In the thread you regularly see with subject
4th Subject: MC6 IB backfill spikes (history)
and with URL
in the first few posts I thought that the charts were mismatching randomly and I made the comment below.
I guess I could write a matching records program to compare the charts (open high low close)
Regarding this concern, within the last week, I have noticed a random mismatch between the 1 minute bars and the 10 second bars and thus I have decided to write that chart mismatch edit program. I can do it now since I have my todo list cleared. I will make this edit program available for anyone to use.
Below are the initial ideas I have for specifications for this edit program. I will put this program and its documentation in the user contributed studies and make references to it in this thread as to its initial status so that thread does not get too messy. I will include it as an example of EL collections (list of lists) use in the Damage Boy thread on EL collections.
Code: Select all
BigChart to SmallChart Matching Specs:
You will specifiy a series of charts you want to have compared in pairs for accuracy relative to each other. If there is a mismatch you get a popup alert and report.
You will apply a fileappend study to every chart you want to edit. You are editing only one symbol. My charts have only one symbol (actually my one workspace has only one symbol) so this study is set up for one symbol only charts.
The study will detect the bar size and write out the bar information (open, high, low, close) to a file using the fileappend. Initially only high and low will be edited. Later I may enhance it to edit open and close.
The bar size will be part of the file name (standardized format of some sort).
A chart matching study study will be applied to one chart. It will read in the files of high/low data and compare them in pairs as you specifiy. The ELcollections list-of-lists commands will be used extensively to read in these text files so this is a good study to review for learning these commands.
The matching study will also read a parameter file that tells it what pairs of charts to compare. It will do the comparison and produce a report of any mismatches between the charts. If there are problems it will issue an alert.
In intial example parameter file will be provided to give almost any combination of chart comares you can think of. You just remove the ones you do not need and maybe add one or two if needed.
If you get an alert you will go back to the charts to see if the report (which is written to C:\ root) is reporting the errors correctly.
Tick charts will not be included since I personally don't use them.
Daily and Weekly charts will not intially be included since I do not use the weekly charts. I only use daily charts to get a rough idea of what the bigger picture of the market is. Therefore daily to other chart compares will not be possible with this matching program (maybe later I will enhance it to do this)
Two options to run it:
1/ The study will be turned off during the day and turned on for offline edit after trading hours.
2/ You leave the studies on all day and at the end of the day (at the times you have entered in the two input parameters) the data for the day is written out for all charts and just after that the match program uses the parameters to run a match to compare all the charts you specifiy in pairs. You will get an alert if there were any mismatches across any charts.