Print(time) for 1 min chart misses/duplicates some bars

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2haerim
Posts: 502
Joined: 01 Sep 2006
Been thanked: 2 times

Print(time) for 1 min chart misses/duplicates some bars

Postby 2haerim » 15 Apr 2011

First of all, please someone tell me how to upload pla and wsp files?
I tried to upload them but it is not allowed in this forum.

To replicate the issue,

[1] Create a chart with 6 future options symbols
- all 1 min resolution
- all 1 day back
- all having session from 0900 through 1630
- the actual market ends at 1515 with the last tick of the day
[2] Apply test1 indicator which has Print(time) at the end.

Code: Select all

var: strike1(0), strike2(0), K1temp(0), K2temp(0);
var: DaysRem(0), Now(0), StartTime(0), TimeDivide(0), TTM(0);
var: cdrate(0), FwdAtm1(0), FwdAtm2(0), Fwd(0);
var: callvol1(0), callvol2(0), CK1(0), CK2(0), delta1(0), delta2(0), deltaratio(0);
var: Cnt(0), ret1open(0), retg1sum(0), ret2(0), ret2sum(0), retAll(0);

// Variables!
cdrate = AAA_Variables(1);
DaysRem = AAA_Variables(2);
StartTime = AAA_Variables(3);
TimeDivide = AAA_Variables(4);
///////////////////////////////////

K1temp = StrToNum(MidStr(symbolname,6,3));
K2temp = StrToNum(MidStr(symbolname of data3,6,3));
print(t);
strike1 = Round(K1temp/2.5,0) * 2.5;
strike2 = Round(K2temp/2.5,0) * 2.5;

Now = TimeToMinutes(Time);
TTM = (DaysRem - (Now - StartTime + 1) / TimeDivide) / 252;

FwdAtm1 = (c[1] - c[1] of data2) * expvalue(cdrate * TTM) + strike1;
FwdAtm2 = (c[1] of data3 - c[1] of data4) * expvalue(cdrate * TTM) + strike2;
Fwd = (FwdAtm1 + FwdAtm2 ) / 2;

CK1 = Round(StrToNum(MidStr(symbolname of data5,6,3)) / 2.5, 0) * 2.5;
CK2 = Round(StrToNum(MidStr(symbolname of data6,6,3)) / 2.5, 0) * 2.5;

callvol1 = AAA_Fimvol(1, Fwd, CK1, cdrate, TTM, c[1] of data5);
callvol2 = AAA_Fimvol(1, Fwd, CK2, cdrate, TTM, c[1] of data6);
delta1 = AAA_Fdelta(1, Fwd, CK1, cdrate, TTM, callvol1);
delta2 = AAA_Fdelta(1, Fwd, CK2, cdrate, TTM, callvol2);
deltaratio = delta1/delta2;

if Cnt = 0 then begin
ret1open = c of data5;
//ret1sum = 0;
Cnt = Cnt + 1;
//tmptime = t;
end;

