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Miscalculated Charting


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Miscalculated Charting

  #1 (permalink)
 
lsubeano's Avatar
 lsubeano 
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I've been testing MC with TOS and I've found that MC is off.


Testing out different session profiles, I still find that on a simple 1, 5 or 10 min chart even, the chart data is off.
One will show a break above a previous bar, a different close---the other will show no break or different close.

Anyone experienced this or know a fix?

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  #2 (permalink)
 ABCTG   is a Vendor
 
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lsubeano,

from your description it sounds like you are comparing different datafeeds. Is this correct? If this is the case your first step should be to rule out that the data is slightly different, as the programs should only display what you feed them.

Regards,
ABCTG

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 lsubeano 
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@ABCTG, Yes...different data feeds on different computers running different software.

think or swim shows one and multi charts on another computer shows bars way off...

anyone know a fix?

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lsubeano View Post
ABCTG, Yes...different data feeds on different computers running different software.

think or swim shows one and multi charts on another computer shows bars way off...

anyone know a fix?

I don't think there's a fix for different data feeds, nor can different software always generate the exact same results.

What you can do is export data from one platform, then import that data as a new symbol in both MultiCharts and ThinkOrSwim. Then compare those price bars, while accounting for all other possible differences (like session templates). And with both platforms preferably in offline mode so that there can't be an accidental historical data backfill.

Which data feeds are you comparing by the way? If you for instance compare IQFeed to IB then I would be surprised if the results are not way off.

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lsubeano's Avatar
 lsubeano 
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Jura View Post
I don't think there's a fix for different data feeds, nor can different software always generate the exact same results.

What you can do is export data from one platform, then import that data as a new symbol in both MultiCharts and ThinkOrSwim. Then compare those price bars, while accounting for all other possible differences (like session templates). And with both platforms preferably in offline mode so that there can't be an accidental historical data backfill.

Which data feeds are you comparing by the way? If you for instance compare IQFeed to IB then I would be surprised if the results are not way off.


I use cqg thru multi charts and have tdameritrade using think or swim platform....

I'm using same session templates to compare and same time (not tick or volume).....1, 5, 10, 15......they're all off in multi charts and I'm not sure why...

today my charting was way off for some reason...

I'm confused and multi charts support isn't helping much.

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 ABCTG   is a Vendor
 
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lsubeano,

it's hard to imagine what could cause this from the outside. Can you post an image of the differences between the charts, that would help seeing things and explain what you mean by "way off".

Can you make sure that your computer time is in sync with a time server and not off by several seconds?

When you say "multi charts support isn't helping much", what does this mean? What do they tell you or indicate as the issue?

Regards,
ABCTG

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  #7 (permalink)
 
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 lsubeano 
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here's a recent example....it's like this literally session....

5min emini500 chart....compare to yours and I'm sure you'll see a few small changes in closes..

this chart is minor...I've had some that are off quite a bit








ABCTG View Post
lsubeano,

it's hard to imagine what could cause this from the outside. Can you post an image of the differences between the charts, that would help seeing things and explain what you mean by "way off".

Can you make sure that your computer time is in sync with a time server and not off by several seconds?

When you say "multi charts support isn't helping much", what does this mean? What do they tell you or indicate as the issue?

Regards,
ABCTG


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  #8 (permalink)
 ABCTG   is a Vendor
 
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lsubeano,

from what I can see from your imagine, it doesn't look different than a chart with IQFeed data on my end.
You should check that both brokers provide you with the same data in a first step. MC will usually just display what you feed into it. Once you have confirmed that both data is exactly alike, only then I'd look into MC as the issue. Otherwise you might spend time looking for an issue in the software that is not there and just caused by something from the outside.

Regards,

ABCTG


lsubeano View Post
here's a recent example....it's like this literally session....

5min emini500 chart....compare to yours and I'm sure you'll see a few small changes in closes..

this chart is minor...I've had some that are off quite a bit


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