New data feed

Questions about MCFX and MCFX Data Feed.
dof
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New data feed

Postby dof » 30 Jul 2006

I think you changed the data history or something like that.

My charts look different now since friday for that day.
Friday morning it was a big move on GBP/USD (and others).
I have my 15 minutes chart and I know that the big move was from 8:30 to 8:45 and friday it looked good: one big green candle.
No it's different, I have 2 big green candles: one from 8:30 to 8:45 and one even bigger from 8:45 to 9:00. This is not real, it's so wrong because the big move it happend in less than 15 minutes, so everything it should be in one candle on 15 minutes charts.

The times that I'm talking are EST.

It's something really wrong with the new data feed.

dof
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Postby dof » 30 Jul 2006

If you take a look on the 5 minutes chart for that moment you will see 2 big up candles, the 8:30 candle and 8:35 candle. After that it was quite.

So if you combine the 8:30, 8:35 and 8:40 candle from 5 minutes chart you should get one big up candle on the 15 minutes chart.

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Stanley Miller
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Postby Stanley Miller » 31 Jul 2006

Looking carefully we can see it all works properly. The two large 15-minute bars appeared because a minute bar with a broad range was included in it, I made a screenshot showing the two 15-minute bars and the 1-minute bars they originated from. As you see, it's simple o explain, please let me know if this clears the situation.
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bars.gif
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dof
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Postby dof » 31 Jul 2006

Looking carefully we can see it all works properly. The two large 15-minute bars appeared because a minute bar with a broad range was included in it, I made a screenshot showing the two 15-minute bars and the 1-minute bars they originated from. As you see, it's simple o explain, please let me know if this clears the situation.
No, it's not working properly. Because from 8:45 to 9:00 it wasn't a big move, at least not bigger that from 8:30 to 8:45.

So, If you take a look at the 1 minute bars you will see for that period 5 candles starting at 8:30, so 8:30, 8:31, 8:32, 8:33, 8:34.
This is the period that allmost everything that had happend. So this should be in the 8:30 bar on 15 minutes chart.

There are not suppose to be 2 big bars on 15 minute chart from 8:30 and 8:45. It is not real. Every data feed that I've checked is way to different from yours. Reallity is different because your chart looked different on friday. They looked like they are supose to look. So it makes no sense to me to have a different chart now based on any calculation reason. There is an error in calculation then because the 1 minute chart looks fine.

This wouldn't be an issue if it would be only for this moment. But there are many candles that are wrong.

dof
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Postby dof » 31 Jul 2006

I have my own picture :lol:
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This is what I'm talking about
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Stanley Miller
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Postby Stanley Miller » 31 Jul 2006

The thing is that we regarded 2 different approaches to plotting a chart. You suppose the bar must consist of data past its starting time, i.e. a 15-minute bar marked 8:15 must consist of data from 8:15 to 8:30. Actually MCFX uses another logic and the bar marked 8:15 is built of data from 8:00 to 8:15, which my screenshot clearly shows, please review it carefully. Also it shows why the 15-minute bars have that range as they're marked by squares on the minute chart.

dof
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Postby dof » 31 Jul 2006

FXCM sucks, that's the only data feed that you have?

They are the worse of the worse of the worse.

All other charting software looks how it suppose to look, they look the same. I don't want no new age algorith for charting.

Of course I assume that. If the candle is from 8:30 to 8:45 I want to see the candle based on what happend between those times.

Why on friday it looked okay? Friday it was normal.

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Stanley Miller
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Postby Stanley Miller » 31 Jul 2006

It's just other approach to plotting a chart. For example TS uses the same logic. It seems much more logical to me to create a bar from the already existing data than from data yet to come.

dof
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Postby dof » 31 Jul 2006

It's just other approach to plotting a chart. For example TS uses the same logic. It seems much more logical to me to create a bar from the already existing data than from data yet to come.
It's normal to have one chart and after you refresh it to have a different one?

Why friday it was different then now?

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Stanley Miller
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Postby Stanley Miller » 31 Jul 2006

It's not normal at all, I agree. We'll try to investigate this further but please note that we didn't change the approach to plotting a chart.

dof
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Postby dof » 31 Jul 2006

It's not normal at all, I agree. We'll try to investigate this further but please note that we didn't change the approach to plotting a chart.
Can you explain me once again how you plot the chart highlighting the difference between what I expect and how you plot?

And also, do you have another data feed sourse that I can use?

And by the way, TS's chart looks fine, the way it should, the way your chart looked on friday and whole weekend until last night when something happend. Your charting service stoped for a short period, after that it was different. So, again, it's something wrong with your chart.

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Stanley Miller
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Postby Stanley Miller » 01 Aug 2006

You'll understand form a closer look at the first screenshot I've attached. There on the 1-minute chart, the squares mark those bars from which the 15-minute bars above are plotted. It's quite visual and clear.

I compared MCFX data with TS and actually saw a small difference, I'm not sure which data is more correct, but in MCFX the movement started 1 minute earlier, resulting in the 2 large 15-minute bars insted of one.

dof
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Postby dof » 01 Aug 2006

You'll understand form a closer look at the first screenshot I've attached. There on the 1-minute chart, the squares mark those bars from which the 15-minute bars above are plotted. It's quite visual and clear.

I compared MCFX data with TS and actually saw a small difference, I'm not sure which data is more correct, but in MCFX the movement started 1 minute earlier, resulting in the 2 large 15-minute bars insted of one.
I see, but on friday it didn't start, it was okay.

It's not a small difference, many candles that I had on MCFX are different now. The ideea is that the indicators looks different. And friday it was okay.

It's strage how the moved started 1 minute earlier on FXCM, that means at 8:29. I watched really close that moment and it didn't start. Maybe their watch is one minute behind and it should have been 8:30.

Anyway, I will keep an eye to see some more of this.

Thank you for your replies.

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Stanley Miller
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Postby Stanley Miller » 01 Aug 2006

You are very welcome. Please let us know at once if you see something similar in the future.

dof
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Postby dof » 01 Aug 2006

You are very welcome. Please let us know at once if you see something similar in the future.
Is there another data source that I can use?

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Stanley Miller
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Postby Stanley Miller » 01 Aug 2006

MCFX has a single data source so far, may be we'll add others in the future. MultiCharts allows you to use almost any data provider.

dof
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Postby dof » 01 Aug 2006

MCFX has a single data source so far, may be we'll add others in the future. MultiCharts allows you to use almost any data provider.
Do you know when you will have more than 1 source?

Can I have a trial for multiCharts?

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Stanley Miller
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Postby Stanley Miller » 01 Aug 2006

We don't have the estimations regarding the backup datafeed so far.

Please follow the link to receive free monthly trial of MultiCharts:

http://www.tssupport.com/products/multicharts

spot4xtrader
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datafeed alternative

Postby spot4xtrader » 06 Aug 2006

try an overall market datafeed provider, if it is cost-condusive...

an alternative solution might be to use a ComStock feed for those that want an overall depth of market, as well as a much higher quality feed...

however it could effect testing results that are volatility-based, either negatively or positively, rather than a single feed like FXCM, GAIN, GFT, etc. which will be less erratic ...

listed below is the link for the "Basic FX" ComStock package, which covers 18 of the major currency pairs:

http://www.comstock-interactivedata.com/gtis.shtml

hope this helps...may your trading always be "positive"

spot4xtrader

dof
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Postby dof » 07 Aug 2006

I'm not verry happy having FXCM as a data feed provider. I haven't heard one good thing about them.

dof
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Postby dof » 08 Aug 2006

I'm not verry happy having FXCM as a data feed provider. I haven't heard one good thing about them.
Do you know when you will have another data feed?

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Stanley Miller
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Postby Stanley Miller » 09 Aug 2006

May be we'll change FXCM on something else if it doesn't suit our needs but it's quite reliable so far. Do you have any problems with data except the issue reported above?


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