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Spaceant  
#1 Posted : Wednesday, December 13, 2006 6:47:19 PM(UTC)
Spaceant

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 8/16/2005(UTC)
Posts: 182

I would like to ask the Equis team or any experienced MS user with RT data whether there is any storage limit for intraday (1-min) data. I notice today that MS keeps on cutting the old data when it updates the new one.

I reason why I ask this question as I want to back-test some trading systems with the old data. Today, I find some old data (about three months) is gone.

If the above is right, could you recommend how I could back-test the older data?

Sa

Justin  
#2 Posted : Wednesday, December 13, 2006 7:36:53 PM(UTC)
Justin

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Joined: 9/13/2004(UTC)
Posts: 673
Location: Salt Lake City, UT

The limit within MetaStock's file format is 65,500 records, whether it's tick, 1-minute, 5-minute, daily, etc.

There are two locations to control this:

-File-->Open-->Options-->Load Options

-Tools-->Options-->Realtime (Max Number of Records in an Intraday Chart)

Spaceant  
#3 Posted : Wednesday, December 13, 2006 8:34:37 PM(UTC)
Spaceant

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers
Joined: 8/16/2005(UTC)
Posts: 182

So, any records more than 65,500 will be "truncated"??

For a local future as an example, 270 min / day, ~ 20 trading days per month, times 12 months, equals ~ 64800 records. Therefore, the max records that MS storing would be around one year 1-min data.

Any smart way to back-test the older older?

Sa

Justin  
#4 Posted : Thursday, December 14, 2006 12:02:14 AM(UTC)
Justin

Rank: Advanced Member

Groups: Registered, Registered Users, Unverified Users
Joined: 9/13/2004(UTC)
Posts: 673
Location: Salt Lake City, UT

If you mean data beyond the 1-year mark in your example, you could essentially create separate local security files to store data in (assuming your data provider has data beyond 1-year of intraday). I am not sure who your data provider is or how you get your data into MetaStock; if you can provide this information I may be able to give you more specifics.
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