PSP.Close not updating?

February 21st, 2022, 06:21 PM

Hello,

New to EL and trying to figure the following out (mostly with a lot of trial and error).

I'm using a PSP to get the daily close price of another ticker, and working to backtest a strategy but just ran into an issue...

In simple terms, the strategy would take a ticker, and load a second ticker in a PSP, and if the PSP.Close[0] is less than the close of the price seven days ago, PSP.Close[7] then buy the first ticker.

The problem I have is I'm trying to use "Date of Next Bar" in my code (right now in a print statement to troubleshoot), and when I do this it causes the PSP to not update, only showing me the values of one set of dates.
Is there a way to use "PSP.Close" and "Date of Next Bar" together where the PSP.Close will still update?

Looking at the code below - if I remove "Date of Next Bar" it works, but ideally I need to call that data so I can see if I want to buy on tomorrow's date based on other criteria.

Code

using elsystem ;
using tsdata.common ;
using tsdata.marketdata ;

	
Var: PriceSeriesProvider PSP1(null);


once
	begin
	PSP1 = new PriceSeriesProvider ;
	PSP1.Symbol = "$TNX.X" ;
	PSP1.Interval = DataInterval.FromCurrentSymbolData( BarType, BarInterval );
	PSP1.Range.FirstDate = 
	DateTime.FromELDateAndTime( Date[MaxBarsBack], 
			Time[MaxBarsBack] ) 
			- TimeSpan.Create( 100, 0, 0, 0 ) ; 
	PSP1.Realtime = true;
	PSP1.Load = true ;
	Value99 = PSP1.Count ;
	end ;

	
Once ClearPrintLog;



Print("Date: ", Date, "    DoNB: ", Date of next bar, "    PSPC0: ", PSP1.Close[0], "    PSPC7: ", PSP1.Close[7]);
if (PSP1.Close[0] - PSP1.Close[7] < 0) Then
			buy("Buy On the Open") at next bar at Open;




if BarsSinceEntry = 7 Then
	SetExitOnClose;

ABCTG · February 22nd, 2022, 03:05 AM

CreativelyChris,

one thing that comes to mind is using intrabar order generation for what you have in mind instead. Is there a reason why you did not explore this further?

Regards,

ABCTG

CreativelyChris

Hello,

New to EL and trying to figure the following out (mostly with a lot of trial and error).

I'm using a PSP to get the daily close price of another ticker, and working to backtest a strategy but just ran into an issue...

In simple terms, the strategy would take a ticker, and load a second ticker in a PSP, and if the PSP.Close[0] is less than the close of the price seven days ago, PSP.Close[7] then buy the first ticker.

The problem I have is I'm trying to use "Date of Next Bar" in my code (right now in a print statement to troubleshoot), and when I do this it causes the PSP to not update, only showing me the values of one set of dates.
Is there a way to use "PSP.Close" and "Date of Next Bar" together where the PSP.Close will still update?

Looking at the code below - if I remove "Date of Next Bar" it works, but ideally I need to call that data so I can see if I want to buy on tomorrow's date based on other criteria.

Code

using elsystem ;
using tsdata.common ;
using tsdata.marketdata ;

	
Var: PriceSeriesProvider PSP1(null);


once
	begin
	PSP1 = new PriceSeriesProvider ;
	PSP1.Symbol = "$TNX.X" ;
	PSP1.Interval = DataInterval.FromCurrentSymbolData( BarType, BarInterval );
	PSP1.Range.FirstDate = 
	DateTime.FromELDateAndTime( Date[MaxBarsBack], 
			Time[MaxBarsBack] ) 
			- TimeSpan.Create( 100, 0, 0, 0 ) ; 
	PSP1.Realtime = true;
	PSP1.Load = true ;
	Value99 = PSP1.Count ;
	end ;

	
Once ClearPrintLog;



Print("Date: ", Date, "    DoNB: ", Date of next bar, "    PSPC0: ", PSP1.Close[0], "    PSPC7: ", PSP1.Close[7]);
if (PSP1.Close[0] - PSP1.Close[7] < 0) Then
			buy("Buy On the Open") at next bar at Open;




if BarsSinceEntry = 7 Then
	SetExitOnClose;

February 23rd, 2022, 08:18 PM

Good idea ABCTG - the reason I didn't explore that, is I haven't used that feature yet.

adding [IntrabarOrderGeneration = True]; and changing at next bar at open to "this bar" seems to work.
There seems to be a bug or something in my code which I'll track down, but overall, I think it's working now.

Thank you for the idea.

PSP.Close not updating?

Discussion in EasyLanguage Programming

PSP.Close not updating?