Difference between revisions of "Data Playback"

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==Understanding Data Playback==
 
==Understanding Data Playback==
  
Data Playback is a useful tool for traders wishing to stream data step-by-step data backward and forward in order to see how their strategy would behave in real-time. It allows playback of market data with the specified speed and resolution.
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Data Playback is a useful tool for traders wishing to stream data step-by-step backward and forward in order to see how their strategy would behave in real-time. It allows playback of market data with the specified speed and resolution.
  
 
Playback in MultiCharts has a number of distinctive features making it a unique simulation tool:
 
Playback in MultiCharts has a number of distinctive features making it a unique simulation tool:
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* Possibility to choose Playback Resolution: tick by tick, second by second, minute by minute etc.
 
* Possibility to choose Playback Resolution: tick by tick, second by second, minute by minute etc.
 
* Flexible Playback Speed: per bar (as is) or x updates per second.
 
* Flexible Playback Speed: per bar (as is) or x updates per second.
* [[Data Playback#Step Backward/Forward Playback|Step Backward/Forward]] allowing you to move forward or backward on the time scale without losing indicators/signals values.
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* [[#Step Backward/Forward Playback|Step Backward/Forward]] allowing you to move forward or backward on the time scale without losing indicators/signals values.
  
 
==Data Playback on the Chart==
 
==Data Playback on the Chart==
  
 
# Set the starting point of Data Playback by one of the following methods:
 
# Set the starting point of Data Playback by one of the following methods:
#* Click on the '''Jump To Bar''' button on the '''Data Playback Toolbar''' and click on the chart; or:
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#* Click on the '''Jump To Bar''' button [[File:DP_jump_button.PNG]] on the '''Data Playback Toolbar''' and click on the chart; or:
#* Set the date and time in the '''Playback Start Date/Time''' box and click the '''Jump To Time''' button on the '''Data Playback''' Toolbar.
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#* Set the date and time in the '''Playback Start Date/Time''' box [[File:DP_start_date_time_box.PNG]] and click the '''Jump To Time''' button [[File:DP_jump_to_time_btn.PNG]] on the '''Data Playback''' Toolbar.
 
# Set the Playback Resolution (As is – bar per bar, tick by tick etc.) by one of the following methods:
 
# Set the Playback Resolution (As is – bar per bar, tick by tick etc.) by one of the following methods:
#* Select the resolution from the '''Playback Resolution''' list in Data Playback Toolbar; or:  
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#* Select the resolution from the '''Playback Resolution''' list [[File:DP_playback resolution_box.PNG]] in Data Playback Toolbar; or:  
 
#* In the main menu select '''Format''', then point to '''Data Playback''', '''Playback Resolution''' and select the resolution.
 
#* In the main menu select '''Format''', then point to '''Data Playback''', '''Playback Resolution''' and select the resolution.
# Set playback speed using the '''Playback Speed''' slider on the '''Data Playback''' toolbar.  
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# Set playback speed using the '''Playback Speed''' slider [[File:DP_playback_speed_sldr.PNG]] on the '''Data Playback''' toolbar.<div style="background-color: #E3FBE5;"> '''Note''': You can also configure the Playback Speed from the context menu by right clicking on the chart and going to ‘Playback Speed’. </div>
 
# Start Data Playback by one of the following methods:
 
# Start Data Playback by one of the following methods:
#* Click the '''Pause/Resume Playback''' button   on the '''Data Playback''' toolbar; or:
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#* Click the '''Pause/Resume Playback''' button [[File:DP_pause_resume_bt.PNG]] on the '''Data Playback''' toolbar; or:
 
#* In the main menu select '''Format''', then point to '''Data Playback''' and click '''Play'''.
 
#* In the main menu select '''Format''', then point to '''Data Playback''' and click '''Play'''.
  
  
 
To terminate Data Playback:
 
To terminate Data Playback:
* Click the '''Go To Realtime''' button   on '''Data Playback''' toolbar; or:
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* Click the '''Go To Realtime''' button [[File:DP_go_to_realtime_btn.PNG]] on '''Data Playback''' toolbar; or:
 
* In the main menu select '''Format''', then point to '''Data Playback''' and choose '''Go To Realtime'''
 
* In the main menu select '''Format''', then point to '''Data Playback''' and choose '''Go To Realtime'''
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<div style="background-color: #E3FBE5;"> '''Note''': If you try to place a manual order during data playback when a broker profile is connected, the order will be sent to the broker with the current market price. That is not possible to place simulated orders during the data playback for testing purposes. All orders are sent to the currently connected broker. </div>
  
 
==Data Playback in Market Scanner==
 
==Data Playback in Market Scanner==
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'''Playback Start Date/Time''' box allows choosing the starting point for Data Playback in the market scanner.  
 
