Dear Sirs,


Is there a way to set the number of elements in the input price array?

Testing some indicators and reading the error messages I have learned that the default price history loaded when an indicator is calculated is 4000 elements. But for example if I want to calculate the VolumeWeightedAveragePrice for the last 5 days on a 1 minute chart, I need 5x1440=7200 elements of price history.

I know from my previus experience that Metatrader and Metastock can load up to 65.500 elements of price history.


Thank you very much in advance!

You can select bars and ticks from arbitrary historical periods by using IHisotry interface. Consider the following snippet which, for example, can be placed in in IIindicator.onStart() method:

      IConsole console = context.getConsole();
      IHistory history = context.getHistory();
      try {
         // custom historical interval
         SimpleDateFormat dateFormat = new SimpleDateFormat("yyyy-MM-dd HH:mm:ss");
         dateFormat.setTimeZone(TimeZone.getTimeZone("GMT"));
         Date dateFrom = dateFormat.parse("2011-07-11 11:29:00");
         Date dateTo = dateFormat.parse("2011-07-11 11:30:00");

         List<ITick> ticks = history.getTicks(Instrument.EURUSD, dateFrom.getTime(), dateTo.getTime());
         List<IBar> bars = history.getBars(Instrument.EURUSD, Period.TEN_SECS, OfferSide.BID, dateFrom.getTime(), dateTo.getTime());

         for (ITick tick : ticks)
            console.getOut().println("Tick: " + tick);

         for (IBar bar : bars)
            console.getOut().println("Bar: " + bar);

      } catch (ParseException e) {
         console.getErr().println(e);
      } catch (JFException e) {
         console.getErr().println(e);
      }

Mind to keep retrieved List<ITick> and List<IBar> sizes relatively low (e.g. a list of ticks over a week period will likely cause an OutOfMemoryError, more concrete heap size limit is regulated by java settings). So if you need to work with large time intervals, but small bar periods (or ticks), it is advisable to divide your time interval in smaller ones.