Hello,
while trying to refine the backtest with Bar Magnifier I came on three problems which I have no solution for so far. Posting the entire process was not a good idea so I split things up and this is regarding using the Symbol Dictionary for a custom symbol. I will explain what I did.
System: MC64 11, Win7 64Bit, Lifetime
Data: IB, live collected data --> ES-Future
1. Creating the new Symbol ESSM1 under section Cash with DataSource ASCII Mapping.
2. Importing previously exported data (M1-Data) from a continuous future into this new symbol. Data check in QM and Chart was successful, the data is fine!
3. To configure the new symbol there are three tabs: i) Cash, ii) Settings, iii) Sessions. Due to a problem MC keeps me from configuring this directly in tab 2 and 3. To keep this thread clean pls no detour on this problem within this thread (Svetlana has seen that problem).
4. In order to configure the sessions I can select a session template which I defined in advance.
5. In order to configure the second tab on the Edit Symbol-Window I could edit the values for PriceScale/MinMove/BigPointVal directly which causes the problem mentioned above. Therefore this is no option for me. The only way I found was assigning a symbol root to the new symbol which contains the appropriate settings for PriceScale/MinMove/BigPointVal.
6. So I entered the Symbol Dictionary, looked up the symbol_root for the original data which is ES and then I copied it to the Data Source ASCIIMapping which contains my custom symbol. So in the end that symbol_root exists underneath two data sources IB and ASCIIMapping with the same settings for PriceScale/MinMove/BigPointVal.
These two screenshots show the settings of the symbol. Again, the settings on the first screenshot have to be like this (the mentioned problem above).
My expectation is that the settings are known to the newly created symbol. But in a strategy the values for PriceScale/MinMove/BigPointVal are not known. Also in QM still the default values are set. Attached a screenshot showing the settings.
So my question is what is missing in order to have the correct values for the three params? The best thing would be entering bigpoint directly but unfortunately that's no option.
Symbol Dictionary for a custom Symbol [SOLVED]
- TJ
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Re: Symbol Dictionary for a custom Symbol
What are the values you want for PriceScale/MinMove/BigPointVal ?
Re: Symbol Dictionary for a custom Symbol
the three correct values to be set for the custom symbol are shown in the last screen shot above in the window "ES Edit Root Settings".
On the same screen shot is the QM shown with the default values which need to be overwritten.
--> PriceScale 1/100, MinMove 25, BigPoint 50
But these could be any values, the problem is to apply them.
On the same screen shot is the QM shown with the default values which need to be overwritten.
--> PriceScale 1/100, MinMove 25, BigPoint 50
But these could be any values, the problem is to apply them.
- TJ
- Posts: 7745
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2224 times
Re: Symbol Dictionary for a custom Symbol
you have to use the custom setting
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Re: Symbol Dictionary for a custom Symbol [SOLVED]
I've found the answer to the problem. Attached two screen shots, one for my new symbol and another one from another symbol. The workflow is not straight forward with a bug in one case forcing the chart to invalidate. I will explain my conclusions.
I had assigned my new symbol to the category Cash because it's continuous data without single expiring contracts.
The consequences using Cash as a category were this:
1. One can use a symbol root but that configuration is not used by MC ---> should be disabled or removed in the Edit Symbol-Window, at the moment it's fake configuration which leads to the assumption that it's used. But it's surely not.
2. On the screenshots one can see that there are two and three options. Three are available for futures only. As it's possible to assign a symbol_root one would assume that the configuration of symbol_root is fetched but it's not (see 1.) So the setting here is consequent, that symbol_dictionary is not available for non-futures. Only the setting of symbol_root shouldn't be possible.
3. Using custom settings (screenshot) for a symbol which is not underneath the category Future and entering the values for Price Scale, MinMove, BigPointValue MC is not able to draw the chart data correctly, the chart looks corrupt then. I have no idea why this is working for my IDEALPRO-Data underneath the category Cash but for my new symbol it only causes big problems (PS: There's no data problem because MC shows the data correctly in one configuration, with another the chart is corrupt).
Imho 1. is an easy part to correct in a future version of MC leaving only the configuration which is used by MC.
At 3. As it's working for some symbols it should work for a custom symbol as well but it doesn't. So this is a bug but for me I've found a workaround.
I had assigned my new symbol to the category Cash because it's continuous data without single expiring contracts.
The consequences using Cash as a category were this:
1. One can use a symbol root but that configuration is not used by MC ---> should be disabled or removed in the Edit Symbol-Window, at the moment it's fake configuration which leads to the assumption that it's used. But it's surely not.
2. On the screenshots one can see that there are two and three options. Three are available for futures only. As it's possible to assign a symbol_root one would assume that the configuration of symbol_root is fetched but it's not (see 1.) So the setting here is consequent, that symbol_dictionary is not available for non-futures. Only the setting of symbol_root shouldn't be possible.
3. Using custom settings (screenshot) for a symbol which is not underneath the category Future and entering the values for Price Scale, MinMove, BigPointValue MC is not able to draw the chart data correctly, the chart looks corrupt then. I have no idea why this is working for my IDEALPRO-Data underneath the category Cash but for my new symbol it only causes big problems (PS: There's no data problem because MC shows the data correctly in one configuration, with another the chart is corrupt).
Imho 1. is an easy part to correct in a future version of MC leaving only the configuration which is used by MC.
At 3. As it's working for some symbols it should work for a custom symbol as well but it doesn't. So this is a bug but for me I've found a workaround.