custom session issue  [SOLVED]

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juanmon
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custom session issue

Postby juanmon » 15 Oct 2014

Hello,

When I try to create a 5 minute bar chart of e mini S&P futures out of my historical intraday data file with day session only data and use custom session times of 9:30 - 16:15 local (NYT) in Quote manager, for some reason the chart starts at 9:35 am instead of 9:30am even though my data file does have the bar for 9:30. the 9:35 bar in the multicharts chart matches correctly with the data for the 9:35 bar in my file, so it's not an issue with "use bar end time" import selection. When I change the custom session open time to 9:25 am, the previously missing 9:30 bar appears and the chart is correct. Is there any reason why I need to use a start time 5 minutes earlier in order to include this bar? This also occurs on other data files such as crude.

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Andrew MultiCharts
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Re: custom session issue

Postby Andrew MultiCharts » 16 Oct 2014

Hello juanmon,

Few questions:
  1. What is the resolutions of data in the file?
  2. Did you exactly import or mapped the file?
  3. Did you check "Use bar end time"?

juanmon
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Re: custom session issue

Postby juanmon » 16 Oct 2014

Hi Andrew,

I'm using a 5 minute intraday bar data file.

I tried mapping and importing the data into MC but found the same issue on both. I also found that I was unable to create day bars out of the 5 minute bars when mapping, I was only able to d this after importing. As a sperate issue, is there a way to create daily bars from 5 minute bars when mapping symbols?

I did not check "use bar end time" during the mapping or importing processes

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Andrew MultiCharts
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Re: custom session issue

Postby Andrew MultiCharts » 16 Oct 2014

Please use ASCII mapping (map the data as 1 minute in ASCII mapping settings) + check the box "Use bar end time" + check "Build from minutes" box in chart settings to build daily data out of minutes.

juanmon
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Re: custom session issue

Postby juanmon » 16 Oct 2014

Thanks very much Andrew. this seems to work with the exception of the fact that I get time stamps of 1 minute later than the actual time. For instance, I can see the first bar of the day now, but I get a 9:31 am time stamp for this first bar instead of a 9:30 am time stamp. (next bar is 9:36 instead of 9:35, etc). I have a feeling this might create an issue when trying to autotrade a strategy that is dependent on specific times. Is there a way to have the time stamps be accurate?

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Andrew MultiCharts
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Re: custom session issue

Postby Andrew MultiCharts » 17 Oct 2014

MultiCharts shows closing time as timestamps of bars. When you say you see the first bar with timestamp 9:31, do you expect it to show 9:30 timestamp (opening time) instead? Do i understand you correctly that now the bar with timestamps 9:31 in MC is the correct first bar?

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Re: custom session issue

Postby juanmon » 19 Oct 2014

yes, the 9:31 timestamp is the correct first bar, and ideally I would like to see this as a 9:30 timestamp, so I can be accurate with my intraday trading systems which look at specific times throughout the day, although I'm sure I can work around it, if there is no way to show the 9:30 time as the bar's time stamp.

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Andrew MultiCharts
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Re: custom session issue  [SOLVED]

Postby Andrew MultiCharts » 20 Oct 2014

Unfortunately it is not possible to show opening time of bars in MC, it shows only closing time as bar time stamp.

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Re: custom session issue

Postby juanmon » 20 Oct 2014

ok. thank you very much for your help!


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