V# variables are great tools and absolutely indispensable for Trade Systems and Backtesting and Optimizations. But to have access to historical values of V# variables I need to create User Variable Arrays (AV arrays). Then I can use those historical values in my coding of the trade system (AV.1 or AV.2 or REF(AV,func)). This has proved very useful.
AV token (Array of User Variable)
Submitted by linnsoft on Thu, 10/09/2014 - 08:22
The indicator token AV (for Array Variable) in the RTL language enables time-stamped historical values to be saved in the Investor/RT database for any ticker symbol. Just as User V# variables provide a means of saving a single computed value for a ticker symbol, the AV token can be used to save a historical array of values, one value for each bar backtested. The AV token is a historical token, thus it has values for each bar; previous bar values can be referenced in an RTL formula with a bar qualifier (AV.1, AV.2, etc.).