Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
My understanding is that calculations for main instrument is 4 times within a bar under intrabarpersist but only once for secondary instrument. Bar magnifier increases the calculation frequency for the main instrument but also only once for secondary instruments. This issue is actually quite serious for strategies that uses multiple data series and IOG
Can you help answer these questions from other members on NexusFi?
I'm (hopefully) somewhat smarter now then when I read this thread for the first time, but I still don't get the full grasp of what the issue now is.
Is the problem that (for example) during 09:00 - 10:00 hour the referenced data series 2 uses the data from 08:00 - 09:00 hour? (see screenshot) If that's the issue, why not use only data 1, collect the data in a variable, and reset this one after x-minutes? I guess I'm missing the point here.
The main reason for this method is to be able to use exotic bars, like Renko bars, for signal generation. You can't use data1 for that, because data1 is the execution series and will give you incorrect fills for exotic bars.
This may help - if you are declaring several intrabarpersist vars in one statement, you need to include the "intrabarpersist" modifier in front of each var, otherwise it will be treated as a normal var.
In this example:
vars:
intrabarpersist a(0), b(0);
"b" will not be an intrabar. You would need to do this: