How to prefetch indicator history when Robot starts?

PanagiotisCharalampous
03 Oct 2018, 11:03

Hi Roman,

Data is loaded in Indicators on their initialization. There is nothing special you need to do about it. See below

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 NewcBot : Robot
    {
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }

        SimpleMovingAverage _sma;
        protected override void OnStart()
        {
            _sma = Indicators.SimpleMovingAverage(MarketSeries.Close, 14);
            for (int i = 14; i < _sma.Result.Count; i++)
            {
                Print("SMA: " + _sma.Result[i]);
            }
        }

        protected override void OnTick()
        {
            // Put your core logic here
        }

        protected override void OnStop()
        {
            // Put your deinitialization logic here
        }
    }
}

Best Regards,

Panagiotis

diiptrade
03 Oct 2018, 15:56

Thanks!

Works!

diiptrade
03 Oct 2018, 20:58

But, in real time it prefetch about 2k bars, in backtesting - about 120 bars... How to prefetch more?

PanagiotisCharalampous
04 Oct 2018, 11:29

Hi Roman,

This is a limitation of backesting. A workaround is to start the backtesting earlier so that it can collect the necessary information.

Best Regards,

Panagiotis