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Expert use of HST files or Custom files?
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Author:  nonlinear [ Wed Mar 19, 2014 12:11 pm ]
Post subject:  Expert use of HST files or Custom files?
I am contemplating creating an EA that requires many years of historical m1 bars. My issue is that I need accurate m1 bars or the strategy is complete junk. Now, I know that the bars from the MQ history center are junk (gaps, etc), so I am wondering what is the best way to plan this expert. I could load accurate HST bars through a source like tickdata suite or tickstory, but I get nervous that when the expert uses these on a live chart Empty4 will overwrite or otherwise ruin my accurate data. Is it better to load my accurate m1 bars from tickdata suite or tickstory in a custom array, update that array daily from the live broker feed, and then have the expert access the array? Or should I stop being so paranoid and just have the expert use the HST files? Curious if anyone has thoughts on different ways to approach this. Thanks.
Author:  SpiderX [ Wed Mar 19, 2014 3:32 pm ]
Post subject:  Expert use of HST files or Custom files?
Hi nonlinear,

Create the files with tickstory.
Then change the file properties to "Read Only"

That way Empty4 cant mess with your data.
Also have a dedicated instance for your backtesting purpose.
Make sure this instance does not connect to any broker server.

Cheers
Author:  nonlinear [ Wed Mar 19, 2014 3:48 pm ]
Post subject:  Expert use of HST files or Custom files?
Hi Spider. This is a little different as the expert needs the accurate HST files for live trading. Any suggestions?
Author:  SpiderX [ Wed Mar 19, 2014 4:09 pm ]
Post subject:  Expert use of HST files or Custom files?
nonlinear » Wed Mar 19, 2014 11:48 pm wrote:Hi Spider. This is a little different as the expert needs the accurate HST files for live trading. Any suggestions?

That is complicated.
Then maybe you need some third party s/w and use a bridge to Empty4.
The external program will do the logic, while Empty4 is only the trading interface.

There is no simple method to go forward here in that case.

Cheers
Author:  nonlinear [ Wed Mar 19, 2014 4:17 pm ]
Post subject:  Expert use of HST files or Custom files?
Why not just create my own bars and have the expert use those, if possible ?

Alternatively, if I load decent HST history and then let Empty4 overwrite the recent recent bars with the live broker feed, that might work, but the overwriting is the part that makes me nervous.
Author:  RedLineFred [ Thu Mar 20, 2014 2:38 am ]
Post subject:  Expert use of HST files or Custom files?
Have you considered generating an off-line chart using your data?
Author:  nonlinear [ Thu Mar 20, 2014 2:51 am ]
Post subject:  Expert use of HST files or Custom files?
That sounds similar that what I am thinking about. Bars or a chart, it's all the same. How does one do that? Through a dll? I figure if others are making custom bars from tick data, then I should be able to generate my own HST type files from downloaded data and then update it from the broker feed.
Author:  SpiderX [ Thu Mar 20, 2014 3:13 am ]
Post subject:  Expert use of HST files or Custom files?
nonlinear » Thu Mar 20, 2014 10:51 am wrote:That sounds similar that what I am thinking about. Bars or a chart, it's all the same. How does one do that? Through a dll? I figure if others are making custom bars from tick data, then I should be able to generate my own HST type files from downloaded data and then update it from the broker feed.

Hi,

How about maintaining your own history file independent of Empty4.
EA will read ticks and update its own independent history file.
Then the EA will read this history file for decision making.

The complication might be with the file I/O procedures.

Cheers
Author:  nonlinear [ Thu Mar 20, 2014 3:23 am ]
Post subject:  Expert use of HST files or Custom files?
Spider, I think this is what I need. Could be difficult to assess when and how often to update, but if one pulls the Ohlc data from the recently updated HST files in Empty4 then that might work, even if they are updated randomly.

Am I being paranoid on worrying about Empty4 messing with my HST files?
Author:  SpiderX [ Thu Mar 20, 2014 3:31 am ]
Post subject:  Expert use of HST files or Custom files?
nonlinear » Thu Mar 20, 2014 11:23 am wrote:Spider, I think this is what I need. Could be difficult to assess when and how often to update, but if one pulls the Ohlc data from the recently updated HST files in Empty4 then that might work, even if they are updated randomly.

Am I being paranoid on worrying about Empty4 messing with my HST files?
Remember seeing an EA posted somewhere which can collect tick data from the broker.
You can write something to that effect and use it to build your own candles instead and update your history file.
Perhaps that is better ?

Cheers
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