$TVOLQ goes crazy in QM

Questions about MultiCharts and user contributed studies.
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RobotMan
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$TVOLQ goes crazy in QM

Postby RobotMan » 26 Oct 2007

I have tried searching on the forums and I have not been able to find anything about this.
I use eSignal data and I have some indicators that depend on Nasdaq volume. Ie: Total Volume($TVOLQ) Up Volume ($UPVOLQ) and Down Volume ($DVOLQ).
I notice that whenever the volume goes above 2,147,483,648 ( which just happens to be 2^31) the data goes "nuts". I have tried playing around with QM settings by using Exchange settings and custom settings by changing the price scale. "As is" seems to work best, but only until the volume goes above the magic 2^31 number again. In TS Globalserver there is a way to use a "multiplier" to correct for this and I use a multiplier of 0.1 to help correct this 32 bit weirdness. Is there something similar in QM? Help Please!!

~Bob Perry

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Marina Pashkova
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Postby Marina Pashkova » 29 Oct 2007

Dear Bob,

Have you tried using different price scales in QuoteManager? Say 1/10, 1/100 etc - this would be the equivalent of your 0.1 multiplier if I understand the question correctly.

Regards.

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Postby RobotMan » 29 Oct 2007

Marina,

Yes I have tried various factors. The default and anything less than "As Is" seems to make the situation worse and anything greater seems to have no effect. See the attachments. The file name is the multiplication factor.
What else can I do?

Thanks,
Bob Perry
Attachments
05 TVOLQ-0.01x.jpg
05 TVOLQ-0.01x.jpg (68.01 KiB) Viewed 278 times
04 TVOLQ-0.50x.jpg
04 TVOLQ-0.50x.jpg (88.4 KiB) Viewed 268 times
03 TVOLQ-0.10x.jpg
03 TVOLQ-0.10x.jpg (96.4 KiB) Viewed 267 times
02 TVOLQ-AsIs.jpg
02 TVOLQ-AsIs.jpg (94.64 KiB) Viewed 277 times
01 TVOLQ-DefaultExch.jpg
01 TVOLQ-DefaultExch.jpg (65.36 KiB) Viewed 281 times

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RobotMan
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Postby RobotMan » 29 Oct 2007

more attachments...
Attachments
07 TVOLQ-100x.jpg
07 TVOLQ-100x.jpg (94.39 KiB) Viewed 263 times
06 TVOLQ-10x.jpg
06 TVOLQ-10x.jpg (93.77 KiB) Viewed 273 times

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Marina Pashkova
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Postby Marina Pashkova » 31 Oct 2007

Hi RobotMan,

I could also suggest trying to plot the symbols in MultiCharts from TS as the datasource. See if that fixes the problem.

Let me know if it works.

Regards.

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Postby RobotMan » 02 Nov 2007

Hi Marina,

Yes, using Globalserver as the data source is a good workaround, but kinda thwarts my desire to get away from all things TS...
Is this 32 bit thing with the QM something that can be fixed in a future version of MC?

Thanks!
Bob Perry
Los Altos, CA

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Marina Pashkova
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Postby Marina Pashkova » 09 Nov 2007

Dear Bob,

I apologize for this delay. We will need a few more days to study the issue and I'll post the answer as soon as our software engineers have it.

Regards.

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Postby Marina Pashkova » 13 Nov 2007

Dear Bob,

The symbols you have cited bahave in MultiCharts in exactly the same way as in eSignal.

You can create identical price scale representation and then compare charts in the two programs. And those will be identical.

In MultiCharts, go to Format Symbol -> Scaling -> Divide Axis Labels -> Manual and choose 1000 to be displayed as k the scale will look as the scale in eSignal.

You will see that the data in both charts look the same.

Best regards.

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Postby RobotMan » 14 Nov 2007

Thanks Marina,

However, I don't actually look at the data as shown in the .jpgs above, I just use the calculations to detirmine an indicator that looks at the last 20 days of 5 minute data and tells me if the volume is above or below a statistical regression and then display it as a histogram percentage. So my Price scale never goes beyond, maybe, +/-25% (25.00).
So, changing the chart's price scale doesn't help the eSignal data going into the Quote Manager and being attacked by the 32 bit boogeyman. I stilll have to use the TS Globalserver data for Nasdaq volume because it is the only thing that actually uses a multiplier that works and doesn't cause the data to go nuts when it goes over the magic 2^32 limit.

I think the only thing I can do at this point is go to a 64 bit OS and use a 64 bit QM. ;-) (just kidding)

Bob Perry
Los Altos, CA

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Marina Pashkova
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Postby Marina Pashkova » 15 Nov 2007

Dear Bob,

My earlier advise dealt with the visual representation only.

Regarding the values: the values in MultiCharts are perfectly valid. The mere fact that there are no problems when TS is used as the source proves that it's not MC's 32x problem. Also, when the data is received from eSignal it has exactly the same values in MultiCharts as in eSiganl's original program. Which is another proof that MultiCharts does not miscalculate/misrepresent the data.

