While using the dataloader on historical data I get accurate results. Once the historical data is downloaded and my studies are calculated on real time data, the studies seem to have wrong tick data to use for calculations.
The studies are using the close to calculate the indicators and the real time ticks are updating the close until a new bar is created. At the end of the day when I refresh the chart to use historical dataloader bars, the signal that was confirmed in real time is not longer true with historical data.
Are there extra steps I can take to make sure the study is using correct tick data for the studies?
Dataloader issues
- Angelina MultiСharts
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Re: Dataloader issues
Hello beggar,
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Re: Dataloader issues
Also I have noticed some other things. I have 500 symbols in the scanner with an indicator that uses the dataloader. What I have noticed is that while the scanner is updating the 500 symbols, the dataloaded indicators aren't updating until the scanner is done downloading or updating most of the symbols. I may have had a buy signal 5 bars ago on symbol 3 of 500 but the scanner values haven't updated and still shows the old data. I am not sure if the dataloader is using a lot of resources that is slowing the scanner down. Eventually the scanner catches up in realtime and is able to quickly update as the bars update.
I have the scanner linked to a chart on the same workspace. I have a dataloaded indicator on the chart which is the same as the one in the scanner. I have the dataloader download values from lets say 3 days back to now. When I check the returned dates and values from the dataloader, it shows the correct start date. But lets say it is 2pm when you apply the indicator. Datetime.now should download data up till 2pm. But when I check the last downloaded time and value, it may show 11 am or noon or 1230. Even when refreshing or reapplying the indicator I do not get the updated values up to whatever the current time is.
I have the scanner linked to a chart on the same workspace. I have a dataloaded indicator on the chart which is the same as the one in the scanner. I have the dataloader download values from lets say 3 days back to now. When I check the returned dates and values from the dataloader, it shows the correct start date. But lets say it is 2pm when you apply the indicator. Datetime.now should download data up till 2pm. But when I check the last downloaded time and value, it may show 11 am or noon or 1230. Even when refreshing or reapplying the indicator I do not get the updated values up to whatever the current time is.
Re: Dataloader issues
They correspond to prior closings of the data series that is being downloaded but not the current one of datetime.now. I've seen it used closing times hours before the current close.
I think real-time history matching is enabled I have to check
I think real-time history matching is enabled I have to check
Re: Dataloader issues
Real-time history matching should not affect what the data loader is downloading. If it is noon, the data loader should download all data up till noon