Jim Dean Sage   Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA  User Profile | Yeah - like I said - the rank thing is doable but it requires some pretty careful and tricksy code design to make it reasonably efficient. I haven’t tried using the new MT option yet. My understanding is that the Zacks data series, and certainly the ZR and ZIR ranks, are solely daily-bar based (like MG’s were/are). If that’s true, then when you are using say 10m bars, you’d need to implement MT extensively, to do whatever you need to do re Zacks info. Part of the tricksy stuff to speed things up would involve writing csv files and then reading them back in, to avoid repetitive work for each symbol. [Edited by Jim Dean on 3/4/2021 4:26 PM] | |
