Just too many data problems with LMAX

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hughesfleming
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Just too many data problems with LMAX

Postby hughesfleming » 14 Oct 2014

I am on the verge of giving up on the idea of trading forex with LMAX. I just don't understand why when I open a workspace, it does not load all the bars properly and I have to manually reload the missing data. I have tried all the settings now and it really does not make any difference.

I am having to run MT from my second broker just to see if gaps are real gaps or missing bars. I am sending the same message to LMAX. How can anyone expect to autotrade a strategy with confidence when the data does not load properly?

I don't have the same problem with CQG fortunately so this is specific to LMAX. I know the connection is supposed to work better in release 9.0 but I don't see a difference. I am having more problems running a live account than when I when I was just testing.

The screen shots show the difference between USDJPN on Lmax and Pepperstone MT4 both running 24/5. I am having to manually reload almost every pair.

regards,

Alex
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Andrew MultiCharts
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Re: Just too many data problems with LMAX

Postby Andrew MultiCharts » 14 Oct 2014

Hello hughesfleming,

My recommendatios are:
  1. QuoteManager: Tools -> Data Sources -> LMAX -> Settings -> check off "Cache downloaded quote files" -> Ok.
  2. Close MultiCharts and all its parts. Make sure all MC processes are ended in Windows Task Manager. Here you can find the list of all MC processes: https://www.multicharts.com/trading-sof ... _Processes
  3. Restart MultiCharts and open your workspace.
  4. Make a right-click on the chart -> Format Instruments... -> Settings -> Session -> select "24/7" -> Ok.
  5. Press CTRL+R when the chart is backfilled to reload the data comletely.
  6. All avaialbe historical data for the symbol will be downloaded from LMAX. Please compare the chart to the web-based LMAX charts, not with another software.
  7. If the issue still persists, please come to our live chat during working hours (6:30 am – 2:45 pm EST) to let our operators connect to your computer remotely and help you.

hughesfleming
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Re: Just too many data problems with LMAX

Postby hughesfleming » 14 Oct 2014

I will do this right away to see if it helps. Thanks for getting back to me so quicky.

hughesfleming
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Re: Just too many data problems with LMAX

Postby hughesfleming » 14 Oct 2014

I followed the instructions and the data has loaded for H1. I then added a daily chart as data 2 and you can clearly see missing days. One way or another, this should not happen.

I will take this to live chat later in the week when I have some time.

Many thanks,

Alex
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bensat
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Re: Just too many data problems with LMAX

Postby bensat » 14 Oct 2014

Sticking my bloody nose into this thread, you can clearly see that you are missing weekend session (12th of Oct. and 4/5 etc.) in daily charts. Is it necessary to switch to 24/7 on daily charts as well ? Do you work with exchange time data or local time data ? Might be a difference with FOREX data. Looks like a session format issue for me. May set your own session template Sunday included as default for every pair so it get's hit automatically.

Hope my nose doesn't get blue now ;)

Good luck.

Ben

hughesfleming
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Re: Just too many data problems with LMAX

Postby hughesfleming » 14 Oct 2014

Thanks Ben for jumping in,

The problem is that I am also missing data between Monday 27th of September and Thursday the 2nd of October. Usually I can resolve these problems by manually refreshing the data for each chart. I have just done it and it is working normally now.

It is this refreshing issue I am trying to work around. I have six H1 charts and six D1 charts. There should be a way to have them initialize properly when you start a workspace. It does not seem to matter if it is 24/5 or 24/7.

I also use a function in my indicators that has a look back of between 55- 128 bars to calculate an adaptive period. I prefer to use 24/5 for this reason. If the bars don't load correctly then this number is calculated incorrectly which then affects the signal.

Kind regards,

Alex

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bensat
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Re: Just too many data problems with LMAX

Postby bensat » 14 Oct 2014

I see your probs, but still think it's a setting issue only. Besides this issue, you may want to set-up a scanner with all the sym's you are watching and connecting them via "Instrument Link". So you could backfilling all data very easily and be sure you have all the right data before making a decision.

Not the best idea but a workaround to work with till support is able to help and fix your problem.

Image

Regards

Ben

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Re: Just too many data problems with LMAX

Postby hughesfleming » 14 Oct 2014

Thanks Ben,

Very interesting. I will check out the scanner now.

regards,

Alex

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Andrew MultiCharts
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Re: Just too many data problems with LMAX

Postby Andrew MultiCharts » 14 Oct 2014

I followed the instructions and the data has loaded for H1. I then added a daily chart as data 2 and you can clearly see missing days. One way or another, this should not happen.
Is it necessary to switch to 24/7 on daily charts as well ?
Please don't use 24/7 for daily-base charts. The advice i gave you was for intrady chart from your first screenshot. For daily charts use default session and CTRL+R to reload data. We will wait for you in the live chat if you still have problems with daily bars.

hughesfleming
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Re: Just too many data problems with LMAX

Postby hughesfleming » 14 Oct 2014

Thanks...got it. I will set everything correctly and see what happens when I open the workspaces in the morning.

I just wanted to say that your team does a great job with support. It is very much appreciated.

Alex


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