[Predictor]

I'm trying to reference future bar data in one of my strategies to perform a testing (on purpose). tradestation throws an error. Any help in circumventing this is appreciated.

I'm just trying to build a theoretical perfect strategy to determine maximal profit potential in a market.

[Tradewinds]

Originally Posted by Predictor »

I'm trying to reference future bar data in one of my strategies to perform a testing (on purpose). tradestation throws an error. Any help in circumventing this is appreciated.

I'm just trying to build a theoretical perfect strategy to determine maximal profit potential in a market.

Instead of using a negative index to try to reference "future" data, you can delay the plot. You can set the plot backwards.

var: test(False);

test=high>High[1];

If test then begin
plot1[1](high, "test"); // Set to points and large weight
plot2(low, "test 2"); // Set to points and large weight
end;

[Predictor]

I have a code now that will plot an indicator. However, i wanted to use the strategy reports to see what the optimal strategy would look like, i.e compute the metrics. Will that method work for a strategy?

Here is what I have. I'm getting a "floating point invalid" error though ..

If (Close[1] > Open[1] ) then 
begin
    Value1  =  Value1  + (close[1]-open[1] );
    Value2 = Value2 + 1;
End;

   
If isMax then 
	plot1( Value1,"MaxProfit"); 

If isMax = False  then 
	plot2(  Value1/Value2,"AvgProfit");

ah I fixed it..

If isMax = False and value2 > 0  then 
	plot2(  value1/value2,"AvgProfit");

So, you are saying I can delay the data and use that in a strategy? But when I say "buy on bar" will that use the delayed bar?

[Tradewinds]

Originally Posted by Predictor »

So, you are saying I can delay the data and use that in a strategy? But when I say "buy on bar" will that use the delayed bar?

I don't think you can delay the data, you can set a plot backwards "in time". I don't know if you can do that with a Buy or Sell in a strategy.

[Predictor]

The word I'm getting on the street is that its not possible. I guess if you could export/import 2 data streams with the main lagged by 1 then it might be possible to do it in a strategy.

Originally Posted by Tradewinds »

I don't think you can delay the data, you can set a plot backwards "in time". I don't know if you can do that with a Buy or Sell in a strategy.

[Tradewinds]

Originally Posted by Predictor »

The word I'm getting on the street is that its not possible. I guess if you could export/import 2 data streams with the main lagged by 1 then it might be possible to do it in a strategy.

Actually, now that you talk about data streams, I just had an idea.

Hi=high[3] of data2;

The question is, what data is the strategy using? If it's using the underlying data instead of data2 then I guess it wouldn't work.

I wonder if you could "print to file" the trades, and then process the stats in a spreadsheet. Or find a platform that can do what you want.