Data

Questions about MultiCharts and user contributed studies.
ausstone
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Joined: 18 Aug 2012

Data

Postby ausstone » 18 Aug 2012

Hi there, I have been using data from TS to run strategies but I have recently moved to Interactive Brokers. I have noticed that my strategies do not match.

Does anyone know to setup the data from IB to match TS? I'm guessing there is something in the settings that I need to change on MC...I haven't figured it out.

Best,

Austin

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Re: Data

Postby sptrader » 18 Aug 2012

IB data isn't true real-time data, they only sample the data.. If you need accurate data, then you need to use a different data feed, like IQfeed and just use IB as the broker..

ausstone
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Joined: 18 Aug 2012

Re: Data

Postby ausstone » 18 Aug 2012

Thanks. I just tried iq feed data and the strategies don't match.

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TJ
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Re: Data

Postby TJ » 18 Aug 2012

ausstone wrote:Hi there, I have been using data from TS to run strategies but I have recently moved to Interactive Brokers. I have noticed that my strategies do not match.

Does anyone know to setup the data from IB to match TS? I'm guessing there is something in the settings that I need to change on MC...I haven't figured it out.

Best,

Austin


The strategy performance depends on the chart type, resolution, and a host of other things...

Not all the situations can be duplicated.
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Andrew MultiCharts

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Andrew MultiCharts
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Re: Data

Postby Andrew MultiCharts » 20 Aug 2012

Strategy calculations will show the same results only if the following requirements are met:
    1. The data is the same. If 2 charts are plotted from 2 different data vendors, most likely the data on the chart will not be 100% identical.
    2. Chart settings are the same (resolution, data range, sessions, quote field and so on...).
    3. The signals and dependent scripts are the same.
    4. The signals inputs are the same.
    5. IOG = on/off on both.
    6. Extended backtested = on/off on both.
    7. Bar Magnifier = on/off on both.


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