WatchList functions in Strategy. Import data by one provider into another
Author: TCust
Creation Date: 1/28/2012 5:31 AM
profile picture

TCust

#1
Eugene, intrested function for all Datasets ( provider )

1. We run strategy on Dataset's, and... delete Ticker which does not satisfy some algorithms

if .....

delete CurrentTicker ( from this dataset )

Ps. For delete not liquid Ticker's and other filters

2. Emulate WachList, and other DataSets managment

We run strategy on Dataset's, and... add Ticker in other DataSets ( from Current Provider )

if .....

add CurrentTicker ( to other dataset )

3. Import extended data History in current Provider ( all files from Directory in Current DataSets, or only ticker from DataSets )

For example, I have 1 min from 1990 year's .txt and want import this history in current Provider ( IQFeed ) and use this full data and update it

Or I want import Extended Yahoo Daily data in IQFeed ticker's

Ps. And fix Scaling, I create good idea for WLD ;)
profile picture

TCust

#2
If import Yahoo Daily data in IQFeed, need change "-" on "."

BRK-A -> BRK.A

This good function for use "Complete" data from different datafeed, in Current worked DataFeed Provider

Copy extended history from Yahoo, and update and have RT in IQFeed and more other

Ps. But we may have problem with stock split's ( more long history ), need import Yahoo split's in IQFeed
profile picture

Eugene

#3
1 - Script-based WatchList management functions have been a long-time enhancement request. Open Issues:
QUOTE:
(757) Dynamic WatchList Support

It's currently marked as deferred, meaning that it will not appear in 6.3 or 6.4.

2 - Without some good clarification I fail to understand what it means. If that "Watchlist emulation" (whatever it is) is in some way related to #1, see my reply above. At any rate, have you seen the WatchList provider extension?

3 - What for? Both Yahoo and IQFeed provide just enough historical data for long-term testing.

Even if you presented something more than an "Eureka!" as a reason for mixing the data by different providers, we're not going to consider this. On one hand, it's one hell of work to add this to the dozens of static providers which already exist out there. On another hand, there's a snowball's chance in hell that Wealth-Lab static provider API would be extended for this.

<<If import Yahoo Daily data in IQFeed, need change "-" on ".">>
See what I mean by saying it's one hell of work? (No way.) Each provider has its own symbology, and so will be.

Since this falls into the custom solution category, my suggestion is:

a) Complicated: Develop your own static data provider to mix two data feeds together.
b) Simple: Write a Strategy to append one Bars object (e.g. Yahoo) to another (e.g. IQFeed). You'll find a number of examples in the Wiki FAQ, in the QuickRef (SaveToFile, LoadFromFile), and on the forums.

4 - If you mean the issue with properly compressing tick-based charts into higher bar scales by some providers (ASCII, Database), then we will subset of our users, we can not realistically expect to raise this issue's priority for there are more important tasks to focus in 6.4+. Sorry.
profile picture

TCust

#4
I not uderstand - Dynamic WatchList

This function need every day for current DataSet's

WLD this platform for mainly Stock's and need primitive function for manage DataSets

We have 6800 Stock, this not 30 Futures

I say figuratively ( WachList )

PS. Yes import Daily Yahoo in (IQFeed) not importantly, but import extend txt intrested
profile picture

TCust

#5
How I understand information about DataSets in xml files ?

If add or remove ticker "BBBB" in curent DataSet's ( in xml files ) from Strategy this not Hell, Hell this remove 100 tickers manualy from current DataSets with 2000-3000 Tickers !

Or Please create simple code ( function ) for work with DataSets files.

addTickers( "AA","MyCurrentDataSet");

add AA in MyCurrentDataSet.xml


delTickers( "AA","MyCurrentDataSet");

remove AA in MyCurrentDataSet.xml
profile picture

Eugene

#6
QUOTE:
I not uderstand - Dynamic WatchList

Script-based functions for WatchList management akin to their WL4 predecessors (WatchList* e.g. WatchListAdd, Delete, Create etc).
QUOTE:
PS. Yes import Daily Yahoo in (IQFeed) not importantly, but import extend txt intrested

It does not matter. As I already said, mixing the different data files together is not planned. See my proposed workarounds.
QUOTE:
How I understand information about DataSets in xml files ?

XML is human readable. Be precise. What exactly is not clear, and why do you think is it required to understand?
QUOTE:
Or Please create simple code ( function ) for work with DataSets files.

I already answered that above. Dynamic WatchLists, script-based functions for working with DataSets are not planned. They are deferred to a distant future release (after 6.4), or may even not appear.
profile picture

TCust

#7
My English not good

I about files in ...1.0.0.0\Data\DataSets\

If this file's have config DataSets, please create simple function for manipulete with Ticker's in DataSets files

We add this code in our Strategy, and say Big Thanks :)
profile picture

Eugene

#8
QUOTE:
If this file's have config DataSets, please create simple function for manipulete with Ticker's in DataSets

See the Wiki FAQ > Is it possible to make actions on DataSets programmatically?
profile picture

TCust

#9
Ok Thanks

This that that is necessary, I did not see it
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).