Tulsa, OK
Experience: Advanced
Platform: Tradestation, TOS, Python
Broker: IQFeed, Tradestation, TOS
Trading: ES, SPY, Options
Posts: 201 since Jan 2011
Thanks Given: 339
Thanks Received: 258
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I've used ADE in the past and it does allow you to use data from other timeframes as well as for symbols. From the user guide:
Another powerful use for ADE is to look at data for other symbols. You can use ADE to store data (OHLC, volume, indicators, etc) for an entire portfolio of symbols, and then you can access the data for any symbol from any other symbol. This makes it possible to perform analyses that depend on the relationships between different symbols in your portfolio.
You can find all you need to know with the TS ADE Guide found here (Word Document - publicly available).
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