Ticks Missing Test using TS & MC with GV Data Sharing.

Questions about MultiCharts and user contributed studies.
bowlesj3
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Ticks Missing Test using TS & MC with GV Data Sharing.

Postby bowlesj3 » 05 Dec 2009

Overview:
TradeSation “TS” (when running tick charts) appears to be perfectly executing the study on every tick where as TS on time based bars is not. MultiCharts “MC” is also not executing the study for every tick but it has the problem on all types of charts. The original internal stand-alone tests to verify this problem are in this thread: http://forum.tssupport.com/viewtopic.php?=&p=8189
Andrew said this would be corrected in MC6.0. At that time, the 3 studies (attached below) can use (TradeStion’s ability to execute the study without fail on every tick when running a tick chart) to test the MC6.0 fix externally (rather than internally as the original tests above were limited to).

Before you go any further and prepare to use the three scripts below to do an external test I would recommend you do the internal test first on TradeSation using tick charts just to be sure that with your selected symbol and TS version that you are for sure getting perfect execution of the study on every single tick with TS. When that is done you can fully trust the 3 script external test described below. The external test will be most useful when TSS claim to have fixed the problem.

To do the external test I wrote three studies. Study (1of3) runs on both TS and MC and writes out on every tick from both. Study (3of3) process these two files record by record (tick by tick) looking for any differences. Study (2of3) runs on MC and is used to set a Global Variable to start and stop the writing of the records in the (1of3) study. I never could have perfected these studies without the help of Super since I don’t actually use TS. Super has done the testing using TS and MultiCharts running on the same machine and both obtaining E-Mini data from the same data source. So if you follow the instructions below you should get a perfect execution on your first run through. When all is done you will get these three files in your C:\ root directory. The 735 in the file name is the time, It is assigned by the (2of3) script when it is run.

C:\TestTicks_ESZ09_735_1of3_MC.txt (ticks out of MultiCharts)
C:\TestTicks_ESZ09_735_1of3_TS.txt (ticks out of TS)
C:\TestTicks_ESZ09_735_3of3_Results.txt (the matching result)

Note: As of 2009/Dec/3 MultiCharts has not been fixed and you should get a mismatch almost immediately in the results file. So at this point running the script is not all that useful. However once the fix is in place it should run to the end with a good result. At that time it will save a lot of work, making it much easier to be sure that MC is running properly. TSS may even want to use it since they know a few of the users will be running it and reporting their results to this thread. The more TS/MC users that report the better.

The three scripts and the instructions for installation and operation are in the attached zip file. Super prepared a copy of the 1of3 script, which is stored in ELD format and has the parameter set to TS. It is included in the zip file as well. The 2of3 script is a good example of an interactive script. The 3of3 script has a good example of the Elcollections ListC.readfile command, which is used to read multi field CSV files.
Attachments
ThreeTestTickStudies.zip
(18.86 KiB) Downloaded 232 times

SUPER
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Postby SUPER » 17 Dec 2009

Robotman,

I tried out your code on MC and TS 8.6, I did see inconsistency with regard to MC but not to the scale as you have demonstrated, mind you I had a smaller run on your code.

TS 8.6 showed perfect results....clearly pointing to a bug with MC's intrbarpersit.

Look forward to Andrews view now.


Andrew:
I confirm that we do have the issue. We will try to address it in MultiCharts 6 release (not beta).

http://forum.tssupport.com/viewtopic.php?t=6307


Please don't try this test on MC 6.0 beta as the bug may not have been fixed.


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