Oanda Portfolio Trader Data Download Slow  [SOLVED]

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mcjohn

Oanda Portfolio Trader Data Download Slow

Postby mcjohn » 25 Apr 2015

Trying to download 5 years of 4 hour data in the Portfolio Backtester for several currency pairs. Hours, really, a few hours have gone by and still downloading? Is this normal? Will I have to download data on each backtest like with charts? Is there no way to store this data so that only new days are required to be downloaded?

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Henry MultiСharts
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Re: Oanda Portfolio Trader Data Download Slow

Postby Henry MultiСharts » 27 Apr 2015

Hello mcjohn,

There are three base data resolutions: Tick, Minute and Daily. Once data is downloaded from the data feed server - it is stored in the cache. When you close MultiCharts, QuoteManager and Portfolio Trader - cached data is saved to the local database. You do not need to manually save any data, it is done automatically. Next time you plot a chart - the data is loaded from the cache or data base first, then missing historical data and realtime data are requested from the data provider. For more information please see Collecting and Saving Data to MultiCharts Database.

If you are building a chart with the same resolution/quote field/sessions/data range as you already have plotted - the historical data should be loaded from the cache and not requested from your data provider.

We have recently modified the algorithm of loading the historical data from OANDA. Please save the attached file and unzip it. Then follow the installation instructions: How to install an Updater. This improvement will be included in the next revision of MultiCharts 9.0 Release.
Attachments
MC_90x64.zip
for 64 bit MultiCharts
(2.05 MiB) Downloaded 339 times

mcjohn

Re: Oanda Portfolio Trader Data Download Slow

Postby mcjohn » 19 May 2015

Henry,

I appreciate all of your help. It would be great, however, to know what is normal. I am waiting for ~ 17 hours to download 4 hour data for 28 pairs, for 5 years. I just need to know if this is the expected wait time. If it is, then I need to move on.

John

mcjohn

Re: Oanda Portfolio Trader Data Download Slow

Postby mcjohn » 19 May 2015

Just chatted with Oanda support, they blame MultiCharts for the slowness of historical data download. Nothing solved. They advised me to not use MultiChart and use MT. Great partner system. Each one blaming the other and advising not to use their partner.

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Re: Oanda Portfolio Trader Data Download Slow

Postby TJ » 19 May 2015

What I would suggest is...

First, download the instrument you are interested in testing. And download them in 1 minute format. I know you want to use 4 hr as the testing period. As Henry have said in his reply, MultiCharts saves the data in 3 formats, and all the charts are derived from these 3 data formats. In another word, your 4 hr chart will be built from 1 min data. Oanda does not provide data in 4 hr format; the 4 hr chart is built on-the-fly from minute data when you request it.

When you create a chart of whatever instrument for the first time, MultiCharts will automatically save the data into your computer for later use. This will make future retrieval faster.

You should create a chart for every instrument you want to test. Please make individual charts, not through the portfolio backtester. By creating the charts, you are building up your own database for future use, and do not have to rely on realtime downloading from Oanda, which is invariably slow because of the internet connection.

Hope the above helps.

mcjohn

Re: Oanda Portfolio Trader Data Download Slow  [SOLVED]

Postby mcjohn » 19 May 2015

Thank you. In my haste I was focused on the portfolio trader and did not know that I had to use a chart to save data, even though in the portfolio trader there is the check box to download data first.
I will give it a try.

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Re: Oanda Portfolio Trader Data Download Slow

Postby TJ » 19 May 2015

Thank you. In my haste I was focused on the portfolio trader and did not know that I had to use a chart to save data, even though in the portfolio trader there is the check box to download data first.
I will give it a try.
The PT can save data too... but you do realize that downloading 5 years of 28 pairs of data ALL AT ONCE is no simple task. You are looking at 5 yrs times 250 days times 24 hrs times 60 minutes times 28 pairs... that's over 200 million data points on the minute data alone. If Oanda has no minute data, then MultiCharts have to download the tick data and build minute data with it (ie. it will take even more time).

By using charts, you can schedule your downloads one by one, and not overload your broker's server all at once. Oanda might try to blame MultiCharts, but I can tell you that most brokers have throttles on their server. They have thousands of clients to look after, they will not let one client overwhelm their server and force other clients on standby. That is just plain common sense and fair business practice.

mcjohn

Re: Oanda Portfolio Trader Data Download Slow

Postby mcjohn » 20 May 2015

Thank you for the answer. My confusion arose from the fact that in TS this amount of data arrived in minutes. I appreciate your suggestions.

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Re: Oanda Portfolio Trader Data Download Slow

Postby TJ » 20 May 2015

Thank you for the answer. My confusion arose from the fact that in TS this amount of data arrived in minutes. I appreciate your suggestions.
Nobody in the broker world will give you 200 million data points in minutes. Nobody, period.

If you feel TS is faster, that's simply because you have previously requested those data from TS and those data are already saved in your computer. MultiCharts will be just as quick once you have the data in your computer.

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Re: Oanda Portfolio Trader Data Download Slow

Postby eto » 11 Oct 2015

Thank you for the answer. My confusion arose from the fact that in TS this amount of data arrived in minutes. I appreciate your suggestions.
Nobody in the broker world will give you 200 million data points in minutes. Nobody, period.

If you feel TS is faster, that's simply because you have previously requested those data from TS and those data are already saved in your computer. MultiCharts will be just as quick once you have the data in your computer.
Thanks TJ.

I experience this 1st time with Oanda and i follow your suggestion. It works....

And to make it more fast i enable realtime collecting data in Quotemanager.


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