Issue with the timeframe at the end of a tick.

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Viewing 9 posts - 1 through 9 (of 9 total)
  • 04/18/2023 at 3:23 PM #213446
    bigiday

    Hi

    I want to display the bollinger bands of the 5000 ticks time frame in my current time frame (500ticks).
    At each close after startup everything shifts, I tried to search on the forum to change the mode but nothing, anyone have an idea ?

    Kind regards

     

     

    04/19/2023 at 7:59 AM #213469
    Nicolas

    When using “UPDATEONCLOSE”, the data of the selected timeframe update once at each new Close (so you get the last period value until a new period has closed).

    To get the real time value, remove the word “UPDDATEONCLOSE”.

    04/19/2023 at 12:57 PM #213500
    bigiday

    I have the same result, no matter the mode, same shifts.
    Thx for the help

    04/19/2023 at 1:07 PM #213502
    bigiday

    Even try on version 12, and with other maket (DJ30, NASDAQ)

    04/19/2023 at 1:18 PM #213506
    bigiday

    Even with this simple code i got this shifts.

     

    04/19/2023 at 1:35 PM #213509
    bigiday

    So it’s working when you are using this with min and not tick, so just buged I think ?

    04/19/2023 at 3:56 PM #213521
    Nicolas

    The big “shift” that you observe is normal in the history. Indeed, if we calculate a data with the help of X candles (period = X), then as soon as a new candlestick is opened (here the 5000-ticks), we remove the candlestick 1 to replace it by the new candlestick that is created in real time, so according to the price difference we can observe big steps.
    On the other hand, in real time, on the time-decorrelated charts, there is a problem on the current candlestick, this problem is known and is being solved. Note that this problem exists only for charts not correlated to time (like ticks, or volume candlesticks for example).

    1 user thanked author for this post.
    avatar bigiday
    04/19/2023 at 4:24 PM #213523
    bigiday

    I understood, so no solution.
    I thought the 5000 ticks was streamer on the 200 for example. But if it is recalculated with the current candle it is logical that I have large gaps, I thought the updateonclose would solve this problem but no.
    Do you know if this is something that is taken into account quickly? because even on version 12 it is the same. To summarize, the “timeframe” just doesn’t work with ticks and volume.

    Any way to get around this ?

    Thx you for your help

    04/20/2023 at 8:15 AM #213530
    Nicolas
    Nicolas wrote:

    The big “shift” that you observe is normal in the history. Indeed, if we calculate a data with the help of X candles (period = X), then as soon as a new candlestick is opened (here the 5000-ticks), we remove the candlestick 1 to replace it by the new candlestick that is created in real time, so according to the price difference we can observe big steps.

    What I describe above is the normal behavior (understand logical) and it is not an issue. When you calculate a 20-period moving average, when a new candle open, the first candlestick close of the serie is removed and replace with the new one in order to get only the 20 last (including current one) candlesticks values. You cannot spot any difference (gap) when applying the MA on a chart, but by observing its calculation in an smaller timeframe that difference is easily spottable. Hope I’m clear.. 🙂

     

    Nicolas wrote:

    On the other hand, in real time, on the time-decorrelated charts, there is a problem on the current candlestick, this problem is known and is being solved. Note that this problem exists only for charts not correlated to time (like ticks, or volume candlesticks for example).

    Even with UPDATEONCLOSE, there is indeed a problem on current candlestick only, I have no ETA about the fix but should be soon.

    1 user thanked author for this post.
    avatar GraHal
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