Feature Request: Streaming Indicators
Author: aresnik
Creation Date: 12/12/2010 6:24 PM
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aresnik

#1
Could it be possible to have the ability to have streaming indicators and also be able to write trading strategies against them in real-time in future releases of WLP (trade on "bar" instead of "bar + 1")?
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Cone

#2
There's "some" possibility for the display of streaming indicators in the future, but it is highly unlikely to access these data in Strategy code.

Imagine a Strategy that operates based on the close of a bar. If you were able to let a Strategy make a decision based on every tick changing throughout the bar (i.e., the "close"), how could a Strategy determine what had actually occurred in the past?

For the sake of discussion, what do you have in mind for allowing a Strategy to make a decision based on the ticks within a bar? How would you program something like that?
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aresnik

#3
I'm not sure but Tradestation has a tick by tick mode which allows you a finer interval. See EasyLanguage manual here:
https://www.tradestation.com/support/books/pdf/EL_Essentials.pdf
page 82 "Intra-bar Order Generation"
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Eugene

#4
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