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Historic tick data
Tinfx
 Post subject: Historic tick data Post rating: 0   New post Posted: Thu 19 Jul, 2012, 23:08 

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Hello Support

I am working on a strategy that uses adjusted renko bars. I create these from tick data. However, the strategy needs a week's worth of back candles to calculate indicators that I also need to generate from tick data.

I looked at using the file Renkotradingstrategy.java attached to post viewtopic.php?f=65&t=47069&p=63780&hilit=getHistory#p63780 to generate the candles, but I am having difficulty working out how to start creating the candles at the start point of historic data and not the current tick.

Can you please assist?

Tin


Attachments:
RenkoTradingStrategy.java [5.96 KiB]
Downloaded 298 times
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API Support
 Post subject: Re: Historic tick data Post rating: 0   New post Posted: Fri 20 Jul, 2012, 09:43 
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The example you refer to uses a highly unrecommended approach, please see our comments on this in our posts there. Consider reading the renko bars the following way:
https://www.dukascopy.com/wiki/#Feed_history/Renko_bar_asynchronous_loading
 
Tinfx
 Post subject: Re: Historic tick data Post rating: 0   New post Posted: Fri 20 Jul, 2012, 10:50 

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Location: United KingdomUnited Kingdom
Thanks

The thing is, I am calculating adjusted renko bars using midpoints, so loading historic bars wont work. I understand the comments and am ok to use readTicks etc. Also, I am only looking to get a few days data and not 60! :)

Can you assist?
 
API Support
 Post subject: Re: Historic tick data Post rating: 0   New post Posted: Fri 20 Jul, 2012, 11:28 
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See:
https://www.dukascopy.com/wiki/#Custom_renko_aggregation
 
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