|09-20-2011, 07:52 AM||#1|
Join Date: Mar 2010
Thanked 1 time in 1 post
loading & processing required number of bars for multi-time
I want to use information from many previous days (say SMA(20) on close of day) on a small scale chart (say 1 minute).
Problem1: I need to specify "days to load" > 20 (on primary series) to get 20 day bars to load. For instance if I specify 20 it may only actually load say 12 bars (due to non-trading days). This means the SMA(20) will be inaccurate since it will really be giving figure for say SMA(12).
Problem 2: Even if I specify a large enough "days to load" (say 32) to get 20 day bars loaded, there is still the problem I don't want to fill up memory with 20 trading days worth of minute bars (even worse if I was using seconds or ticks), I only really want no more than the last day's worth of this. So is there some way of forcing the load/processing of an added long-duration period series, without loading the full equivalent calendar length of bars in the base short-duration series?
NT adds another parameter (say "BarsToLoad") to the Add method. So instead of currently using
When this new method was used NT would call OnBarUpdate for each of the requested number of BarsToLoad on the long-duration series (even if there was only a day or less of short-duration primary bars loaded).
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