Importing Bar data

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MAtricks
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Importing Bar data

Postby MAtricks » 04 Nov 2014

Is there a way to import data that's been exported as High, Low, Open, and Close which isn't in Minute or 1 tick form?

Example: if I construct my own blocks/bars in a separate application and want to import them into MC to back-test my MC strategies on these.

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bensat
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Re: Importing Bar data

Postby bensat » 05 Nov 2014

I expect a simple and easy "NO" for now.

But this was discussed many times here and you have a chance to work with these data by converting it as an indicator and taking this as a base for further research, signal generation or something else only.

There is already a feature request for being able building your own symbols. The problem is that a chart needs a x- & y-axle. In Multicharts the x-axle is time based. Our old ideas to work with our own symbols without any time base would work with bar numbers only. So Multicharts would have to change this or just give the user the possibility to have a choice to select time base x-axle or bar number x-axle in the chart properties. makes sense right ?

I hope these thoughts help you to get a clearer picture.

But if you are slightly familiar with Power:Language and ELC/ADE you just could write your own study based on barnumber count and just forget the price component. Further you could export your OHLC in R or Python (or any language) and make your research there and come back with the results in Multicharts.

A sophisticated guy like you should be able to do it easily. I have full confidence on that.

My Best Regards To You.

Ben

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Henry MultiСharts
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Re: Importing Bar data

Postby Henry MultiСharts » 05 Nov 2014

MAtricks, there are 3 base data types: 1 tick, 1 minute, 1 day. The data is stored in the database this way and is used for building all chart types and resolutions.

Each data resolution requires certain fields to be present in the file for importing/mapping the file:
"Date","Time","Price" are the necessary fields for tick data;
"Date","Time","Open", "High", "Low", "Close" are the necessary fields for minute data;
"Date","Open", "High", "Low", "Close" are the necessary fields for daily data.

It means you can import the data you have as minute or daily bars.

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Re: Importing Bar data

Postby hilbert » 05 Nov 2014

But if you are slightly familiar with Power:Language and ELC/ADE you just could write your own study based on barnumber count and just forget the price component. Further you could export your OHLC in R or Python (or any language) and make your research there and come back with the results in Multicharts.
Hi Ben,
Off-topic, but I thought I will ask. Do you know of an easy way to export data for multiple instruments from MC database. Following request has been languishing for almost a year now with 8 votes, but sadly we don't have a timeframe yet as to when this feature would be implemented.

https://www.multicharts.com/pm/viewissu ... no=MC-1553

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Re: Importing Bar data

Postby bensat » 05 Nov 2014

MAtricks, there are 3 base data types: 1 tick, 1 minute, 1 day. The data is stored in the database this way and is used for building all chart types and resolutions.

Each data resolution requires certain fields to be present in the file for importing/mapping the file:
"Date","Time","Price" are the necessary fields for tick data;
"Date","Time","Open", "High", "Low", "Close" are the necessary fields for minute data;
"Date","Open", "High", "Low", "Close" are the necessary fields for daily data.

It means you can import the data you have as minute or daily bars.
Henry,

In danger of being wrong, but I guess this is not what MAtricks means.

As I understood he wants to build symbols in the database just with the OHLC data and without <DATE> & <Time>. As long as time is missing and the date of 1 data line is different to the date of the next data line, it can be imported as daily data. But that's all. But with probably same dates in data the database can't handle it in DAILY as well. In my experience, everything where <TIME> is missing, it can't be importet as MIN or TICK data.

It's because everything related to OHLC is DATE/TIME related in the dbase and therefore in the charts.

please correct me if I understood MAtricks issue wrong.
Hi Ben,
Off-topic, but I thought I will ask. Do you know of an easy way to export data for multiple instruments from MC database. Following request has been languishing for almost a year now with 8 votes, but sadly we don't have a time frame yet as to when this feature would be implemented.

https://www.multicharts.com/pm/viewissue ... no=MC-1553
I never mix different symbols in one ASCII-file due to my experience from MetaStock 20yrs ago. It can be a mess aat some point and when the ASCII-file get's messed up all you 500 symbols are getting messed up. Related to the idea in the feature request, I just would open a <Scanner Window>, putting all necessary symbols in it, writing a ASCII-file with the file names to make for each symbol and to read it via ELC/ADE and put this in an indicator in the <SCANNER WINDOW>. that's all. It's one time work and I made it in TS with the <Radarscreen> like 5-6yrs ago.

