Data Replay Does Not Simulate Real-time Accurately on Ticks

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Psipherious
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Data Replay Does Not Simulate Real-time Accurately on Ticks

Postby Psipherious » 20 Apr 2015

I've made my question more concise to try to avoid confusion.

Basically, when running in Local mode and using a Tick chart, it seems that there is no way to have the play back be in "real-time".

=Example=
mode: Tick by Tick
speed: 1 update per second
what happens in real market: 10 ticks occur in 1 second
what happens in playback: those same 10 ticks take 10 seconds to playback (1 update per second)

I want to use a Tick chart but playback all ticks in actual real-time. There will of course be a different amount of ticks each second (and some seconds no ticks at all, which makes playback skip those seconds entirely).

Anyone know if there is a way to correct this?


My Original Post, Feel Free to Ignore:
Hello,

I'm new to MC and have spent the past day going through it. It seems to have everything I'm looking for, I'm a user coming from NT and familiar with how replay works on that platform.

I am trying to learn a discretionary method and I always use tick charts when trading in futures.

Now, when I try to use the replay function of MultiCharts with tick charts and set it to play Tick by Tick and have play speed set at 1 update per second, the problem is that it doesn't play back as it would have in real time.

Since it's only updating 1 piece of data per second, if there was 5 ticks in 1 second during the real market time, it would take 5 seconds to play this back in MC.

This is of course a problem because it isn't realistic at all. Visually, you could see the 5 ticks in real-time happening all in 1 second, allowing you to perceive heavier market activity.

The second problem is that if a tick wasn't recorded in real time for 10 seconds (for example), on this playback mode, that 10 second lapse would occur in 1 second.

I'm using data pulled from CQG btw, only using data from the past week from their live demo feed.

Hopefully this makes sense. I don't see any solution to this problem and if it's not possible to replay tick charts in "normal" time, as they occurred (like watching a recording) then I won't be able to use MC to practice new strategies on market replays.

Anyone know if there is a way to correct this?
Last edited by Psipherious on 27 Apr 2015, edited 2 times in total.

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Re: Confused About Tick Play Speed on Data Replay

Postby arnie » 20 Apr 2015

play it tick by tick, not second by second

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Re: Confused About Tick Play Speed on Data Replay

Postby tony » 20 Apr 2015

I use play back mode a lot and love the features, etc. But if I understand your question correctly, I agree, it would be nice to be able to play back in the exact frequency, time lapse that those trades executed real time.

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Psipherious
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Re: Confused About Tick Play Speed on Data Replay

Postby Psipherious » 20 Apr 2015

arnie wrote:play it tick by tick, not second by second


I actually am playing it tick-by-tick, I only have 2 options (in local mode) - to play Tick by Tick or in my tick bar size (2000).

See bottom of screenshot:
Image
Last edited by Psipherious on 21 Apr 2015, edited 2 times in total.

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Re: Confused About Tick Play Speed on Data Replay

Postby Henry MultiСharts » 24 Apr 2015

Hello Psipherious,

You can increase the playback speed to have more updates within a second.

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Re: Confused About Tick Play Speed on Data Replay

Postby Psipherious » 25 Apr 2015

I'm sorry if I'm not explaining myself correctly. It seems Tony might have an idea of what I mean but let me try to explain with another example.

Say the market is happening in real time right now.

An hour passes.

During that hour, 5400 ticks were recorded (I'm just using a round number to make this a little easier to explain, in reality it could have been 17453 ticks, or 2098 or whatever other random amount).

So, real-time, 60 minutes: 5400 ticks occured.

Now, play this back in Multicharts at 1 update per second and the same hour, takes 1.5 hours to play back (because there's 3600 seconds in 1 hour, 3600 + 1800 (half hour) = 5400 ticks).

Now if I bump up the speed to 2 updates per second, the same hour that occured in real time earlier, now occurs in 45 minutes in replay.

