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Please help me understand some things regarding tick by tick analysis:
So, if I'm putting together a strategy and I want to analyze certain tests on a tick by tick basis but others at the end of each bar, according to the reserve word reference, I need to declare a variable with "INTRABARPERSIST" as it states:
Used in variable and array declaration statements, before a variable or array name, to specify that the value of the variable or array elements are to be updated on every tick.
If IntraBarPersist is not specified, the value will be updated at the close of each bar.
Question: Do I need to first use the RW "IntraBarOrderGeneration = True;" for the strategy to perform tests on a tick by tick basis or is it good enough to use the IntraBarPersist declaration?
Can you help answer these questions from other members on NexusFi?
yes, you need to set the IntraBarOrderGeneration attribute to true if the strategy should be capable of being processed tick by tick. Just using intrabarpersist variables in your code alone will not affect that.
I would however suggest testing this for yourself using simple code and print statements as this will usually improve the understanding of how things work (including variables that are declared intrabarpersist and those that are not in a code with and without IntraBarOrderGeneration = true).
This thread is close enough to a duplicate of your earlier thread, at least regarding the INTRABARPERSIST reserved word that I am closing it, to prevent splitting the topic. If you need to continue this discussions, please use that thread.
Anyone interested in the subject of this thread should refer to this earlier one for a fuller discussion:
I am in the process of writing a strategy using Flex Renko bars. One of my challenges is that at the end of the day, I want to close out any open positions at 4:05 PM EST. Well because of the nature of a renko bar, any given renko bar can take an unknown …
Bob.
When one door closes, another opens.
-- Cervantes, Don Quixote
