awb99
commented
11 months ago Multi-timeframe algo (algo-calc ds algo-opts) :daily bars (algo-calc ds algo-opts) :5 min bars
Into :5 min bars series a column is added with row-id of the most-recent :daily bar. Therefore on each :5min row it is not only possible to access any :daily column of the most-recent :daily row but also any days prior to that.
Backtest Env gets ds-1min ds-daily (let [d (algo-calc ds-daily algo-opts) 1m (algo-calc ds-1min algo-opts) links (create-links ds-1min ds-daily) 1m-d (add-cols 1m links d)] (algo-calc 1m-d algo-opts))
Realtime Same as backtest but on-daily and on-1m and on-daily events trigger such calculations.
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