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  1. From EL_FunctionsAndReservedWords_Ref.pdf Tomorrow (Reserved Word) Disclaimer This word is retained for backward compatibility. Replaced by Next Bar. Remarks Tomorrow references the next bar, even when analyzing intraday bars. Tomorrow is no longer necessary as the following are equivalent: Buy at Open Tomorrow + Range Stop; Buy at Open Next Bar + Range Stop; Buy at Open[-1] + Range Stop; That means that if you are working on an intraday basis tomorrow doesn't mean "tomorrow" but "next bar"
  2. Hello. I think we are not speaking about the same thing. Checking data quality is very important but is not what I need to do now. I just need to check if a bar has a price associated or not. Imagine I have a chart with data1= 15min EURUSD forex and data2=15min TF. Even If all my data were correct I'll have many bars were data1 exist and data2 doesn't, because data2 has shorter opening sessions and TS or MC fills data2 chart with gaps. If a try to calculate something, such as exit stop, from data2 there will be moments in which my system won't be able to do anything. I need to detect this gaps on data2 in order to exit from data1, just in case. Or in order to make different calculations.
  3. Hi And what are those orders on Easylanguage?
  4. OK, I've tried to state my problem in a easy way. I can't switch it. The real think I want to do is pair trading, executing orders on data1 and data2 at once. For example buy data1 and sellshort data2. I know how to execute orders on data1, now I just need to know how to execute on data2
  5. Hello If I want to calculate something on Data2 chart I just need to add Data2 at the end of my instruction. For example myvar=(close data1)/(close data2) What I don't know is how to send an order to the underlying of data2, all my orders get executed on data1. What do I have to do? For example I have on miniRusell data1 and S&P500 on data2 on the same chart. I make some calculations with both and I'd like to buy 1 contract of S&P500. cheers
  6. but that's another history, now I just want to solve one problem, another day I'll solve a different one.
  7. Hi I don't know it, that's why I'm asking. I need to know what to write within an IF expression in order to check if a price doesn't exist on the current bar. Something like is.na() on R.
  8. If the chart were supposed to be continuous I could check that the current bar's datetime is exactly equal to the previous one plus the bar interval. But this is not as simple because there are weekends, holidays, trading hours,...
  9. Hi Maybe something as simple as If Close > 0 then .... But Maybe there is something more correct. Some other languages has some instruction to detect nonnumeric numbers or missing data.
  10. Hello How can I check from a easylanguage strategy or indicataor if some data is missing? I'm trying to code a pair trading strategy. Sometimes the data from one of the instruments has gaps but the other one is still continuous. Some of these gaps are right because of a weekend or holiday but sometimes is because of data feed problems. Either way, I need to detect it from the code. If my strategy is running on the the "continuous" instrument and waiting for data from the one with gaps in order to exit I could have a serious problem. What easylanguage instruction can check if data is missing? thanks
  11. Hello At this moment I'm using TS version 8.3 just for data feed, What I really use is Multicharts, because I need different brokers. Anyway I'll try and I'll see if it can access the same Excel document from different strategies at once. thanks
  12. Hello I'm starting to use Multicharts an Tradestation with several strategies on several charts. I'd like to get the realtime openequity of all charts at once. It would be nice to save them to an excel sheet. I've been inquiring and I found I'd need to use two dlls: GlobalVariables ELXL But I find them really difficult to use. Could anyone tell me where could find an script or addin that could do it easily, please? Any different solution? thanks
  13. Hello Where may I find the code for the Kendall correlation?, preferably a fast version thanks
  14. Hello But how can I activate IntraBarOrderGeneration just for this part of the code and not for all the strategy ?? Do I need to add IntraBarOrderGeneration=TRUE in the functions too ? If I put 2 strategies on the same chart and one of them buys ... can I detect marketposition change from the other one? Or each strategy detects only its MP changes?? When working with intrabarordergeneration=TRUE... if I say Close[1] I mean the close of one bar ago. How do I get the value of 3 ticks ago? thanks
  15. Hello. I have an strategy that works on 15 min bars. I need the strategy to exit 1 minutes before the session ends. I've already tried to run it on 1min bars but no combination of the parameters work as well as before and it's much slower. I've thought in different ways to get it. a) Open a 1 min chart on Data1 and another 15min chart on Data2 change the code in order to run the strategy on Data2 add a time exit on Data1 I've tried it but it doesn't run as expected, it's quite confusing b) On the same 15 min bars chart add the original strategy and add a new one with intrabarordergeneration=true is it the right way? Any advise? thanks
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