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TheNovice  
#1 Posted : Wednesday, March 16, 2005 1:43:56 PM(UTC)
TheNovice

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How can one import Sierra chart history data into Metastock? Thanks
Patrick  
#2 Posted : Wednesday, March 16, 2005 3:19:07 PM(UTC)
Patrick

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Do you know what format their data is in?Can you export their data to any other format? Also if you have one small data file from them you could post it here so that we can try to figure out how to convert it.
TheNovice  
#3 Posted : Saturday, March 19, 2005 10:10:41 PM(UTC)
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Sorry I could not reply sooner. I have managed to get hold of Bracket Trader(free). Among many things it can convert Sierra charts history file to Ascii data. Then you can use the Downloader to pull it into MetaStock. The main problem is file size, my Sierra history files are a minimum five month of tick data, which is too large for Metastock and Downloader. Therefore, I have to manually cut them into segments of about 2 weeks (very difficult and time consuming). Is there anyway to increase the maximum record size MetaStock can handle (currently it is only 65000)? Bracket Trader also provides tick simulation for various softwares (Sierra, Tradestation and etc.) I have ask them if they can do one for MetaStock as well. I am also trying to program a simple routine to to the same (If I can do it without SDK).
Patrick  
#4 Posted : Monday, March 21, 2005 4:04:55 PM(UTC)
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I have replied in the other post, but I will type the answer as well. The limitation of 65500 can not be bypassed, so you will have to work with multiple files. regarding the routine you are trying to write, i would more details about it to be able to tell wether or not you need the SDK. Patrick
TheNovice  
#5 Posted : Monday, March 21, 2005 4:48:09 PM(UTC)
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What I envisage is that the program asks the user for : 1- Base security name 2- Target security name 3- Start date and time of simulation 4- How fast the simulation If item 4 above is selected as 1, then starting from 3 above (base security tick time stamp) every 1second (computer clock time) the program writes 1second of tick data in base security (from the time stamp) into the target file. You load the target file into Metatock and hopefully as the file is updated so is the waveform. Metastock is to be run in the offline mode. If item 4 is selected as 2 then 2seconds of tick data for 1 second of compute time is written to the target file. I just hope that you can update the target file while it is open by Metastock. And as the file is update so is the Metastock display. The limit on the maximum record number is a serious limitation (in my opinion) as far as the real time capabilities goes, as you would want to go over your previous trades and change your strategy or found out your weaknesses. I suppose it is not a problem of you are trading end of day data.
Patrick  
#6 Posted : Monday, March 21, 2005 5:00:27 PM(UTC)
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For something like this you would need the read/write version of the developpers kit as you are trying to read the Metastock data files from an external application and then trying to write your own metastock data file ( That last part will be difficult, if possible at all. And if you can write the peceding code I don't think you really need to send it back to metastock, in which case only the read version would neccessary to avoid conversion work and etc ...) If I understand properly you want to create an external system tester that would read a custom database that would be created from MetaStock data, therefore bypassing the records limitation. Sounds like a big project ...
TheNovice  
#7 Posted : Monday, March 21, 2005 8:38:43 PM(UTC)
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I thought MetaStock data format is well know and you should be able to write an external program (say Borland builder, visual C) to read and write from it quiet easily. I have just done a quick search and found Metalib, which allows you to do just that. The aim is to read a history file (MetaStock format) and send the data tick by tick (in a timely fashion) to a different Metastock file. So that I can do tick-replay allowing me to practice my real-time chart reading skills (I am a day trader). It is nothing to do with record limitation. The problem that I see is if either the windows or Metastock fall over, if two programs are trying to access the data at the same time and if not Metastock updates the display as more data is appended to the end of the file. Regards
TheNovice  
#8 Posted : Monday, March 21, 2005 8:42:06 PM(UTC)
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By the way tick-replay is almost standard with most other charting packages I m familiar with.
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