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Data availability for strategy running

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    Data availability for strategy running

    Hello,

    I have question regarding data availability for my automated strategies running.

    My connnection to broker, real data feed and historical data is as follows:
    1. My broker is FXCM and I use this broker as primary connection with real time data feed only
    2. I use MBT broker as a secondary connection for historical data only (I have no real time data feed back-up)
    3. I am running my strategies using Strategies Tab
    4. I am not using charts and I do not use "Save chart data as historical" feature

    My concern is as follows:

    If I understand it right, missing historical data updates during strategies enabling. Then all instrument data are updated in Historical Data Manager. Because my setting are as set above, during strategies running there is no update in Historical Data Manager. Next update will be during next strategies enabling.

    One think is not clear for me and this is the question:

    Where live data are stored? Does running strategies have access to them and use them for all calculations? I would like find confirmation that my strategies are running as expected with such settings.

    Please explain.

    #2
    Hello kucharek,

    When you enable a strategy in the Control Center-->Strategies-tab, it will load historical data as per the settings under "Time frame".

    Realtime data is not stored if 'Save chart data as historical' is not enabled. You will only store realtime data if you receive realtime data in charts and this option is enabled.

    The automated strategies will calculate its conditions as per the realtime data that is received from FXCM, since it is the first connected connection.
    JasonNinjaTrader Customer Service

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      #3
      Hello Jason,

      I do not know what you mean by
      as per the settings under "Time frame".
      Do you mean all data series which are needed for a strategy (primary data series and all data series added to a strategy with Add() method?


      The automated strategies will calculate its conditions as per the realtime data that is received from FXCM, since it is the first connected connection.
      Does it mean that live data feed is stored temporary and locally on my computer during running a strategy? I do not understand how it is possible to have access to such data after, for example, 3 hours of running my strategies where calculation is performed, for example, once every hour.

      Please clarify.

      Comment


        #4
        Hello kucharek,

        Please see the screenshot.

        Yes, all data series that receive realtime data.

        Yes, but it will not be stored in the Historical Data Manager - only when you receive realtime data in charts and 'Save chart data as historical' is enabled.
        Attached Files
        JasonNinjaTrader Customer Service

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