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Deny intrabar updating in a strategy


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Deny intrabar updating in a strategy

  #1 (permalink)
 rdixey 
Sanfrancisco CA
 
Experience: Intermediate
Platform: Tradestation
Trading: Futures
Posts: 8 since Sep 2013
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What is the easy language code to make an indicator update once per bar for use in a strategy?

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  #2 (permalink)
LogicalTrader
Houston, TX
 
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If the first line in the EasyLanguage file is:

 
Code
[IntraBarOrderGeneration=False]
the strategy will evaluate only once per par. This can also be set in the "Format Strategies" dialog box.

This is from Tradestation help:


Quoting 
The EasyLanguage attribute IntraBarOrderGeneration allows you to turn on or off the intrabar order generation flag. If the attribute is not present in any of the strategy code, users will be allowed to control the setting through the Calculations tab. If the attribute is present and set to TRUE, the ’Enable intrabar order generation and calculation’ flag will be checked, the checkbox will be disabled, and the radio buttons will be available. If the attribute is present and set to FALSE, the ’Enable intrabar order generation and calculation’ flag will be unchecked and the checkbox and radio buttons will be disabled.

The syntax is as follows:

[IntrabarOrderGeneration = Value] // where Value can be TRUE or FALSE

The use of square brackets is required for this reserved word.

Remarks
This attribute may only be used in a strategy. If used in any other type of module the following error should appear at verify time and the focus should be set to the attribute: ”Attribute IntrabarOrderGeneration is only available for use in strategies.”

The intrabar order generation feature is only supported for single data stream charts. If applied to a multiple data stream chart, the status of the strategy will be turned off.

Example
[IntrabarOrderGeneration = FALSE] // Strategy will only generate orders at close of bar

Attributes are evaluated at compile time only so their values cannot be changed at run-time.

Hope this helps

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Last Updated on September 11, 2013


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