Historical data and Multicharts  [SOLVED]

Questions about MultiCharts and user contributed studies.
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PLB
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Historical data and Multicharts

Postby PLB » 12 May 2020

Hello everyone,
I am new to the forum and I hope first of all to have written in the correct section.

I'd like to ask for your help, if possible. I have recently purchased the lifetime license of Multicharts to start developing some trading systems in PowerLanguage. Arrived almost at the end of the development, I would need to be able to test it with a broader historical basis (at least a few years) and on different timeframes.
I signed up for IB and found out later, that for historical data, a monthly subscription to different "packages" is needed. I coming from the MT (MQL) experience, and being in a phase in which I should simply test the code I wrote, I would like to ask you if I should continue on the IB route or is there anything better that you could recommend.

Thanks so much
Paolo

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TJ
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Re: Historical data and Multicharts

Postby TJ » 12 May 2020

What kind of instrument are you testing?
What kind of resolution? tick data? minutes? or daily?

You can import whatever data you already have into MultiCharts.

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Re: Historical data and Multicharts

Postby PLB » 13 May 2020


You can import whatever data you already have into MultiCharts.
How I can?

first of all thanks for the support.

I'm interested (for the moment) in viewing the main index, exchange and commodity data. resolution: 1 day and 15 minuets

Thanks
Paolo

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Re: Historical data and Multicharts

Postby TJ » 13 May 2020

See this wiki article
Importing Data
https://www.multicharts.com/trading-sof ... rting_Data

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Re: Historical data and Multicharts

Postby PLB » 18 May 2020

Hi TJ, thank you for the reply.
I am reading what you shared and it has been very useful to me. If I have any questions I will write here on the forum!

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Re: Historical data and Multicharts

Postby PLB » 25 May 2020

Good evening,
I am writing here because I have not yet managed to obtain the data I am looking for.
I discovered some services that offer data (even for free), but none of this offers futures data. Could any of you help me?

Thanks so much. :-)

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TJ
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Re: Historical data and Multicharts

Postby TJ » 25 May 2020

Good evening,
I am writing here because I have not yet managed to obtain the data I am looking for.
I discovered some services that offer data (even for free), but none of this offers futures data. Could any of you help me?

Thanks so much. :-)
You have not specified what exact data you are not able to find.

The places to get data are:
1. the exchange
2. commercial dataproviders
3. your broker (eg Interactive Broker have a limited amount of data for their clients)
4. Free web download

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Re: Historical data and Multicharts

Postby TJ » 25 May 2020

. . .
I'm interested (for the moment) in viewing the main index, exchange and commodity data. resolution: 1 day and 15 minuets

Thanks
Paolo
The data comes in three formats:
Daily
1 minute
tick

When you create a 15-min chart, MultiCharts will take your 1-min data and create a 15-min chart for you. On the fly. You do not need to have 15-min data to make a 15-min chart. The same for any variant of charts you want.

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PLB
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Re: Historical data and Multicharts

Postby PLB » 25 May 2020

Good evening,
I am writing here because I have not yet managed to obtain the data I am looking for.
I discovered some services that offer data (even for free), but none of this offers futures data. Could any of you help me?

Thanks so much. :-)
You have not specified what exact data you are not able to find.

The places to get data are:
1. the exchange
2. commercial dataproviders
3. your broker (eg Interactive Broker have a limited amount of data for their clients)
4. Free web download
Sorry, maybe I was unclear in the request.
I need (above all) the futures 1 minute and 1 day. If possible from a free source of data, otherwise from what you think is most convenient as a quality / price ratio.

2. commercial dataproviders -> IQFEDD or OANDA?
3. My broker is IB but he has a one year paid time series
4. where? It's what I'm looking for especially for futures, index, and commodity :-) From my research I had found tickstory.com, but this does not provide data on futures :(

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Re: Historical data and Multicharts

Postby TJ » 25 May 2020

. . .
Sorry, maybe I was unclear in the request.
I need (above all) the futures 1 minute and 1 day. . .
You still have NOT specified what you need.

"Futures" is a very very very large domain. There are agriculture, financials, metals, forex . . .
What are the specific symbols you need? Don't tell me "Everything".
How far back history do you need? 10 yrs? 20 yrs?

Are you looking for historic data? or a realtime data feed?

For good quality data, your best bet is the commercial dataproviders.
You can check a list of providers here:
https://www.multicharts.com/features/data-feeds/

Some dataproviders have trial periods, where you can sign on with no obligation.
You can download as much history as you want then cancel the subscription.

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Re: Historical data and Multicharts  [SOLVED]

Postby PLB » 26 May 2020

Hi,
you are right. Here are the symbols specifically:

dax
euro stoxx
sp500
nasdaq
crude oil
gold
bund
eur/usd
usd/jpy
gbp/usd

-back history 3/4 years
-for the moment looking only for historic data. I have to do simple backtests.
-which dataprovider do you recommend to use to download for free (with trial periods)?

Thank you very much

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Re: Historical data and Multicharts

Postby JoshM » 27 May 2020

Because it has to be free, you're unfortunately also limited by what kind of free trails the data provider offers.

IQFeed, for instance, has good data (and high price). But its free trail is limited to 8 calendar days of intra-day data and 365 days of daily data (source).

Since you already know what you look for, I'd suggest to just go through the list of data feeds MultiCharts supports and check each against your list of requirements. :)


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