Calling lookback of MarketData before realtime run of bot
Created at 06 Mar 2014, 02:15
Calling lookback of MarketData before realtime run of bot
06 Mar 2014, 02:15
Hi,
I am trying to read the previous n number of days worth of 1 minute bars prior to starting my strategy.
I have discovered that I can only request the last 7 days during realtime running of the bot. Is this unfortunate limitation not able to be altered?
from within onStartU() I am creating a MarketSeries instance. I am then iterating through this collection by index.
I am expecting to see 7 days of minutes from earliest thru to current minute before onTick() is called.
I am unfortunately getting a complete mess that stop well before last historical minute.
Could you please advise,
Regards
Spotware
06 Mar 2014, 10:10
Thank you for your suggestion. We will consider to add (DateTime from) parameter to GetSeries method.
You can also post this idea to vote.spotware.com.
As a workaround you can write cBot which stores market series to a text file and backtest it. As a result you will have market series in text file. Then you will be able to load those market series in another cBot.
@Spotware