Import Data for Custom Indicator

Login or Register

Please login or register in order to view and post in the Forum.

4 posts / 0 new
Last post
Mickster
Last seen: 3 years 7 months ago
Joined: 06/29/2018 - 17:47
Import Data for Custom Indicator

I want to create a custom indicator that will display historical data (NHNL) read in from a CSV or other file. The indicator will be displayed in its own pane and will be in date sync with the instrument chart. With all of its powerful features, I would be surprised if IRT cannot do this, but I could not find any details.

Note - I tried the EDI, but it does not plot historical levels.

Thanks.

0
Eddy_F
Last seen: 3 months 2 weeks ago
Joined: 07/30/2014 - 16:18
Process for importing 3rd party custom indicator data

Hello Mickster,
of course, it is fully feasible / I did it numerous time for other indicators or just importing backtest results from third party
There might be other ways to do it, but i always did it by creating a cash custom instrument..
3 steps are needed
1) create a new a cash custom instrument in order to store your data (that you may name NHNL)
it has to be the cash instrument category as your indicator may have negative value / make sure that instrument has the right session defintion
2) import your data from your csv through file> data> import
of course, you need first to format your csv file according to the selected IRT requirement in term of csv file format
To avoid any issue, I always use as import data file format the default format used by IRT for exporting 1 tick data
Only flexibility : you may exclude the ticker name from the file (in that case, IRT will ask for the ticker at the time of importing the file..)
Basically, the only trick is to make sure the timedate format is correct (see PS), and then to input your indicator value as the "LAST" data..
3) After importing the data into the new cash instrument, the custom indicator you will add on any of your chart will have a veruy simple syntax, ie just a MPD token, referring to that cash custom instrument (NHNL) with a periodicity of 1 tick and the LAST default settings.
You may use the same exact custom indicator definition on any of your existing futures charts of any periodicity
Cheers
Eddy

PS : one advice, to get used to the import/export data file format, just try first to export into a csv file some existing tick data (ES or any futures) so that you see what is exactly the format you need to have - Indeed, the same exact settings will be used for the import process of your NHNL data...
I have attached a screenshot showing where you can access the settings for the file import format (not obvious, this is only accessible through the button on the import file window)
https://www.linnsoft.com/sites/default/files/forum_comments/import_data_...

Mickster
Last seen: 3 years 7 months ago
Joined: 06/29/2018 - 17:47
Thanks Eddy - I will see if

Thanks Eddy - I will see if this will work for me.

Can it update the chart automatically once the CSV file is updated, similar to the flex level feature?

Eddy_F
Last seen: 3 months 2 weeks ago
Joined: 07/30/2014 - 16:18
Hi,

Hi,
it is not really designed to be updated in realtime...
You will have to redo the process for each import - Of course, after the initial import, you may only import the incremental data, so it should be quite fast
Not sure if you could automate the process with by triggering the import every x minute by creating an adhoc schedule action
Might be feasible - i have automated with schedule other data import process into V#, but never tried to automate this one with a schedule
Eddy