print(time);
[3] Check the output. It should print from 0901 through 1516.
However, it misses and/or duplicates some bars as shown below.
Am I missing something here?
901.00
907.00
907.00
907.00
907.00
907.00
907.00
908.00
908.00
909.00
909.00
910.00
910.00
911.00
911.00
912.00
912.00
913.00
913.00
914.00
914.00
915.00
915.00
916.00
916.00
917.00
917.00
918.00
918.00
919.00
919.00
920.00
920.00
921.00
921.00
922.00
922.00
923.00
923.00
924.00
924.00
925.00
925.00
926.00
926.00
927.00
927.00
928.00
928.00
929.00
929.00
930.00
930.00
931.00
931.00
932.00
932.00
933.00
933.00
934.00
934.00
935.00
935.00
936.00
936.00
937.00
937.00
938.00
938.00
939.00
939.00
940.00
940.00
941.00
941.00
942.00
942.00
943.00
943.00
944.00
944.00
944.00
944.00
946.00
946.00
947.00
947.00
948.00
948.00
949.00
949.00
949.00
949.00
949.00
949.00
952.00
952.00
952.00
952.00
952.00
952.00
952.00
952.00
956.00
956.00
957.00
957.00
958.00
958.00
959.00
959.00
1000.00
1000.00
1001.00
1001.00
1001.00
1001.00
1001.00
1001.00
1004.00
1004.00
1004.00
1004.00
1004.00
1004.00
1004.00
1004.00
1008.00
1008.00
1009.00
1009.00
1010.00
1010.00
1011.00
1011.00
1012.00
1012.00
1012.00
1012.00
1014.00
1014.00
1015.00
1015.00
1016.00
1016.00
1017.00
1017.00
1018.00
1018.00
1019.00
1019.00
1020.00
1020.00
1020.00
1020.00
1022.00
1022.00
1022.00
1022.00
1024.00
1024.00
1025.00
1025.00
1026.00
1026.00
1026.00
1026.00
1028.00
1028.00
1029.00
1029.00
1030.00
1030.00
1031.00
1031.00
1032.00
1032.00
1033.00
1033.00
1034.00
1034.00
1035.00
1035.00
1036.00
1036.00
1037.00
1037.00
1038.00
1038.00
1039.00
1039.00
1040.00
1040.00
1040.00
1040.00
1042.00
1042.00
1043.00
1043.00
1044.00
1044.00
1045.00
1045.00
1046.00
1046.00
1047.00
1047.00
1048.00
1048.00
1049.00
1049.00
1050.00
1050.00
1051.00
1051.00
1052.00
1052.00
1052.00
1052.00
1054.00
1054.00
1054.00
1054.00
1054.00
1054.00
1057.00
1057.00
1058.00
1058.00
1058.00
1058.00
1058.00
1058.00
1101.00
1101.00
1101.00
1101.00
1103.00
1103.00
1104.00
1104.00
1105.00
1105.00
1106.00
1106.00
1107.00
1107.00
1107.00
1107.00
1107.00
1107.00
1110.00
1110.00
1111.00
1111.00
1112.00
1112.00
1112.00
1112.00
1114.00
1114.00
1115.00
1115.00
1116.00
1116.00
1116.00
1116.00
1118.00
1118.00
1118.00
1118.00
1120.00
1120.00
1121.00
1121.00
1122.00
1122.00
1123.00
1123.00
1124.00
1124.00
1124.00
1124.00
1124.00
1124.00
1127.00
1127.00
1128.00
1128.00
1129.00
1129.00
1130.00
1130.00
1130.00
1130.00
1130.00
1130.00
1133.00
1133.00
1134.00
1134.00
1135.00
1135.00
1136.00
1136.00
1136.00
1136.00
1138.00
1138.00
1138.00
1138.00
1138.00
1138.00
1138.00
1138.00
1142.00
1142.00
1143.00
1143.00
1143.00
1143.00
1143.00
1143.00
1146.00
1146.00
1146.00
1146.00
1148.00
1148.00
1148.00
1148.00
1148.00
1148.00
1151.00
1151.00
1151.00
1151.00
1153.00
1153.00
1154.00
1154.00
1155.00
1155.00
1156.00
1156.00
1157.00
1157.00
1158.00
1158.00
1159.00
1159.00
1200.00
1200.00
1200.00
1200.00
1200.00
1200.00
1203.00
1203.00
1204.00
1204.00
1205.00
1205.00
1206.00
1206.00
1207.00
1207.00
1208.00
1208.00
1209.00
1209.00
1210.00
1210.00
1211.00
1211.00
1211.00
1211.00
1213.00
1213.00
1213.00
1213.00
1213.00
1213.00
1216.00
1216.00
