Daily bars in version 5

Questions about MultiCharts and user contributed studies.
johnyx2
Posts: 36
Joined: 18 Apr 2008

Daily bars in version 5

Postby johnyx2 » 26 Nov 2008

Hello there,

I am plotting daily YM bars with IB TWS datafeed. In the QuoteManager I have "CME: Equity Index Futures (Open Outcry)" as the session template

2 issues

1. Daily chart are plotting gaps that where not there before in version 4. Only Regular sessions are available for Daily charts, but in version 4 regular sessions plotted the 24 hrs session which is what I needed for futures. Any way to plot 24hrs. session daily bars in version 5?

2. When the session starts at 9:30 am, the chart draws an identical bar as yesterday's bar with today's date. Then there is the regular developing bar with today's date too.

Any help?
thanks

User avatar
Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 26 Nov 2008

Hi johnyx2,
1. Daily chart are plotting gaps that where not there before in version 4. Only Regular sessions are available for Daily charts, but in version 4 regular sessions plotted the 24 hrs session which is what I needed for futures. Any way to plot 24hrs. session daily bars in version 5?
To make sure regular sessions for daily bars are, in fact, 24 hour sessions, just go to QuoteManager -> Edit Symbol -> Sessions -> Use Custom Sessions and set them up as the 24-hour session (or you can use a 24-hour custom session template). These settings will then be taken to plot charts whenever you choose 'Regular' for the symbol resolution in the Format Symbol window.
2. When the session starts at 9:30 am, the chart draws an identical bar as yesterday's bar with today's date. Then there is the regular developing bar with today's date too.
Normally the date of the bar should change to the current date as soon as the data starts coming in. If this is not the case on your chart, could you please post a screenshot showing what exactly happens to the previous and current day bar?

Thank you.

johnyx2
Posts: 36
Joined: 18 Apr 2008

Postby johnyx2 » 26 Nov 2008

Please open the attachment,
To make sure regular sessions for daily bars are, in fact, 24 hour sessions, just go to QuoteManager -> Edit Symbol -> Sessions -> Use Custom Sessions and set them up as the 24-hour session (or you can use a 24-hour custom session template). These settings will then be taken to plot charts whenever you choose 'Regular' for the symbol resolution in the Format Symbol window.
I change the Session setting to 24/7 and it plots the same chart.
In the attachment you will see a screenshot of the session settings I am using now. Also the reason I need these settings are explained here:
http://forum.tssupport.com/viewtopic.ph ... highlight=
In any event, changing the session settings does not draw a 24 hr bar anyway. I can reproduce that.
Normally the date of the bar should change to the current date as soon as the data starts coming in. If this is not the case on your chart, could you please post a screenshot showing what exactly happens to the previous and current day bar?
Please look at the chart hints in the attachment for the last 3 daily bars and compare quotes and times, there is a lot of messy information, such as:
- same quotes with different times for the 2 previous days
- today's bar shows tomorrows date

Let me know if we need to connect.

Thanks
Attachments
Daily_bars.jpg
Daily_bars.jpg (166.8 KiB) Viewed 321 times
Daily_bars.jpg
Daily_bars.jpg (166.8 KiB) Viewed 321 times

User avatar
Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 27 Nov 2008

Hello johnyx2,

We checked the data to see what caused the gaps on the charts shown in your screenshots. The thing is that TWS plots this data in exactly the same way (see the attached screenshot)

We have not been able to reproduce duplicated daily bars so far. We'll monitor MC for a few days to see if the problem comes up on our end.

Regards.
Attachments
forum_5781.PNG
forum_5781.PNG (274.99 KiB) Viewed 316 times

johnyx2
Posts: 36
Joined: 18 Apr 2008

Postby johnyx2 » 27 Nov 2008

We checked the data to see what caused the gaps on the charts shown in your screenshots. The thing is that TWS plots this data in exactly the same way (see the attached screenshot)
Thanks for your reply,

Please look at the attachment for TWS YM chart.
There are no gaps. In TWS chart settings, please check "Show data outside of regular trading hours".

How can I get this chart in MC 5? It was possible in MC 4.

thanks
Attachments
noGaps2.jpg
noGaps2.jpg (119.77 KiB) Viewed 324 times

User avatar
Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 01 Dec 2008

Hi johnyx2,

I would recommend checking session settings in QuoteManager to make sure they allow plotting data outside regular trading hours (QuoteManager - Edit Symbol -> Session Settings).

If the problem still persists, please contact our customer support representatives via LiveChat.

Regards.


Return to “MultiCharts”