[SOLVED] Question regarding ascii Import / Differences in charts with MC

December 9th, 2012, 03:18 PM

Hi everyone,

I'm importing a set of data into Multicharts .NET (I'm evaluating it) as well as in Amibroker. The input file is the same, it's minute data from dukascopy that I made from their feed.

Here is the data I'm looking for:

Here is the Multicharts 15 minutes chart data for a specific bar, the 16h30 one:

As you can see, we have for Multicharts:
Open = 1.0494 matches the Open column of 16:16.
High = 1.0496 matches the Highest data in column "High" from 16:15 to 16:30
Low = 1.0489 matches the Lowest data in column "Low" from 16:15 to 16:30
Close = 1.0489 matches the Close data in column "Close" at 16:30

Everything seems correct to me.

For Amibroker, I have a different OHCL bar from the same data though. In bold are the different data from MC ohcl 15 min.

Open = 1.0493 matches the Open column of 16:15
Close = 1.0492 matches the Close column of 16:29

Although, the name of the OHCL bar in Amibroker is actually named 16:29 and not 16:30 as named in Multicharts.

My questions are : does that make sense that two major charting plateforms use different methodologies to display their 15-min bars ? By extension I think I would have this same issue with other bars, like the 5 min ones or daily bars.

The result is that the charts are different. Is there a way to configure Amibroker so that it matches the MC behavior ? I'm testing my data generation tools I created for myself (from tick data), that would be a great help if I could match MC and Amibroker.

Thanks !

December 9th, 2012, 03:22 PM

Ah snap !!

Sorry, I found it : for those who have the same question, in multicharts you have to click 'use bar end time' when ASCII importing.. Then the charts are exactly the same !

Yeepa

April 2nd, 2013, 12:21 PM

It would have been better if you would have provided the CSV file you have used to reproduce your settings. But I have used OCR to transform your picture file to CSV file.

Code

Date,Time,Open,High,Low,Close
07.12.2012,16:11:00,1.0495,1.0496,1.0494,1.0494 	
07.12.2012,16:12:00,1.0494,1.0494,1.0492,1.0493
07.12.2012,16:13:00,1.0493,1.0493,1.0492,1.0492	
07.12.2012,16:14:00,1.0492,1.0495,1.0492,1.0493
07.12.2012,16:15:00,1.0493,1.0494,1.0492,1.0494
07.12.2012,16:16:00,1.0494,1.0495,1.0494,1.0494
07.12.2012,16:17:00,1.0494,1.0495,1.0494,1.0495
07.12.2012,16:18:00,1.0495,1.0496,1.0494,1.0494
07.12.2012,16:19:00,1.0494,1.0494,1.0489,1.0489
07.12.2012,16:20:00,1.0489,1.0491,1.0489,1.0491
07.12.2012,16:21:00,1.0491,1.0493,1.0491,1.0491
07.12.2012,16:22:00,1.0491,1.0492,1.0491,1.0492
07.12.2012,16:23:00,1.0492,1.0492,1.0491,1.0491
07.12.2012,16:24:00,1.0491,1.0491,1.0491,1.0491
07.12.2012,16:25:00,1.0491,1.0492,1.0491,1.0492
07.12.2012,16:26:00,1.0492,1.0494,1.0491,1.0494
07.12.2012,16:27:00,1.0494,1.0494,1.0494,1.0494
07.12.2012,16:28:00,1.0494,1.0494,1.0492,1.0492
07.12.2012,16:29:00,1.0492,1.0493,1.0492,1.0492
07.12.2012,16:30:00,1.0492,1.0492,1.0489,1.0489
07.12.2012,16:31:00,1.0489,1.0489,1.0488,1.0489
07.12.2012,16:32:00,1.0489,1.0489,1.0489,1.0489
07.12.2012,16:33:00,1.0489,1.0493,1.0489,1.0492
07.12.2012,16:34:00,1.0492,1.0492,1.0492,1.0492

Did not check for conversion errors.

Now I don't understand why by default MC starts a 15 minute candle at 16:16:00 going to 16:30:59?
A standard hour consists of 4 * 15 minutes. New hour starts at XX:00:00 going to XX:14:59.
Next quarter starts at XX:15:00 going to XX:29:59 and so on.

In your title in shows 16:29:59. So you have set to end time of interval. By using start time of interval it will show 16:15:00 (of course with same OHLC for 15-minute bar). To show start time of interval go to tools - preferences - intraday - start time of interval and it will show 16:15:00 instead of 16:29:59 and so on.

As for ASCII import take a look at additional commands in the manual. Just search for ASCII import.

For example if you have tick data and to import all ticks (occurring at the same time) you would need to add command $TICKMODE 1. Default setting is 0.

If you want to move data one minute forward or one minute backwards you would need to add command $TIMESHIFT and either 0.016667 or -0.016667 since 1/60min = 0.016667

So for shifting 1 minute back whole command would be
$TIMESHIFT -0.016667
or $TIMESHIFT -0.01666666667

If you want to add negative data you would need to check 'Allow negative prices' in the import wizard or use command $ALLOWNEG 1 in a saved format file.

If you want to add just symbol lists without data you would need to check 'No quotation data'
or use command $NOQUOTES 1 in a format file.

The are multiple other import commands.
A command line of a format file (part of AmiBroker Formats folder) always start with $. Starting with # will create a commenting line. Example,

Code

# Format definition file generated automatically
# by AmiBroker's ASCII Import Wizard
$FORMAT Date_DMY, Time, Open, High, Low, Close, Skip
$SKIPLINES 1
$SEPARATOR ,
$CONT 1
$GROUP 255
$AUTOADD 1
$DEBUG 1

So actually you can import any format possible.

[SOLVED] Question regarding ascii Import / Differences in charts with MC

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[SOLVED] Question regarding ascii Import / Differences in charts with MC