1217.00
1217.00
1218.00
1218.00
1219.00
1219.00
1220.00
1220.00
1221.00
1221.00
1221.00
1221.00
1223.00
1223.00
1224.00
1224.00
1224.00
1224.00
1226.00
1226.00
1227.00
1227.00
1228.00
1228.00
1228.00
1228.00
1230.00
1230.00
1231.00
1231.00
1232.00
1232.00
1233.00
1233.00
1234.00
1234.00
1235.00
1235.00
1236.00
1236.00
1237.00
1237.00
1237.00
1237.00
1239.00
1239.00
1240.00
1240.00
1241.00
1241.00
1241.00
1241.00
1241.00
1241.00
1244.00
1244.00
1244.00
1244.00
1246.00
1246.00
1246.00
1246.00
1246.00
1246.00
1249.00
1249.00
1250.00
1250.00
1251.00
1251.00
1251.00
1251.00
1253.00
1253.00
1254.00
1254.00
1254.00
1254.00
1256.00
1256.00
1257.00
1257.00
1258.00
1258.00
1258.00
1258.00
1300.00
1300.00
1301.00
1301.00
1302.00
1302.00
1303.00
1303.00
1304.00
1304.00
1304.00
1304.00
1306.00
1306.00
1306.00
1306.00
1308.00
1308.00
1309.00
1309.00
1309.00
1309.00
1311.00
1311.00
1312.00
1312.00
1312.00
1312.00
1314.00
1314.00
1315.00
1315.00
1315.00
1315.00
1315.00
1315.00
1315.00
1315.00
1319.00
1319.00
1320.00
1320.00
1321.00
1321.00
1321.00
1321.00
1321.00
1321.00
1321.00
1321.00
1325.00
1325.00
1326.00
1326.00
1327.00
1327.00
1328.00
1328.00
1329.00
1329.00
1329.00
1329.00
1329.00
1329.00
1332.00
1332.00
1333.00
1333.00
1333.00
1333.00
1333.00
1333.00
1333.00
1333.00
1333.00
1333.00
1338.00
1338.00
1338.00
1338.00
1338.00
1338.00
1338.00
1338.00
1342.00
1342.00
1342.00
1342.00
1342.00
1342.00
1345.00
1345.00
1345.00
1345.00
1345.00
1345.00
1348.00
1348.00
1348.00
1348.00
1350.00
1350.00
1351.00
1351.00
1351.00
1351.00
1351.00
1351.00
1351.00
1351.00
1351.00
1351.00
1356.00
1356.00
1357.00
1357.00
1357.00
1357.00
1359.00
1359.00
1359.00
1359.00
1359.00
1359.00
1402.00
1402.00
1403.00
1403.00
1403.00
1403.00
1403.00
1403.00
1406.00
1406.00
1406.00
1406.00
1408.00
1408.00
1409.00
1409.00
1410.00
1410.00
1411.00
1411.00
1412.00
1412.00
1413.00
1413.00
1414.00
1414.00
1415.00
1415.00
1416.00
1416.00
1417.00
1417.00
1418.00
1418.00
1419.00
1419.00
1420.00
1420.00
1421.00
1421.00
1422.00
1422.00
1423.00
1423.00
1424.00
1424.00
1424.00
1424.00
1426.00
1426.00
1427.00
1427.00
1428.00
1428.00
1429.00
1429.00
1429.00
1429.00
1431.00
1431.00
1431.00
1431.00
1433.00
1433.00
1434.00
1434.00
1434.00
1434.00
1436.00
1436.00
1436.00
1436.00
1438.00
1438.00
1439.00
1439.00
1440.00
1440.00
1441.00
1441.00
1442.00
1442.00
1443.00
1443.00
1444.00
1444.00
1445.00
1445.00
1446.00
1446.00
1446.00
1446.00
1448.00
1448.00
1449.00
1449.00
1450.00
1450.00
1451.00
1451.00
1452.00
1452.00
1453.00
1453.00
1454.00
1454.00
1455.00
1455.00
1456.00
1456.00
1457.00
1457.00
1458.00
1458.00
1458.00
1458.00
1500.00
1500.00
1501.00
1501.00
1502.00
1502.00
1502.00
1502.00
1504.00
1504.00
1505.00
1505.00
1516.00
1516.00
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User avatar
Stan Bokov
Posts: 963
Joined: 18 Dec 2009
Has thanked: 367 times
Been thanked: 302 times

Re: Print(time) for 1 min chart misses/duplicates some bars

Postby Stan Bokov » 18 Apr 2011

Thank you for sharing this behavior. We reproduced it and documented it as a bug. It will be fixed in the next release.
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