit: I'm using Multicharts. Saw there are some DLL's for global variables available for TS (and the ADE library).
Are global variables a feature in the MC clone of EL?

Edit2: Found out that MC comes with the GV dll included - albeit in an old version (2.1) that has only two basic types of variables. A newer version is 2.2, which can be easily installed. To pass input values from a strategy to an indicator works very well, even offline. So it works fine for backtesting, which is what I'm doing in the weekends...
I also tried ADE, which works ok for all time-based bars. However, it seems to slow down the data processing considerably. And it doesn't work for tick charts, range bars, renkos, etc. So I had to skip that approach, since I work only with those chart types.
There is also a "TypeZero Sync" framework (available at Tradestation forum) that allows you to send non-time based data between charts, e.g. to synchronize data between tick or volume charts with the same symbol and bar type but a different bar interval. For example, you can synchronize a 100 tick chart and a 300 tick chart, or you can synchronize a 1000 share chart and a 5000 share chart. However, coding is a bit complex, so I stay with the GV data sharing for now.

Last edited by kiasom; June 13th, 2010 at 08:27 AM.
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Old June 10th, 2010, 09:24 AM   #2 (permalink)
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Old August 30th, 2011, 01:27 PM   #3 (permalink)
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Duncan, B.C.
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I know Tick and Volume charts with ADE work fine. How about Range(point) Bars in MultiCharts with ADE. Will it work?

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