'''Playback Start Date/Time''' box allows choosing the starting point for Data Playback in the market scanner.  
  
To set starting time and date, input the necessary date and time into '''Playback Start Date/Time''' box and click the '''Jump To Date''' button  on the '''Data Playback''' toolbar. When the starting point is set, the playback is set to '''Pause''' mode by default.
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To set starting time and date, input the necessary date and time into '''Playback Start Date/Time''' box [[File:DP_start_date_time_box.PNG]] and click the '''Jump To Date''' button DP_jump_to_time_btn on the '''Data Playback''' toolbar. When the starting point is set, the playback is set to '''Pause''' mode by default.
  
<div style="background-color: #E3FBE5;">Note: Not all Data Playback resolutions are available for market scanner (See Data Playback Limitations) </div>
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<div style="background-color: #E3FBE5;">Note: Not all Data Playback resolutions are available for market scanner (See [[#Data Playback Limitations|Data Playback Limitations]]) </div>
  
 
==Step Backward/Forward Playback==
 
==Step Backward/Forward Playback==
  
 
Step Backward/Forward feature allows step-by-step playback of the data without losing indicators/signals values.<br>
 
Step Backward/Forward feature allows step-by-step playback of the data without losing indicators/signals values.<br>
Click the '''Step Backward'''   or '''Forward Playback'''  button to move backward or forward on the time scale.<br>
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Click the '''Step Backward'''   or '''Forward Playback'''  button to move backward or forward on the time scale.<br>
  
 
Set the step size by one of the following methods:  
 
Set the step size by one of the following methods:  
  
* Click the arrow near the '''Step Backward'''   or '''Forward Playback'''   button and then select the step size from the list; or:
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* Click the arrow near the '''Step Backward''' [[File:DP_step_backward_btn.PNG]] or '''Forward Playback''' button [[File:DP_forward_playback_btn.PNG]] and then select the step size from the list; or:
 
* In the main menu select '''Format''', then point to '''Data Playback''', point to '''Step Forward/ Step Backward''' and choose the step size.
 
* In the main menu select '''Format''', then point to '''Data Playback''', point to '''Step Forward/ Step Backward''' and choose the step size.
  
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When the '''Local''' mode is selected, the bars are played independently on each chart or scanner window, where the Data Playback feature has been enabled. Each window will have its own starting point of the playback. When the playback is enabled on one window, other windows with Data Playback disabled will receive the real-time data from the data source.  
 
When the '''Local''' mode is selected, the bars are played independently on each chart or scanner window, where the Data Playback feature has been enabled. Each window will have its own starting point of the playback. When the playback is enabled on one window, other windows with Data Playback disabled will receive the real-time data from the data source.  
 
  
 
When the '''Global''' mode is selected, all the data series on all opened windows of all the workspaces of one MultiCharts instance will be played. In this case the starting point of the playback will be the same for all charts and scanner windows.  
 
When the '''Global''' mode is selected, all the data series on all opened windows of all the workspaces of one MultiCharts instance will be played. In this case the starting point of the playback will be the same for all charts and scanner windows.  
 
  
 
<div style="background-color: #E3FBE5;">Note: In the '''Global''' mode, all the charts are played back within their own time zone.  
 
<div style="background-color: #E3FBE5;">Note: In the '''Global''' mode, all the charts are played back within their own time zone.  
 
  
 
If the time zones of the charts differ, the time of the playback starting points for those charts will still be the same. </div>
 
If the time zones of the charts differ, the time of the playback starting points for those charts will still be the same. </div>
 
  
 
Select '''Global''' playback mode by one of the following methods:
 
Select '''Global''' playback mode by one of the following methods:
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* Click the '''Global mode''' button; or:
 
* Click the '''Global mode''' button; or:
 
* In the main menu select '''Format''', then point to '''Data Playback''' and click '''Global mode''' in the list.
 
* In the main menu select '''Format''', then point to '''Data Playback''' and click '''Global mode''' in the list.
 
