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Work with historical tcks data on MUltichart .NET PowerLanguage


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Work with historical tcks data on MUltichart .NET PowerLanguage

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  #1 (permalink)
fede72bari
Turin Italy
 
 
Posts: 3 since Mar 2021
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Hi all,

I need to manage historical ticks data (datetime, price, bid/ask, volume exchanged) with PowerLanguage .NET to create a real VWAP line and its deviations. The programming guide explains carefully the StartCalc and CalcBar function that returns just aggregated data on the bar ranges, so that the calculation of VWAP (and other ticks-based indicators) cannot be properly operated. Possibly, only the current bar could be updated at each tick and the single tick data maybe could be derived somehow. Does anybody know how to get access to historical tick data at the indicator lunch? Thank you.

Federico.

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 ocpb 
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fede72bari View Post
Hi all,

I need to manage historical ticks data (datetime, price, bid/ask, volume exchanged) with PowerLanguage .NET to create a real VWAP line and its deviations. The programming guide explains carefully the StartCalc and CalcBar function that returns just aggregated data on the bar ranges, so that the calculation of VWAP (and other ticks-based indicators) cannot be properly operated. Possibly, only the current bar could be updated at each tick and the single tick data maybe could be derived somehow. Does anybody know how to get access to historical tick data at the indicator lunch? Thank you.

Federico.

Hi Federico,

It sounds like the Multichart .NET IDataLoader interface might be (exactly?) what you are looking for, which is documented at the link listed below.

https://www.multicharts.com/trading-software/index.php/4.7.4_Receiving_the_data_for_any_symbol_and_any_resolution._DataLoader

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Last Updated on March 9, 2021


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