Discussion of article "Universal Expert Advisor: the Event Model and Trading Strategy Prototype (Part 2)" - page 2

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Tolga Demir
8
Tolga Demir  
Shephard Mukachi:

Hi Vasiliy,

Please pardon me for asking a question on your article this far down after you wrote it. I'm only going through the articles properly now in search of alternatives to a framework. Something has struck me as odd, very likely due to my misunderstanding.

With regards to New Tick and New Bar event handlers. You loop through the list of added ticks, then build the event structure, passing it to Init and Support event handlers, e.g. new tick event below:

In one of your examples, e.g. moving average clip below;

This IsTrackEvents function seems to nullify the purpose of NewTickDetect function above! So the Moving Average example above should be able to trade on multiple instruments based on its ability to check multiple symbols as in the NewTickDetect, but the IsTrackEvents allows trading only for the Strategy timeframe & Symbol (symbol being key here). Does this not mean that the NewTickDetect loop is not really required, as the strategy can only trade on its symbol? In effect the new tick detect should only check if the received tick is of the strategy symbol - without looping. Which in effect is similar to having a strategy object for each symbol of interest, which the CStragyList loops over?

I sure hope that I'm making sense, and hope that you can clarify this for me.

I love your work. I have learn't a lot from your articles, so a great many thanks.

Kind regards,

Shep

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