Arrays with 1 tick data strange behaviour summing twice in the same bar

• 02/19/2021 at 2:07 PM #161988
  Daniele Maddaluno

  I’m trying to build a sort of volume profile indicator, using 1 tick chart data with arrays (PRT v11).
  I noticed something strange that I cannot explain myself.
  I don’t know if it’s linked to arrays, but probably is…

  From a vertical green vertical line (see code) to the following the volumes written should only increase for each level defined by a volumeBarWidth interval.
  Each time that a new bar appears I check volumes and add to that specific level in a precise position in one of the two arrays ($south and $north).

  On historical data all is fine, the problems appear when I leave it run live.
  When live it seems that sometimes the volumes are added twice (when lines “$north[i] = $north[i] + volume[1]” or “$south[i] = $south[i] + volume[1]” should add that just once).

  This is the code:

  once volumeBarWidth = 1 newBar = barindex mod 100 = 0 // Resets volumes data if newBar[1] then profileopenround = round(open[1]/volumeBarWidth)*volumeBarWidth for i=0 to lastset($north) do $north[i]=0 next for i=0 to lastset($south) do $south[i]=0 next drawvline(barindex[1]) coloured(0,200,0) endif // Updates volumes data if close[1] >= profileopenround then dist = close[1] - profileopenround i = floor(dist/volumeBarWidth) if i >= 0 then $north[i] = $north[i] + volume[1] cum = $north[i] drawtext("#cum#", barindex[1], close[1], Dialog, Bold, 16) coloured(0, 0, 255) endif else dist = profileopenround - close[1] i = floor(dist/volumeBarWidth) if i >= 0 then $south[i] = $south[i] + volume[1] cum = $south[i] drawtext("#cum#", barindex[1], close[1], Dialog, Bold, 16) coloured(255, 0, 0) endif endif return

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  once volumeBarWidth = 1 newBar = barindex mod 100 = 0   // Resets volumes data if newBar[1] then    profileopenround = round(open[1]/volumeBarWidth)*volumeBarWidth      for i=0 to lastset($north) do       $north[i]=0    next    for i=0 to lastset($south) do       $south[i]=0    next      drawvline(barindex[1]) coloured(0,200,0) endif   // Updates volumes data if close[1] >= profileopenround then    dist = close[1] - profileopenround    i = floor(dist/volumeBarWidth)    if i >= 0 then       $north[i] = $north[i] + volume[1]         cum = $north[i]       drawtext("#cum#", barindex[1], close[1], Dialog, Bold, 16) coloured(0, 0, 255)    endif else    dist = profileopenround - close[1]    i = floor(dist/volumeBarWidth)    if i >= 0 then       $south[i] = $south[i] + volume[1]         cum = $south[i]       drawtext("#cum#", barindex[1], close[1], Dialog, Bold, 16) coloured(255, 0, 0)    endif endif   return

  In the picture attached there is an example of the problem that I spot when it runs live.
  See the green/red arrows and the text that I drawed with the cumulated volumes for that level since the green vertical line. The volume there was just 1.
  It grows from 5 to 7 when it should just grow by 1 (the volume column)…

  

  Daniele Maddaluno

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  02/19/2021 at 3:09 PM #162000
  Nicolas

  Indeed, your logic is right, if volume[1] = 1, then your array should only have gain 1, since the 1-tick chart only last 1 tick!

  Does it happens a lot or only once in a while?

  

  Nicolas

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  02/19/2021 at 4:20 PM #162017
  Daniele Maddaluno

  Unfortunately, it happens very often. 🤔
  So often that my volume profile is to be thrown into the trash for live. 😅

  

  Daniele Maddaluno

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  02/19/2021 at 4:56 PM #162023
  Daniele Maddaluno

  Try this one on one tick (I tryed on DAX), even more simple. And take a look at the image attached.
  The problem is big, and I think that must be fixed…

  Array update one tick

  once $i[0] = 0 $i[0] = $i[0] + 1 if $i[0] mod 4 = 0 then drawtext("a", barindex, close, Dialog, Bold, 16) coloured(0, 0, 255) elsif $i[0] mod 4 = 1 then drawtext("b", barindex, close, Dialog, Bold, 16) coloured(0, 0, 255) elsif $i[0] mod 4 = 2 then drawtext("c", barindex, close, Dialog, Bold, 16) coloured(0, 0, 255) else drawtext("d", barindex, close, Dialog, Bold, 16) coloured(0, 0, 255) endif

