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Open Feature request MC-79

Generating daily bars based on the session times

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Can you please build daily bars based on the session times applied to the chart not the 24hr daily bar from the data vendor.
Here in Australia 99.9% of trading on the SPI futures market is done in the day session 9:50AM..4:30PM. Not the night version when the US is open. So having bars that represent our market is required.
You have the infra structure of "Sessions" already built in, how about not being lazy and build the Daily bars from the session data not the 24hr bar from the data vendor.
Or perhaps like in Amibroker, have three buttons that toggles between Daily, Nightly and 24Hr.

Steps to reproduce this issue

Apply a session time to a Daily chart.

Comments (7)
user-offline.png  MultiCharts Support
Dec 28, 2010 - 09:44

If the data feed provides daily bars, then MultiCharts builds what the data provider has returned.
If the data feed doesn't provide daily bars, then they are built from minutes and in this case it is possible to regulate by templates, which minutes do you want to include in daily.
Who is your data feed?

user-offline.png  francesco
Jan 11, 2011 - 10:47


user-offline.png  MultiCharts Support
Mar 09, 2012 - 16:03

Daily bar is 4 prices in fact that is received from a data source.
Try 24 hours bars to get bar plotted out of minute data with your custom sessions.

user-offline.png  MultiCharts Support
Jul 02, 2013 - 05:03

Duplicated feature request is here.

user-offline.png  MultiCharts Support
Jul 02, 2013 - 05:11

That would be possible only by building such custom daily bars out of minute data. It means the quantity of such daily bars would be significantly smaller than the quantity of server-side daily bars. If a date vendor doesn't support minute data, there is no solution in this case. The open questions:
1. Should the custom daily bars be saved to database?
2. Should it be a global setting for all data providers or for specific ones?

user-offline.png  francesco
Jul 02, 2013 - 10:09
user-offline.png  MultiCharts Support
Oct 02, 2013 - 09:55

http://www.multicharts.com/trading-software/index.php/Chart_Resolution#Setting_Resolution_of_Time-Based_Charts - please read how it is now possible to build daily and higher resolutions out of minute data.

Issue basics
  • Type of issue
    Feature request
  • Category
  • Targeted for
    MultiCharts 8.8 (RELEASED)
  • Status
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
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    user-offline.png  NW27
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