MC6 beta 2: Market Replay problem with indicators

Questions about MultiCharts and user contributed studies.
ctrlbrk
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MC6 beta 2: Market Replay problem with indicators

Postby ctrlbrk » 21 Feb 2010

It seems the indicators lag behind the Market Replay. The more data replayed, the further / higher the lag is.

This video shows an example:
hxxp://screencast.com/t/ZmFkMDBkZDg (change hxxp to ht tp)

All indicators are current (matching the latest bar), then as market replay is played, the further and further the replay goes, the further and further behind the panel 2 and 3 indicators become.

What am I doing wrong here?

bowlesj3
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Postby bowlesj3 » 21 Feb 2010

What bar sizes are you running. I think there might be a problem in the ticks bars and they have some sort of fix planned for it as far as I recall (see the post for MC 6.0 beta1 feedback or beta2 feedback). If your indicator is not running on tick charts but rather seconds or minute bars or larger (time based bars) does it need to have ticks before barstatus=2? The replay only executes on barstatus=2 (last tick of the bar). I had to adapt a few indicators to take this into account so I sent it a GV from my database program that tells these indicators that it is running under replay and these various adjustments needed to be made. For my purposes with the replay that is fine (yes I had to tweek a few things to make use of the replay). For example, I had to send out a special currenttime or currenttime_s through a GV if replay is running so the indciator thought the currenttime is the last bar of the chart time. I put in a request for an option to force these reserve words to the lastbaronchart time (at the lowest resolution level of course).

Also I can not yet see your link for some reason. I get page can not be displayed. I will try again later. I am not sure if it would cause me to add or adjust this post.

I have been thinking about this idea to have the currenttime or currenttime_s tricked during replay to be the lastbaronchart time. It might be that some studies do not want this. Therefore, having a checkbox in the study's properties seems to make sense. Putting it right next to the "run on every tick" check box would make sense. Wording might be "During Replay change CurrentTime/CurrentTime_s to LastBarOnChart/LastBarOnChart_s time". In time there may be several "replay run" parameters that the user needs to set.

One comment about the replay. When you get a study set up to run under replay it is very useful for writing/changing/testing indicators while live market ticks are not available. Since it came out I have been able to get at least an extra 5 days of live trading time that would have been lost without it.
Last edited by bowlesj3 on 21 Feb 2010, edited 8 times in total.

tekram
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Postby tekram » 21 Feb 2010


ctrlbrk
Posts: 79
Joined: 18 Feb 2010
Location: Dallas, TX
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Postby ctrlbrk » 21 Feb 2010

Thank you.

Mike


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