Hi,
I observe the following
- In a back test run idx ranges from the beginning of available data to last idx
- In a streaming run I see two behaviors
- If the number of historical data points is small idx starts from the beginning of available data
- if the number of historical data points is large then idx starts say 500 idx values from the last data point of historical data
- When streaming starts the beginning date time of idx is kept constant with the idx range increasing by one.
Question: in WL6 we were able to set the idx range. How can we do the same in WL8?
Thanks!
I observe the following
- In a back test run idx ranges from the beginning of available data to last idx
- In a streaming run I see two behaviors
- If the number of historical data points is small idx starts from the beginning of available data
- if the number of historical data points is large then idx starts say 500 idx values from the last data point of historical data
- When streaming starts the beginning date time of idx is kept constant with the idx range increasing by one.
Question: in WL6 we were able to set the idx range. How can we do the same in WL8?
Thanks!
Rename
WL8 is fundamentally different.
The idx will begin at whatever is assigned to your Strategy StartIndex (default 0) and go to the last bar of data in the history.
The idx will begin at whatever is assigned to your Strategy StartIndex (default 0) and go to the last bar of data in the history.
It seems StartIndex is set differently in back test and streaming modes.
Note that when streaming starts there is a back test run at first
In back test mode historical data starts at beginning of whatever is in the ASCII file
In streaming back test run (in my case) 500 last data points are used
The first streaming run uses 501 data points, thus the start data point is the same
The second run (next top of minute) uses 502 data points as there are now 2 new points for the day
Is there a way to set this 500 number somewhere?
I guess you call it StartIndex pointing to somewhere in historical data.
In WL6 I had it set to 4,000. In other words, run the last 4,000 data points
And then with each new streaming pass increase this by one so the start date time is the same.
Note that when streaming starts there is a back test run at first
In back test mode historical data starts at beginning of whatever is in the ASCII file
In streaming back test run (in my case) 500 last data points are used
The first streaming run uses 501 data points, thus the start data point is the same
The second run (next top of minute) uses 502 data points as there are now 2 new points for the day
Is there a way to set this 500 number somewhere?
I guess you call it StartIndex pointing to somewhere in historical data.
In WL6 I had it set to 4,000. In other words, run the last 4,000 data points
And then with each new streaming pass increase this by one so the start date time is the same.
A simpler way to formulate the question would be:
- Is there a way ot fix how many of the historical data points will the streaming run use?
If there is no handle to set this number, I can before each market session chop the beginning of the historical data so that the historical data fits the size I have in mind.
But this would be extra work each day.
There are two considerations that go into setting this number:
a) Give it enough depth for the state machines
b) Make is shallow enough so the run does not take muach time
In WL6 each run with 4,000 data points takes a few seconds.
- Is there a way ot fix how many of the historical data points will the streaming run use?
If there is no handle to set this number, I can before each market session chop the beginning of the historical data so that the historical data fits the size I have in mind.
But this would be extra work each day.
There are two considerations that go into setting this number:
a) Give it enough depth for the state machines
b) Make is shallow enough so the run does not take muach time
In WL6 each run with 4,000 data points takes a few seconds.
You control that in chart
preferences, number of bars to load in a chart.
preferences, number of bars to load in a chart.
I see it thank you!
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