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Multiple dataseries intrabarpersist ohlc


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Multiple dataseries intrabarpersist ohlc

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  #11 (permalink)
Hong Kong
 
 
Posts: 3 since Aug 2011
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My understanding is that calculations for main instrument is 4 times within a bar under intrabarpersist but only once for secondary instrument. Bar magnifier increases the calculation frequency for the main instrument but also only once for secondary instruments. This issue is actually quite serious for strategies that uses multiple data series and IOG

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  #12 (permalink)
Australia
 
 
Posts: 32 since Dec 2010
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Hi Mike,

I'm experiencing issues using multiple data series also.

All I've done is add a simple line that says

 
Code
print("order executed");
after my buy and what you will notice is that instead of printing that once per trade it prints it many times!

I think Multicharts need to explain how multiple data series works? Anyone got any information on this?

Cheers,

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  #13 (permalink)
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I asked @MultiCharts to take a look at this thread, we'll see what they say.

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  #14 (permalink)
amsterdam, the netherlands
 
 
Posts: 1 since Sep 2011
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Hi mike,

i think i just entered into the exact same issue. Do you already have found a solution to your original problem?

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  #15 (permalink)
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marrew View Post
Hi mike,

i think i just entered into the exact same issue. Do you already have found a solution to your original problem?

I'm (hopefully) somewhat smarter now then when I read this thread for the first time, but I still don't get the full grasp of what the issue now is.

Is the problem that (for example) during 09:00 - 10:00 hour the referenced data series 2 uses the data from 08:00 - 09:00 hour? (see screenshot) If that's the issue, why not use only data 1, collect the data in a variable, and reset this one after x-minutes? I guess I'm missing the point here.

Regards,

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  #16 (permalink)
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No I never solved it.

The main reason for this method is to be able to use exotic bars, like Renko bars, for signal generation. You can't use data1 for that, because data1 is the execution series and will give you incorrect fills for exotic bars.

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  #17 (permalink)
Calgary
 
 
Posts: 1 since Jul 2010
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This may help - if you are declaring several intrabarpersist vars in one statement, you need to include the "intrabarpersist" modifier in front of each var, otherwise it will be treated as a normal var.

In this example:
vars:
intrabarpersist a(0), b(0);

"b" will not be an intrabar. You would need to do this:

vars:
intrabarpersist a(0), intrabarpersist(b);

Hope this helps!

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  #18 (permalink)
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rjelles View Post
This may help - if you are declaring several intrabarpersist vars in one statement, you need to include the "intrabarpersist" modifier in front of each var, otherwise it will be treated as a normal var.

In this example:
vars:
intrabarpersist a(0), b(0);

"b" will not be an intrabar. You would need to do this:

vars:
intrabarpersist a(0), intrabarpersist(b);

Hope this helps!

Sorry but no, you can see my code in post #1.

Mike

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December 27, 2011


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