Custom Future with no down volume

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Mobiius
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Custom Future with no down volume

Postby Mobiius » 07 May 2010

Hi,

Finally got move over to IB custom Gold futures, its working fine, but I can't seem to figure out why it only has up volume...?

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Anastassia
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Postby Anastassia » 07 May 2010

Hi Mobiius,
What is the resoltuion of the chart? And also, are you referring to history or real time?
Thank you

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Mobiius
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Postby Mobiius » 07 May 2010

any minute chart it does it. i am using 15, 90 and 360 min charts currently.

any historical bar or realtime bar.

Now I found MC has completely froze after I am trying to shut it down.

I am shutting it down just to see if it will fix a glitch where the broker dropdown menu in your instrument window is completely blank...

I really wish i did not upgrade... I should beat myself with a stick as I always let other people do it first so they can work out the 'kinks'... but I upgraded cause Stan told me to as the custom futures work better in the upgrade apparently.

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Postby geizer » 07 May 2010

... as I always let other people do it first so they can work out the 'kinks'...

... so you jump on when all deficiencies are ironed out. Be real smart, use OPM.
Thank you, this is very kind of you. If everyone was like that MultiChart would be a different product.
And, hey, thanks for a perfect reason not to beta-test anymore.

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Mobiius
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Postby Mobiius » 07 May 2010

OPM: do you mean operation policy manual?

Not sure what you mean by that. No need to be sarcastic here. I was a long term TS user, and I do help the staff @ MC greatly with many issues i have when I call in, as it helps them fix issues that are brought up.

What is more important to me is to be able to use the system so that i can make money. If there is so many glitches, then it gets interupted.

I am not an 'advanced' MC user yet, so beta testing should be left to experts, no?

But, alas, I'm here now, so if you don't want to help, then let the experts do that.

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Postby sptrader » 07 May 2010

Custom futures stop updating after midnight for me every night, with beta3, beta2 never stopped. Be careful with custom futures, in beta3.
I use beta2 for trading and beta3 on my backup machine for testing ideas and trying the new features, test bug fixes etc.

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Postby RobotMan » 07 May 2010

Mobiius,

I wanted to give you an answer of some type. I too, have wanted to use minute based bars, I really do. However...

I use eSignal and Zen-Fire. I don't know why. But minute charts only show total volume. Dumb huh. If you want to find upvol and downvol you need to use a tick or volume type chart. I suspect that your data supplier is similar. The up/dn volume info is there, it just can't be charted. I dunno why. Maybe it has something to do with the the way minute bars are recorded in the database - OHLC and V, that's it. Maybe someday data vendors will realize that hard drives have gotten bigger and faster and that we don't use serial ports for data anymore, they might come into the 21st century and treat tick bar data and minute bar data the same in the database.

This has been a mystery to me for years. But it's not like I know everything. Someone else could chime in with some easy setting that I have never heard about and, Voila! up/dn vol suddenly work on minute charts.

What would be nice is if charting programs would just create minute bars from intraday tick data on the fly. I mean they can figure out tick bars, volume bars, range bars, change bars and on and on. Sheesh. Minute bars that display only total volume are so 1990's.

Any respectable cutting-edge charting program of the 21st century would be all over this idea. hint hint. (I know, I know - I am an intraday discretionary trader and don't carry any weight in the suggestion department here.)

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Postby geizer » 08 May 2010

OPM: do you mean operation policy manual?

OPM - Other People's Money. Used as a metaphor to leveraging other people's resources for one's benefits. We all love to use it, but don't want to be abused.

...
I was a long term TS user, and I do help the staff @ MC greatly with many issues i have when I call in, as it helps them fix issues that are brought up.

Way to go! We all take a small share of helping to fix things.
Otherwise the MultiCharts would not be what it is today. :roll:
    Attachments
    Volume calculation.pdf
    A flow chart created to better understand how volume is calculated in Easy Language / Power Language. The flow chart is according to the MultiCharts Manual.
    (53.98 KiB) Downloaded 73 times
    Last edited by geizer on 08 May 2010, edited 2 times in total.

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    Mobiius
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    Postby Mobiius » 08 May 2010

    wonderful answers thank you all. It is very interesting. In fact I thought this might be a bug, but obviously not. It is ok, my systems only use price on close information for the direction they need to go.

    Regardless, I am having a hell of a time getting my charts to come up at all for my custom futures. I have a feeling I will be better off getting my data from another provider than IB. They seem to continually shut down and that is just not good as I have 24 hour trading systems. This shut down issue does have a work around, I know. But regardless it is so much easier to type in @GC with TS provider and send the trading out to IB by adjusting the symbol in the properties.

    Only problem is they want to charge me $250/month as they kicked out all canadian clients, but they are happy to take my money to get data from them.

    You mentioned Zenfire and eSignal, being that I have IB for my broker and I do not like the data feed... Where would you suggest I look. I can see esignal is around $150/month which is better, but is there better options? just to recieve quality data?

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    geizer
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    Postby geizer » 08 May 2010

    Mobiius,
    I just edited my previous post and attached flow chart in PDF - created for myself a while ago to better understand how volume is calculated. Not sure if this helps at all, as its taken from the user's manual.

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    Mobiius
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    Postby Mobiius » 08 May 2010

    thanks geizer, that is interesting. I think what sptrader said is very good for me too as I am having a huge amount of errors right now...

    Custom futures stop updating after midnight for me every night, with beta3, beta2 never stopped. Be careful with custom futures, in beta3.
    I use beta2 for trading and beta3 on my backup machine for testing ideas and trying the new features, test bug fixes etc


    and being that I have 24 hour systems that is not good. It tells me at this time of night that there is no such symbol in my library if i try and change the symbol in a chart, it crashes when I try and turn exit it as well.

    I will have to revert back to beta 2 for now. I can't be up for 3 days straight to fix this, got to sleep sometimes :shock:

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    Mobiius
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    Postby Mobiius » 08 May 2010

    yup, just went back to beta 2 and no more crashes and glitches. anyway, back to making money... ill try to be a better tester, but only so much time. :?

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    Anastassia
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    Postby Anastassia » 13 May 2010

    Hi Mobiius,

    Finally got move over to IB custom Gold futures, its working fine, but I can't seem to figure out why it only has up volume...?

    We have checked on our end and found out that IB doesn't provide up and down volume on history. You can contact them directly to find out why. However, we were able to get up/down volume on real time. We have tested ESM0 symbol with the minute resolution. If you are still not getting up volume on real time please specify the symbol name you are using.

    Thank you in advance


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