just switched to 8.8 rc
every day i compare a one day backtest to my one day real-time trades. i do this specifically to see how my auto-strategy compares to a backtest. i expect to see slippage and how my strategy differs in real-time vs backtesting. But today i saw different opens closes on some bars... i did not see this before switching to 8.8 rc real-time data was significantly changed after a chart reload.
MC8.8rc
1 minute chart
rithmic
ES
11/19/2013
any thoughts?
data changes after chart reload
- Andrew MultiCharts
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Re: data changes after chart reload
Hello scarecrow,
Data vendors can send different data in history and real-time. Micro disconnections due to Rithmic API or internet provider can also lead to difference between data requested from historical servers and collected in real-time.
Data vendors can send different data in history and real-time. Micro disconnections due to Rithmic API or internet provider can also lead to difference between data requested from historical servers and collected in real-time.
Re: data changes after chart reload
dealing with a couple other problems as of late too, but I'll run it against IQfeed and see if i see a difference again.Hello scarecrow,
Data vendors can send different data in history and real-time. Micro disconnections due to Rithmic API or internet provider can also lead to difference between data requested from historical servers and collected in real-time.
thanks Andrew,
-Mark