Gold Backadjusted  [SOLVED]

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javamarket
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Gold Backadjusted

Postby javamarket » 21 Aug 2014

... ah Gold, thou dost mock me ...

I am trying to create a continuous backadjusted Gold contract (IB feed). I have set the roll to the more common 5 contracts (re: http://www.multicharts.com/discussion/v ... hilit=gold), however when I examine daily bars they look sparse as if data is 'missing'.

If I change the bar creation to daily created from minute bars, the charts looks much more 'full' and as expected. I tried various settings like changing the session to 24/7 on the data, no improvement. I have also tried reloading the data from the provider.

I was wondering if anyone else may have run in to this and / or if there is some simple setting I am missing.

Image for reference: http://picpaste.com/2014-08-21_06_47_22 ... UhlzvQ.jpg

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Henry MultiСharts
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Re: Gold Backadjusted  [SOLVED]

Postby Henry MultiСharts » 21 Aug 2014

Hello javamarket,

IB provides daily bars as fixed OHLC values with the session settings defined on their end.
For some instruments they have two sets of daily data - "regular trading hours" and "including outside of regular trading hours data".

In QuoteManager go to Tools tab->Data sources ->IB->Settings. Is "Regular Trading Hours" option enabled?

If "Regular Trading Hours" option is enabled-only the data for session hours will be downloaded from the server.
If "Regular Trading Hours" option is disabled-additional non-session data will be downloaded, in case it is provided by IB.

Please make sure the option is set properly in QuoteManager. You need to reload the chart using Ctrl+R after changing the settings.

And as you already know - you can get a daily bar with customized sessions if you use the option "build from minutes".

javamarket
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Re: Gold Backadjusted

Postby javamarket » 21 Aug 2014

Exactly the setting I missed, thanks so much.


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