- ago
Please provide an example of a simple multi-symbol strategy where real-time quote data comes in.



I managed to set up the export of the necessary quotes in real time, but I don’t know how to get them in the strategy code. I have previously asked a question not directly related to this topic.

Reference: QUIK provider: output non-price parameters as price.

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- ago
#1
There is no access to these values in strategy (except for the market open in WL8 B10 in a special way). Please carefully revisit this blog post to comprehend the model of strategy execution:

https://www.wealth-lab.com/blog/anatomy-of-a-wl7-strategy
https://www.wealth-lab.com/Support/ApiReference/UserStrategyBase
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Best Answer
- ago
#2
QUOTE:
quotes in real time, ... in the strategy code.

You can just use 1-minute bars to process your strategy. If you need finer time granularity than that, then WL is the wrong tool for the job.
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- ago
#3
maybe you misunderstood me, I want to receive this information just once per bar (for example, 1 minute) in the Execute function, not every tick, I just want my strategy work in real time(once per bar) on streaming chart or something like that
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- ago
#4
No, we did get the picture. You should discover how strategies are executed in WL if you follow the blog link in Post #1 above. Accessing the OHLC per bar on a strategy running in a Streaming window isn't any different. If you have a hard time, try to express your problem in different words.
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Glitch8
 ( 10.89% )
- ago
#5
If you want your strategy to work at a 1-minute scale, but sure you're setting the scale to 1-minute.
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Glitch8
 ( 10.89% )
- ago
#6
This video shows a couple of strategies executing at a 1-minute scale as an example:

https://youtu.be/-JOUQyl-7jw
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