Here are a few ridiculous data issues I've noticed with multicharts:
1. Duplicate data on daily bars when you change session info. You need to clear cash to eliminate duplicates.
2. Sometimes when creating a chart with multiple instruments and they are backfilling simultaneously there are gaps in some of the instruments data.
3. Sometimes when running strategies on a chart with multiple instruments (even when there are no data gaps) the strategies only appear to be working on portions of the chart.
4. Imported ASCII data then it later disappeared.
My thought is that Multicharts needs to implement some data checking utility after charts are created since it seems there is a major problem with Mulicharts building charts in many situations.
If you are running tests on bad/corrupted/missing/duplicate data it completely defeats the purpose.
Multicharts Data Integreity Bugs- Very Concerning
-
- Posts: 261
- Joined: 28 Feb 2008
- Has thanked: 2 times
- Been thanked: 1 time
Multicharts Data Integreity Bugs- Very Concerning
- Attachments
-
- Backtesting.PNG
- Backtesting Gaps: This is a daytrading system no reason for such long gaps in data.
- (335.45 KiB) Downloaded 460 times
-
- DataGaps.PNG
- I built this Daily/5minute chart based on 1 minute bars. What happened to the 5 minute data?
- (148.75 KiB) Downloaded 461 times
-
- Posts: 261
- Joined: 28 Feb 2008
- Has thanked: 2 times
- Been thanked: 1 time
Not sure if anyone cares about these data bugs but below is the response from TS Support:
1. Duplicate data on daily bars when you change session info. You need to clear cash to eliminate duplicates.
It is a bug. It should be fixed in official release of MC 6.0
2. Sometimes when creating a chart with multiple instruments and they are backfilling simultaneously there are gaps in some of the instruments data.
When it happens again, please send us the logs right away. And also, the screenshots of the charts. Logs can be found at Start->Programs->MultiCharts->Logs. You will need to zip each folder and send me the zipped files. Once we have this information engineers can investigate what the problem might be.
3. Sometimes when running strategies on a chart with multiple instruments (even when there are no data gaps) the strategies only appear to be working on portions of the chart.
Could you please visit our help desk to demonstrate us the problem? Thank you in advance
4. Imported ASCII data then it later disappeared.
My thought is that Multicharts needs to implement some data checking utility after charts are created since it seems there is a major problem with Mulicharts building charts in many situations.
It is also the bug. Engineers are working on it and will do their best to fix it by the official release of 6.0
Have a nice day
Anastassia
MultiCharts
1. Duplicate data on daily bars when you change session info. You need to clear cash to eliminate duplicates.
It is a bug. It should be fixed in official release of MC 6.0
2. Sometimes when creating a chart with multiple instruments and they are backfilling simultaneously there are gaps in some of the instruments data.
When it happens again, please send us the logs right away. And also, the screenshots of the charts. Logs can be found at Start->Programs->MultiCharts->Logs. You will need to zip each folder and send me the zipped files. Once we have this information engineers can investigate what the problem might be.
3. Sometimes when running strategies on a chart with multiple instruments (even when there are no data gaps) the strategies only appear to be working on portions of the chart.
Could you please visit our help desk to demonstrate us the problem? Thank you in advance
4. Imported ASCII data then it later disappeared.
My thought is that Multicharts needs to implement some data checking utility after charts are created since it seems there is a major problem with Mulicharts building charts in many situations.
It is also the bug. Engineers are working on it and will do their best to fix it by the official release of 6.0
Have a nice day
Anastassia
MultiCharts
-
- Posts: 407
- Joined: 01 Jan 2008
- Been thanked: 3 times