Missed or Skipped Bars

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btrader2
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Missed or Skipped Bars

Postby btrader2 » 01 Aug 2007

Hi TS Support,

I'd like to find out why I'm getting this "skipping" in my chart. It's a 400 contract chart. If I increase it to about 800 or 900 I don't have this issue.

Attached is an example.

Thanks for your help

Product Version: 2.1.909.909

btrader2
Attachments
Chart1.png
Chart1.png (19.74 KiB) Viewed 436 times

Nick
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Postby Nick » 02 Aug 2007

Thats because more than 400 contracts came in in a 'tick'. Probably a block trade. MC splits that over several bars with O=H=L=C.

btrader2
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Postby btrader2 » 02 Aug 2007

Thanks Nick,

This makes sense. Also, opened a 400V chart on my QT backup software it prints the same.

btrader2

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Marina Pashkova
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Joined: 27 Jul 2007

Postby Marina Pashkova » 02 Aug 2007

Hi,

Nick's explanation was correct. The reason why you didn't see this behaviour with 800 contracts because with more contracts the program divides them into fewer bars. You could further check this explanation by playing with the settings. For example, set 20 contracts and you'll see those points.
Last edited by Marina Pashkova on 02 Aug 2007, edited 1 time in total.

Guest

Postby Guest » 02 Aug 2007

Thats because more than 400 contracts came in in a 'tick'. Probably a block trade. MC splits that over several bars with O=H=L=C.

not necessarily in one tick, but definitely 400 contracts were traded at a single price at each bar (or dot, as it appears because it has the same OHLC).

btrader2
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Postby btrader2 » 02 Aug 2007

Thanks TS SUPPORT and All who responded.

btrader2


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