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Open Feature request MC-989

Tick-by-tick replay in Global Mode, Second by second replay in normal and global modes

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Description

Tick-by-tick replay in global mode is currently not available. Is this because of a complex programming requirement or more simply is it down to previous performance constraints? I wondered if now that the 64 bit version is stable that this feature could be made available?
It is particularly important not just for a real simulation of a trading environment but also it could be the only way to 'accurately' backtest strategies that use intrabar order generation without making gross assumptions about what happened within each bar (But I do need the data fed from other charts via global variables - this should work fine as long as tick-by-tick replay is available).
Second-by-second replay is also not available in either mode. Same question applies. This would transform the abilities of Multicharst for me. After all, 1 minute is a very long time for timing an entry or exit in a fast intraday market.

Steps to reproduce this issue

Via the menu bar

Comments (3)
#0
user-offline.png  paulp (paulpap)
Jun 06, 2012 - 12:33

After posting this I found a thread about it already - sorry for the duplication. I would like to comment from the thread:
 
Stan Bokov said on May 22: "Global second-by-second is not technically different and present no logical conundrums, since our timestamps are more accurate than 1 second.
We will add it in one of the near MC8 versions. That will be a plus in its own right."
 
I wonder if this has been forgotten about. From my point of view it would be a wonderful improvement. 1 second is close to as fast as I can take in the data for manual trading realtime or practice. (But 1 minute resolution is hopeless.)
 
I would also suggest an even better option it it is feasible, this is to have 1 second playback for data2, data2, etc and any charts not in the "main" chart. (The main chart being the one selected for playback.) And then tick by tick playback for data1 of the main chart.
 
Thank you.
 

#0
user-offline.png  Daenerys (Guest)
Nov 24, 2012 - 12:09

Thank you!  This has been implemented

#0
user-offline.png  Stan_MultiCharts (Stan_MultiCharts)
Nov 26, 2012 - 10:58

A word about global replay (i.e. data replay across multiple charts/symbols at the same time): What other programs call global tick-by-tick replay is called second-by-second replay in MultiCharts. We think it's a more accurate description, and here's why: all charting platforms run into the same issue. That issue is that nobody knows how to ALWAYS properly sequence ticks within a second. Data vendors are only now starting to include microsecond stamps, but still very few do. 
It's possible for a platform to stamp the tick locally (like we do with TickID) to sequence it properly, but if history is requested from the vendor, then it comes back in 1-second batches. Therefore, it's not practically possible for a platform to offer global tick-by-tick replay unless they know the sequence (i.e. either all supported vendors send microseconds, or the platform creates and controls its own feed with proper sequencing). 
Always take care to test the features yourself and check that they do what you expect.

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
    MultiCharts 8.0 (RELEASED)
  • Status
    Partially Implemented
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
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  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Normal
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