Support Board
Date/Time: Tue, 04 Feb 2025 16:44:30 +0000
Post From: persisting 1 value for each price level (how to approach with 100->1000+ price levels)
| [2020-01-30 12:50:31] |
| ochocinco - Posts: 29 |
|
Hi there ACSIL programmers, thanks in advance for sharing your knowledge :) Ive written a study which for each price, compares volume at this price, across all bars in the trading day and returns the maximum value for that price. Standard ACSIL stuff using sc.VolumeAtPriceForBars and manual looping. For each price on each new bar this repeats. Instead of recalculating across all bars with every new bar it seems more efficient to persist the value from the prior calculation and update the value only if the new value is greater. Here is where i'm not sure how to approach this optimization: An intra-day NQ chart can possibly have hundreds of price levels. When the market is very extreme it might have > 1000 price levels. How would you programmatically approach persisting 100 - 1000+ price level values internally in a study? Date Time Of Last Edit: 2020-01-30 12:54:32
|