NexusFi: Find Your Edge


Home Menu

 





Multiple dataseries intrabarpersist ohlc


Discussion in EasyLanguage Programming

Updated
      Top Posters
    1. looks_one Big Mike with 8 posts (1 thanks)
    2. looks_two diverdan with 2 posts (1 thanks)
    3. looks_3 atsui with 2 posts (0 thanks)
    4. looks_4 Jura with 2 posts (0 thanks)
    1. trending_up 7,646 views
    2. thumb_up 2 thanks given
    3. group 6 followers
    1. forum 17 posts
    2. attach_file 3 attachments




 
Search this Thread

Multiple dataseries intrabarpersist ohlc

  #1 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,399 since Jun 2009
Thanks Given: 33,174
Thanks Received: 101,539

I am hitting a small problem and am not seeing what the issue is. The problem is that for data2 the values are not working intrabar even with intrabarpersist enabled. I am only getting values as of the close of data2.

Here is the code:

 
Code
[IntrabarOrderGeneration = true]

// data1 = entry 6 range
// data2 = 1 hour



vars:
	d1c	( 0 ),
	intrabarpersist d1l	( 0 ),
	intrabarpersist d1h	( 0 ),
	d2c	( 0 ),
	intrabarpersist d2l	( 0 ),
	intrabarpersist d2h	( 0 );
	
d1c = C of data1;
d1l = L of data1;
d1h = H of data1;
d2c = C of data2;
d2l = L of data2;
d2h = H of data2;

Text_new_s(date, time_s, d2c, "_");
Text_new_s(date, time_s, d2h, "+");
Text_new_s(date, time_s, d2l, "=");
data1 = 6 range
data2 = 1 hour

I've also let it draw in real time just to make sure this isn't a historical vs. realtime issue. It isn't - the drawing is the same.

Resulting screen shot attached.

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Attached Thumbnails
Click image for larger version

Name:	7-21-2011 1-12-06 AM.png
Views:	304
Size:	46.2 KB
ID:	44072  
Follow me on Twitter Visit my NexusFi Trade Journal Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Are there any eval firms that allow you to sink to your …
Traders Hideout
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Ninja Mobile Trader VPS (ninjamobiletrader.com)
Trading Reviews and Vendors
ZombieSqueeze
Platforms and Indicators
New Micros: Ultra 10-Year & Ultra T-Bond -- Live Now
Treasury Notes and Bonds
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
59 thanks
Funded Trader platforms
37 thanks
NexusFi site changelog and issues/problem reporting
23 thanks
GFIs1 1 DAX trade per day journal
22 thanks
The Program
19 thanks
  #3 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,399 since Jun 2009
Thanks Given: 33,174
Thanks Received: 101,539




@Jura to the rescue, maybe?

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #4 (permalink)
 diverdan 
Singapore
 
Experience: Beginner
Platform: Multicharts, R
Trading: EUR / USD
Posts: 185 since Feb 2010
Thanks Given: 106
Thanks Received: 99

Is the chart showing the problem or how it works when intra bar persist isn't enabled?

Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #5 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,399 since Jun 2009
Thanks Given: 33,174
Thanks Received: 101,539


diverdan View Post
Is the chart showing the problem or how it works when intra bar persist isn't enabled?

The chart illustrates the problem - as data2 makes a new high or low, the + and - signs printed on the chart should be moving. Instead they are static, representing only the last completed data2 bar.

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #6 (permalink)
 diverdan 
Singapore
 
Experience: Beginner
Platform: Multicharts, R
Trading: EUR / USD
Posts: 185 since Feb 2010
Thanks Given: 106
Thanks Received: 99

Your code looks right and I can see no good reason why it shouldn't work. I will think on this as well...

Visit my NexusFi Trade Journal Reply With Quote
  #7 (permalink)
 
Jura's Avatar
 Jura   is a Vendor
 
Posts: 775 since Apr 2010
Thanks Given: 2,352
Thanks Received: 690


Big Mike View Post
The chart illustrates the problem - as data2 makes a new high or low, the + and - signs printed on the chart should be moving. Instead they are static, representing only the last completed data2 bar.

Hm, nice challenge. I don't see a solution (yet), but will try to work on it this weekend.

In the meantime, not to 'play down' this problem or oversimplify it, but why not use a Donchian channel (found in the download section here at futures.io (formerly BMT)), based on Data2 but plotted on Data1? That would also make this indicator less memory consuming with all those +,- and ='s. Or wouldn't that work?

(Off topic: how do you keep the scale of Data1 (6 Range) so nicely aligned (i.e. same space between bars) when adding a Data2 (1 hour)?)

Attached Thumbnails
Click image for larger version

Name:	donChannel.png
Views:	251
Size:	59.3 KB
ID:	44354  
Reply With Quote
  #8 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,399 since Jun 2009
Thanks Given: 33,174
Thanks Received: 101,539

The text output (+ and -) is just for debug purpose, will be deleted once it works.

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #9 (permalink)
atsui
Hong Kong
 
Posts: 3 since Aug 2011
Thanks Given: 0
Thanks Received: 1

Hi, I am new to your very helpful website and was searching for some workaround about some issues with MC regarding the bar magnifier feature of MC and i think your issue is the same as mind.

My understanding is that the bar magnfier can only be apllied to the trading instrument; therefore if you use multiple data series, calculations involving secondary data series are based on end of bar value. This would create a "look to the future" issue when backtesting if you use IOG in combination with intrabarpersist involving "non-tick" secondary data series because orders are generated within a bar but based on end of bar value of the secondary data series.

Just wondering if anyone has encountered similar issue and is there a workaround? I have made a feature request in MC forum and will see if there is any positive response.

Reply With Quote
  #10 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,399 since Jun 2009
Thanks Given: 33,174
Thanks Received: 101,539



atsui View Post
Hi, I am new to your very helpful website and was searching for some workaround about some issues with MC regarding the bar magnifier feature of MC and i think your issue is the same as mind.

My understanding is that the bar magnfier can only be apllied to the trading instrument; therefore if you use multiple data series, calculations involving secondary data series are based on end of bar value. This would create a "look to the future" issue when backtesting if you use IOG in combination with intrabarpersist involving "non-tick" secondary data series because orders are generated within a bar but based on end of bar value of the secondary data series.

Just wondering if anyone has encountered similar issue and is there a workaround? I have made a feature request in MC forum and will see if there is any positive response.

I was not using bar magnifier. Just intrabarpersist.

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Started this thread Reply With Quote




Last Updated on December 27, 2011


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts