How to Lift Limitation on Bars Per Day?

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trader39
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How to Lift Limitation on Bars Per Day?

Postby trader39 » 29 Jul 2011

There appears to be a 1,000,000 bar limit on bars per trading interval (i.e. per day of trading). Some very active symbols can currently exceed this, resulting in the first part of each day being dropped from the chart when it is reloaded. What registry entry do I change to correct this?

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TJ
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Re: How to Lift Limitation on Bars Per Day?

Postby TJ » 29 Jul 2011

trader39 wrote:There appears to be a 1,000,000 bar limit on bars per trading interval (i.e. per day of trading). Some very active symbols can currently exceed this, resulting in the first part of each day being dropped from the chart when it is reloaded. What registry entry do I change to correct this?


see post #6
viewtopic.php?f=16&t=6845

trader39
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Re: How to Lift Limitation on Bars Per Day?

Postby trader39 » 30 Jul 2011

The issue is not the maximum bars per chart but the maximum bars per DAY or trading session. I already have HKEY_CURRENT_USER\Software\TS Support\MultiCharts\Shaper\MaxBarsCount at 20,000,000; the limit of 1,000,000 bars per DAY (ie trading session) remains regardless.

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Re: How to Lift Limitation on Bars Per Day?

Postby TJ » 30 Jul 2011

trader39 wrote:The issue is not the maximum bars per chart but the maximum bars per DAY or trading session. I already have HKEY_CURRENT_USER\Software\TS Support\MultiCharts\Shaper\MaxBarsCount at 20,000,000; the limit of 1,000,000 bars per DAY (ie trading session) remains regardless.

What is your chart resolution?
What is the instrument?

trader39
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Re: How to Lift Limitation on Bars Per Day?

Postby trader39 » 30 Jul 2011

This can be easily seen if you construct a chart of ES #F (Esignal symbol format) or ES U1 with 1 contract bars.

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Re: How to Lift Limitation on Bars Per Day?

Postby trader39 » 30 Jul 2011

Also, use 24 hour sessions. With this symbol, default sessions may serve as a workaround and mask the underlying problem.

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Re: How to Lift Limitation on Bars Per Day?

Postby trader39 » 30 Jul 2011

It does not crash your software. In fact it runs in real time (I have very fast overclocked PCs), without dropping any bars. The issue arises when I then try to reload the chart for backtesting and analysis.

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Re: How to Lift Limitation on Bars Per Day?

Postby trader39 » 30 Jul 2011

I also would note that the bar cap per day, each and every day, is EXACTLY 1,000,000 bars; which indicates it is coded somewhere as an express limit. That is why I asked for the registry entry I could change to raise this cap. I need something upwards of 3,000,000.


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