Playback : after Maxbarsback, a few first bars are treated as "As is" rather than "Tick by Tick"  [SOLVED]

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chi jeongki
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Playback : after Maxbarsback, a few first bars are treated as "As is" rather than "Tick by Tick"

Postby chi jeongki » 24 Aug 2017

In 10 tick chart Playback with "Tick by Tick'" resolution, a few bars just after Maxbarsback (about 8 to 12 bars) calls CalcBar() only once.
I set Maxbarsback to 1, 15, 30, but all case show similar symptom.

I made pivot table from output of indicator.
It shows what I have said.

skip.png
skip.png (24.13 KiB) Viewed 234 times


I attach tick data file, test indicator, output files.
The number looks somewhat random. some 8, some 12, ...

Data is from 2017-06-07 to 2017-06-08,
After Playback is over, the test indicator should be deleted, to close the output file.
Attachments
output.zip
(337.54 KiB) Downloaded 8 times
_i_count_CalcBar.pln
(12.65 KiB) Downloaded 8 times
skip-test-data-to-import.txt
(114.65 KiB) Downloaded 8 times

chi jeongki
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Re: Playback : after Maxbarsback, a few first bars are treated as "As is" rather than "Tick by Tick"

Postby chi jeongki » 24 Aug 2017

Further test shows that jump to N-th bar, set Maxbarsback to M has some rule.

if M < N then
call CalcBar() from M+1, upto N, process bars as "As is", from N+1, process bars as "Tick by Tick". This looks normal.

if M >= N then
call CalcBar() from M+1, for a few undetermined number of bars, process them as "As is", after that, process bars as "Tick by Tick". This looks abnormal.

Attached output file which shows above behavior.

It may be by design, restricting to M < N, or may be a bug.
Anyway, user has to know this behavior in advance to prevent time consuming trial and error.
Attachments
output3.zip
(1.89 MiB) Downloaded 8 times
output2.zip
(1.21 MiB) Downloaded 8 times

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Henry MultiСharts
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Re: Playback : after Maxbarsback, a few first bars are treated as "As is" rather than "Tick by Tick"

Postby Henry MultiСharts » 25 Aug 2017

Hello chi jeongki,

The study will be calculated on bar close only until you start the playback. Once playback is started - it will be calculated tick by tick.

chi jeongki
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Re: Playback : after Maxbarsback, a few first bars are treated as "As is" rather than "Tick by Tick"

Postby chi jeongki » 25 Aug 2017

Let's consider jumptto 5 case.

if Maxbarsback = 0, then CalcBar() is called from bar 1 close, bar 2 close, ... bar 5 close, bar 6 tick by tick.
It is as you said.

if Maxbarsback = 5, then CalcBar() should be called from bar 6, further more tick by tick, since Playback is starting from bar 6.
But the result shows, bar 6 close, bar 7 close, ... , bar 13 close, bar 14 tick by tick, bar 15 tick by tick,....
It is not like what you said.

if Maxbarsback = 6, then bar7 tick by tick, bar 8 tick by tick, ... should be the right result.
But the result shows, bar 7 close, bar 8 close, .... bar 13 close, bar 14 tick by tick, bar 15 tick by tick ...

I am pointing those bars in bold face, when Maxbarsback >= jumpto.

My guess is that according to jump to bar 5, chart is stopped at bar 5.
But, Maxbarsback 6 has not passed yet at bar 5,
At this moment MC.NET is confused, it want to proceed to bar 7, the bar next to Maxbarsback.
When Playback begin, at bar 6, it is still more confused whether to call CalcBar() or remain silent, since Maxbarsback 6 has not passed yet.
This confusion has some effect for bar 7, 8, ....
If there was no confusion, then at bar 7, CalcBar() should be called tick by tick.

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Henry MultiСharts
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Re: Playback : after Maxbarsback, a few first bars are treated as "As is" rather than "Tick by Tick"

Postby Henry MultiСharts » 28 Aug 2017

Hello chi jeongki,

Please come to our live chat Monday-Friday 6:30 am - 11 am EST to demonstrate this behavior remotely.

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Re: Playback : after Maxbarsback, a few first bars are treated as "As is" rather than "Tick by Tick"  [SOLVED]

Postby chi jeongki » 30 Aug 2017

After live chat with remore control session, it was confirmed as a bug and will be fixed in future version.
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