Dear All:
Please help with the following:
I am testing strategies with 1 minute historical data, not real time.
Is it possible, after a test, to plot the buys/sells on a 5-m or an chart with a longer timeframe. This would be much better than scrolling many many screens of 1-m data to view the entries and exits; in addition, it will allow me to get a broader macro view of the entries and exits.
Thanks,
Deosaran
Testing 1-m data with entries/exits in 5m or daily charts
-
- Posts: 40
- Joined: 17 Jul 2007
-
- Posts: 64
- Joined: 25 Jan 2008
I don't think this is possible, but you could code a workaround.
Write the 1m strategy buys and sells to a text file. Write an indicator to read the text file and mark your 5m chart in some manner at the correct times. Or, you could format the text file to contain buy/sell commands that occur at the trade times, and create a new strategy by copying that into it.
Write the 1m strategy buys and sells to a text file. Write an indicator to read the text file and mark your 5m chart in some manner at the correct times. Or, you could format the text file to contain buy/sell commands that occur at the trade times, and create a new strategy by copying that into it.
- TJ
- Posts: 7740
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2221 times
- TJ
- Posts: 7740
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2221 times
Can someone tell me where I can go to get information on how to delete bad bars permanently?
The Bonds have some bad bars between 1:40 pm EST and 2:30 pm EST & 3:09 pm EST and 3:30 pm EST on the 29th. I delete them and then when I reload the charts (after clearing the cache) they come back. the bars are 10 times the value they should be.
Thanks in advance.
Bill Schamp
The Bonds have some bad bars between 1:40 pm EST and 2:30 pm EST & 3:09 pm EST and 3:30 pm EST on the 29th. I delete them and then when I reload the charts (after clearing the cache) they come back. the bars are 10 times the value they should be.
Thanks in advance.
Bill Schamp
- Andrew Kirillov
- Posts: 1589
- Joined: 28 Jul 2005
- Has thanked: 2 times
- Been thanked: 31 times
- Contact:
QuoteManager
Editing Data
This tool is necessary to review and edit data. It helps quickly find and correct the bad ticks as well as add or delete new data.
Operating with Data
It is possible to modify data settings, add, insert, delete and find the necessary data. All these arrangements are performed in the Edit Data window.
Accessing Edit Data Window
There are 3 ways to access the Edit Data window:
1. In the Edit menu click Edit Data…
2. Right-click on the selected symbol and select Edit Data…
3. Use the Ctrl+R combination of hotkeys.
Modifying Data Settings
To load the data from the data storage one should define the data settings in the Edit Data window. It is possible to select the desired resolution type, field and time zone. One can also specify the start date/time and the end date/time for the loaded data.
When the data is loaded it is possible to change the data values.
To modify data settings:
1. In the Data Settings section, select the necessary resolution type from the Resolution drop-down list.
2. In the Data Settings section, select the necessary field from the Field drop-down list.
Note. In the field section only those fields are displayed for which the data is collected.
3. In the Data Settings section, select the necessary time zone from the Time Zone drop-down list. 3 time zones are available: Local, GMT and Exchange.
4. In the Data Range section, enter the necessary date in the Start field or use the drop-down calendar. Then enter the necessary time.
Note. The time field is available with the tick and minute resolutions only.
5. In the Data Range section, enter the necessary date in the End field or use the drop-down calendar. Then enter the necessary time.
Note. The time field is available with the tick and minute resolutions only.
6. Press the Load button and the loaded data will be displayed in the Data section.
Note. For the quotes with the tick resolution there will be displayed the Date, Time, Price and Volume values.
Note. For the quotes with the minute resolution there will be displayed the Date, Time, Open, High, Low, Close, Up Volume, Down Volume, Unchanged Volume, Total Volume, Up Ticks, Down Ticks, Unchanged Ticks and Total Ticks values.
Note. For the quotes with the day resolution there will be displayed the Date, Time, Open, High, Low, Close, Up Volume, Down Volume, Unchanged Volume, Total Volume, Up Ticks, Down Ticks, Unchanged Ticks, Total Ticks and Open Interest values.
Adding New Data
To add a new quote:
In the Edit Data window press the Add button to add a new quote. Each new quote will be added to the end of the quote list.
Note. The difference between the Add and Insert buttons is that by pressing the Add button a quote is added to the end of the quote list and by pressing the Insert button - at the beginning of the quote list.
Inserting New Data
To insert a new quote:
At the beginning of the quote list: press the Insert button in the Edit Data window.
or
If the distance between the quotes is more than minimal increment for the given resolution type, it is possible to insert a new quote between these quotes. Only in this case, the Insert button becomes active.
Deleting Data
To delete a quote or several quotes:
In the Data section select the necessary quote or quotes and press the Delete button.
Finding Data
To find the necessary quote or quotes:
1. Press the Find… button and the Find and Goto window will appear.
2. Select the Find tab.
3. On the Find tab select from the 1st drop-down list according to what value the necessary quote or quotes should be found.
