New York, NY USA
Posts: 6 since Oct 2013
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Thanks Received: 5
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I can only speak for MC.NET, but the somewhat hack-y way that I'd do it is as follows:
1) Create MySQL database with the schema needed to hold your data, whether locally (ideally in Memory/heap) or on another machine
2) Build a function to connect to the database. Grab the variables that you care about, and add them to a handy INSERT INTO query (you would likely need to do this within the CalcBar() method, unless you wrote into an array first and then inserted the array)
3) Run your portfolio (this will also work in Portfolio Backtester).
4) Enjoy your new, MySQL-based freedom.
Happy to PM you some code if it would help you out. I use a ton of custom data with MultiCharts.
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