Or at 3 updates per second, 30 minutes in replay.

NONE of these length of times are what actually happened in the market.

They are all sped up or slowed down versions.

There is no "actual real-time" setting available.

If you're doing a replay and, during the regular, real-time market day, 2 ticks occurred over the course of 10 seconds, in reply, at 1 tick per second, these same to 2 ticks would occur in 2 seconds.

There doesn't seem to be anyway at all to playback a normal market day at the speed that it would have actually happened.

In comparison, and I don't mean to mention competitors so I won't use the actual name, just abbreviation, but with NT7 (which is the main platform I'm used to using) - if you play-back and hour of market recording, it takes an hour to play back. The ticks happen when they would have happened in real time. If there is 1 tick, and then nothing for 8 seconds and then another tick, this is how you see it play back. Very realistic.

If you increase it to 2x speed then it simply plays back in 30 mins, or 4x speed = 15 mins, etc.

The actual number of ticks that occurred is completely irrelevant.

in MultiCharts, if 5 ticks occurred in a single second, it would take 5 seconds to play that back at "normal" speed (1 update per second).

Does this make sense?

This is a huge problem for a discretionary trader because you can't get an accurate feel of the market during playback.

Unless, perhaps I am missing some option or setting somewhere?

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Re: Data Replay Does Not Simulate Real-time Accurately on Ti

Postby Henry MultiСharts » 30 Apr 2015

Hello Psipherious,

We appreciate your feedback. Unfortunately there is no way to playback the data like that in MultiCharts at the moment. We will definitely keep your suggestion in mind to get back to it when there is a possibility to make MultiCharts better in this field.

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Re: Data Replay Does Not Simulate Real-time Accurately on Ti

Postby damnpenguins » 01 May 2015

Sorry to but in on this thread everyone, but I'm sure a lot of us would benefit greatly from something like this. To that end, Is it worth putting this into the PM system as a request? Multicharts has the best market replay I've used; the addition of even higher fidelity, near RT playback would only add to that....

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Re: Data Replay Does Not Simulate Real-time Accurately on Ti

Postby evdl » 01 May 2015

From what Psipherious is saying, and if datareplay really works that way (ticks are played at another sequence and pace then in real life), I am wondering how this feature should be used and for what purpose.

The only way I can see, that is usable, if it uses the same sequence and amount of ticks (tickvolume) as it is received realtime in quotemanager. With the settings you should be able to speedup, like you are fastforwarding the real life situation. It should be replaying all events of real life as it happend, but only faster.

I do not have used the datareplay that much yet. So forgive me if I am totally wrong. But would like to know, if it is only fastforwarding the reallife situation, or that is is creating a whole other situation.

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Re: Data Replay Does Not Simulate Real-time Accurately on Ticks

Postby Sebastian Vermont » 27 Jul 2017

Hey,

I've been searching around to try and see if there has been any implementation or workaround for this but I can't find anything. Does anyone know of any updates?

Thanks!

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Re: Data Replay Does Not Simulate Real-time Accurately on Ticks

Postby Henry MultiСharts » 04 Aug 2017

Hello Sebastian,

There is no way for the playback to be in "real-time", with exact timeouts that were between ticks.

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Re: Data Replay Does Not Simulate Real-time Accurately on Ticks

Postby Sebastian Vermont » 07 Aug 2017

Henry,

Thanks for the response! I really appreciate it. I have one quick follow up question. I realize a playback with exact timeouts between ticks is probably incredibly difficult to implement (maybe even impossible given the inexactness of data inputs), and it's a feature that not many people are going to find useful, so it's probably unlikely that MultiCharts will want to spend time on it. Do you happen to know any platforms that have implemented it (again, it might not even be possible)? I know eSignal's bar replay doesn't do it, nor does ProRealTime or any other platform that I've used. The best bet is probably to just record the chart window with some kind of recording software?

Thanks,
Sebastian


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