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  4. Comparing GVs, ELC, ADE, TZS and GD
  1. 首页
  2. 易语言 - EasyLanguage
  3. Comparing GVs, ELC, ADE, TZS and GD

Comparing GVs, ELC, ADE, TZS and GD

This document explains some of the technical and practical differences between Global Variables, Collections for EasyLanguage, All-Data-Everywhere, the TypeZero Sync Framework, and the new Global Dictionary.


Global Variables (GVs)

  • An add-on to TradeStation written as a DLL.
  • Written and supported by TradeStation staff.
  • Can be used to transfer data between different screens within one TradeStation application e.g. from one Chart to another, or from one RadarScreen to another
  • Can be used to transfer data between different TradeStation applications e.g. from Charting to RadarScreen, or from OptionStation to Charting.
  • Can be used to transfer data between TradeStation and third party products, such as Excel.
  • Written in a ‘flat’ space. GVs are unstructured and each GV is unrelated to any other GV.
  • Have no date or time stamps.
  • Contain no history of themselves. If you write a piece of data to a GV then the previous data will be lost, replaced with the new data.
  • Have no file reading or writing functionality.


Collections for EasyLangugage (ELC)

  • An add-on to TradeStation written as a DLL.
  • Latest version of ELC is supported by TradeStation
  • Can be used to transfer data between different screens within one TradeStation application e.g. from one Chart to another, or from one RadarScreen to another
  • Cannot be used to transfer data between different TradeStation applications e.g. from Charting to RadarScreen, or from OptionStation to Charting.
  • Cannot be used to transfer data between TradeStation and third party products, such as Excel.
  • Written in a structured space i.e. Lists and Maps.
  • Has no date or time stamps.
  • Contains no history. If you write a piece of data to a List or Map then the previous data will be lost, replaced with the new data. However, with Lists and Maps you can append to the end of them, so retaining the previous piece of data.
  • Has extensive file reading and writing functionality. Able to read/write structured data from/to disk


All-Data-Everywhere (ADE)

  • An add-on to ELC written in EasyLanguage.
  • Latest version of ADE is supported by TradeStation
  • Can be used to transfer data between different screens within one TradeStation application e.g. from one Chart to another, or from one RadarScreen to another
  • Cannot be used to transfer data between different TradeStation applications e.g. from Charting to RadarScreen, or from OptionStation to Charting.
  • Cannot be used to transfer data between TradeStation and third party products, such as Excel.
  • Data is highly structured.
  • All data is stamped with dates and times. This enables data histories to be constructed.
  • Can read/write data from/to disk in ADE structured format.
  • Allows you to access unlimited symbols (limited by CPU) and to backtest them as long as they are minute or above.
  • Allows you to backtest on a tick chart, as long as all other accessed symbols are minute or above.
  • Has extensive library of indicators especially written for ADE datastreams.


TypeZero Sync Framework (TZS)

  • An add-on to ADE written in EasyLanguage.
  • Written by a TradeStation user and supported by fellow users and Third-Party Developers. TradeStation staff do not support TZS.
  • Can be used to transfer data between different screens within one TradeStation application e.g. from one Chart to another, or from one RadarScreen to another
  • Cannot be used to transfer data between different TradeStation applications e.g. from Charting to RadarScreen, or from OptionStation to Charting.
  • Cannot be used to transfer data between TradeStation and third party products, such as Excel.
  • All data is stamped with dates, times and tick numbers. This enables data histories to be constructed.
  • TZS is a specialist application that allows you to backtest multiple tick data charts with the same symbol but different tick intervals.
  • Uses the same library of indicators written for ADE.