  
 
<div style="background-color: #E3FBE5;">Note: If '''Global''' mode is not selected, '''Local''' mode is used.</div>
 
<div style="background-color: #E3FBE5;">Note: If '''Global''' mode is not selected, '''Local''' mode is used.</div>
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Only the following playback resolutions are available on the chart with multiple data series, in market scanner and in the Global mode:
 
Only the following playback resolutions are available on the chart with multiple data series, in market scanner and in the Global mode:
  
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* Tick by Tick;
 
* Second by Second;
 
* Second by Second;
 
* Minute by Minute;
 
* Minute by Minute;
* Hour by Hour;
 
 
* Day by Day.
 
* Day by Day.
  
<div style="background-color: #E3FBE5;">Note: If the playback resolution is lower than the resolution of the data series on the chart, additional detailed data will be downloaded from the data source. In this case status line indicates “Waiting for Detailed Data”.<br><br>
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<div style="background-color: #E3FBE5;">Note: If the playback resolution is lower than the resolution of the data series on the chart, additional detailed data will be downloaded from the data source. In this case status line indicates “Waiting for Detailed Data”.<br>
Data series, indicators and strategies markers will disappear at the right side of the playback starting point. They will appear once Data Playback starts.<br><br>
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Data series, indicators and strategies markers will disappear at the right side of the playback starting point. They will appear once Data Playback starts.<br>
All the drawings remain in their original place. They can disappear when the starting point is set. When the playback reaches the place where the drawing was put, the drawing appears. <br><br>
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All the drawings remain in their original place. They can disappear when the starting point is set. When the playback reaches the place where the drawing was put, the drawing appears. <br>
If a study require more data for calculation than there are at the starting point, the calculation will start when the playback reaches the required bars number.<br><br>
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If a study requires more data for calculation than there are at the starting point, the calculation will start when the playback reaches the required bars number.<br>
The real-time data is downloaded and collected while Data Playback is active.<br><br>
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The real-time data is downloaded and collected while Data Playback is active.<br>
 
When the playback reaches its end, real-time data is displayed on the chart</div>
 
When the playback reaches its end, real-time data is displayed on the chart</div>
  
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==Skip ticks with identical price==
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'''Skip ticks with identical price''' option in Data Playback allows MultiCharts to skip the successive ticks with identical prices during playback.
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E.g., there are 100 ticks with identical prices going one by one. If '''Skip ticks with identical price''' is checked, these ticks will be played only once, not 100 times. If '''Skip ticks with identical price''' is disabled, all 100 ticks will be taken into account and played during playback.
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Enabling/disabling the '''Skip ticks with identical price''' option:
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* In the main menu select '''Format''', then point to '''Data Playback''' and click '''Skip Ticks With Identical Price''' in the list.
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* Click on the '''Skip Ticks with Identical Price''' button [[File:DP_SIT_ToolBar.png|30px]] from the Data Playback toolbar.
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<div style="background-color: #E3FBE5;">Note: '''Skip ticks with identical price''' option is enabled by default. The state of this option can differ for separate charts.</div><br>
 
   
 
   
 
[[Category:Help]]
 
[[Category:Help]]

Latest revision as of 17:29, 14 November 2018

Understanding Data Playback

Data Playback is a useful tool for traders wishing to stream data step-by-step backward and forward in order to see how their strategy would behave in real-time. It allows playback of market data with the specified speed and resolution.

Playback in MultiCharts has a number of distinctive features making it a unique simulation tool:

  • Jump to Bar Mode allowing you to set the start point with just one click.
  • Possibility to choose Playback Resolution: tick by tick, second by second, minute by minute etc.
  • Flexible Playback Speed: per bar (as is) or x updates per second.
  • Step Backward/Forward allowing you to move forward or backward on the time scale without losing indicators/signals values.

