by Questing » Fri Sep 10, 2021 6:36 am
What is the maximum number of history candles say M, that are loaded into memory when any new strategy is started in TS?
When I am using period N moving average in the strategy, where N > M. I have noticed that on running the strategy, it will not load the last N canles of data into memeory and start processing the strategy going forward with the sliding window of candles in the analysis. It only loads the last M candles and since N > M the strategy starts supplimenting with new candles that get completed going forwards untill it has N candles in memory. Thus it cannot complete an analysis of the market until it has supplimented the M candles it got from loading history data with X new candels that were completed since the start of the strategy to make the N candles it needs to make the assessment.
That is N = M + X, so the strategy will not complete any assessment for the next X candles as it collects newly completed X candles to suppliment the M candles it loaded from history.
I would like to be able to specify in the strategy how many history candles to load into memory, so that the strategy has a full complement of the sliding window candles it needs to make the market assesmement from the momemt I start the strategy.