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  once $i[0] = 0 $i[0] = $i[0] + 1   if $i[0] mod 4 = 0 then    drawtext("a", barindex, close, Dialog, Bold, 16) coloured(0, 0, 255) elsif $i[0] mod 4 = 1 then    drawtext("b", barindex, close, Dialog, Bold, 16) coloured(0, 0, 255) elsif $i[0] mod 4 = 2 then    drawtext("c", barindex, close, Dialog, Bold, 16) coloured(0, 0, 255) else    drawtext("d", barindex, close, Dialog, Bold, 16) coloured(0, 0, 255) endif

  If you replace a “$i[0]” with a normal variable all works correctly…

  

  Daniele Maddaluno

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  02/20/2021 at 12:09 PM #162089
  Daniele Maddaluno

  I attach here a video of the previous code launched on XBTUSD 1tick.
  From that video it’s clear that the bar is updated two times (looking at the current tick, then a new tick comes, check there if the value has changed).
  Apparently today on XBTUSD 1 tick it always add the amount twice, but what I noticed yesterday on dax is that sometimes it doesn’t always happen (I’ll check that again on monday with open markets).
  In the meanwhile I have sent a technical report with a link of this thread.
  If others sees the same problem on their platform maybe can do the same.

  Anyway I have tried on any other timeframes the same code and I checked that the letter changes each tick… And that’s ok, if they should work like that it’s fine…
  But on 1 tick bars even if the tick is only one seems to execute two times…

  

  Daniele Maddaluno

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  02/20/2021 at 12:44 PM #162095
  Daniele Maddaluno

  I noticed that for N ticks bars it runs N+1 times the “$i[0] = $i[0] + 1“, I think once for each tick plus the “close” when a new tick/bar comes… For tick timeframes I don’t think that this behaviour really makes sense (the last update don’t make sense I think)…
  I attach the video that I forgot to attach in the previous message.

  

  Daniele Maddaluno

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  02/20/2021 at 5:16 PM #162112
  Daniele Maddaluno

  Anyway at the moment I have found a workaround that seems to work…
  The idea is the following one:

  array helper

  once $barindex[0] = -1 if $barindex[0] <> barindex then $north[i] = $north[i] + volume[1] $barindex[0] = barindex endif

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  once $barindex[0] = -1   if $barindex[0] <> barindex then    $north[i] = $north[i] + volume[1]    $barindex[0] = barindex endif

  In this way I exploit this array behaviour for my own purpose, forcing it to update just once (the “$north[i] = $north[i] + volume[1]” should be executed just once with that).
  I don’t know if there are more elegant solutions… But for the moment I’ll go on with that.

  

  Daniele Maddaluno

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  02/22/2021 at 9:59 AM #162318
  Nicolas

  I’m testing this code, in order to replicate that behavior, on DAX 1-tick, no problem until now, but I will let it run..

  $i[1] = $i[0] $i[0] = $i[0] + 1 test = $i[0]-$i[1] return test

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  $i[1] = $i[0] $i[0] = $i[0] + 1 test = $i[0]-$i[1]   return test

   

  

  Nicolas

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  02/22/2021 at 1:55 PM #162343
  Daniele Maddaluno

  From that code you’ll always see a 1, even if the code is executed twice inside the same tick bar you’ll always have a 1.
  Anyway in this moment I don’t know if they just were build to work like that…
  It’s a little bit counterintuitive (because $name[0] is treated differently inside of the code from any other variable in the code, see #162023)… but now that I know how they work I can deal with that…

  Test a code like this to see the difference between historical and live behaviour of summation on an array:

  j minus i

  once $barindex[0] = -1 if $barindex[0] <> barindex then $i[0] = $i[0] + 1 $barindex[0] = barindex endif $j[0] = $j[0] + 1 return $j[0]-$i[0]

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  once $barindex[0] = -1 if $barindex[0] <> barindex then    $i[0] = $i[0] + 1    $barindex[0] = barindex endif   $j[0] = $j[0] + 1 return $j[0]-$i[0]

  For me the strange thing is that the sum is executed twice on a live single tick bar (the first for the tick and the latter for the “closure” of the same tick which technically does not exist)… that’s all. But if they are designed to work like that… that’s fine…

  

  Daniele Maddaluno

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  02/22/2021 at 2:09 PM #162345
  Nicolas

  ok, that’s clear for me now, i can replicate it with this  version of your last code:

  //once $barindex[0] = -1 if $barindex[0] <> barindex or not isset($barindex[0]) then $i[0] = $i[0] + 1 $barindex[0] = barindex endif $j[0] = $j[0] + 1 return $j[0]-$i[0]

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  //once $barindex[0] = -1 if $barindex[0] <> barindex or not isset($barindex[0]) then $i[0] = $i[0] + 1 $barindex[0] = barindex endif   $j[0] = $j[0] + 1 return $j[0]-$i[0]

  I’m trying to get more info and let you know.

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  Daniele Maddaluno

  

  Nicolas

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