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Cache Instrument Historical Bars
Thunder99
 Post subject: Cache Instrument Historical Bars Post rating: 0   New post Posted: Fri 17 Aug, 2012, 08:50 

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Joined: Fri 17 Aug, 2012, 08:42
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Hi,

I need to cache the Hourly bars for the past 30 days for 28 instruments. Then I want to use this data to calculate values for indicators.
If I download the data when calculating the indicator, it takes too long and freezes the program. Also this cache need to be updated as new bars come in.

What is the best way to do this?
Also, If I cache 15 Min data can I use 1 Hour bars using that 15 min data or do I need to cache both?

Thanks
 
API Support
 Post subject: Re: Cache Instrument Historical Bars Post rating: 0   New post Posted: Mon 27 Aug, 2012, 08:28 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
For indicator calculation you don't need to cache the bars, see:
https://www.dukascopy.com/wiki/#Indicator_Calculation
 
Thunder99
 Post subject: Re: Cache Instrument Historical Bars Post rating: 0   New post Posted: Fri 31 Aug, 2012, 21:05 

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Joined: Fri 17 Aug, 2012, 08:42
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How can I do this for custom indicator? For example my indicator needs High/Low for each of the last 100 bars. What is the best way to store and automatically update this data without downloading it every time?

Thanks
 
API Support
 Post subject: Re: Cache Instrument Historical Bars Post rating: 0   New post Posted: Mon 03 Sep, 2012, 10:18 
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Thunder99 wrote:
For example my indicator needs High/Low for each of the last 100 bars.
Then you need to update your indicator to use the lookback of 100. Then on every IIndicator.calculate you will receive at minimum 101 inputs. See more here:
https://www.dukascopy.com/wiki/#IIndicator_interface/Method_getLookback
 
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