How to access Tick-based MarketSeries in Time-based chart

PanagiotisCharalampous
21 Apr 2020, 09:39

Hi mizo.rakkii,

If you need to get tick data of a symbol you can use MarketData.GetTicks(Symbol) method.

Best Regards,

Panagiotis 

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mizo.rakkii
22 Apr 2020, 18:56

Hi PanagiotisCharalampous ,

Thank you for replying.

I tried your command, but It didn't work.
To apply tick data to simple moving average, I used the method as follows.

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class cBot1 : Robot
    {
        private SimpleMovingAverage sma1;

        protected override void OnTick()
        {
           sma1 = Indicators.SimpleMovingAverage(MarketData.GetTicks(Symbol.Name),20);
           ............
        }
    }
}

 I used GetTicks(Symbol.Name) method because I couldn't compile it with GetTicks(Symbol) method.

What is the problem on my code?
 

Best Regards,

 mizo.rakkii

PanagiotisCharalampous
23 Apr 2020, 08:21

Hi mizo.rakkii,

You can not use Ticks as an input to a SimpleMovingAverage. The method takes only DataSeries as an input. The only workaround to this is to get the timeframe as a parameter. See below an example

        [Parameter()]
        public TimeFrame Timeframe { get; set; }

        protected override void OnStart()
        {
            var sma1 = Indicators.SimpleMovingAverage(MarketData.GetBars(Timeframe, Symbol.Name).ClosePrices, 20);
        }

Best Regards,

Panagiotis 

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mizo.rakkii
29 Apr 2020, 15:01

Hi PanagiotisCharalampous ,

Thank you for your advice.

I was able to complete the accurate system with your bright solution.

Best Regards,

mizo.rakkii

slmberglund
18 Jun 2020, 18:18

RE:

Hi Panagiotis,

To clarify:

- Would this solution enable me to reference the t50 "time"series in a robot trading on the t100 chart?

- If not, is there any way I could build such capability in my robot?

- Is Spotware planning to release the capability to reference different tick-series bars in the robots/indicators?

Many thanks

Markus 

PanagiotisCharalampous said:

Hi mizo.rakkii,

You can not use Ticks as an input to a SimpleMovingAverage. The method takes only DataSeries as an input. The only workaround to this is to get the timeframe as a parameter. See below an example

        [Parameter()]
        public TimeFrame Timeframe { get; set; }

        protected override void OnStart()
        {
            var sma1 = Indicators.SimpleMovingAverage(MarketData.GetBars(Timeframe, Symbol.Name).ClosePrices, 20);
        }

Best Regards,

Panagiotis 

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PanagiotisCharalampous
19 Jun 2020, 09:01

Hi Markus,

Would this solution enable me to reference the t50 "time"series in a robot trading on the t100 chart?

Yes

 Is Spotware planning to release the capability to reference different tick-series bars in the robots/indicators?

You can already do it with the method described above. The only thing missing at the moment is to add these timeframes in the Timeframe class. 

Best Regards,

Panagiotis 

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