I have noticed this behavior with several different instruments. I am using the current MC.NET 64 bit version and IQFeed as my data provider.
Use Case:
1) Create a new chart.
2) Add future instrument "+GC#" as the first dataseries, use 1 month resolution, specify local time.
3) Add index instrument "INDU.X" as the second dataseries, use 1 month resolution, specify local time.
4) Add study Spread_Ratio.
Notice that the study is calculating the ratio on the previous month INDU.X bar instead of the current month bar. It appears that the bars are built inappropriately based on the TimeStamp instead of the date. The +GC# future has a monthly timestamp of 16:15 and the INDUX.X bar has a timestamp of 23:59.
I created my own function to get around this behavior, but I ran into another issue when referencing the FullSymbolData and using a -1 index on the last bar when Update on Every Tick is checked.
Please advise on a workaround or a fix? Support indicated that I should switch the instruments around, but that is not a fix to this problem and it changes the ratio.
Time Question When Building Bars [SOLVED]
- Andrew MultiCharts
- Posts: 1587
- Joined: 11 Oct 2011
- Has thanked: 931 times
- Been thanked: 559 times
Re: Time Bug When Building Bars [SOLVED]
If the closing time of bars is different, you will face the described situation. It is expected behavior.
The solution would be to use the following session settings on chart:
1) GC:
Sunday 18:00 Monday 17:15
Monday 18:00 Tuesday 17:15
Tuesday 18:00 Wednesday 17:15
Wednesday 18:00 Thursday 17:15
Thursday 18:00 Friday 17:15
2) INDU.X:
Monday 9:30 Monday 17:15
Tuesday 9:30 Tuesday 17:15
Wednesday 9:30 Wednesday 17:15
Thursday 9:30 Thursday 17:15
Friday 9:30 Friday 17:15
I would recommend to create such session templates and use them either in QM or in MC on charts. To learn more about how sessions are used in MC and where it is better to use them, please read this article.
The solution would be to use the following session settings on chart:
1) GC:
Sunday 18:00 Monday 17:15
Monday 18:00 Tuesday 17:15
Tuesday 18:00 Wednesday 17:15
Wednesday 18:00 Thursday 17:15
Thursday 18:00 Friday 17:15
2) INDU.X:
Monday 9:30 Monday 17:15
Tuesday 9:30 Tuesday 17:15
Wednesday 9:30 Wednesday 17:15
Thursday 9:30 Thursday 17:15
Friday 9:30 Friday 17:15
I would recommend to create such session templates and use them either in QM or in MC on charts. To learn more about how sessions are used in MC and where it is better to use them, please read this article.