Reserved words data in Quotemanager  [SOLVED]

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evdl
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Reserved words data in Quotemanager

Postby evdl » 11 Oct 2013

I need to export data of my custom future symbol to ascii and import this data in a selfmade symbol due to the limitation of no Barmagnifier with custom futures.

To get the continuous data of the custom future and be able to use barmagnifier I have to export this to ascii. With the help of a script I export the values in QM. This is a returning ritual, to keep the selfmade symbol up to date.

I use this for example:

Code: Select all

Print(File(filename_fut), datetimetostring(datetime),",",Open,",",High,",",Low,",",Close,",",Upticks,",",Downticks,",",(upticks + downticks));
The reserved words "uptick", "downtick", "ticks" gives different output with the setting on the charts format "build Volume on trade volume or tick count".

With the setting on build volume on trade it gives this:
- upticks = upvolume
- downticks = downvolume
- Ticks = totalvolume

With the setting on build volume on tick it gives this:
- upticks = upticks
- downticks = downticks
- Ticks = total ticks

I would like to export all the data that is in QM to ascii.

Open,High,Low,Close,Upvolume, Downvolume, Upticks,Downticks,Total volume, Total Ticks etc.

Is there a way to export the data in one go, without a lot of editing work in excel. For example with reserved words for every datafield in QM and not the same reserved words with double functions.

Or even better, are there any plans of changing the limitation of using barmagnifier with custom futures. This will save many users a lot of work exporting and importing data and prevents unwanted mistakes with data.

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Henry MultiСharts
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Re: Reserved words data in Quotemanager

Postby Henry MultiСharts » 17 Oct 2013

Is there a way to export the data in one go, without a lot of editing work in excel. For example with reserved words for every datafield in QM and not the same reserved words with double functions.
Hello evdl,

Unfortunately there is no way to do that at the moment. Please describe your final goal-how exactly do you utilize the exported data.

evdl
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Re: Reserved words data in Quotemanager

Postby evdl » 17 Oct 2013

Hello Henry,

The final goal of exporting and importing data in QM is to duplicate the custom future as it is on the chart to a self made symbol in QM.

With this self made symbol I make a chart and I use this to backtest my strategies with barmagnifier and IOG. Which is not possible at the moment with a custom future.

To have the same info of the custom future (for example FDAX future) also in my selfmade symbol(Fdax continuous) I need to export tick data and also minute data via ascii and import this via ascii. For the tick data the "TickID" can not be exported. And for minute data the uptick, downtick and upvolume, downvolume can not be exported together. Or you can export uptick, downtick or you can export upvolume, downvolume according to which setting you use "tradevolume" or "tick count". And afterwards edit all this info together in excel. Which is a lot of work.

The need to use ascii instead of normal export is because the custom future is build out of different contracts which expires at a certain time and set of expiration rules. If you want to export this with export instrument, for example, and you need to export a couple of years of data. You have to keep track when the symbol expired and when the trading of the different contracts started.

That is why I want to print the data from chart, because the custom future chart, already build the future data continuous for me. To be able to export all the data in QM, I need to have access to all the datafields in QM.

All of the exporting and importing is not necessary if it would be possible to use barmagnifier with backtesting custom futures. So this would be my first choice solution and is even better than access to all QM datafields in powerlanguage.

Are there any plans of making the backtesting with barmagnifier possible for custom futures?

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Henry MultiСharts
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Re: Reserved words data in Quotemanager  [SOLVED]

Postby Henry MultiСharts » 18 Oct 2013

evdl, we understand the difficulties you have.

In order to simplify the process of exporting the data we are going to add ability to export all available data fields directly from the chart using File->Export data functionality. This improvement is targeted to MultiCharts 9.0

Implementation of the Bar Magnifier functionality for Custom Futures is not a trivial task and it requires significant changes in current implementation of MultiCharts components.
We will consider adding this functionality in the future. However there is no ETA yet.

evdl
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Re: Reserved words data in Quotemanager

Postby evdl » 18 Oct 2013

Ok, that will work too. Thanks for the reply.


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