Serious issue with Multi Time-frame synchronization  [SOLVED]

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radekj
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Serious issue with Multi Time-frame synchronization

Postby radekj » 29 Jul 2017

Hello,

i am working on multi time-frame startegy for a customer, and i run into strange synchronization bugs,

so i made a simple indicator for tests:

i made a indicator "MTF_Test" which Draw a "X" at bars where Close is equal "high" or "low".

i made second version of "MTF_Test" called "MTF_Test_2" where i replaced "this.Bars." with "this.BarsOfData(2).".

MTF_Test is running on (440tick) chart and MTF_Test_2 is applied on same instrument faster time-frame (144ticks), i expect to get Markers at same bars for MTF_Test and MTF_Terst_2

BUT MTF_Terst_2 produce ghost Markers i dont know why,

it seems MC has serious problem with multi time-frame synchronization, you can not program any indicator/strategy for Multi Time frame !

Snap:
https://www.screencast.com/t/zEYxoQXH


I tested on "HISTORICAL DATA !" with:

MultiCharts.NET.10.0.14562.400_Release_x64_R8

MultiCharts.NET.11.0.14517.201_Beta1_x64

Datafeed: IQfeed

with regards
radekj
Attachments
MTF_Test.pln
(1.11 KiB) Downloaded 20 times
MTF_Test_2.pln
(1.12 KiB) Downloaded 19 times
Last edited by radekj on 05 Aug 2017, edited 1 time in total.

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Anna MultiCharts
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Re: Serious issue with Multi Time-frame synchronization

Postby Anna MultiCharts » 02 Aug 2017

Hello, radekj!

Our engineers are looking into this issue. I’ll get back to you as soon as they provide any updates.

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Anna MultiCharts
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Re: Serious issue with Multi Time-frame synchronization

Postby Anna MultiCharts » 03 Aug 2017

Hello, radekj!

For several bars of Data Series #1 you receive the data (including timestamps) for one and the same bar of Data Series #2. This is Real-time History Matching option specifics, please, refer to this article to find more: https://www.multicharts.com/trading-software/index.php/Realtime-History_Matching

radekj
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Re: Serious issue with Multi Time-frame synchronization

Postby radekj » 05 Aug 2017

What ?

On snap (first post) you can see that Realtime-history matching is set to "false"
Upadate on every tick is set to "false" too

and the Test are made on Historical data, there is no intrabar processing !

with regards
radekj

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Anna MultiCharts
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Re: Serious issue with Multi Time-frame synchronization  [SOLVED]

Postby Anna MultiCharts » 08 Aug 2017

Radekj,

It’s understood that you used historical data, but the principle of Real-time History Matching working is the same in backtesting.
As I mentioned, for several bars of Data Series #1 you receive the data (including timestamps) for one and the same bar of Data Series #2.
If RTH matching option is enabled, the last closed bar of Data Series #2 is used. When it is disabled, the last not fully formed bar of Data Series #2 is used.

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Re: Serious issue with Multi Time-frame synchronization

Postby darob » 09 Aug 2017

Hi Radekj, once you have history matching sorted out I think the condition that closes at highs/lows will match at different resolutions isn’t assured unless the code explicitly excludes non-matches.

Best regards

Edit: I see how with history matching off the not fully formed data2 bar should correlate. My apologies.
Last edited by darob on 10 Aug 2017, edited 1 time in total.

chi jeongki
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Re: Serious issue with Multi Time-frame synchronization

Postby chi jeongki » 09 Aug 2017

I think making MC support team to reproduce the symptom is the fastest way to get correct answer.
For that, those portion of data in chart can be sent to MC support team.

In QuoteManager, select symbol, mouse right click, Export Data--> ASCII
clear all except Trade tick, set Start Date: and Start Time:, End Date: and End Time, .....

If it is uploaded for me to download, then I will apply your indicator to that data, then add one more confirmation that it is reproduced on my PC also.

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Anna MultiCharts
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Re: Serious issue with Multi Time-frame synchronization

Postby Anna MultiCharts » 16 Aug 2017

Hello, chi jeongki!

Thank you for your suggestion, but all required information was provided in the original post, we've analyzed it and given the answer above. Therefore I'll mark this issue solved.


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