Global Dictionary (GD)

  • New functionality in TradeStation 9. It is not an ‘add-on’ but the functionality is designed to replace other add-ons, specifically Global Variables (GVs) and Collections for EasyLanguage (ELC).
  • Built-in to TradeStation and fully supported by TradeStation staff.
  • Can be used to transfer data between different screens within one TradeStation application e.g. from one Chart to another, or from one RadarScreen to another. In this mode it can transfer all data including Objects.
  • Can be used to transfer data between different TradeStation applications e.g. from Charting to RadarScreen, or from OptionStation to Charting. In this mode it can transfer only standard data structions (integer, double, string etc) but not Objects. This functionality is expected in a later version.
  • Has no date or time stamps.
  • Contains no history. If you write a piece of data to a specific index in the Dictionary then the previous data will be lost, replaced with the new data. However, you can append to the end so retaining the previous piece of data.
  • Has no file reading or writing functionality.
  • See Limitations section due IntraProcess/multi-core charting (TS 9.1) GlobalDictionary Class 

Common Questions and Issues:

  1. Why do I need these products to transfer data between charts? Why don’t I just use TradeStation’s DATA1/DATA2 technology? Or the new Price Series Provider (PSP)?
    There are several limitations with DATA1/DATA2 technology. The primary limitations are a) it doesn’t work with tick charts, b) it doesn’t work with IntrabarOrderGeneration (IOG), and c) it doesn’t work in RadarScreen. There are also a number of more subtle limitations. PSP does not allow the transfer of data from one Chart/RadarScreen to another, it brings the OHLCV data from a symbol into a Chart/RadarScreen of a different symbol. PSP does have uses in some of these situations, but it is in itself quite limited.

  2. How can I backtest with ‘Data1’ as tick data and ‘Data2’ as minute data?
    You can do this with ADE.

  3. How can I backtest with ‘Data1’ as tick data and ‘Data2’ as tick data?
    If the symbol for ‘Data1’ and ‘Data2’ are the same then you can use TZS. TZS allows you to backtest the same symbol but with different tick intervals.

  4. How do I backtest tick data from two different symbols?
    You cannot accurately backtest tick data from multiple symbols in TradeStation. The problem is that TradeStation’s data is only timestamped down to the minute. It is therefore not possible to determine the order in which individual ticks have arrived.

  5. Is it possible to backtest with GVs?
    Whilst it is technically possible to backtest with GVs it is practically very, very difficult. GVs are more suited to real-time data transfer. Backtesting should be done with TZS or ADE.

  6. Is it possible to backtest with the GD?
    Whilst it is technically possible to backtest with the GD it is practically quite difficult. The GD is more suited to real-time data transfer. Backtesting should be done with TZS or ADE.

  7. How do I choose between GVs, ELC and the GD?
    Prior to TradeStation 9 you’re only options are GVs and ELC. The advantages of GVs are that they written and supported by TradeStation staff, can transfer data between TradeStation applications (Charting and RadarScreen), and between TradeStation and Third-Party products (such as Excel). The advantages of ELC are that it has structured data (Lists and Maps) and has extensive file reading and writing facilities. From TradeStation 9 we also have the GD. In general you would now choose the GD over GVs. The GD is (probably) faster, is built-in to the platform so doesn’t require an additional DLL and has more complex data structures. GVs still have the advantage that they can transfer data between TradeStation and third-party applications. Most people will also probably find GVs easier to use. A choice between the GD and ELC should always go to the GD, except if you need to read data from file, in which case ELC is your only solution.

  8. What do I use to transfer real-time data between TradeStation and Excel?
    In this context, GVs are your only option. ELC, ADE and the GD cannot transfer data between TradeStation and other products. However, there are now better methods than using GVs – see Linking TradeStation with Microsoft Excel

  9. Why do we still need ELC if the GD is a replacement?
    In general, the GD should now be used in place of ELC. However, ELC still has the ability to read structured data from file; functionality which does not exist in any other product.

  10. ELC is to ADE, as the GD is to …?
    Currently, no-one has produced ADE equivalent functionality using the GD as a base. However, this will likely come in the future.

  11. What do I use to transfer real-time data between Charting and RadarScreen (and vice versa)?
    GVs and the GD are your only options. ELC and ADE cannot transfer data between Charting and RadarScreen (or vice versa).

  12. I want to write data to disk so that I can later analyse it. Which of these products should I use?
    If your only requirement is to write data to disk then use FileAppend. ADE and ELC have extensive file reading and writing abilities but they are overkill just to write simple data to disk.
更新于 2021年6月17日

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