Throughout the documentation terms like Project (or mGlider Project) and Time Frame are going to be used quite extensively, so it's important to get a firm understanding what they mean. Fortunately it's very easy.

Project is a file for a particular security that consists of one or many time frames. Time Frame is a view of the security over a time period with a certain frequency. For example, a project for Microsoft Inc stock with Daily time frame. In this case "Daily" is the frequency and the time period can be anything from 1 month to 2 years or from 50 bars to 250 bars or all available data. Please note that these numbers are not low and upper limits but just sample values. Another example is a project for CAN and USD currency pairs with 1-min, 5-min, 15-min and Daily time frames. Yet another is a Project for Crude Oil futures with time frames like day sessions for Jan 2006 and Apr 2007 contracts.

To create a new project, go to "File" menu and click on "New..." (Ctrl+N).

The dialog first appears in a brief mode where you just have to type in a symbol name for a chosen security type. Then click OK and a project based on a default template will be created. For example, for stocks it's going to be 3 time frames: Daily, with 6 month worth of data; Weekly - 2 years and Monthly - 5 years.

You can have more control over project parameters if you switch the dialog in a full mode by clicking on "More >>" button.

Type in a Security Name and select a Security Type. Then add as many time frames as needed.

Security Name could be either a company name (in case of a stock) like "General Electric Co" or a symbol like "GE". If a symbol is provided for Security Name as opposed to a company name then every time frame can used the symbol by default to request information from a data provider.

If the company name is provided then you need to specify a symbol for every time frame.

Once the project is set up, click OK button and mGlider will automatically download data for all time frames using appropriate data providers.