Date Range for intraday Data - Wealth Lab Forum

dansmo

#1

6/20/2011 3:56 AM

Hi,

while creating and testing an intraday strategy, I would like to change the last bar to a certain dateTime. However, the data range can only be set to full calender days. I suggest that the date range picker be enhanced so that it allows to specify the date range according to the current bar interval.

regards,
dansmo

Eugene

#2

6/20/2011 4:04 AM

How about starting to use the Market Manager's open/close time feature?

dansmo

#3

6/20/2011 4:15 AM

I think you need to understand why I´d like to have this feature.
When evaluating a system I often do it very simple: setting the data range to end at a certain date and check the alerts. This is not possible for intraday data. One cannot set the end of the chart to a certain bar when using intraday data.

Cone

#4

6/20/2011 6:40 AM

It's unfortunate, but we've repeatedly suggested a time control enhancement, but it never gets picked up. You should consider that it won't ever happen. We have considered this and as a consequence MS123 developed a third-party solution that gets you there, so I think you should visit the link that Eugene gave you. The MM needs to be utilized by data providers, and if it isn't already then it needs to be built into existing ones as an upgrade.

Eugene

#5

6/20/2011 7:06 AM

I think what Daniel is asking has some resemblance to a Market Replay feature. Such tool - somewhat close to WL4's Real-Time Simulator adapter - is being developed (with low priority). With Market Replay, one could load all available history and still limit the end bar.

dansmo

#6

6/20/2011 7:06 AM

Sorry, I do not see hoe the MM would help. Can you please share a complete example where I can configure a constant end time for the data range? I don´t get it.

dansmo

#7

6/20/2011 7:09 AM

Eugene, Market Replay sounds like a tool that could help here. And I can already see a nice icon at the screenshot you provided to the Market Manager Wiki.

Cone

#8

6/20/2011 7:17 AM

QUOTE:
Can you please share a complete example where I can configure a constant end time for the data range? I don´t get it.

See the second image in the link. The MM provides a way to define Open and Close times for a market. The provider that uses these times to filter the data. Is this not what you're asking for?

dansmo

#9

6/20/2011 7:23 AM

As I understand ist the MM is a tool for setting a markets trading hours.
I would like to change the chart´s data range regularly and on the fly for a market.

Cone

#10

6/20/2011 10:03 AM

QUOTE:
for setting a markets trading hours.

This is only one of the functions.

There is no problem setting the date range regularly, on the fly.

If you want to change when the time at which days end then the provider has to do it because you will not be able to control it with Wealth-Lab's Range control.

The MM gives you access to control the market times for providers that use the MM. There is not going to be any other way to do it.

If you don't want to change the market times and just want to step through bars one at a time, then a Market Replay provider is the answer. This isn't what you asked for though: "I would like to change the last bar to a certain dateTime."

dansmo

#11

6/21/2011 2:10 AM

Manipulating the end time with the MM will result that every day the end time of the chart is the specified end time, since this is defined as trading hours. Is this correct?

I want the chart to end at a very specific bar, date and time. The rest of the chart and the trading hours must not be affected by the individual chart´s settings. Is it now clear that only a time control enhancement, as you named it, will do this?