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Mid July 2010 Update

Posted Mon, 07/12/2010 - 00:29 by sharky

To make the delay since v3.0.2 worthwhile, I thought v3.0.3 should have some extra goodies. Here's a sample:

  • Trading systems that can have any mixture of intervals (e.g. some rules use 5-Minute bars, some use Hourly, some use Daily, etc).
  • Synthetic pairs.
  • The Broadcast Centre, as previously mentioned.

Well ok, that's it, but they're pretty special things :-)

And with all that out of the way, next is deciding which broker to use, and connecting to them. At this stage I am leaning towards using Medved Quotetracker (again - they've been in the to-do list for a couple of years). The downside of using them is that the install and setup may become more complex than I had hoped, given that our software is supposed to be targeted at people who aren't all that adept with computers. But we'll see how we go.
 


Comments

antsants's picture
by antsants - 07/12/2010 - 16:32

Hey Sharky
Just wondering whether getting the FXCM Price Backfill scheduled task up and running is on the cards for v3.0.3 or if you have a rough ETA for how long before you might get that functionality added?  It's not a big deal but now that I've got 70 price data configurations (Monthly, Weekly, Daily, Hourly and 15 Minutes data for fourteen currency pairs) created, it'd be nice to be able to keep them up to date over next few weeks as I do more backtesting and it will be an interesting feature to test.  
Thanks.
Anthony

sharky's picture
by sharky - 07/13/2010 - 01:14

First let me explain the difference between recurring downloads, backfills, and historical prices.

Recurring downloads lets you grab a few bars at regular intervals. "Special" recurring downloads target only those price bars that are needed for trading systems that are auto-trading right then at that time (and alerts).

Backfill refers to trying to get price bars you might have missed, had your computer been turned off or crashed.

Historical prices are those going back potentially many years.

Not all brokers offer all options. But yet I wanted to have all of the options there for all brokers, with an explanatory note for those that don't work. (If having those that don't work still appear in the list is a bit strange, you can filter the list to only those that can be run).

Your question is specifically about the FXCM Price Backfill scheduled process. This is one that cannot actually be run. And the explanatory note points you towards using the recurring downloads, to get a maximum of 300 bars, or the historical downloads for more than that.

It's entirely possible that you thought the FXCM Price Backfill would be "fixed" and you could then use it. That is not the case. If there was any confusion, it's totally my fault because there is nowhere that currently explains about why scheduled processes that can't be run are in the list at all. Or, if you were actually referring to the recurring downloads not working, it works fine in v3.0.3 (out in a week or two).
 

 

antsants's picture
by antsants - 07/13/2010 - 03:23

Ok thanks for clarifying that.  I hadn't actually noticed that there was an Explanation column on the Scheduler page so now that I've seen that it makes sense.

sharky's picture
by sharky - 07/13/2010 - 10:05

Just added this wiki entry to cover scheduled processes.