MC.Net TWS tick filtering

Questions about MultiCharts .NET and user contributed studies.
bond
Posts: 4
Joined: 23 Apr 2014
Has thanked: 1 time

MC.Net TWS tick filtering

Postby bond » 24 Apr 2014

Is there any way to filter bad or late ticks in the TWS data?

Thanks

User avatar
Henry MultiСharts
Posts: 8507
Joined: 25 Aug 2011
Has thanked: 1213 times
Been thanked: 2732 times

Re: MC.Net TWS tick filtering

Postby Henry MultiСharts » 25 Apr 2014

Hello bond,

Please enable the option "Generate new tick if total volume changes" in the data provider configuration.

In MultiCharts .NET please go to File->New->QuoteManager Window. In QuoteManager go to Tools->DataSources->IB->Settings->enable “Generate new tick if total volume changes”.

In MultiCharts .NET for TWS go to File->TWS datafeed settings-> enable “Generate new tick if total volume changes”.

To make this setting come into effect you need to restart MultiCharts and all of its processes.

wzero
Posts: 142
Joined: 10 Jul 2014
Has thanked: 12 times
Been thanked: 10 times

Re: MC.Net TWS tick filtering

Postby wzero » 28 Jan 2015

I enabled the "Generate new tick if total volume changes" option, but there are still a lot of "bad" ticks for pre & post market hours of US stocks chart. Is it possible to write custom filter code for MC.net? I know general indicator programming but don't know if this kind of custom code is possible...
Attachments
chart.JPG
chart.JPG (39.29 KiB) Viewed 423 times

User avatar
Henry MultiСharts
Posts: 8507
Joined: 25 Aug 2011
Has thanked: 1213 times
Been thanked: 2732 times

Re: MC.Net TWS tick filtering

Postby Henry MultiСharts » 28 Jan 2015

Hello wzero,

Do you have these bad ticks on realtime or on historical data?

wzero
Posts: 142
Joined: 10 Jul 2014
Has thanked: 12 times
Been thanked: 10 times

Re: MC.Net TWS tick filtering

Postby wzero » 28 Jan 2015

The bad ticks are from history data (MC.net was not running during that time).

User avatar
Henry MultiСharts
Posts: 8507
Joined: 25 Aug 2011
Has thanked: 1213 times
Been thanked: 2732 times

Re: MC.Net TWS tick filtering

Postby Henry MultiСharts » 03 Feb 2015

There are no filters for historical data. You need to reload your chart (View tab->Reload). If the data was fixed on the data provider's end - correct data will be loaded. If it was not fixed (still bad data loaded) - you need to contact your data provider.


Return to “MultiCharts .NET”