Probable issue with DLow(1) ?

Viewing 13 posts - 1 through 13 (of 13 total)

Author

Posts
03/31/2020 at 3:45 AM #124013 quote
Gordon Chow
Participant

New
Seems to have inconsistent value return with DHigh(1).

My test code as below…
```
lastBarLow=DLow(1)
thisBarLow=Dlow(0)

return lastBarLow as "lastBarLow", thisBarLow as "thisBarLow"
```
Details:

Instrument in question: ZNXXXX

Date of daily bar in question: 19-Feb-2020. DLow(1) returned value 130.766 (please see fig 1).

Bar low shown by cursor details for bar dated 18-Feb-2020 is 130.875 (please see fig 2).

Outcomes I am expecting is that both scenario should show value of 130.875.

This behaviour can be replicated across multiple Futures tickers.

Suggestion to over come this issue will be much appreciated.

Thanks in advance.

Best regards,

GC

fig-1.jpg fig-2.jpg
03/31/2020 at 7:59 AM #124019 quote

Vonasi
Moderator

Master

Gordon Chow – Welcome to the forums. Please always use the ‘Insert PRT Code’ button when posting code to make it more readable for others. I have tidied up your post. 🙂

Gordon Chow thanked this post

03/31/2020 at 8:46 AM #124032 quote

Nicolas
Keymaster

Master

DLow is a constant that return the Nth daily Low of the market with the official market hours. Have you changed the market hours (with the custom market hours menu?) or hide the weekend data?

Gordon Chow thanked this post

03/31/2020 at 10:58 AM #124052 quote

Gordon Chow
Participant

New

Fig 3 shows the current settings.

I did not fiddle with any of the market hours.

Is there anything that I should adjust?

Thank you!

fig-3.jpg

03/31/2020 at 11:39 AM #124058 quote

Nicolas
Keymaster

Master

You should change the UTC to use the time zone of that market (UTC-5).

Gordon Chow thanked this post

04/01/2020 at 1:35 AM #124190 quote

Gordon Chow
Participant

New

Do you mean like fig 4?

I tried with this setting, applied the change, close the application and saved the template on the way out, restarted the app.

Outcome is the same as fig 1 and fig 2 described in my original post.

fig-4.jpg

04/01/2020 at 2:12 AM #124192 quote

Gordon Chow
Participant

New

I did a further analysis, outcome as per fig 5.

Seems like there is a disjoint from bar 27-Feb-2020 onwards, travel back through the history.

I did not see this disjoint moving forward from bar 28-Feb-2020 to bar 31-Mar-2020.

Thank you!

fig-5.jpg

04/01/2020 at 9:25 AM #124209 quote

Nicolas
Keymaster

Master

Please try to use the local market time by choosing these options:

Use different time zones for different markets as specified below:

Use the local market time zone (UTC+/- x)

and see what happen!

04/01/2020 at 12:02 PM #124232 quote

Gordon Chow
Participant

New

Hi,

Please see fig 6 for time zone settings as per my understanding of your instruction.

Please see fig 7 for the outcome – disjoint still happened between DLow(1) and Cursor Detail Bar Low, starting from 27-Feb-2020 moving back into the history.

Thanks!

fig-6.jpg fig-7.jpg

04/14/2020 at 5:18 AM #126018 quote

Gordon Chow
Participant

New

Hi,

Is there going to be any more update on this, or it will be left as it is?

This behaviour is only replicated on Futures tickers and not any of the FOREX SPOT tickers.

Thank you.

04/14/2020 at 8:44 AM #126033 quote

Nicolas
Keymaster

Master

I’m trying to get useful information. I will be back here when I’ll know more.

04/14/2020 at 11:44 AM #126064 quote

Nicolas
Keymaster

Master

The next platform update should resolve the issue. It is already fixed in pre-production version.

04/14/2020 at 1:57 PM #126092 quote

Gordon Chow
Participant

New

Thank you so much for closing the loop. Take care and stay safe!
Author

Posts