Realtime-History Matching

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.

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.

Note: If more than one auxiliary data series is used, the latest bar for the calculation will be the one that was completed earlier.

When Realtime-history matching option is disabled the signal/indicator is calculated on the basis of the main data series latest bar and current (completed or not) bar of the auxiliary data series. If the auxiliary data series stops updating, the calculation will continue on the basis of the latest bar of the main data series and the open bar of the auxiliary data series.

Note: All the following examples are true if script/study/signal/strategy is applied to/based on data series 1.
Example 1: “Real-Time History Matching” is turned off (the box is cleared), the data series 1 continues updating, the data series 2 stopped updating: a 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.
Example 2: “Real-Time History Matching” is turned off (the box is cleared), the data series 1 stopped updating, the data series 2 continues updating: a 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.
Example 3: “Real-Time History Matching” is turned on (the box is checked), the data series 1 continues updating, the data series 2 stopped updating: a 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.
Example 4: “Real-Time History Matching” is turned on (the box is checked), the data series 1 stopped updating, the data series 2 continues updating: a 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 for indicators

To enable/disable the Realtime-History Matching option:

  1. Insert an Indicator.
    To learn more see Inserting Studies section.
  2. Open the Format Indicator window.

    To open the Format Indicator window, position the mouse pointer over the indicator; double-click once the Pointer Pointer.png changes into a Hand Hand.png.

    The Format Indicator window can also be opened by one of the following methods:
      - Position the mouse pointer over an indicator; once the Pointer Pointer.png changes into a Hand Hand.png, right-click and then click Format Indicator Name
      - Open the Format Objects window; in the Indicators tab, select an indicator and click the Format button. See Opening Format Objects Window.

    Note: The Format Indicator window for the indicator being inserted will open automatically if the Format check box in the Insert Study window is checked.

  3. Click the Format button.
  4. Select the Properties tab.
  5. In the Advanced section, check/uncheck the Realtime-History Matching checkbox.

Enabling/disabling the Realtime-History Matching option for signals

To enable/disable the Realtime-History Matching option for signals:

  1. Insert a signal.
    To learn more see Inserting Studies section.
  2. Open the Format Objects window.

    To open the Format Objects window, right-click on an empty area of the chart and then click Format Signals.

    The Format Objects window can also be opened by one of the following methods:
      - Select Format in the main menu and click Signal.
      - Double-click any one of the signal's labels on the chart.
      - Position the mouse pointer over any one of the signal's labels on the chart; once the Pointer Pointer.png changes into a Hand Hand.png, right-click the label and then click Format Signals.

  3. Select the Signals tab.
  4. Click Properties to open the Strategy Properties window.
  5. Select the Backtesting tab.
  6. Check/uncheck the Realtime-History Matching checkbox.
Note: The Realtime-History Matching option is enabled by default.