Data Playback on the Chart

  1. Set the starting point of Data Playback by one of the following methods:
    • Click on the Jump To Bar button DP jump button.PNG on the Data Playback Toolbar and click on the chart; or:
    • Set the date and time in the Playback Start Date/Time box DP start date time box.PNG and click the Jump To Time button DP jump to time btn.PNG on the Data Playback Toolbar.
  2. Set the Playback Resolution (As is – bar per bar, tick by tick etc.) by one of the following methods:
    • Select the resolution from the Playback Resolution list DP playback resolution box.PNG in Data Playback Toolbar; or:
    • In the main menu select Format, then point to Data Playback, Playback Resolution and select the resolution.
  3. Set playback speed using the Playback Speed slider DP playback speed sldr.PNG on the Data Playback toolbar.
    Note: You can also configure the Playback Speed from the context menu by right clicking on the chart and going to ‘Playback Speed’.
  4. Start Data Playback by one of the following methods:
    • Click the Pause/Resume Playback button DP pause resume bt.PNG on the Data Playback toolbar; or:
    • In the main menu select Format, then point to Data Playback and click Play.


To terminate Data Playback:

  • Click the Go To Realtime button DP go to realtime btn.PNG on Data Playback toolbar; or:
  • In the main menu select Format, then point to Data Playback and choose Go To Realtime
Note: If you try to place a manual order during data playback when a broker profile is connected, the order will be sent to the broker with the current market price. That is not possible to place simulated orders during the data playback for testing purposes. All orders are sent to the currently connected broker.

Data Playback in Market Scanner

Playback Start Date/Time box allows choosing the starting point for Data Playback in the market scanner.

To set starting time and date, input the necessary date and time into Playback Start Date/Time box DP start date time box.PNG and click the Jump To Date button DP_jump_to_time_btn on the Data Playback toolbar. When the starting point is set, the playback is set to Pause mode by default.

Note: Not all Data Playback resolutions are available for market scanner (See Data Playback Limitations)

Step Backward/Forward Playback

Step Backward/Forward feature allows step-by-step playback of the data without losing indicators/signals values.
Click the Step Backward or Forward Playback button to move backward or forward on the time scale.

Set the step size by one of the following methods:

  • Click the arrow near the Step Backward DP step backward btn.PNG or Forward Playback button DP forward playback btn.PNG and then select the step size from the list; or:
  • In the main menu select Format, then point to Data Playback, point to Step Forward/ Step Backward and choose the step size.

Data Playback Modes

Data Playback has two modes: Local and Global

When the Local mode is selected, the bars are played independently on each chart or scanner window, where the Data Playback feature has been enabled. Each window will have its own starting point of the playback. When the playback is enabled on one window, other windows with Data Playback disabled will receive the real-time data from the data source.

When the Global mode is selected, all the data series on all opened windows of all the workspaces of one MultiCharts instance will be played. In this case the starting point of the playback will be the same for all charts and scanner windows.

Note: In the Global mode, all the charts are played back within their own time zone. If the time zones of the charts differ, the time of the playback starting points for those charts will still be the same.

Select Global playback mode by one of the following methods:

  • Click the Global mode button; or:
  • In the main menu select Format, then point to Data Playback and click Global mode in the list.
Note: If Global mode is not selected, Local mode is used.

Data Playback Limitations

Only the following playback resolutions are available on the chart with multiple data series, in market scanner and in the Global mode:

  • Tick by Tick;
  • Second by Second;
  • Minute by Minute;
  • Day by Day.
Note: If the playback resolution is lower than the resolution of the data series on the chart, additional detailed data will be downloaded from the data source. In this case status line indicates “Waiting for Detailed Data”.

Data series, indicators and strategies markers will disappear at the right side of the playback starting point. They will appear once Data Playback starts.
All the drawings remain in their original place. They can disappear when the starting point is set. When the playback reaches the place where the drawing was put, the drawing appears.
If a study requires more data for calculation than there are at the starting point, the calculation will start when the playback reaches the required bars number.
The real-time data is downloaded and collected while Data Playback is active.

When the playback reaches its end, real-time data is displayed on the chart

Skip ticks with identical price

Skip ticks with identical price option in Data Playback allows MultiCharts to skip the successive ticks with identical prices during playback. E.g., there are 100 ticks with identical prices going one by one. If Skip ticks with identical price is checked, these ticks will be played only once, not 100 times. If Skip ticks with identical price is disabled, all 100 ticks will be taken into account and played during playback.

Enabling/disabling the Skip ticks with identical price option:

  • In the main menu select Format, then point to Data Playback and click Skip Ticks With Identical Price in the list.
  • Click on the Skip Ticks with Identical Price button DP SIT ToolBar.png from the Data Playback toolbar.
Note: Skip ticks with identical price option is enabled by default. The state of this option can differ for separate charts.