Daily bar custamization trouble

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saltfreak
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Daily bar custamization trouble

Postby saltfreak » 10 Mar 2012

Hi, can you tell me how to chage session open/close time for daily bars?

I tried to change it via session tempalte and symbol dictionary, but failed.

Is there any other formating procedure avialable?

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TJ
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Re: Daily bar custamization trouble

Postby TJ » 10 Mar 2012

saltfreak wrote:Hi, can you tell me how to chage session open/close time for daily bars?

I tried to change it via session tempalte and symbol dictionary, but failed.

Is there any other formating procedure avialable?


What do you mean by "failed"?
What symbol are you charting?
What time do you want?
How have you changed the session template and symbol dictionary?



this FAQ might help:
see post #4
viewtopic.php?f=16&t=6845&p=30581#p30581

saltfreak
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Re: Daily bar custamization trouble

Postby saltfreak » 10 Mar 2012

Hi TJ, Thank you for reply.

I'm trying to display daily bars of Nikke 225 by setting 900 tokyo time as opening and 915 as session end with session template, in other words, I would like to exclude night session, but daily bars indicate 1630 as opening and 1515 as session end.

I have no issue if I use intraday bars such as 1 hours and 5 min bars, but I would like to know how to customize daily bar setting as it would provide simpler programing environment and longer backtesting period.

I have tried to change session template and symbol dictionary using QuoteManager.

Hope this can give you better clarity.

Thank you.

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TJ
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Re: Daily bar custamization trouble

Postby TJ » 10 Mar 2012

saltfreak wrote:Hi TJ, Thank you for reply.

I'm trying to display daily bars of Nikke 225 by setting 900 tokyo time as opening and 915 as session end with session template, in other words, I would like to exclude night session, but daily bars indicate 1630 as opening and 1515 as session end.

I have no issue if I use intraday bars such as 1 hours and 5 min bars, but I would like to know how to customize daily bar setting as it would provide simpler programing environment and longer backtesting period.

I have tried to change session template and symbol dictionary using QuoteManager.

Hope this can give you better clarity.

Thank you.


What is your computer's internal clock's time?
Is it the same as the exchange time?

If it is not,
you have the option of displaying the chart in Local Time (ie your computer's clock) or Exchange Time.

Format Instrument > Settings > Display

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TJ
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Re: Daily bar custamization trouble

Postby TJ » 10 Mar 2012

saltfreak wrote:Hi TJ, Thank you for reply.

... I would like to know how to customize daily bar setting as it would provide simpler programing environment and longer backtesting period.

I have tried to change session template and symbol dictionary using QuoteManager.

Hope this can give you better clarity.

Thank you.


Please read my reply again. Go to post #4 of the link I have provided.

What is the symbol session time?

What is your CHART session time?

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Re: Daily bar custamization trouble

Postby saltfreak » 10 Mar 2012

Hi TJ,

Thank you for so quick reply.

I set

symbol session time for NK 225 from 900 to 1515
chart session time: default

Even though I change chart session time from default to customized one, nothing changes.

I think my computer's clock time (Tokyo time) = exchange time (Osaka Stock Exchange), so I don't think this is a issue.

I'm using eSignal as a data source provider, just for your info.

Thank you.

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Re: Daily bar custamization trouble

Postby TJ » 10 Mar 2012

saltfreak wrote:Hi TJ,

Thank you for so quick reply.

I set

symbol session time for NK 225 from 900 to 1515
chart session time: default

Even though I change chart session time from default to customized one, nothing changes.

I think my computer's clock time (Tokyo time) = exchange time (Osaka Stock Exchange), so I don't think this is a issue.

I'm using eSignal as a data source provider, just for your info.

Thank you.


Sorry... I don't have the answer.

Please contact technical support, they can connect to your computer to investigate the problem for you.

Xyzzy
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Re: Daily bar custamization trouble

Postby Xyzzy » 13 Mar 2012

I think I know the reason for this. The short answer is that this just the regular way that daily bars are handled. You can't "customize" daily bars, per se (unless there's a trick that I'm missing), but there's a workaround.

There's only a single daily bar per day (of course). When you ask MultiCharts to display daily bars, it's simply displaying the daily bar data that it receives from your data vendor, including opening and closing times. They aren't based on the sessions that you're displaying on a chart.

You can see the daily bars in QuoteManager, if you select "edit data" for your symbol and "resolution: day." You'll then see a list of each daily bar, including the official closing time for that bar (i.e., the "time" field). For example, with the @ES# symbol from IQFeed, the daily bars have a timestamp of 15:15 Central Time. That time coincides with the close of the day session for the e-mini.

Consequently, the daily bars just show whatever is recorded in the official daily bar data from your data vendor (eSignal). Even if you change the session, it won't change the daily bars. For example, if I create a custom session for the e-mini from 09:00-12:00, the daily bars will still show up as having a close of 15:15.

I'm not sure if there's a way to override this behavior -- i.e., to construct "daily bars" based on the specified session times, using minute data to construct the daily bars. If there is one, I'd love to know it.

The workaround is that instead of using daily bars, create a really long minute-based bar for the period of your session. For example, if you want a "daily bar" for the hypothetical session of 09:00-12:00, then you'd create a minute-based bar with 180 minutes, using a session that starts at 09:00. That way, you'll have a single bar that begins at 09:00 and ends at 12:00. You could also use a "three-hour" bar, instead of a "180-minute" bar, but it's the same thing either way.
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saltfreak
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Re: Daily bar custamization trouble

Postby saltfreak » 13 Mar 2012

Dear Xyzzy,

Thank you for your explanation.

I though a daily bar is an aggregation of intraday bars, thus could be customized, but your explanation makes a good sense. I will try your suggested approach.

Again, thank you so much.

Regards,

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Re: Daily bar custamization trouble

Postby Xyzzy » 13 Mar 2012

Happy to help -- the same issue bugged me until I figured out the workaround. The workaround isn't ideal, since you have to compute the length of the bars manually. If you change the length of your session, then you'll need to change the length of those bars again.

I'll put in a feature request for this to see if automatic "daily" bars based on the session time could be added.

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Re: Daily bar custamization trouble

Postby Xyzzy » 13 Mar 2012

Here's the feature request:

https://www.multicharts.com/pm/viewissue ... _no=MC-856

Feel free to vote for it if you agree.

I couldn't attach a screenshot to the issue request itself, but I've attached it to this post.
Attachments
ScreenHunter_09 Mar. 13 10.32.jpg
Screenshot-AAPL
ScreenHunter_09 Mar. 13 10.32.jpg (335.56 KiB) Viewed 533 times

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Re: Daily bar custamization trouble

Postby waveslider » 03 May 2012

Thanks for the work- around xyxxz - -
I was on the phone today with IQFeed and MC. MC (Andrew) said that a symbol was needed from IQfeed that would display only intrasession data - (like @es.d in TS terms).
They were very surprised that MC could not do this.
Really the work-around is just as good, still surprising that MC can't do this natively.

I voted for it.


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