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On the fly equity check

Posted By benzeen 3 Years Ago
Posted Thursday May 08 2014
Hopefully this question isn't too rudimentary, but I am slowly making good progress with my systems courtesy of the generous input from the forum members (i.e., you! Smile )...bear with me, one day I might be able to give back Smile

So I have my equity universe selected based on fundamental data. I have historical data that gives me the top 'x' equities based on fundamental data that was true at the time (ie, I have historical stock rankings on a specific date - monthly reranks). When a simulation is run I would like to check that the equity under scrutiny within RE simulations is in the pre-determined universe on the specific date in question. Currently I have a query pinging my MySql db to see if the date and ticker match are in the universe on that given combination. I currently do this in the newbar sub and so I am calling the db every single day for every single ticker in my master watchlist, which seems horribly inefficient and I was wondering if there was a way to potentially reduce this to a single call at the beginning (I tried at the system level but couldn't figure a way to pass that entire data/recordset into the mysymbolscript class) or at worst, just one call per symbol, but couldn't find an appropriate way to do that.

Any assistance would be greatly appreciated.

Posted Thursday May 08 2014
I think you are using VB? If so do the call in MySystem with a public variable and then you can call it in MySymbolScript by using TradingSystem.MyDataSet

Posted Sunday May 11 2014
To add to what Kaizen said, you don't necessarily need to pass the data from the system to the symbol script. You can just expose it as a public property or method on the system class, and then from the symbol script class you can access the system class with the SymbolScript property.

So if you expose a public property called MyDataSet in your system class, you can access that from your symbolscript classes with TradingSystem.MyDataSet.


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