Does WealthLab enable to create my own database (or data repository with ascii or binary files) of minute bar data for stocks. This is so I don't have to stream from the data provider for repetitive data intensive strategies or indicators.
Rename
All WealthLab's Data providers use persistent storage so that you don't have to download the same data more than once from the same provider.
To create your own, here's the API page: https://www.wealth-lab.com/Support/ExtensionApi
Specifically, see HistoricalDataProvider, StreamingDataProvider, and also DataSet and Event Providers.
To create your own, here's the API page: https://www.wealth-lab.com/Support/ExtensionApi
Specifically, see HistoricalDataProvider, StreamingDataProvider, and also DataSet and Event Providers.
Thank you. Just one clarification needed whether these extensions were limited to the backtest use case. I'll try to ask the question more clearly. Let's say I have a strategy/indicator that needs a long history of data (say 1 minute bar data going a year back). In using this strategy/indicator for live trading can it then seamlessly merge data from the local history (persistent store) with current new live data to perform its functions?
Yes. Whenever a new chart is started, the local history is loaded followed by a request to the historical provider to fill the data missing since the end of the cache.
When trading small intervals live, it's best to cut back on excess data so that the backtest runs more quickly. What kind of indicator requires a year (about 100,000 bars) of 1-minute data?
When trading small intervals live, it's best to cut back on excess data so that the backtest runs more quickly. What kind of indicator requires a year (about 100,000 bars) of 1-minute data?
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