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Concept of LookBack and LoadHistory #453491
07/29/15 05:14
07/29/15 05:14
Joined: Feb 2015
Posts: 11
C
chirpydog Offline OP
Newbie
chirpydog  Offline OP
Newbie
C

Joined: Feb 2015
Posts: 11
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!

Re: Concept of LookBack and LoadHistory [Re: chirpydog] #453517
07/30/15 08:12
07/30/15 08:12
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
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.

Re: Concept of LookBack and LoadHistory [Re: jcl] #453521
07/30/15 13:59
07/30/15 13:59
Joined: Sep 2013
Posts: 504
California
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GPEngine Offline
User
GPEngine  Offline
User
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Joined: Sep 2013
Posts: 504
California
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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