Using historical data for indicator or strategy calculations
Most of the indicators require history for their calculation only from the main symbol or symbol from the chart where they were added. But sometimes it may need history data from another time frame or another symbol. For example, if you need to calculate a correlation between symbols, or if you want to compare the results of Moving Average calculations on different time frames. In this topic, we will show you how to do it using Quantower API and its possibilities.
The start point for receiving history is symbol object and method GetHistory. The most simple way is to specify the required Period, history type and date range:
If you specify exactly left and right border — you will receive the required history for this range. But if you want download history from some time in the past till now and receive real-time data, you can skip right border parameter definition:
The main object that represents history is IHistoricalData interface. It contains a collection of bars or ticks and main information about downloaded history: symbol, history type, a total count of items, period, etc. You can access particular item from the collection and receive IHistoryItem object, which provides you information about bar or tick: prices, time, volume and other. We use different classes for bars, ticks and lasts history presentation, so to get access to full data you need to convert your object to appropriate class:
If you need to download history from a current symbol of indicator, you can use its property Symbol. If you need history from another symbol, that should be specified in settings - you can use InputParameter attribute and our article describing this.
It is a time to create some practical example using knowledge from the current topic. Let's assume we need an indicator that downloads 5min,15 min and 30 min history for the main symbol and for an additional one, that can be specified by the user. Then calculates simple moving average on this history and displays results on the chart.
At first, we need to specify variables for required indicators and Symbol variable and mark it with InputParameter:
In this topic, we showed you the trivial example of downloading and using history. But if needed, you can use it any ways: as a source for indicators, for comparison, for displaying on the chart as overlays, for exporting data.
