Esignal gives us the shaft

Questions about MultiCharts and user contributed studies.
drwar
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Esignal gives us the shaft

Postby drwar » 17 Feb 2008

See attached picture. Esignal history data for Tick and Volume bars is now limited to 10 days. A Quote manager feature to update symbol data at some specified time of day/night is now imperative if you want to backtest on volume or tick bars. It is not practical to leave all symbols "online" or manually load every symbol by charts every day in order to keep your history data up to date. This seriously defeats the purpose of having MC with integrated Quote Manager to manage your data not to mention the impediments to backtesting on tick, volume and range bars.

J~
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aljafp
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Re: Esignal gives us the shaft

Postby aljafp » 17 Feb 2008

See attached picture. Esignal history data for Tick and Volume bars is now limited to 10 days. A Quote manager feature to update symbol data at some specified time of day/night is now imperative if you want to backtest on volume or tick bars. It is not practical to leave all symbols "online" or manually load every symbol by charts every day in order to keep your history data up to date. This seriously defeats the purpose of having MC with integrated Quote Manager to manage your data not to mention the impediments to backtesting on tick, volume and range bars.

J~
I 've asked for this feature many many times, but till now nothing has be done.

Even for IB feed users, this feature is useful....cos we can schedule the download and let it automatically deal with any pacing violations while we do other work.
This is especially so if we monitor a lot of symbols... currently i have to put all of them on a number of charts and press reload every day.

drwar
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Re: Esignal gives us the shaft

Postby drwar » 17 Feb 2008

[quote]

I 've asked for this feature many many times, but till now nothing has be done.
[/quote]

Welcome to the club!

itai007
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there is no attachment

Postby itai007 » 18 Feb 2008

your example is missing the attachment you point to

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Andrew Kirillov
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Postby Andrew Kirillov » 18 Feb 2008

Your statements sound like we just sit and do nothing while you keep asking and got nothing. Take a look at the MultiCharts 3.0 feature list. You will see wealth of completed features. We've done things that some companies promise for more than a decade. If you don‘t find the features helpful, I understand it, but the product development roadmap reflects interests of majority. So it is not a surprise when we set lower priority for some feature that you want to have.

We do know that it is a good to have a download scheduler. We have it in out to do list. In a few days we will publish a list for your voting. It will be a basis for our next roadmap.

I do believe that it is not a big deal to open all charts once a week (e.g. on weekend) to get the data of last 7 days. So this feature is more a tool that simplifies a job rather that blocker that doesn't allow you to do something in your trading analysis.

aljafp
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Postby aljafp » 18 Feb 2008

Your statements sound like we just sit and do nothing while you keep asking and got nothing. Take a look at the MultiCharts 3.0 feature list. You will see wealth of completed features. We've done things that some companies promise for more than a decade. If you don‘t find the features helpful, I understand it, but the product development roadmap reflects interests of majority. So it is not a surprise when we set lower priority for some feature that you want to have.

We do know that it is a good to have a download scheduler. We have it in out to do list. In a few days we will publish a list for your voting. It will be a basis for our next roadmap.

I do believe that it is not a big deal to open all charts once a week (e.g. on weekend) to get the data of last 7 days. So this feature is more a tool that simplifies a job rather that blocker that doesn't allow you to do something in your trading analysis.
If one is a active day trader, trading for a living, then we need to do this EVERYDAY to make sure that our data is as updated as possible.

On top of this, we need to maintain 2 workspace, one for actual trading showing more day's worth of data, and another just showing 1 day's data for just for the reloading.

So if like me, i keep data for around 30-50 symbols, its A BIG DEAL.

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Andrew Kirillov
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Postby Andrew Kirillov » 18 Feb 2008

1. I ‘m not sure I understand why you need to reload charts? You should reload charts only if you have wrong data or data holes.
2. Is it a big deal to open a WSP? It requires two clicks even if you have 200 symbols. So where is the problem?

aljafp
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Postby aljafp » 18 Feb 2008

1. I ‘m not sure I understand why you need to reload charts? You should reload charts only if you have wrong data or data holes.
2. Is it a big deal to open a WSP? It requires two clicks even if you have 200 symbols. So where is the problem?
If you use IB data, then you may want to reload data from historical sources since, the realtime ticks are a approximation, sometimes you miss the highs and lows. And in addition, realtime data from IB uses system clock so sometimes, the price "dift" and differ from official sources after a while.

