Creating *.WL Fles Using External Data Source

Author: Harapa

Creation Date: 9/7/2015 8:21 PM

Wealth Lab » WealthScript (.NET) » Creating *.WL Fles Using External Data Source

Harapa

9/7/2015 8:21 PM

I have adapted code example presented in "SaveToFile" . It allows me to create a *.WL data file using non *.WL sources such ASCII or Meta Trader. .

CODE:
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1. It works as expected. However, in the process I loose Symbol Name . How can I modify the code to append that in the destination file?. My source file some time have this information and sometime not. So ability to specify this in the code is preferred.

2. What does number at the end is for. Does this indicate Bar Interval?
...BarScale.Minute, 5)

OT:
There is a code example that shows how to create a binary number file based on some criterion.e.g. "if indicator is > 0 write 1 else zero". Could you help me locate that code/ example.

Thanks

Size:

Color:

I have adapted code example presented in "SaveToFile" . It allows me to create  a  *.WL data file using non *.WL sources such ASCII or Meta Trader. . 
[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute(){
			/* Create a data series  and save the resulting bars to file */

HideVolume();
			Bars bars = new Bars( Bars.Symbol.ToString() + " Velocity Inverse VIX Futures  ETN", BarScale.Minute, 5 );
    
			// Create Data series for new file
			DataSeries HO = Open ;
			DataSeries HH = High;
			DataSeries HL = Low;         
			DataSeries HC = Close;
    
			// Build the Bars object
			for (int bar = 1; bar < Bars.Count; bar++)
			{
				bars.Add( Bars.Date[bar], HO[bar], HH[bar], HL[bar], HC[bar], Bars.Volume[bar]);
			}

// Save the re-constructed/produced Bars to disk
			string file = @"D:\WL\XIV.WL";
			bars.SaveToFile( file );
    
			// Verify by loading from disk and plotting
			Bars haBars = new Bars("Velocity Inverse VIX Futures ETN",BarScale.Minute,5);
			haBars.LoadFromFile( file );            
			haBars = Synchronize( haBars );            
			ChartPane haPane = CreatePane(50, false, true);
			PlotSymbol(haPane, haBars, Color.DodgerBlue, Color.Red);            
		}
	}
}[/code]

2. What does number at the end is for. Does this indicate Bar Interval?
...BarScale.Minute, 5)

OT:
There is a code example that shows how to create a binary number file based on some criterion.e.g. "if indicator is > 0 write 1 else zero".  Could you help me locate that code/ example.

Thanks

Eugene

9/8/2015 1:45 AM

1 - Bars.Symbol, Bars.SecurityName.

2 - Yes it does (see QuickRef).

Harapa

9/8/2015 11:18 AM

QUOTE:
1 - Bars.Symbol, Bars.SecurityName.

This is understood.
But where do I put this in the code eludes me. I am still in learning mode...

QUOTE:
OT:
There is a code example that shows how to create a binary number file based on some criterion.e.g. "if indicator is > 0 write 1 else zero". Could you help me locate that code/ example.

Any help on this one?

Eugene

9/8/2015 1:20 PM

QUOTE:
It allows me to create a *.WL data file using non *.WL sources such ASCII or Meta Trader. .

Oops, I overlooked this. ASCII has "Cache" feature that eliminated the need to create binary files to speed it up. Now ASCII performance is on par with any other. There is a dedicated data provider for MetaTrader 4 files. What's the point in what you're trying to achieve??