Views and Strategies

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Views and Strategies

Postby moomoofx » Sun Jun 01, 2014 4:23 am

Hi everyone,

Have many people created strategies on views? I have been playing with them and the addition of Views is great, but I do not think they are quite ready for strategies.

There are two big things that are missing that if added would make things easier:

Firstly, Indicator Events would be a great addition to the framework. The problem right now is, with owner drawn indicators or custom views like Renko, there is no way (that I know of) in the framework for a strategy to know if the indicator/view has been updated with a new bar.

In traditional coding it isn't a problem because as the price subscriptions update, we can force the indicators to update too. However, in views and more complex indicators, they might subscribe to their own prices which puts a layer of disconnect between the strategy and the indicators/views.

It would be great if it was possible for the strategy to be notified of events generated by the indicator/view. Not only would this be great for solving the update issue mentioned above, but also pave the way for more complex functionality like Indicators triggering Trades from a strategy etc.

Secondly, Views cannot be loaded in the Strategy Back-tester. This makes it very difficult to try to debug a strategy's signals to know if they match the indicator or not. It would be great if we could toggle the back-tester window from price chart to view in the Chart Mode menu.

What do you all think?

Cheers,
MooMooFX
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Re: Views and Strategies

Postby Valeria » Sun Jun 01, 2014 11:40 pm

Hi moomoofx,

1) There is just a workaround: you can add the algorithm of the view to the strategy.
2) Unfortunately, currently there is no solution because Backtester does not support views.
Anyway, thank you for the ideas. I have forwarded them to the developers.
Valeria
 

Re: Views and Strategies

Postby moomoofx » Mon Jun 02, 2014 9:26 pm

Hi Valeria,

Thank you for the reply.

Option 1 would be feasible if the implementations were the same, but given indicators work with output streams and strategies work with autobuffers, re-implementing the same logic does not always work.

I have spent a lot of time in the past trying to bridge the gap between autobuffers and streams and in many cases abandoned the autobuffers completely and gone for standard tables or a set of variables.

I think in the past you have investigated an issue with me where it was not possible to apply an EMA on an autobuffer for example.

Anyway, thank you for hearing my ideas. I always look forward to the improvements that come in new versions.

Thanks for all your hard work!

Cheers,
MooMooFX
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moomoofx
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