4. On the Find tab select from the 2nd drop-down list the necessary condition of the search.
5. Enter in the field (s) the necessary number (or percent) corresponding to the selected condition.
6. To find quote by quote, press the Find button. The Find button will change in the Find Next button, if you want to find more than one quote with the selected conditions.
7. To mark all the quotes corresponding to the selected conditions, press the Mark All button.
8. Press the Close button to close the Find and Goto window.
Going to Data
To go to the necessary quote: 1. Press the Find… button and the Find and Goto window will appear.
2. Select the GoTo tab.
3. On the GoTo tab select from the 1st drop-down list according to what value the necessary quote should be found.
4. On the GoTo tab in the 2nd field enter the necessary date or use the drop-down calendar.
5. On the GoTo tab enter the necessary time.
Note. The time field is available with the tick and minute resolutions only.
6. Press the GoTo button to go to the necessary quote.
7. Press the Close button to close the Find and Goto window.
Selecting All Quotes
Press the Select All button to mark all the quotes. It is useful when you want to delete all the quotes.
Editing Data
This tool is necessary to review and edit data. It helps quickly find and correct the bad ticks as well as add or delete new data.
Operating with Data
It is possible to modify data settings, add, insert, delete and find the necessary data. All these arrangements are performed in the Edit Data window.
Accessing Edit Data Window
There are 3 ways to access the Edit Data window:
1. In the Edit menu click Edit Data…
2. Right-click on the selected symbol and select Edit Data…
3. Use the Ctrl+R combination of hotkeys.
Modifying Data Settings
To load the data from the data storage one should define the data settings in the Edit Data window. It is possible to select the desired resolution type, field and time zone. One can also specify the start date/time and the end date/time for the loaded data.
When the data is loaded it is possible to change the data values.
To modify data settings:
1. In the Data Settings section, select the necessary resolution type from the Resolution drop-down list.
2. In the Data Settings section, select the necessary field from the Field drop-down list.
Note. In the field section only those fields are displayed for which the data is collected.
3. In the Data Settings section, select the necessary time zone from the Time Zone drop-down list. 3 time zones are available: Local, GMT and Exchange.
4. In the Data Range section, enter the necessary date in the Start field or use the drop-down calendar. Then enter the necessary time.
Note. The time field is available with the tick and minute resolutions only.
5. In the Data Range section, enter the necessary date in the End field or use the drop-down calendar. Then enter the necessary time.
Note. The time field is available with the tick and minute resolutions only.
6. Press the Load button and the loaded data will be displayed in the Data section.
Note. For the quotes with the tick resolution there will be displayed the Date, Time, Price and Volume values.
Note. For the quotes with the minute resolution there will be displayed the Date, Time, Open, High, Low, Close, Up Volume, Down Volume, Unchanged Volume, Total Volume, Up Ticks, Down Ticks, Unchanged Ticks and Total Ticks values.
Note. For the quotes with the day resolution there will be displayed the Date, Time, Open, High, Low, Close, Up Volume, Down Volume, Unchanged Volume, Total Volume, Up Ticks, Down Ticks, Unchanged Ticks, Total Ticks and Open Interest values.
Adding New Data
To add a new quote:
In the Edit Data window press the Add button to add a new quote. Each new quote will be added to the end of the quote list.
Note. The difference between the Add and Insert buttons is that by pressing the Add button a quote is added to the end of the quote list and by pressing the Insert button - at the beginning of the quote list.
Inserting New Data
To insert a new quote:
At the beginning of the quote list: press the Insert button in the Edit Data window.
or
If the distance between the quotes is more than minimal increment for the given resolution type, it is possible to insert a new quote between these quotes. Only in this case, the Insert button becomes active.
Deleting Data
To delete a quote or several quotes:
In the Data section select the necessary quote or quotes and press the Delete button.
Finding Data
To find the necessary quote or quotes:
1. Press the Find… button and the Find and Goto window will appear.
2. Select the Find tab.
3. On the Find tab select from the 1st drop-down list according to what value the necessary quote or quotes should be found.
4. On the Find tab select from the 2nd drop-down list the necessary condition of the search.
5. Enter in the field (s) the necessary number (or percent) corresponding to the selected condition.
6. To find quote by quote, press the Find button. The Find button will change in the Find Next button, if you want to find more than one quote with the selected conditions.
7. To mark all the quotes corresponding to the selected conditions, press the Mark All button.
8. Press the Close button to close the Find and Goto window.
Going to Data
To go to the necessary quote: 1. Press the Find… button and the Find and Goto window will appear.
2. Select the GoTo tab.
3. On the GoTo tab select from the 1st drop-down list according to what value the necessary quote should be found.
4. On the GoTo tab in the 2nd field enter the necessary date or use the drop-down calendar.
5. On the GoTo tab enter the necessary time.
Note. The time field is available with the tick and minute resolutions only.
6. Press the GoTo button to go to the necessary quote.
7. Press the Close button to close the Find and Goto window.
Selecting All Quotes
Press the Select All button to mark all the quotes. It is useful when you want to delete all the quotes.