+1 888 340 6572
MultiCharts Project Management
previous_open_issue.png
Go to the previous open issue
previous_issue.png
Go to the previous issue (open or closed)
star_faded.png
Please log in to bookmark issues
feature_request_small.png
Open Feature request MC-774

Replay tick by tick on multiple time frames

action_vote_minus_faded.png
9
Votes
action_vote_plus_faded.png
next_issue.png
Go to the next issue (open or closed)
next_open_issue.png
Go to the next open issue
Description

I use market replay for back testing. I am happy that you have put that feature in MC7. I have been long time waiting, I have requested that feature at release of MC3. My hopes are that I will not have to wait for improvements to this issue for years like with the fist request.
 I find that the only option for the replay on multiple timeframes is minute by minute.  I find that if the bar has not closed during that minute it does not plot. Example if I have 3000tick charts and the bar does not close for next thirty minutes, it will not plot for thirty minutes, the bar does not move incrementally, nor do the indicators. Unlike the smaller time frame that reflect closer the price movement.
Better solution would be to have second by second replay, and having the bars plot, and move even before the bar closes.
The best solution would be to have tick by tick replay for all timeframes.
I love this platform, but I am stuck using multiple charting platforms and additional data feeds, because the replay is unusable for me at this time.

Steps to reproduce this issue

I have talked to MC representatives in Live Chat about these limitations. There should not be problem reproducing this issue

Comments (10)
#0
user-offline.png  John Bowles (bowlesj3)
Mar 14, 2012 - 06:55

There are two entries for tick by tick replay. Here are some technical thoughts on the idea.
1/ Do not elimate the current (bars end barstatus=2) replay. For some traders it is good enough and it is likely to be faster that tick by tick at least in the 32 bit format. Make the true replay "tick by tick replay" an additional thing. In fact some trades may actually not setting thier studies to execute on every tick.
2/ During what I call "true replay" it is probably very obvious you will need data time stamps added to your database so that the charts look exactly the same as they did during the user's trading day (in other words the bars not only look the same but they are recreated with exactly the same set of ticks that they were created with during the day). When I discussed this with Janus he suggested they would need to be Miliseconds. That makes sense. I am not sure exactly when you will apply this stamp. Maybe you have to do it when the tick hits the actual chart. Makes sense. 
3/ The user should have the option to not apply these stamps if they are causing any form of slow down. If this does not create a slowdown then I guess there is no point in having this option for those who do not use replay.
4/ The fact that there is a large vote count for other ways of executing a study would need to be taken into account. For example studies that are execute on a change in bid/ask. I am not sure exactly how this would work but it certainly needs to be included in the planning.
5/ What you have now for global and none global is great. I do not use global myself because I find it too slow. However if it was fast enough I would use it (maybe 64 bit will solve that). However for me it needs to be centered around 10 second bars rather than 1 minute bars.

#0
user-offline.png  kiasom (kiasom)
Mar 30, 2012 - 14:41

Here is a link to a topic on the forum where this issue is discussed:
http://www.multicharts.com/discussion/viewtopic.php?f=1&t=10196

#0
user-offline.png  mechtrader (mechtrader)
May 09, 2012 - 09:44

Millisecond time stamps on ticks, or tick numbering would allow for proper aligning of the data between charts. It would also be good to have the tracker line work on this same alignment data (and track to the last closed bar before the alignment point when aligning other time frames / bar types).

#0
user-offline.png  JoeTrader (Guest)
May 23, 2013 - 14:45

Does the implementation also enables the tick by tick replay in global mode ?

#0
user-offline.png  Alex MultiCharts (Alex MultiCharts)
May 24, 2013 - 09:18

It is exactly the tickby tick playback in global mode.

#0
user-offline.png  FB2013 (FB2013)
May 24, 2013 - 10:02

I am so happy for having the tick by tick global playback available soon.
Thank you so much. Great work :-D

#0
user-offline.png  JoeTrader (Guest)
Jun 19, 2013 - 13:11

WHY ?

#0
user-offline.png  Alex MultiCharts (Alex MultiCharts)
Jun 20, 2013 - 11:08

Please explain what is the question.

#0
user-offline.png  Alex MultiCharts (Alex MultiCharts)
Jul 01, 2013 - 11:11

If you want to have a dynamic playback, pleasedescribe its logic in a new different feature request, please.

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Performance
  • Targeted for
    MultiCharts 8.7 (RELEASED)
  • Status
    Released
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Normal
Attachments (0)
There is nothing attached to this issue
Commits (0)
There are no code checkins for this issue
Duplicate issues (0)
This issue does not have any duplicates