Developing a strategy as an indicator

[Daveatt]

Hi Apprentice

I have been advised to convert my strategies into indicator instead. Seems running a strategy via an indicator would enhance the performance, reduce trades not taken/slippage

The logic behind this is if a strategy loads indicators in different timeframe, we'll have to call the ExtSubscribe function which will load a ton of data. However, an indicator has already access to all those data and the function getHistory/getSyncHistory is lighter

Would it makes sense to convert a strategy into an indicator then ? Do you see any reason for not doing so ?

Thanks for your answer
Best

[Apprentice]

We can write it as indicator or strategy.
You can not NOT an indicator in the backtester.
If indicator data retrieval from the strategy is the problem, we can use indicator.
Can you give me your trading logic?

[Daveatt]

Hi Apprentice

I'd like to include about 10 MVA MTF in my strategy. Then I'll have to instance each of them using ExtSubscribe
The code is already done - The idea is that I won't enter a trade if we're near a big daily/weekly/monthly MVA
I was just wondering if ExtSubscribe is somehow heavier than getsyncHistory ? (i.e. meaning if it could triggers a few unexpected slippages)

Thanks for your input
Daveatt

[Apprentice]

As for slippage, as I understand, both methods are identical.

[Daveatt]

Good to know

Much appreciated
Thanks