NexusFi: Find Your Edge


Home Menu

 





Sharing input values


Discussion in EasyLanguage Programming

Updated
    1. trending_up 3,839 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 2 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
 kiasom 
Stockholm
 
Experience: Intermediate
Platform: MC
Trading: fx
Posts: 16 since Apr 2010
Thanks Given: 139
Thanks Received: 23

Hello!
I'm moving a rather complex trading system from Metatrader (MQL4) to EL.

I'm working with a signal (trading strategy) and an indicator in parallel, and I want them to share the same input values. So that when I change the inputs of the signal, I'd like the indicator to automatically get its inputs changed accordingly. But inputs to the signal must still be inputs, for optimization purposes, so I can't go via an intermediary EL function, as far as I understand.
Anyone knows how to do it?

Edit: I'm using Multicharts. Saw there are some DLL's for global variables available for TS (and the ADE library).
Are global variables a feature in the MC clone of EL?

Edit2: Found out that MC comes with the GV dll included - albeit in an old version (2.1) that has only two basic types of variables. A newer version is 2.2, which can be easily installed. To pass input values from a strategy to an indicator works very well, even offline. So it works fine for backtesting, which is what I'm doing in the weekends...
I also tried ADE, which works ok for all time-based bars. However, it seems to slow down the data processing considerably. And it doesn't work for tick charts, range bars, renkos, etc. So I had to skip that approach, since I work only with those chart types.
There is also a "TypeZero Sync" framework (available at Tradestation forum) that allows you to send non-time based data between charts, e.g. to synchronize data between tick or volume charts with the same symbol and bar type but a different bar interval. For example, you can synchronize a 100 tick chart and a 300 tick chart, or you can synchronize a 1000 share chart and a 5000 share chart. However, coding is a bit complex, so I stay with the GV data sharing for now.


Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Four New E-mini Futures Launch June 29 -- Russell 3000, …
Emini and Emicro Index
The June 15 Resolution Trap: Irans Agreed Text Still Pri …
Prediction Markets & Event Contracts
Roland Garros Final Day: $3M on Zverev at 80.5% -- Leban …
Prediction Markets & Event Contracts
Beijing Summit Closes: Xi Pledges Hormuz Help -- $1.14B …
Prediction Markets & Event Contracts
US Prop Firms Race Inside the CFTC Perimeter -- Tradeify …
Funded Trading Evaluation Firms
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
NexusFi site changelog and issues/problem reporting
15 thanks
Darmok and Jalad at Tanagra
3 thanks
30 Sessions
1 thanks
Big Mike in Ecuador
1 thanks
  #3 (permalink)
 RickW 
Duncan, B.C.
 
Experience: Intermediate
Platform: TS,MC
Trading: CL,TF
Posts: 27 since Jul 2010
Thanks Given: 97
Thanks Received: 3


I know Tick and Volume charts with ADE work fine. How about Range(point) Bars in MultiCharts with ADE. Will it work?


Reply With Quote




Last Updated on August 30, 2011


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts