IOG with multi data-does it work?

Questions about MultiCharts and user contributed studies.
hilbert
Posts: 224
Joined: 17 Aug 2011
Has thanked: 76 times
Been thanked: 64 times

IOG with multi data-does it work?

Postby hilbert » 08 Nov 2014

Type Intrabarordergeneration in powerlanguage editor and click F1 (for help). Following displays:
"Intra-bar order generation is currently supported for single-data series charts only. Intra-bar order generation for multiple-data series charts will be implemented in the next release of the platform."

I made a 5min chart of ESM4 with daily ESM4 data as data2, added built-in strategies MovAvg Cross LE, MovAvg Cross LX to the chart.

I changed following line in the MovAvg Cross LE strategy from

Code: Select all

if condition1 then
Buy ( "MACrossLE" ) next bar at market ;
to

Code: Select all

condition2 = C > Low Data2;
if condition1 and condition2 then
Buy ( "MACrossLE" ) next bar at market ;
I went to Format Signals -> MovAvg Cross LE -> Format -> Properties -> Enabled IOG with the 3rd toggle option of Allow any entry from this strategy to occur 5 times per bar
Did the same change for MovAvg Cross LX strategy. Selecting in this case "Allow any exits from this strategy to occur multiple times per bar".

Number of trades have changed and signals have compiled. So, it means IOG works with multiple data series displayed on a chart, and the information in the help file is outdated. Can anyone please confirm this? Or, is my understanding incorrect and there is something about IOG that doesn't yet work with multi data series and will be updated in the next release? Thanks
Last edited by hilbert on 12 Nov 2014, edited 1 time in total.

orion
Posts: 250
Joined: 01 Oct 2014
Has thanked: 65 times
Been thanked: 104 times

Re: IOG with multi data-does it work?

Postby orion » 08 Nov 2014

I will try out when I get a chance. Were you able to see orders being generated (not orders being executed) intrabar?

TA100
Posts: 54
Joined: 10 Feb 2014
Has thanked: 39 times
Been thanked: 9 times

Re: IOG with multi data-does it work?

Postby TA100 » 08 Nov 2014

[quote="hilbert"]oType Intrabarordergeneration in powerlanguage editor and click F1 (for help).


"Number of trades have changed and signals have compiled. "

Hilbert, just because the Strategy verifies and signals change that is no guarantee the calc or signals are correct. If IOG with multi data series is not supported that would account for why I keep seeing market orders painting on charts when price left the vicinity some time before... I had thought the problem was History Matching but this is more fundemental..

Looking forward to MC's in depth response on this.

hilbert
Posts: 224
Joined: 17 Aug 2011
Has thanked: 76 times
Been thanked: 64 times

Re: IOG with multi data-does it work?

Postby hilbert » 08 Nov 2014

I will try out when I get a chance. Were you able to see orders being generated (not orders being executed) intrabar?
I don't understand what you mean exactly from the phrase "generated (not orders being executed)".

Please see this image, multiple orders have been generated within a bar. In this picture, Data1 resolution is 30 min and Data2 is daily data.

This is with IOG on with the option Allow any entry from this strategy to occur 5 times per bar.

Case A: I use bar magnifier with intraday 1 minutes, number of trades = 205
Case B: I don't use bar magnifier, number of trades = 190.

In Case A which I have attached, there are multiple trades happening within a bar, as clear from picture. Obviously, no bar has multiple trades in Case B. This is because IOG setting true or false doesn't matter in Case B, since bar magnifier has not been used, so no possibility of multiple trades on this bar.
Btw, I don't know how IOG will work with real time data, with multiple time series.
IOG_Multi_Data.png
(51.11 KiB) Downloaded 1012 times

Jad
Posts: 91
Joined: 15 Jun 2014
Has thanked: 13 times
Been thanked: 21 times

Re: IOG with multi data-does it work?

Postby Jad » 10 Nov 2014

Btw, I don't know how IOG will work with real time data, with multiple time series.
I don't have multiple entries per bar but IOG works OK for me with multiple data series and realtime data.

User avatar
Andrew MultiCharts
Posts: 1587
Joined: 11 Oct 2011
Has thanked: 931 times
Been thanked: 558 times

Re: IOG with multi data-does it work?

Postby Andrew MultiCharts » 12 Nov 2014

Hello everyone,

IOG is supported for single data series = an IOG-enabled signal script applied to a chart with multiple data series (referenced from the code) will calculate its values only when data series 1 is updated. I also recommend you to read about RealTime-History Matching, as it is related in this case.

orion
Posts: 250
Joined: 01 Oct 2014
Has thanked: 65 times
Been thanked: 104 times

Re: IOG with multi data-does it work?

Postby orion » 12 Nov 2014

IOG is supported for single data series = an IOG-enabled signal script applied to a chart with multiple data series (referenced from the code) will calculate its values only when data series 1 is updated. I also recommend you to read about RealTime-History Matching
hilbert,
The help page was highly misleading since I was under same impression as you apparently were and I am glad you checked.

Andrew,
So IOG will work well in case of multidata when two data series are the same symbol with data1 being a finer resolution than data2?

User avatar
Andrew MultiCharts
Posts: 1587
Joined: 11 Oct 2011
Has thanked: 931 times
Been thanked: 558 times

Re: IOG with multi data-does it work?

Postby Andrew MultiCharts » 13 Nov 2014

So IOG will work well in case of multidata when two data series are the same symbol with data1 being a finer resolution than data2?
IOG will work well in the signal applied to data1 when you have multiple data series in one chart.


Return to “MultiCharts”