Concept of LookBack and LoadHistory

Posted By: chirpydog

Concept of LookBack and LoadHistory - 07/29/15 05:14

hi, i would like to write a simple intraday scalping script that runs every 1 min..

While i am using LookBack=1440 to calculate the day High and Low, can i use history data to calculate further points like previous day high/low, weekly high/low etc..... or i need to set LookBack to cover the time range ?

Many thanks!
Posted By: jcl

Re: Concept of LookBack and LoadHistory - 07/30/15 08:12

You need to set LookBack to cover the time range. But you can use the PRELOAD flag, so the data is taken from the history and needs not be completely loaded at the begin of a trade session.
Posted By: GPEngine

Re: Concept of LookBack and LoadHistory - 07/30/15 13:59

I am suspicious that you have set LookBack to 1440 ... What's your BarPeriod? 1 ? LookBack is expressed in number of Bars, not number of minutes.
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