Using array of ticks in a strategy

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09/06/2021 at 7:15 PM #176896 quote

chiu819
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Junior

Hi Nicolas,

Array works for indicator and I am able to capture the number of intrabar ticks. However, when I try to implement this as a strategy and run the backtest, the count cannot be captured in the array. It also looks like close is only update after a bar is completed. Is there any solution to implement a strategy with arrays storing the tick information?

Thanks

09/06/2021 at 7:33 PM #176898 quote

JC_Bywan
Moderator

Master

(Topic moved from probuilder forum to proorder forum)

Strategy is run on server, and read once per bar at end of bar, so close update you describe is normal, intermediate values during bars is not read so can’t be stored for a strategy

09/07/2021 at 7:25 AM #176907 quote

chiu819
Participant

Junior

Thanks for the reply. jC.

I have already built the indicator and was able to capture the expected value. Can I just call the indicator in my strategy so that it can pick up the values at the close of each bar?

09/07/2021 at 8:19 AM #176908 quote

JC_Bywan
Moderator

Master

When you call it, it won’t have been used on intrabar intermediate values like in probuilder run on pc, only at bar close within the strategy run on server, so same code behaves differently because dataset is different to start with.
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Using array of ticks in a strategy

ProOrder: Automated Strategies & Backtesting

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chiu819 @chiu819 Participant

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This topic contains 3 replies,
has 2 voices, and was last updated by JC_Bywan
4 years, 5 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	09/06/2021
Status:	Active
Attachments:	No files

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