Merge historical and real-time data - reload issue

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amadeu1
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Merge historical and real-time data - reload issue

Postby amadeu1 » 01 Jun 2011

Example:

Today is 01st of June and i have historical 5 min ascii data until 31st of May. In the merged chart should be real-time data from esignal and before today should be from historical ascii data. I have it all set up and works fine until i want to refresh data for today from esignal server (like i did with Dynaloader and TS2000i before).

When i press Strg-R to reload the realtime data for today only from esignal server it does not reaload todays data but instead deletes todays data and starts real time data from the time i pressed Strg-R.

How can i reload todays real-time data from esignal server ?

Thank you for an answer

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Stan Bokov
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Re: Merge historical and real-time data - reload issue

Postby Stan Bokov » 01 Jun 2011

Dear amadeu1,

When you are merging historical and real-time data, the point where real-time starts is the moment when the chart is created. Everything before that point is taken from ASCII and after that point is taken from eSignal. When you reload a chart, that point that divides history and real-time is the moment when you reloaded the chart. Everything after that point will be taken from eSignal, everything before that point will be taken from ASCII. There are several things you can do to alleviate the situation:

1. Update the ASCII file so it has the data available up to the point of reload.
2. Do not reload the chart if you do not have the necessary data available in ASCII file.
3. Use eSignal only for both history and real-time.
4. Request/commission a custom solution that ASCII data is accessed ONLY after eSignal runs out of historical data.

amadeu1
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Re: Merge historical and real-time data - reload issue

Postby amadeu1 » 02 Jun 2011

Thanks a lot for this answer.


Would be really great if one could use ascii data up to some date and then have esignal real time data from that date . Where i could re-load data from esignal server from say date X to date Y.

Anybody else who needs a feature like that ?

amadeu1
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Re: Merge historical and real-time data - reload issue

Postby amadeu1 » 03 Jun 2011

eSignal Plugin for TS2000i allows to download the history data provided by eSignal directly into the GlobalServer. All you need to do is select the symbols and the time frame you need in GlobalServer and the history data for those symbols will be downloaded automatically, directly to GlobalServer. You can fill the gaps with a high-quality history data downloaded from eSignal servers


Does something like this exist for Multicharts ? Where i can reload from esignal server the data for a specific time frame - lets say today only ! And not more. The historical data i use my own ascii data.

I try to explain again why this is important:

Lets say you run a trading system on a 5 min chart. You have several buy and sell orders. As your computer receives data from esignal there might be some differences on the data that you already collected and the data esignal has on its server. So the next day you might notice that some buy or sell signals have dissappeared because you loaded the fresh history of esignal server. To avoid that it would be useful for us to reload several times a day from esignal server. At end of day i know that my data i have on my computer is same data as esignal has on its server. Then i make ascii data from that so that nobody can touch the historical data. That way none of the buy or sell orders dissappear from the chart in the back history.

With Gloabal Server and esignal plugin for TS2000i that works great... any way to make that happen in Multicharts ?

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Stan Bokov
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Re: Merge historical and real-time data - reload issue

Postby Stan Bokov » 03 Jun 2011

eSignal Plugin for TS2000i allows to download the history data provided by eSignal directly into the GlobalServer. All you need to do is select the symbols and the time frame you need in GlobalServer and the history data for those symbols will be downloaded automatically, directly to GlobalServer. You can fill the gaps with a high-quality history data downloaded from eSignal servers
MultiCharts does this automatically when you use the eSignal provider. Time frame I think refers in this case to tick, minute or daily bars.

Does something like this exist for Multicharts ? Where i can reload from esignal server the data for a specific time frame - lets say today only ! And not more. The historical data i use my own ascii data.
If you go to MultiCharts > View > Reload you will see options to reload All data, OR 1 day back, 2 days back, 3 days back, 1 week back, 2 weeks back, or 1 month back.

But this setting won't help you. At the moment of reload, your real-time (i.e. eSignal) starts at that moment - so what does it matter how many days back you reload? Everything up until that point will be taken from ASCII, and everything after that point will be eSignal.

Lets say you run a trading system on a 5 min chart. You have several buy and sell orders. As your computer receives data from esignal there might be some differences on the data that you already collected and the data esignal has on its server. So the next day you might notice that some buy or sell signals have dissappeared because you loaded the fresh history of esignal server.
Real-time data is more accurate, while historical data provided from servers is less accurate. You are trying to sync the more accurate real-time to less accurate history, while most people try to do the opposite. You should use Bar Magnifier to make sure your backtesting is as accurate as possible, and matched real-time as closely as possible.

Also, I thought you were using ASCII for history. So, why does eSignal history matter?
To avoid that it would be useful for us to reload several times a day from esignal server. At end of day i know that my data i have on my computer is same data as esignal has on its server. Then i make ascii data from that so that nobody can touch the historical data. That way none of the buy or sell orders dissappear from the chart in the back history.
The eSignal data is loaded from the servers and it's saved into the local database. It's the same as your ASCII files in that it sits on your computer and nobody can touch the historical data - only you. You can even backup your database files, or export the data into CSV. In either case, I don't think using ASCII is warranted in this case (especially if it comes from the same data provider).


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