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  • Synchronized replay

    When I used the replay tool to evaluate my studies, I discovered that only the stock in the current window gets evaluated. My study requires that I include the corresponding closing values from the NASDAQ composite, TRIN, and TICK. Unfortunately, using the close() function doesn't return the corresponding closing values for these indexes. Instead it returns the current closing value of the indexes. How do I get the corresponding values?

    On a similar note, I've been unable to determine how to get the timestamp for the current date/time during replay mode. Unfortunately, the date/time functions only return the current time, not the simulated time in replay mode. How do I get the simulated date/time?

  • #2
    This is one of the limitations of replay mode, unfortunately. The way it was implemented, all bars are interated first and then they base their calculations on points past. This means for some items (two of which you discovered) you will only have access to the last value, and not the relative value.

    I have requested a few times that they change their methodology, as this is a great tool. But with the current limitations it is not usable for many applications.

    Garth
    Garth

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