MultiCharts Bug ? The opening session bar is zapped !  [SOLVED]

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vindiou
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MultiCharts Bug ? The opening session bar is zapped !

Postby vindiou » 01 Aug 2015

Hi, Can someone tell me if this is a bug or not? (Latest MultiCharts 64 version). Thanks

Emini S&P500 June 2015 ESM5 File:
-------------------------------------------
Date,Time,Open,High,Low,Close
2015/04/24,1615,2112.50000,2112.75000,2111.75000,2111.75000
2015/04/26,1700,2113.25000,2113.25000,2113.25000,2113.25000 <=== This bar is zapped!!!
2015/04/26,1701,2113.25000,2113.25000,2112.25000,2112.75000
2015/04/26,1702,2112.25000,2112.75000,2112.25000,2112.25000
--------------------------------------------
QuoteManager Session Detail :
--------------------------------------------
TimeZone : Exchange (CME = UTC-6)
Open Time Close Time Session End
Sunday 1700 Monday 1615 X
Monday 1700 Tuesday 1615 X
Tuesday 1700 Wednes. 1615 X
Wednes. 1700 Thursd. 1615 X
Thursd. 1700 Friday 1615 X
Image
--------------------------------------------
The following script gives this as result:
1150426 1701
1701

Code: Select all

if not LastBarOnChart then begin

if (symbol_date = 1150424) AND (symbol_time = 1615) then // Friday, 24th of April 2015
messagelog(symbol_date[-1]:0:0, " ",symbol_time[-1]:0:0); // Next Symbol Date, Next Symbol Time

if (symbol_date = 1150426) AND (symbol_time = 1700) then // Sunday, 26th of April 2015
messagelog("1700");

if (symbol_date = 1150426) AND (symbol_time = 1701) then
messagelog("1701");

end;
Data of future bars can be accessed with a negative index (like -1) and one of the "Symbol_" keywords like "Symbol_Close". So "Symbol_Close[-10]" returns the closing price 10 bars ahead from now. But you cannot access more future price bars then there are on the chart, the reason why the script doesn't run on the last bar.
Last edited by vindiou on 01 Aug 2015, edited 2 times in total.

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TJ
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Re: MultiCharts Bug ? The opening session bar is zapped !

Postby TJ » 01 Aug 2015

Hi, Can someone tell me if this is a bug or not? (Latest MultiCharts 64 version). Thanks
Emini S&P500 June 2015 ESM5 File:
-------------------------------------------
Date,Time,Open,High,Low,Close
2015/04/24,1615,2112.50000,2112.75000,2111.75000,2111.75000
2015/04/26,1700,2113.25000,2113.25000,2113.25000,2113.25000 <=== This bar is zapped!!!
2015/04/26,1701,2113.25000,2113.25000,2112.25000,2112.75000
2015/04/26,1702,2112.25000,2112.75000,2112.25000,2112.25000
--------------------------------------------
QuoteManager Session Detail :
--------------------------------------------
TimeZone : Exchange (CME = UTC-6)
Open Time Close Time Session End
Sunday 1700 Monday 1615 X
Monday 1700 Tuesday 1615 X
Tuesday 1700 Wednes. 1615 X
Wednes. 1700 Thursd. 1615 X
Thursd. 1700 Friday 1615 X
Image
--------------------------------------------
The following script gives this as result:
1150426 1701
1701
----------------- script -------------------------
if not LastBarOnChart then begin
if (symbol_date = 1150424) AND (symbol_time = 1615) then // Friday, 24th of April 2015
messagelog(symbol_date[-1]:0:0, " ",symbol_time[-1]:0:0); // Next Symbol Date, Next Symbol Time
if (symbol_date = 1150426) AND (symbol_time = 1700) then // Sunday, 26th of April 2015
messagelog("1700");
if (symbol_date = 1150426) AND (symbol_time = 1701) then
messagelog("1701");
end;
---------------- end script --------------------
Data of future bars can be accessed with a negative index (like -1) and one of the "Symbol_" keywords like "Symbol_Close". So "Symbol_Close[-10]" returns the closing price 10 bars ahead from now. But you cannot access more future price bars then there are on the chart, the reason why the script doesn't run on the last bar.
What is your chart resolution? 1 minute?

MultiCharts uses EOB time... ie End of Bar time.
(99% of the charting software on the market use this format).

If you have a 1 minute chart,
and the session begins at 1700,
then the first bar on chart will have the bar time of 1701.
This bar consists of quotes received between 1700 and 1701.

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TJ
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Re: MultiCharts Bug ? The opening session bar is zapped !

Postby TJ » 01 Aug 2015

ps.

[FAQ] How to Post Codes (that people can read)
viewtopic.php?f=16&t=11713

vindiou
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Re: MultiCharts Bug ? The opening session bar is zapped !

Postby vindiou » 01 Aug 2015

Please do not quote my whole long message! It makes this thread unreadable.
Everybody already read my first message, they don't need to read it twice!!
What is your chart resolution? 1 minute?
Yes, 1mn
MultiCharts uses EOB time... ie End of Bar time.
(99% of the charting software on the market use this format).
If you have a 1 minute chart, and the session begins at 1700,
then the first bar on chart will have the bar time of 1701.
This bar consists of quotes received between 1700 and 1701.
Are you sure?
From my point of view, the 1700 bar should be charted and should contain every seconds from 17h00m00s to 17h00m59s!
Don't you agree?
Moreover, I have plenty of ES 17h00 data line:
2015/04/26,1700,2113.25000,2113.25000,2113.25000,2113.25000

Thanks

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Henry MultiСharts
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Re: MultiCharts Bug ? The opening session bar is zapped !  [SOLVED]

Postby Henry MultiСharts » 03 Aug 2015

Hello vindiou,

In MultiCharts the bar timestamps are referring to the close of the bar.
If your session starts at 1700 then the first 1 min bar will have 1701 timestamp.


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