Modify bars updating  [SOLVED]

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no erocla
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Modify bars updating

Postby no erocla » 05 Apr 2016

Taking for example a 5 seconds time frame, i would like that bars are updated every 5 seconds, without waiting some price movement (tick).

This can be very useful for simulating correctly spread trading and arbitrage trading operating in the past, or results are totally wrong.

Best regards
No Erocla

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TJ
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Re: Modify bars updating

Postby TJ » 05 Apr 2016

Taking for example a 5 seconds time frame, i would like that bars are updated every 5 seconds, without waiting some price movement (tick).

This can be very useful for simulating correctly spread trading and arbitrage trading operating in the past, or results are totally wrong.

Best regards
No Erocla
Look up the keyword:

RecalcLastBarAfter

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Re: Modify bars updating

Postby no erocla » 05 Apr 2016

Dear TJ,

thank you very much for answer, yes this can be useful for real time trading, but im afraid for data downloaded by QM that can be not representitive.

Regards
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Re: Modify bars updating

Postby TJ » 05 Apr 2016

Dear TJ,

thank you very much for answer, yes this can be useful for real time trading, but im afraid for data downloaded by QM that can be not representitive.

Regards
No Erocla
Are you referring to the Bid and Ask you were talking about in another thread?

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Re: Modify bars updating

Postby no erocla » 05 Apr 2016

No im not refering to this, i can notice this behaviour using 2 different data provider.

For example, take EUR.USD (2 secs) from broker "A" in data1, and DAX (2 secs) from broker "B" in data2, then you can see that bars are not in line.

A mini clip that show this: https://gyazo.com/625ffbe0abda266b0104c25ee8b858b2

Thank you for time
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No Erocla

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Henry MultiСharts
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Re: Modify bars updating

Postby Henry MultiСharts » 08 Apr 2016

Hello No Erocla,

Which data providers were you using for this test?

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Re: Modify bars updating

Postby no erocla » 12 Apr 2016

Hello Henry,

in this example i'm using Oanda and Interactive Brokers.

Thank you
Regards
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Henry MultiСharts
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Re: Modify bars updating  [SOLVED]

Postby Henry MultiСharts » 12 Apr 2016

Hello No Erocla,

The data series can be not in line for milliseconds due to different source of timestamps for the realtime bars.
For OANDA the realtime bars have the OANDA server timestamps.
For IB this parameter is optional - "Use server timestamps" is disabled by default for this connection: https://www.multicharts.com/trading-sof ... ve_Brokers
You can have your PC clock synchronized automatically with the Internet time (check which server Oanda is synchronizing with) to minimize the discrepancy.


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