Download historical data

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Henrik
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Download historical data

Postby Henrik » 09 Jan 2011

Hi,
is there a way to download historical data von IB for maybe 800 stocks?
In NT I can click "download historical data". But in MC?

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Henrik
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Re: Download historical data

Postby Henrik » 10 Jan 2011

No idea?

And why MC stops after 100 stocks with backtesting in the portfolio backtester?

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Henrik
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Re: Download historical data

Postby Henrik » 12 Jan 2011

:-(

tcat
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Re: Download historical data

Postby tcat » 13 Jan 2011

Henrik wrote:No idea?

And why MC stops after 100 stocks with backtesting in the portfolio backtester?


100 stocks is the current portfolio limitation.
https://www.multicharts.com/trading-software-comparison/

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siscop
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Re: Download historical data

Postby siscop » 13 Jan 2011

What about the"download historical data" in order to use/test/backtest them offline?

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Dave Masalov
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Re: Download historical data

Postby Dave Masalov » 18 Jan 2011

Dear Sirs,

There are two ways to download historical data for 800 stocks in MC:

- plot a chart for every symbol;

- use market scanners: we suggest you to download the data for 10-20 instruments at a time, because it consumes a considerable amount of memory and, if you request too much data at a time, it may result in unstable behavior.

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siscop
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Re: Download historical data

Postby siscop » 18 Jan 2011

Thank you Dave,
I just have another question regarding the scanner:
The Histogram just shows the last 80 bars which on M1 data is just over an hour.
Under preference I can go up to 100000 bars back. The histogram will still show the 80 bars back and not the 100k.
Will the scanner really try to download 100k bars (on M1 data about 1 Year back) or only the required 80 bars?

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Dave Masalov
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Re: Download historical data

Postby Dave Masalov » 18 Jan 2011

Dear siscop,

The scanner will download the amount of data set in Format Instrument --> Settings. So, 100 000 bars in your case.

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siscop
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Re: Download historical data

Postby siscop » 18 Jan 2011

wow thank you.
so in this case we have one sort of a "history downloader" - not a very good one (sorry for mentioning that) since I do know what you mean with a "unstable behavior" but if I can use this data offline this is definitely the way to go unstead of a chart for each stock. Am I correct when I would say that this "unstable behavior" will be gone on the 64-bit version (32-bit memory problem)?

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MC_Prog
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Re: Download historical data

Postby MC_Prog » 18 Jan 2011

>- plot a chart for every symbol;

A variant of this is to have just a single chart, with a simple signal in it that writes to a flag file once the chart data is loaded.

Then, using Macro Express, you can write and run a macro that checks the flag file and types in the next symbol from a list (e.g. your list of 800).

Ideally, the Scanner's memory consumption can be tamed at a future date. That would certainly be the simplest from the user perspective. However, the ME route works well in the meantime.

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Dave Masalov
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Re: Download historical data

Postby Dave Masalov » 19 Jan 2011

wow thank you.
so in this case we have one sort of a "history downloader" - not a very good one (sorry for mentioning that) since I do know what you mean with a "unstable behavior" but if I can use this data offline this is definitely the way to go unstead of a chart for each stock. Am I correct when I would say that this "unstable behavior" will be gone on the 64-bit version (32-bit memory problem)?


Dear siscop,

The issue is solved in MC 7 - 800 symbols with real-time data and indicators work fine.

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Stan Bokov
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Re: Download historical data

Postby Stan Bokov » 03 Jun 2011

tcat wrote:
Henrik wrote:No idea?

And why MC stops after 100 stocks with backtesting in the portfolio backtester?


100 stocks is the current portfolio limitation.
https://www.multicharts.com/trading-software-comparison/


This artificial limitation has been lifted in MultiCharts 7. You can now backtest in a portfolio as many symbols as memory will allow, which is realistically about 500-800 symbols.
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