Realtime-History Matching: Difference between revisions
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==Understanding Realtime-history matching option== | ==Understanding Realtime-history matching option== | ||
'''Realtime-history matching''' option allows MultiCharts to synchronize the calculation of studies based on several data series. When using several data series calculation on historical data may differ from real-time calculation Realtime-history matching option makes historical calculation results closer to real-time. | '''Realtime-history matching''' option allows MultiCharts to synchronize the calculation of studies based on several data series. When using several data series calculation on historical data may differ from real-time calculation. Realtime-history matching option makes historical calculation results closer to real-time. | ||
When Realtime-history matching option is enabled the signal/indicator is calculated on the latest bar of the main data series and on the currently completed bar of the auxiliary data series. If the auxiliary data series stops updating, the final calculation will be made on the main data series bar that was received immediately after the latest bar of the auxiliary data series. In this case no further calculation will be performed. | When Realtime-history matching option is enabled the signal/indicator is calculated on the latest bar of the main data series and on the currently completed bar of the auxiliary data series. If the auxiliary data series stops updating, the final calculation will be made on the main data series bar that was received immediately after the latest bar of the auxiliary data series. In this case no further calculation will be performed. | ||
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<div style="background-color: #E3FBE5;">Note: All the following examples are true if script/study/signal/strategy is applied to/based on data series 1.</div> | <div style="background-color: #E3FBE5;">Note: All the following examples are true if script/study/signal/strategy is applied to/based on data series 1.</div> | ||
< | {|class="wikitable" | ||
! scope="row" colspan="2"| Realtime-History Matching is <span style="color: red>OFF</span> | |||
|- | |||
! style="width: 50%; text-align:center;" | Data 1 Continues Updating, Data 2 Stops Updating | |||
! style="width: 50%; text-align:center;" | Data 1 Stops Updating, Data 2 Continues Updating | |||
|- | |||
| Script will be calculated on data series 1 using the updating values from data series 1 and the latest static available values from data series 2. | |||
| Script will be calculated on the latest bar of data series 1 and will not be calculated until new ticks/bars come in on data series 1, no matter if data series 2 is updating or not. At the moment of this last calculation of the script the latest values of data series 2 are used. | |||
|- | |||
! scope="row" colspan="2"|Realtime-History Matching is <span style="color: green>ON</span> | |||
|- | |||
! style="width: 50%; text-align:center;" | Data 1 Continues Updating, Data 2 Stops Updating | |||
! style="width: 50%; text-align:center;" | Data 1 Stops Updating, Data 2 Continues Updating | |||
|- | |||
| Script will be calculated on a historical bar of data series 1 and will not be calculated until new ticks/bars come in on data series 2, no matter if data series 1 is updating or not. | |||
| Script will be calculated on the latest bar of data series 1 and will not be calculated until new ticks/bars come in on data series 1, no matter if data series 2 is updating or not. At the moment of this last calculation of the script the corresponding (not the latest) values of data series 2 are used. | |||
|} | |||
==Enabling/disabling the Realtime-History Matching option== | ==Enabling/disabling the Realtime-History Matching option== | ||
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To enable/disable the Realtime-History Matching option for signals: | To enable/disable the Realtime-History Matching option for signals: | ||
# Insert a signal.<br>To learn more see [[Using Studies#Inserting Studies|Inserting Studies]] section. | # Insert a signal.<br>To learn more see [[Using Studies#Inserting Studies|Inserting Studies]] section. | ||
# Open the '''Format | # Open the '''Format Objects''' window.<br><span>{{FormatObjectIS}}</span> | ||
# | # Select the '''Signals''' tab. | ||
# | # Click '''Properties''' to open the '''Strategy Properties''' window. | ||
# | # Select the '''Backtesting''' tab. | ||
# Check/uncheck the '''Realtime-History Matching''' checkbox. | |||
<div style="background-color: #E3FBE5;">Note: The Realtime-History Matching option is enabled by default.</div> | <div style="background-color: #E3FBE5;">Note: The Realtime-History Matching option is enabled by default.</div> | ||
[[Category:Studies]] | [[Category:Studies]] |