The disappearing of signal in chart

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kelvinhui9
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The disappearing of signal in chart

Postby kelvinhui9 » 07 Feb 2020

Hello guys,

Here is the situation... So basically there is a sell signal generated from the chart and execute the order few days ago. However, when I re-open the chart today again, the signal is gone... In such case, this results to a mismatch of actual position and the chart position. Anything I can do to prevent this happening? It can be very chaotic if I should hold the position and then there is like a "false" signal sending out to sell the position. Not sure if anyone else faced the same issue. Any suggestions?

wilkinsw
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Re: The disappearing of signal in chart

Postby wilkinsw » 07 Feb 2020

Lots more details please.

What datafeed are you using and what settings (if any) for that feed?

I used to get this when i used CQG a few years ago.

Don't get it with IQfeed.

I've seen others complain of this issue if they use the wrong settings for IB rt data.

kelvinhui9
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Re: The disappearing of signal in chart

Postby kelvinhui9 » 07 Feb 2020

Hello wilkinsw, great to hear from you!

Currently I am indeed using IB as the data feed to trade index future. Just happen once again for another strategy. Different time frame (120mins, 1 day) strategy and facing the same issue of disappearing signal... Regarding the setting, is that a setting for ib interface or multichart? Any idea what setting might be go wrong? Thank you so much!

wilkinsw
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Re: The disappearing of signal in chart

Postby wilkinsw » 07 Feb 2020

Have a search the forum. I actually can't find the relevant posts atm.

Can someone help this chap please?

kelvinhui9
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Re: The disappearing of signal in chart

Postby kelvinhui9 » 07 Feb 2020

Yes, have been searching the forum for posts for quite awhile, came across one, viewtopic.php?t=51624 ,
yet it seems there isnt a solid solution after the disucssion. Not sure if I missed anything else T^T

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Anna MultiCharts
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Re: The disappearing of signal in chart

Postby Anna MultiCharts » 13 Feb 2020

Hello, kelvinhui9!

By ‘signal’ do you mean an order? Backtesting orders are displayed as red and blue arrows on the chart, real trades that happened on the broker are marked with the ‘@’ sign.
Which of these do you miss?
If you are referring to a backtesting order, then if you reopen the chart you might have a different number of bars and the strategy will e calculated differently leading to different trades and the position mismatch between the broker and the chart.
If a real order is missing, then please refer to this article to check the possible reasons:
https://www.multicharts.com/trading-sof ... _no_trades

wilkinsw
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Re: The disappearing of signal in chart

Postby wilkinsw » 13 Feb 2020

Hi Anna,

The issue he's reported is caused by real time data not matching historical.

If he has to reload a chart; bars displayed will have small changes to OHLC values in places; causing an alternative and inconsistent outcome in terms of his signal, applied to a chart, having an open position or not.


@kelvinhui9:

I previously mentioned that I have had no such issues with IQfeed. Funnily enough I recently discovered that implied trades are being streamed for ICE and LME products that then dissappear when I reload the chart. There is a setting in quotemanager to filter these trades for IQfeed but it doesn't work: This is a bug with IQfeed not MC. IQfeed are investigating as we speak.

For Interactive Brokers; by all means ask MC for help... but you may also need to fire questions to IB.

Anna can you help this user with the various IB data feed options available to him?

Thanks,

Will

kelvinhui9
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Re: The disappearing of signal in chart

Postby kelvinhui9 » 17 Feb 2020

Hi Anna,

The issue he's reported is caused by real time data not matching historical.

If he has to reload a chart; bars displayed will have small changes to OHLC values in places; causing an alternative and inconsistent outcome in terms of his signal, applied to a chart, having an open position or not.


@kelvinhui9:

I previously mentioned that I have had no such issues with IQfeed. Funnily enough I recently discovered that implied trades are being streamed for ICE and LME products that then dissappear when I reload the chart. There is a setting in quotemanager to filter these trades for IQfeed but it doesn't work: This is a bug with IQfeed not MC. IQfeed are investigating as we speak.

For Interactive Brokers; by all means ask MC for help... but you may also need to fire questions to IB.

Anna can you help this user with the various IB data feed options available to him?

Thanks,

Will
Thank you so much Will ! You are nailing the exact issue I am facing indeed. Just came across a comment in another post by Zheka mentioning that there is a new option in Preferences/Data Server to 'save real-time ticks/minute bars to the database'. Not sure if that is something that can help with the issue for those encountered the same problem. Though my feeling is that in real time, some ticks/data are missed and thus having a "false" signal. When I reload the data again, it is backfiled with more accurate data and thus the signal is gone.

Another quick update, I also tried the method of combing ticks into 5 seconds suggested by other posts. Perviously, I was stimulating trades, the issue occurred twice among 5-6 trades. With this method, I didn't have the issue for recent 2-3 trades. However the no. of trades are too little thus I will continue to keep track with that.

kelvinhui9
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Re: The disappearing of signal in chart

Postby kelvinhui9 » 26 Feb 2020

It appears the phantom trade occurs to me again even with the above setting. I guess it is very likely due to the difference between historical data (after backfilled) and the actual real-time data which is theoretically unsolvable. Currently what I can think is to see if the beta 14 feature of saving realtime ticks to the database can help, I saw someone also mention if you giveup filling in the missed historical data this may also help in a way. Not sure if I missed anything, it will be great if anyone can provide me some other advice or direction to help tackle the issue.

wilkinsw
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Re: The disappearing of signal in chart

Postby wilkinsw » 26 Feb 2020

For me it is unacceptable.

I would go to IB and harass the hell out of them tbh.

If historical backfills<>realtime then that is mission failed. Get answers from IB and/or try a different data feed solution.

kelvinhui9
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Re: The disappearing of signal in chart

Postby kelvinhui9 » 27 Feb 2020

For me it is unacceptable.

I would go to IB and harass the hell out of them tbh.

If historical backfills<>realtime then that is mission failed. Get answers from IB and/or try a different data feed solution.
Exactly, I have reached out to IB CS however they have completely no clue what am I talking about..... I am currently exploring local broker and see if they can offer a more stable and reliable data source. I like IB as a broker but apparently the data quality sucks.


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