.NET SE Edition has a limitation in historical data?

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stocksbaron
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.NET SE Edition has a limitation in historical data?

Postby stocksbaron » 10 Apr 2013

Hi,

I'm using .NET SE edition with IB TWS4 (latest edition) and I've noticed that the data only goes back about a year, and it's also coming through slow. I did not experience these issues with the trial .NET edition. Are these design limitations of the SE version, or are there possible issues with its pairing with IB data stream via TWS?

Please see attached a screenshot asking for 1000 historical daily, but only showing until Mar 28, 2012.
4-10-2013 10-21-56 AM.jpg
(257.35 KiB) Downloaded 767 times
Thanks!

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Henry MultiСharts
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Re: .NET SE Edition has a limitation in historical data?

Postby Henry MultiСharts » 10 Apr 2013

Hello stocksbaron,

MultiCharts .NET Starter Edition has only one limitation - you can have only 2 symbols in the database at the same time. There is no data amount limitation.

The limitation you have faced is Interactive Brokers data provider limitation.
By default TWS API provides access only to 1 year of historical data through API connection. While in TWS itself that is possible to get up to 5 years of historical data.

That is possible to extend the amount of provided historical data (up to 2-3 years) through API connection. This extension is supported in the latest version of MultiCharts 8.5 Release.

Please contact IB directly to setup your account for extended historical data through API.

aurelispas
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Re: .NET SE Edition has a limitation in historical data?

Postby aurelispas » 19 Apr 2013

Hello

"MultiCharts .NET Starter Edition has only one limitation - you can have only 2 symbols in the database at the same time. There is no data amount limitation. ""

Questions:
1.Witch edition from MC has no this limitations ?
2.I try to test correlations and look that this has a bug or has a restrictions !

Please advice
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Correlatiosn BUG.PNG
Corrlations Bug on Multicharts
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Henry MultiСharts
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Re: .NET SE Edition has a limitation in historical data?

Postby Henry MultiСharts » 19 Apr 2013

Questions:
1.Witch edition from MC has no this limitations ?
Hello aurelispas,

There is no such limitation in the full version of MultiCharts or MultiCharts .Net.
2.I try to test correlations and look that this has a bug or has a restrictions !
This study utilizes two data series for calculation. As it is written in the popup alert in the bottom right corner-you need to add a second data series to your chart. Please right click on your chart and go to Insert Instrument to do that.

aurelispas
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Re: .NET SE Edition has a limitation in historical data?

Postby aurelispas » 19 Apr 2013

Thanks Dave but this is not enough .. I am trading for 7 years and i never trade using MultiCharts and i want to move from the existing platform .. and i believe there are two ways

A. define strategy using existing tools ( all signals are there Momentum/ Correlations/ Ketnler ) on MC
B. Sending the existing signal fro a third party trough .API from my SQL Server

We have to be able to trade Correlations over all existing pairs and back-testing as is now Correlations need to be define as Signal not as indicators .

My correlation strategy is simply trading more than one pair at a time and viewing all the pairs being traded as one collective unit or trade. Each pair in the correlation trade plays an integral part as the trade utilizes correlations in a manner that allows you to profit no matter what direction the market moves. It is a way to profit from the random nature of Forex by capitalizing on the random swings and algorithms between correlating currencies. The draw down is often extremely limited and little margin is required. The strategy focuses on quantum, not pip collecting.

The strategy is nothing new or exciting. Like most strategies out there this is just another person's version of something that has always been around. The strategy is common among commercial traders, financial institutes and some speculators. What I have done, is taken some of the basic theories and concepts of correlation trading using the same existing indicators from MC>

In case there is not any way i mentions . .please advice .
Thanks in advance

Aurel Ispas

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Henry MultiСharts
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Re: .NET SE Edition has a limitation in historical data?

Postby Henry MultiСharts » 23 Apr 2013

With MultiCharts .Net that is possible to send unmanaged orders-for example from one chart you can trade multiple instruments at the same time, but each symbol should be hardcoded. You can find a code example of such signals at the following thread: viewtopic.php?f=20&t=10730

If you want to link multiple charts to share information between them – you need to use Global Variables.

We are going to implement Portfolio trading with money management rules and basket trading in MultiCharts 9.0. This version is expected in the second half of this year.


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