Updating indicators on every tick from historical tick data

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chisound
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Joined: 29 Jun 2010
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Updating indicators on every tick from historical tick data

Postby chisound » 22 Sep 2011

Hi:

I have 1 indicator that is part of a trading strategy that updates every tick and uses intrabarpersist variables to calculate something. With my realtime IQFeed this only produces the correct calculations as new real time ticks are added to the chart. It does not work for the historical bars of the chart when it is first loaded.

I am also checking for barstatus(1) = 2 to reset the intrabarpersist variables at the end of each bar. The only things that i am keeping track of with this indicator during each bar are Close, Upticks and Downticks.

Is there any way that i can get this indicator to correctly calculate the values using historical futures tick data that i have mapped from ASCII files. I am assuming that this would require that the charts be built tick by tick from these ASCII files each time the Chart loads in MC. I currently have the tick ASCII files mapped correctly but the indicator does not produce the correct values and acts the same as it does with the historical bars of a chart that is built using my IQFeed data source with MC.

Many thanks for any help with this.

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Henry MultiСharts
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Re: Updating indicators on every tick from historical tick d

Postby Henry MultiСharts » 23 Sep 2011

Hello Chisound.
Please make sure you have Intra bar order generation and Bar magnifier enabled.
To enable IOG please go to: format signals->signal name->Format->Properties->enable IOG.
To enable Bar magnifier please go to: strategy properties->Backtesting->Use Bar magnifier.

chisound
Posts: 13
Joined: 29 Jun 2010
Contact:

Re: Updating indicators on every tick from historical tick d

Postby chisound » 23 Sep 2011

Thanks Henry.

Chris


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