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Is this corrupt data or a horrible fill?
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Is this corrupt data or a horrible fill?

  #1 (permalink)
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grego's Avatar
 
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Is this corrupt data or a horrible fill?

The attached chart is an automated entry using the Hurley method found elsewhere on this forum

Something appears to be wrong. I wasn't actually watching the charts when the automated entry was filled

I think it may have something to do with me only connecting to the feed about 15 mins before.
As I don't subscribe to historical data atm, is it possible the zen feed did not fill the gap in my charts correctly?

I may be wrong but I think the Zen fire feed will fill the last 24hours data in a chart even if you haven't recorded it?
pls see attached chart

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  #3 (permalink)
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grego View Post
The attached chart is an automated entry using the Hurley method found elsewhere on this forum

Something appears to be wrong. I wasn't actually watching the charts when the automated entry was filled

I think it may have something to do with me only connecting to the feed about 15 mins before.
As I don't subscribe to historical data atm, is it possible the zen feed did not fill the gap in my charts correctly?

I may be wrong but I think the Zen fire feed will fill the last 24hours data in a chart even if you haven't recorded it?
pls see attached chart

Attachment 23423

Hard to say what the problem is here, but I suggest you load at least 12 days of data on your charts. Also, why are you taking 3 contracts on a system that is programmed for 5?

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  #4 (permalink)
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Zoethecus View Post
Hard to say what the problem is here, but I suggest you load at least 12 days of data on your charts. Also, why are you taking 3 contracts on a system that is programmed for 5?

Hi Zoethecus

Will try loading more days

I'm using 3, as realistically, thats what i would trade re portfolio risk management

Greg

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  #5 (permalink)
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I looked at the data from that period (IQFeed) and it looks like your stops were hit at 11:30:08 and the execution was plotted on your chart 6 seconds later at 11:30:14. I presume you are GMT +11. Depending on a few things (latency to your broker, much much is going on on your computer, etc), that is not unsual for this platform. You were in trade for 14 seconds, right?

Note you can expand that chart by dragging the timeline left to get second resolution.

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  #6 (permalink)
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ho grego,

it is possible that your PC-time isnt in sync with the exchangetimes! that happens very often.

PC-clocks often are not really correct over longer time and as standard they only get synced once a week or so
- so there is a always lag.
and only if it comes to such exact things like the charts you realize it.

but this can be adjusted in the regystry (auto-sync the time every 10 minutes iE)
or with external tools.

max-td
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  #7 (permalink)
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This can be seen in several screenshots on futures.io (formerly BMT). Are you running nt7 or 6.5? For some reason I am thinking this bug only shows itself on nt 7 and only on non-time based charts.

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  #8 (permalink)
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Thank you for all the replies
Firstly I am running NT6.5

I will try adjusting the sync

Yes I am GMT +11

But I guess what your all really saying is, that what happened (as far as the trade being executed)
was probably normal, it just didn't display on my chart as I would expect??
Greg

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  #9 (permalink)
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I've had it happen twice trading live with nt and IB, both showing prices that could not have been achieved, e.g. 20-40 ticks below the current price. The net change in the trade was correct though, so it didn't affect my bottom line other than cause me to freak out and dump out of the trades early in a panick.

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