Please VOTE : QM: Add tools for cleaning data

Questions about MultiCharts and user contributed studies.
Zheka
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Please VOTE : QM: Add tools for cleaning data

Postby Zheka » 09 Jun 2017

Since datafeeds are not perfect, one needs to clean erroneous data or know of /fill-in the gaps.
Right now, a trader has to change each and every bad tick/value manually.

Would be very helpful if MC could automate these tasks.

1) Have a tool that would scan the symbol's data in a database and report:
- gaps in data
- values >xpts away from the norm

2) add ability to change data in a database - either programmatically by the trader or automatically with several pre-set options for the most common data problems.

https://www.multicharts.com/pm/public/m ... es/MC-2260

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TJ
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Re: Please VOTE : QM: Add tools for cleaning data

Postby TJ » 09 Jun 2017

The data editor desperately needs update and improvements.
The problem is, most of us do not need to edit data very often.
Naturally, a low usage function falls on the low side of the priority list.
But that does not mean improvements are not needed.

Zheka
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Re: Please VOTE : QM: Add tools for cleaning data

Postby Zheka » 09 Jun 2017

The problem is, most of us do not need to edit data very often.
A stage of "You do not know that you do not know"

I thought so as well until:

1) I found - by chance - several gaps in the data (from 2 days to 2 weeks) that were nearly impossible to identify visually (and so found out that MC does not even attempt to backfill gaps in the previously downloaded data (see my other PM request).)
And I had to very scrupulously inspect the chart for more gaps, then go to each gap, redownload the data, and retest quite a few things all over again.

2) I started to expand the number of markets to research, and found lots of bad data points in IB's data for 2007-2008-2009.
It is not difficult to find them programmatically but correction needs to be done manually!

There should be a better way to do all of the above..


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