Ticks data with several TFs in a workspace  [SOLVED]

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MAZINGUER
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Ticks data with several TFs in a workspace

Postby MAZINGUER » 17 Feb 2021

Hello
See if someone can help me with this little problem.
I have a strategy that uses analytics on multiple TFs.
If I insert a charts with only one TF, the tick data in each bar is reported without problems, but when I insert another or other charts in the same workspace (in subcharts 2, 3, etc) then the tick data in the main chart They are only provided for some bars, but not all because in some bars there is no tick data, can someone explain why this happens and how to solve it?
Thanks

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joebone
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Re: Ticks data with several TFs in a workspace

Postby joebone » 17 Feb 2021

Hello
See if someone can help me with this little problem.
I have a strategy that uses analytics on multiple TFs.
If I insert a charts with only one TF, the tick data in each bar is reported without problems, but when I insert another or other charts in the same workspace (in subcharts 2, 3, etc) then the tick data in the main chart They are only provided for some bars, but not all because in some bars there is no tick data, can someone explain why this happens and how to solve it?
Thanks
I have been working on the same thing. I believe its a time stamp issue. Because each security or (Time frame of same security) doesnt start or stop a bar at the exact same time its impossible to line them up.

I am experimenting with intrabar orders to get around the problem. No solution yet

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c0ntango
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Re: Ticks data with several TFs in a workspace

Postby c0ntango » 19 Feb 2021

Just to make sure I got that right: you're plotting tick data on the main chart as data1, and then plotting data2 on a subchart on a different time frame. Correct?

Have you tried plotting the 2 or 3 data on the same chart instead of subcharts? It could give you some idea about what's happening.

Also, do you have tick data in the database for the bar in question that doesn't have tick data displayed? Query quotemanager "view data" to manually check tick data for the specific bar. If tick data is not present, the other timeframe data will be generated from 1-min data which is probably present - so you just don't have the resolution of data you're looking for.

Is this helpful?

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joebone
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Re: Ticks data with several TFs in a workspace

Postby joebone » 19 Feb 2021

The nature of a tick chart is that it reports bars on number of ticks. If a 2000 tick bar starts at time 0 then it may take 10 x 200 tick bars to fill that gap to start the next 2000 tick bar. they may not ever line up. And then if that 200 tick bar doesn't have he exact same timestamp for the open of the next 2000 tick bar then even that bar wont line up.

This is my current understanding.

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c0ntango
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Re: Ticks data with several TFs in a workspace

Postby c0ntango » 19 Feb 2021

Joe, in case of tick bars you would be correct, however OP did not mention using any tick bars, he just mentioned loading up tick data :)

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joebone
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Re: Ticks data with several TFs in a workspace

Postby joebone » 19 Feb 2021

Joe, in case of tick bars you would be correct, however OP did not mention using any tick bars, he just mentioned loading up tick data :)
lol.. well noted good sir

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Re: Ticks data with several TFs in a workspace

Postby c0ntango » 19 Feb 2021

Haha OK. And Joe, to YOUR problem, which is distinctly different from OP's :D

Tick bars are one of the easier bar types to code for yourself... you can just take 2000 bars, establish the open the high and the low, and tie the open and the close to the last bar before the specific time stamp you're looking to sync up. You can then write a script to export those OHLC tick bars, and then map them in ASCII or something, and get it for yourself in real-time, and map it for yourself as data 2. Boom, your "timeless" tick bars are now lining up with your time-dependent OHLC bars :D

MAZINGUER
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Re: Ticks data with several TFs in a workspace  [SOLVED]

Postby MAZINGUER » 20 Feb 2021

Good afternoon everyone and thank you very much for answering my post
In the end it turns out that it is my fault for not looking at the graph well.
It turns out that if I load a chart of 40 Minutes and another of 8 Minutes (in subgraphic2), there are times that I do not have tick data in the 40 charts and if I have in the 8 one, simply because it turns out that while there is a single candle in The 40 chart turns out that there are several that are formed in 8 minutes, so it is simply that there is a blank space between every two 40-minute candles with five 8-minute candles.
This can be seen well if the space between the sails is increased ...
At the end it turns out that it was simple nonsense, sorry for my clumsiness.
ampliado.png
(265.04 KiB) Not downloaded yet
eetings.


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