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PostPosted: Fri Nov 30, 2007 8:02 pm 

Joined: Sat Jul 24, 2004 12:40 am
Posts: 77
Location: Odessa, Florida
I hqve a text file that contains the ticker symbol and names of all the stocks and indexes I am interested in using my strategy on. I know that I can manually add them to the list of stocks in the instrument window, but doing this to 500 stocks or more would be too tedious. I know from asking this question previously that I can use the OnStrategyStart event to open my text file and read all the symbols and create instruments with the Instrument object constructor. Based on what I've read in the help file I assume that I can do the following:
Instrument stk = new Instrument("C",InstrumentType.Stock)
Instrument dji = new Instrument("^DJI",InstrumentType.Index)

The documentation says that the constructor automatically adds the instrument to the database. Does that also mean that the stock (or index) is automatically added to the "Stock" or "Index" folders or is there a method I must use to add a particular instrument to a particular folder?

A short code sample showing how to automatically add stocks would be appreciated.
Another part of the question is the following:
How do I create an instrument (for example IBM) with different time scales? By this I mean, how do I create an IBM that is made from Daily bars, another IBM made from weekly bars, one from Monthly bars and finally one from Intraday, 1 minute bars?

 Post subject:
PostPosted: Fri Nov 30, 2007 8:50 pm 

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
You have this sample below in the script explorer. Have you seen it? Instruments are sorted by instrument type, so stocks will be automatically added in the stocks folder in the GUI.

using System;

using OpenQuant.API;
using OpenQuant.API.Indicators;

public class MyScript : Script
   public override void Run()
      string[] symbols = new string[] {"Stock1", "Stock2", "Stock3"};
      foreach (string symbol in symbols)
         new Instrument(InstrumentType.Stock, symbol);

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