Its a big deal when :
1. you have to do this EVERYDAY
2. come expiration, you have to recreate an additional workspace to reload for the 200 symbols.
3. If you did not trade for a couple of days, you need to set days back for all 200 symbols just to do a reload. Then set it back to 1 day for all 200 symbols.

drwar
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Postby drwar » 18 Feb 2008

[quote]1. I ‘m not sure I understand why you need to reload charts? You should reload charts only if you have wrong data or data holes.
2. Is it a big deal to open a WSP? It requires two clicks even if you have 200 symbols. So where is the problem?[/quote]

Andrew , Lets examine what you are suggesting as you have no idea of the magnitude of this. I have 911 symbols in my quote manager. X 10 thats the equivilent of 9110 days back of tick data. This is the equivilent of about 45 years of tick data for 1 symbol. That cannot beloaded in one workspace. I have 2 gig of memory and I can only load 2 or 3 charts with 1 year of data. Lets call it 3 charts so I would essentially have to created 15 workspaces to separate all the charts.That would be about 60 charts in each workspace. Now I have to load one by one all the workspaces. Not only do I have to load them But I have to check that every single chart in them ,to see it loads their data. You have a bug in your data loading where it simple shuts off and you have to close the chart and re-open. So I have to do this for 911 symbols everyweek. If I go on vacation I am screwed. When esignal had 30-60 days of data available that was manageable this is not. If MC loaded data perfectly It would be manageable but it does not. If Lastbaronchart worked it could be automated but it does not. This is an enourmous problem.

J~

drwar
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Re: there is no attachment

Postby drwar » 18 Feb 2008

[quote]your example is missing the attachment you point to[/quote]

itai007

You have to be logged in to see attachments.

J~

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Andrew Kirillov
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Postby Andrew Kirillov » 18 Feb 2008

Your explanations make it clear. I'm not arguing about necessity of download scheduler (DS). We'll simply do it. However i think we should discuss and isolate the downloading problems you mentioned. I'm sure we can fix it quicker than adding DS.

drwar
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Postby drwar » 18 Feb 2008

[quote]Your explanations make it clear. I'm not arguing about necessity of download scheduler (DS). We'll simply do it. However i think we should discuss and isolate the downloading problems you mentioned. I'm sure we can fix it quicker than adding DS.[/quote]

I will send a picture of a chart that won't load. Also, I know I am not the only one closing MC and re-opening to get esignal charts to load. Sometimes formating the symbol and changing the first date by one day will trigger it to load . Sometimes it does not and I have to close down and re-open.

J~

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Andrew Kirillov
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Postby Andrew Kirillov » 18 Feb 2008

I believe you and other users. So the picture is not necessary.
The problem we can’t catch it. We need your help!

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Postby Nick » 19 Feb 2008

aljafp highlights some of the issues managing data. every now and then you do get a 'hole' that just wont fill or a a hiccup that causes some bad data that wont update without a reload.

To me a more important feature is a 'reload X bars' and 'reload y days'. (maybe this is in beta 3 I have not tried it yet.) Some symbols I have many years of historical tick data so I am always apprehensive about reloading.

Data management has always been somewhat of a PITA. The other big issue as aljafp points out is the 'splicing' of contracts as they role over. Some sort of pseudo continuous contract feature in MC would help there. You would need a 'roll schedule' in the symbols information somwhere and MC would know for example if it was the Xth Tuesday of the Yth month that it needs to request data from a different contract. Separate issue but closely related.

Cheers.

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Andrew Kirillov
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Postby Andrew Kirillov » 20 Feb 2008

Nick,
The reload option is stored in our to-do list and we will definitely do it.
The same is true for continuous contracts.
However reload is a walk-around solution and we would want to fix the data hold problem. If somebody knows how to reproduce it let me know please.


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