Best regards.

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Postby RobotMan » 23 Nov 2007

Hi Marina,

"Which is another proof that MultiCharts does not miscalculate/misrepresent the data."

I think it is Quote Manager having the problem, not MC. I believe *ALL* 32 bit software have problems with numbers bigger than 2^32. My guess is, Quote Manager "trys" storing the the raw data-in and then uses the multiplier to move the decimel point so that MC *sees* a smaller display. It is the Quote Manager that is unable to store numbers larger than 2^32 without problems. TS's Globalserver admits there is a problem and deals with it by manipulating the INCOMING data stream prior to storing it. (I believe. Ok, I'm guessing. I am not computer or software guru.)

let me direct you to a URL on your web site:
www.tssupport.com/support/base/?action=article&id=647

This is the crux of the matter, which allows GS to handle numbers > 2^32.

Note the attached .jpgs

TS-KB647.jpg - Knowledge Base article #647 at above URL.
GS-Settings.jpg - shows Price Scale: "As Is"
QM-Settings.jpg - shows Price Scale: "As Is"

yet, TS (*and* MC using GS data) is able to display data correctly. You are right, "MultiCharts does not miscalculate/misrepresent the data."

Now check out:

GS-EditData.jpg - After applying the KB article 647 "Using the Price Multiplier in the Version 2000i GlobalServer"

This one little thing solves the problem. How it does it, I don't know. But I am now have to use the GS for any data with number larger than 2^32 because QM is unable to.

Now, another thought.
What if I had never heard of TS and am new to trading and am looking for a good charting platform because I have ideas about Nasdaq total volume that I would like to analyze. I get eSignal real-time Data because I hear it is good and many charting packages support it. I fire up the charting and download $TVOLQ and say "Oh Shoot, this doesn't look good". Then I demo MultiCharts and download $TVOLQ into a 5 minute chart and again, I say, "Oh Shoot, this doesn't look good". I try to find help on the TSSupport forum and I am told, "not our problem". Now I am off to look at another charting software, maybe AB (just kidding! - I am hooked on MultiCharts. I love you guys). But I continue my search until I find a charting software that allows real data from a real index to be displayed in a realistic and reasonable manner.

Thanks for your patience, I have not spent any time on the eSignalCentral site, but I will follow up by doing so, to see if eSignal Data Manager has a fix.

Bob Perry
Los Altos, CA
Attachments
GS - Edit Data.jpg
GS - Edit Data.jpg (40.38 KiB) Viewed 261 times
QM - Settings.jpg
QM - Settings.jpg (27.91 KiB) Viewed 265 times
GS - Settings.jpg
GS - Settings.jpg (27.77 KiB) Viewed 259 times
TS-KB647.jpg
TS-KB647.jpg (148.55 KiB) Viewed 265 times
Last edited by RobotMan on 25 Nov 2007, edited 2 times in total.

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Postby RobotMan » 23 Nov 2007

eSignal has no fix and no timeline. (See attachment)
"a month or so" is not a timeline.
Attachments
eSignal-$TVOLQ.jpg
eSignal-$TVOLQ.jpg (79.69 KiB) Viewed 266 times

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Postby RobotMan » 17 Sep 2008

Hi Marina,

I am bumping this topic again as eSignal has finally addressed this issue internally and when I pull up the eSignal charting, I do get a good representation of the volume.

However, in MC, I am still having problems. Are there any settings am not aware of in QM that can bridge this inconsistency?

Thanks!
Bob Perry
Los Altos, CA
Attachments
MultiChartsVolume.jpg
Multicharts $TVOLQ and $TVOL data
MultiChartsVolume.jpg (67.88 KiB) Viewed 269 times
eSignalVolume.jpg
eSignal $TVOLQ and $TVOL data
eSignalVolume.jpg (63.55 KiB) Viewed 266 times

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SOLVED!

Postby RobotMan » 17 Sep 2008

I have been dicking around with this all day after a suggestion from Alexis Montenegro at the eSignal Forum. After numerous tries, I must have clicked the right tab or button, or cleared the right cache, or something, because after I restarted --- BAM! It Works! It finally Works.... :D

See attached.

I guess we can close this thread? :roll:
Hope it still works tomorrow... :(


Thanks!
Bob Perry
Los Altos, CA
Attachments
MC TVOLQ-10K.png
Price Scale = 10000
MC TVOLQ-10K.png (35.56 KiB) Viewed 274 times

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Postby Marina Pashkova » 25 Sep 2008

Hi Bob,

I apologize for not having been able to follow this topic (and most other topics) for a while. It now sounds like the problem is no longer there and everything is working fine. Is that right?

Regards.

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Postby RobotMan » 25 Sep 2008

Hi Marina,
Yes, $TVOLQ looks correct now.

Thanks!
Bob Perry
Los Altos, CA
Attachments
$TVOLQ.jpg
Volume breaks the 2.15 B barrier
$TVOLQ.jpg (78.12 KiB) Viewed 269 times


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