Jim Dean Sage   Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA  User Profile | Yup I know what you're hoping for. However, if you're *developing* ATM methods (or anything else) then backtesting is normally a crucial part of the process. If the data you use in ANY part of the method is "static" ... such as using a locked-in Symbol list that actually does change over time, then the backtesting will be erroneous and the resulting tuned Method will be unlikely to perform as you expect in the future. Just a word to the wise. Unfortunately, since the majority of the market internals are calculated across many symbols to arrive at a single value, OLang cannot be used to approximate them. It would be possible for N to do it themselves ... but undoubtedly they'd require (chicken and egg) proof ahead of time that it has benefit. Sigh. [Edited by Jim Dean on 6/14/2018 2:02 PM] | |