On the other hand, being able to write a small script/program and being a customer of a data feed vendor which provides an API, you could export the data right from the data feed without going through MC and QM. I guess it's way faster and reliable and would be my preferred method.

But it's going OT now.

My Regards.

Ben

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Re: Importing Bar data

Postby hilbert » 05 Nov 2014

I never mix different symbols in one ASCII-file due to my experience from MetaStock 20yrs ago. It can be a mess aat some point and when the ASCII-file get's messed up all you 500 symbols are getting messed up. Related to the idea in the feature request, I just would open a <Scanner Window>, putting all necessary symbols in it, writing a ASCII-file with the file names to make for each symbol and to read it via ELC/ADE and put this in an indicator in the <SCANNER WINDOW>. that's all. It's one time work and I made it in TS with the <Radarscreen> like 5-6yrs ago.
I don't mean one ASCII file. Currently from QM, you can export data for any one symbol at one time in form of ASCII file. That feature request is asking for the ability to export data for all the symbols in separate ASCII files in one go, without going and clicking on each symbol individually.
Thanks for your workaround but unfortunately I do not know ELC/ADE, so above suggestion is not an option for me.
On the other hand, being able to write a small script/program and being a customer of a data feed vendor which provides an API, you could export the data right from the data feed without going through MC and QM. I guess it's way faster and reliable and would be my preferred method.
In my view, MC as a trading software serves 3 most important uses. Data management, backtesting and auto-trading. Connecting to real time datafeed/historical datafeed and performing reliably is a core function of MC. This is one of the core reasons why I purchased MC. I am just asking that MC should give its users the ability to use that data in a user-friendly way, rather than forcing them to export only in qmd format.
But it's going OT now.
What is OT? You used this expression in another thread also. Sorry, I am not following you here.
Btw, Thanks for sharing your wisdom. :) Much appreciated.

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Re: Importing Bar data

Postby bensat » 05 Nov 2014

OT = Off Topic ... Make another thread. Not nice for MAtricks to hijack his thread ;)

Regards.

Ben

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MAtricks
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Re: Importing Bar data

Postby MAtricks » 06 Nov 2014

MAtricks, there are 3 base data types: 1 tick, 1 minute, 1 day. The data is stored in the database this way and is used for building all chart types and resolutions.

Each data resolution requires certain fields to be present in the file for importing/mapping the file:
"Date","Time","Price" are the necessary fields for tick data;
"Date","Time","Open", "High", "Low", "Close" are the necessary fields for minute data;
"Date","Open", "High", "Low", "Close" are the necessary fields for daily data.

It means you can import the data you have as minute or daily bars.
Henry,

In danger of being wrong, but I guess this is not what MAtricks means.

As I understood he wants to build symbols in the database just with the OHLC data and without <DATE> & <Time>. As long as time is missing and the date of 1 data line is different to the date of the next data line, it can be imported as daily data. But that's all. But with probably same dates in data the database can't handle it in DAILY as well. In my experience, everything where <TIME> is missing, it can't be importet as MIN or TICK data.

It's because everything related to OHLC is DATE/TIME related in the dbase and therefore in the charts.

please correct me if I understood MAtricks issue wrong.
Thanks, you basically nailed it.

I want the flexibility to import O, H, L, C data without the constraints of daily/minute/1 tick data

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Henry MultiСharts
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Re: Importing Bar data

Postby Henry MultiСharts » 06 Nov 2014

I want the flexibility to import O, H, L, C data without the constraints of daily/minute/1 tick data
There is no such possibility at the moment.

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Re: Importing Bar data

Postby OZ Trade » 09 Nov 2014

You can achieve what you want if your only focus is on 'price action in space' and the actual values on the X-axis don't matter to your studies/signals you want to backtest.

Use your other application to generate a list of dummy dates in the correct order and then populate the list with your OHCL and bring the symbol into MC using ascii mapping rather than importing

D,O,H,L,C,V

08/06/2014,[],[],[],[],[]
08/07/2014,[],[],[],[],[]
08/08/2014,[],[],[],[],[]
08/11/2014,[],[],[],[],[]
08/12/2014,[],[],[],[],[]
08/13/2014,[],[],[],[],[]

I can generate such a list of dummy dates for you if you like

Attached is an example of converting 15 minute data to 1 minute data by filling the minute slots with repeat OHLC that allowing multcharts to display the imported data that is > 1 min
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