Hi,

What is the best approach performance wise to implement an indicator based on ticks?

Example: let's say that I want an SMA indicator on the last 1000 ticks. When implementing my strategy I could calculate this based on the calls to the onTick method since this is the first place where the ticks are provided to my strategy. However, looking at the indicator examples on https://www.dukascopy.com/wiki/#SMA_Crossover you're using the IHistory interface. Will the IHistory implementation fetch the last 1000 ticks from your server for every new tick or will it cache the ticks that was provided to the onTick method?

Also, is it possible to create an indicator sub chart from a strategy without implementing the IIndicator interface (i.e., to create the indicator view without using the IIndicator interface)?

Thanks in advance.

Kind Regards,
Henrik

Do you mean using indicator from strategy or implementing your own custom indicator?
Ticks get cached locally, only new ticks get taken from the server.
Do you mean using indicator from strategy or implementing your own custom indicator?

Hi again,

I want to implement my own custom indicator based on ticks (not bars). Is there an example where the indicator is implemented based on ticks?

Thanks.

/Henrik

You don't require specific logic for the indicator to work on ticks. For instance, you can take most of the platform indicators and plot on the tick chart - their logic does not change when plotted on the tick chart. Note that for tick charts actually 1-second candle feed gets used.

Ok, thanks.

Can I create a sub chart with a custom indicator directly from my strategy without using the IIndicator interface? If so, is there an example of this somewhere?

Thanks.

/Henrik

See:
https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=65&t=49210&p=71199