• Registered: 2012-12-26
  • Posts: 1

Topic: Can indicators be time series data?

Hi, I am a bit new to Forex Strategy Builder, and am finding it to be a superb tool to aid in testing strategies. After checking a bit, it seems like indicators should be coded in C#.

Is there any way to add the data for some indicator directly? But this I mean if I have data for EURUSD, 1 m, for 100,000 bars, can I have corresponding data points for my indicator?

There are several reasons I can't just calculate it:
1) It takes a long time to do so, about 10 minutes for the parallelized version - this is not something that is fast to recalculate on the fly.
2) It requires data other than the instrument in question, ie. other currencies pairs.
3) There are other indicators which rely on the first indicator.

I have already calculated the data corresponding to EURUSD for the period of interest. Can I "import" the data as an indicator some way?

Thanks!
/Ram

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,885

Re: Can indicators be time series data?

You can experiment with Tools -> Custom Indicator -> Export Strategy as Indicator. It writes an array of DateTime data where we have signal. You can exchange that dates with your.
Please note that these are not indicator values but only Time of bars where we have signals.

Other option is to make a custom indicator that opens and utilizes a data file. You can put data reading method in Calculation method of the indicator.

Popov's Website