DataLoader- incorrect cumulative values for other symbols

July 8th, 2020, 04:45 AM

I am using DataLoader functionality to extract cumulative bid/ask in MC .NET 12 version.
When I put the indicator on a chart and check the cumulative bid/ask values for same symbol, it works perfectly - absolute no issue.
But when I try to extract cumulative values for any other symbol it works only immediately after compiling. But after 5 minutes, they don't update correctly.
In this example I put the indicator on HDFCBANK chart and extract Bid values for same HDFCBANK and RELIANCE. HDFCBANK Bid value is correct and RELIANCE bid is Incorrect.

Code:
using System;
using System.Drawing;
using System.Linq;
using PowerLanguage.Function;
using System.Threading;
using System.Collections.Generic;

namespace PowerLanguage.Indicator
{
public class DillipC_Ind : IndicatorObject
{
public DillipC_Ind(object _ctx):base(_ctx){}
private IPlotObject plot1;
private IPlotObject plot2;
private IPlotObject plot3;
private IPlotObjectStr plot_s;
private IPlotObjectStr plot_s1;
private Dictionary<int, BarPriceLevels> m_FootPrintBars;

AutoResetEvent m_Event;
IDataLoaderResult iRes;

protected override void Create()
{
m_Event = new AutoResetEvent(true);
m_FootPrintBars = new Dictionary<int, BarPriceLevels>();
}

protected override void StartCalc()
{
m_FootPrintBars.Clear();
InstrumentDataRequest Req = Bars.Request;
Resolution _res1 = Resolution.CreateCumulativeDelta(EResolution.Second,30,CumulativeDeltaChartType.ASK_TRADE_BID_TRADE,true);
Req.Resolution = _res1;
Req.Subscribe2RT = true;
Req.QuoteField = RequestQuoteField.Bid;

Req.Symbol = "RELIANCE";
iRes = DataLoader.BeginLoadData(Req, _Result, m_Event);
Req.Symbol = "HDFCBANK";
iRes = DataLoader.BeginLoadData(Req, _Result, m_Event);

//m_Event.WaitOne();
//DataLoader.EndLoadData(iRes);
}
protected override void CalcBar()
{
}

protected void _Result(IDataLoaderResult _res)
{

AutoResetEvent _are = (AutoResetEvent)_res.State;

if (_res.IsCompleted)
{
if (_res.Event == DataLoadedEvent.RTNewBar)
{
if (_res.RTData2 != null)
{
Output.WriteLine("{0}: {1}",_res.Request.Symbol, _res.RTData2.Value.Bar.Close);
}
_are.Set();
}
}
}
}
}

July 9th, 2020, 06:57 PM

That's odd- shouldn't the editor's output window show the same value as the chart?

Sorry I'm probably not much help here... I didn't look through your code... but just thought I'd mention a few things:

1) Be advised, when the stock market is closed, your data provider might send random bid/ask data, and MultiCharts may plot that random bid/ask data. But when stock market is open then the bid/ask data will be correct.

2) Check at the beginning of the chart (scroll all the way to the left), and make sure the first plot values of your indicator are correct, ... I mention this because I found a very strange bug in MultiCharts.NET whereby it sometimes plots an incorrect indicator value for the very first plot, but then afterward it's correct. This is why I use the EasyLanguage version LOL, because after I found that bug I won't touch the .NET version with a '10-foot pole'.

3) Do both the editor output and chart have the same MaxBarsBack setting? If not, then that affects what bar the indicator first starts plotting on.

July 10th, 2020, 01:06 AM

thoughtful

That's odd- shouldn't the editor's output window show the same value as the chart?

Sorry I'm probably not much help here... I didn't look through your code... but just thought I'd mention a few things:

1) Be advised, when the stock market is closed, your data provider might send random bid/ask data, and MultiCharts may plot that random bid/ask data. But when stock market is open then the bid/ask data will be correct.

2) Check at the beginning of the chart (scroll all the way to the left), and make sure the first plot values of your indicator are correct, ... I mention this because I found a very strange bug in MultiCharts.NET whereby it sometimes plots an incorrect indicator value for the very first plot, but then afterward it's correct. This is why I use the EasyLanguage version LOL, because after I found that bug I won't touch the .NET version with a '10-foot pole'.

3) Do both the editor output and chart have the same MaxBarsBack setting? If not, then that affects what bar the indicator first starts plotting on.

Editor output is showing correct value if I put the indicator on same chart that I am calculating.
But if I calculate a different symbol by using Reqest.Symbol = "SymbolXYZ" it is incorrect.
Basically my requirement is to track the difference between bid/ask for 100 stocks and export them to google spreadsheet to see which stock gained most bids/asks - say in last 15 minutes.

1) I am testing only in market hours.
2) In my case its just opposite. When I press compile button, the editor output shows correct value for other symbols also. But afterwards they update incorrectly. I think EasyLanguage don't support DataLoader syntax.

This is how my final product looks:

DataLoader- incorrect cumulative values for other symbols

Discussion in MultiCharts

DataLoader- incorrect cumulative values for other symbols