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Direct MessagesDate/Time: Wed, 01 May 2024 19:46:37 +0000
Post From: Automated Strategy/Study - Processing Each Tick Considerations
| [2018-06-14 08:22:48] |
| User281933 - Posts: 4 |
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Thanks for the information. Yes it uses ACSIL. So if I'm understanding this correctly, in the Update Study Function Calls section, it sounds like that if the chart update interval is set to, say 200ms, and there happens to be multiple trade market data received within that time frame, then the Study can step through from the Prior Array Size to the Current Array Size and perform calculations for each piece of market data. Is this correct? If the above is correct, the question then becomes what happens if the Study cannot step/loop through all of the captured market data (performing calculations for each value) before it's next called in 200ms (due to a lack of processing power)? It sounds like the Study might start to lag behind until the market data rate drops enough for it to catch up... If correct, the above may not happen very often, but is there any recommended way to perform a relatively quick (time frame) check to see if the time between market data events is below a certain threshold and this may allow a subset of calculations to be performed, rather than the full set - in order to prevent the Study potentially going into a lagging state??? From what I can understand, the question is still valid for the case where sc.OnExternalDataImmediateStudyCall is set to TRUE. Hopefully the above questions make sense... Regards, Kieran Date Time Of Last Edit: 2018-06-14 08:24:05
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