Hello,
i am working on multi time-frame startegy for a customer, and i run into strange synchronization bugs,
so i made a simple indicator for tests:
i made a indicator "MTF_Test" which Draw a "X" at bars where Close is equal "high" or "low".
i made second version of "MTF_Test" called "MTF_Test_2" where i replaced "this.Bars." with "this.BarsOfData(2).".
MTF_Test is running on (440tick) chart and MTF_Test_2 is applied on same instrument faster time-frame (144ticks), i expect to get Markers at same bars for MTF_Test and MTF_Terst_2
BUT MTF_Terst_2 produce ghost Markers i dont know why,
it seems MC has serious problem with multi time-frame synchronization, you can not program any indicator/strategy for Multi Time frame !
Snap:
https://www.screencast.com/t/zEYxoQXH
I tested on "HISTORICAL DATA !" with:
MultiCharts.NET.10.0.14562.400_Release_x64_R8
MultiCharts.NET.11.0.14517.201_Beta1_x64
Datafeed: IQfeed
with regards
radekj
Serious issue with Multi Time-frame synchronization [SOLVED]
Serious issue with Multi Time-frame synchronization
- Attachments
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- MTF_Test.pln
- (1.11 KiB) Downloaded 529 times
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- MTF_Test_2.pln
- (1.12 KiB) Downloaded 519 times
Last edited by radekj on 05 Aug 2017, edited 1 time in total.
- Anna MultiCharts
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Re: Serious issue with Multi Time-frame synchronization
Hello, radekj!
Our engineers are looking into this issue. I’ll get back to you as soon as they provide any updates.
Our engineers are looking into this issue. I’ll get back to you as soon as they provide any updates.
- Anna MultiCharts
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Re: Serious issue with Multi Time-frame synchronization
Hello, radekj!
For several bars of Data Series #1 you receive the data (including timestamps) for one and the same bar of Data Series #2. This is Real-time History Matching option specifics, please, refer to this article to find more: https://www.multicharts.com/trading-sof ... y_Matching
For several bars of Data Series #1 you receive the data (including timestamps) for one and the same bar of Data Series #2. This is Real-time History Matching option specifics, please, refer to this article to find more: https://www.multicharts.com/trading-sof ... y_Matching
Re: Serious issue with Multi Time-frame synchronization
What ?
On snap (first post) you can see that Realtime-history matching is set to "false"
Upadate on every tick is set to "false" too
and the Test are made on Historical data, there is no intrabar processing !
with regards
radekj
On snap (first post) you can see that Realtime-history matching is set to "false"
Upadate on every tick is set to "false" too
and the Test are made on Historical data, there is no intrabar processing !
with regards
radekj
- Anna MultiCharts
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Re: Serious issue with Multi Time-frame synchronization [SOLVED]
Radekj,
It’s understood that you used historical data, but the principle of Real-time History Matching working is the same in backtesting.
As I mentioned, for several bars of Data Series #1 you receive the data (including timestamps) for one and the same bar of Data Series #2.
If RTH matching option is enabled, the last closed bar of Data Series #2 is used. When it is disabled, the last not fully formed bar of Data Series #2 is used.
It’s understood that you used historical data, but the principle of Real-time History Matching working is the same in backtesting.
As I mentioned, for several bars of Data Series #1 you receive the data (including timestamps) for one and the same bar of Data Series #2.
If RTH matching option is enabled, the last closed bar of Data Series #2 is used. When it is disabled, the last not fully formed bar of Data Series #2 is used.
Re: Serious issue with Multi Time-frame synchronization
Hi Radekj, once you have history matching sorted out I think the condition that closes at highs/lows will match at different resolutions isn’t assured unless the code explicitly excludes non-matches.
Best regards
Edit: I see how with history matching off the not fully formed data2 bar should correlate. My apologies.
Best regards
Edit: I see how with history matching off the not fully formed data2 bar should correlate. My apologies.
Last edited by darob on 10 Aug 2017, edited 1 time in total.
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Re: Serious issue with Multi Time-frame synchronization
I think making MC support team to reproduce the symptom is the fastest way to get correct answer.
For that, those portion of data in chart can be sent to MC support team.
In QuoteManager, select symbol, mouse right click, Export Data--> ASCII
clear all except Trade tick, set Start Date: and Start Time:, End Date: and End Time, .....
If it is uploaded for me to download, then I will apply your indicator to that data, then add one more confirmation that it is reproduced on my PC also.
For that, those portion of data in chart can be sent to MC support team.
In QuoteManager, select symbol, mouse right click, Export Data--> ASCII
clear all except Trade tick, set Start Date: and Start Time:, End Date: and End Time, .....
If it is uploaded for me to download, then I will apply your indicator to that data, then add one more confirmation that it is reproduced on my PC also.
- Anna MultiCharts
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Re: Serious issue with Multi Time-frame synchronization
Hello, chi jeongki!
Thank you for your suggestion, but all required information was provided in the original post, we've analyzed it and given the answer above. Therefore I'll mark this issue solved.
Thank you for your suggestion, but all required information was provided in the original post, we've analyzed it and given the answer above. Therefore I'll mark this issue solved.
Re: Serious issue with Multi Time-frame synchronization
Hi Anna,
These answers have helped me getting some results but please could you help with some further questions with regards to multi timeframe updating.
I have disabled RTH and the CCI.Data2 is correctly calculated at the Data1 intervals however this is only visible on the chart from the time the chart is opened (real time)?! Like in my image the yellow line is only changing since I applied the indicator but not from the begining of the chart.
Also now that I have disabled RTH how would I access the last closed value of the CCI sampled at Data2 intervals?
These answers have helped me getting some results but please could you help with some further questions with regards to multi timeframe updating.
I have disabled RTH and the CCI.Data2 is correctly calculated at the Data1 intervals however this is only visible on the chart from the time the chart is opened (real time)?! Like in my image the yellow line is only changing since I applied the indicator but not from the begining of the chart.
Also now that I have disabled RTH how would I access the last closed value of the CCI sampled at Data2 intervals?
- Svetlana MultiCharts
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Re: Serious issue with Multi Time-frame synchronization
Hi Andrej71,Hi Anna,
These answers have helped me getting some results but please could you help with some further questions with regards to multi timeframe updating.
I have disabled RTH and the CCI.Data2 is correctly calculated at the Data1 intervals however this is only visible on the chart from the time the chart is opened (real time)?! Like in my image the yellow line is only changing since I applied the indicator but not from the begining of the chart.
Also now that I have disabled RTH how would I access the last closed value of the CCI sampled at Data2 intervals?
Could you reproduce this behaviour in a simplified environment and send us the following files for analysis?
1. The workspace where the behaviour is reproduced.
2. Export of used symbols (with data) from QuoteManager in .qmd archive.
3. The exported scripts with all dependent functions that are used on the workspace.
4. Screenshots and step-by-step instruction how to reproduce the issue, or a short video.