ASCII import of 2 second candles ???

Questions about MultiCharts and user contributed studies.
svifx
Posts: 7
Joined: 18 Aug 2007

ASCII import of 2 second candles ???

Postby svifx » 04 Sep 2007

I'm trying to ascii import candles with 2 seconds resolution data :
Date, Time, High, Low, Open, Close, Volume
2007/8/29,9:54:2,230.7,230.69,230.7,230.7,26
2007/8/29,9:54:4,230.695,230.695,230.695,230.695,5
2007/8/29,9:54:6,230.7,230.695,230.7,230.695,38
2007/8/29,9:54:8,230.68,230.68,230.68,230.68,0
2007/8/29,9:54:10,230.69,230.68,230.68,230.69,31

Under tick resolution import I can only specify date,time,price,volume
With minute resolution I can specify Hi,Lo,Open,Close,Vol fields but
importer notices that resolution is under one minute....

As you can see even in 2 sec candles, volume is worth considering and
Multichart can plot 2sec candles... :(

Is there any workaround ?

best regards

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

Postby Marina Pashkova » 04 Sep 2007

Yes, there is a workaround. You can use ASCI mapping instead of ASCI import. ASCI mapping supports tick bars which have H, O, L, C, and volume fields.

For info on ASCI mapping please refer to our online tutorial here http://www.tssupport.com/products/multi ... apping.htm and to the relevant section in MC help.

svifx
Posts: 7
Joined: 18 Aug 2007

ASCII mapping doesn't help either

Postby svifx » 06 Sep 2007

Yes, there is a workaround. You can use ASCI mapping instead of ASCI import. ASCI mapping supports tick bars which have H, O, L, C, and volume fields.

For info on ASCI mapping please refer to our online tutorial here "removed" and to the relevant section in MC help.
Thank you for your fast reply, it's been 2 days I'm trying your suggestion but I'm having the same problems as described in post 3394 by ybfjax...

Namely :
ASCII mapping recognises my tick bars fine and does not want to import the data unless the resolution field is set to something else than "n/a" :
- Guessing my resolution is 2 seconds I tried "2 s" and import worked or
at least that's what it's saying....
Opening a chart of this data says "No Data" ...
Trying to edit the data in quote manager, is unable to load any data....

I tried to find any clues about setting resolution in the help file but it just won't work...

I'm desperate... I attached the file here in hope you might manage to import it right and tell me how you did it...

Best regards

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

Postby Marina Pashkova » 06 Sep 2007

Hello,

I just mapped the file you posted and plotted the chart.

When trying to plot the chart please double-check the following:

1. That your server mode is Online and I want to download the missing data is checked. (File -> Preferences -> Data Server Mode)

2. That in Format Symbol -> Settings the resolutions is 2 Ticks.

3. That the period for the data request (in Format Symbol -> Settings) does not go beyond the period covered in the file.

If after checking the above you still have problems please let me know.

svifx
Posts: 7
Joined: 18 Aug 2007

Finally worked

Postby svifx » 06 Sep 2007

Many thanks for your kind help

I could get it to import right and chart the data , I was using data server offline and resolution 2 seconds not 2 ticks :(

Now it looks I can't change chart size to any multiple of 2 ticks like 10,50
only 2 tick chart compression works.... any clue on that ?

I wonder if mapping to the ascii file every 2 seconds would update the chart
realtime ? I read it only works for 1 minute bars ? maybe in the future ?

Anyway this helped me alot as It looks like these signals would work out for my automation strategy...at least for backtesting

best regards

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

Postby Marina Pashkova » 06 Sep 2007

Now it looks I can't change chart size to any multiple of 2 ticks like 10,50
only 2 tick chart compression works.... any clue on that ?
When you map a file the program takes the data from this file as it is without changing anything, so you can only plot the resolution that is there in the file. By the way, the reason why 2 second bars would not plot is that you mapped the file as 2-tick resolution bar.

If you want to be able to change resolutions in the chart, instead of mapping the file you can import it as a tick file. Some of the values will be lost but you will be able to change resolutions.
I wonder if mapping to the ascii file every 2 seconds would update the chart
realtime ? I read it only works for 1 minute bars ? maybe in the future ?
If you have the data in the file updated in real-time, asci mapping will get you charts updated, too.


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