1-Tick chart vs. 5 min bar discrepancy...
Posted: Nov 01 2006
Hi,
I'm using the following indicator on a 1 tick chart of
Trade (Data1)
Bid (Data2)
Ask (Data3)
This (unless I have a serious bug) should generate 5m bars ( in terms of volume activity) similar to what I get on a 5m chart..., for example,
first 3 bars on the logfile vs chart (both originate from eSignal):
Can anyone at TS Support explain how this is happening?
Is this a bug or misunderstanding on my side?
I'm using the following indicator on a 1 tick chart of
Trade (Data1)
Bid (Data2)
Ask (Data3)
Code: Select all
Input:
Interval(5);
Variables:
Price(0),Bid(0),Ask(0),AtBid(True),AtAsk(True),N(0),
MyUpVol(0), MyDownVol(0), MyErrVol(0),
LastT(Time),
TraceFile("X:\XXX.log");
if (TimeToMinutes(time) >= TimeToMinutes(LastT) + Interval) then
begin
Print(File(TraceFile), Time, " N=", N, " Volume=", MyUpVol + MyDownVol + MyErrVol, " / UpTicks=", MyUpVol, " / DownDicks=", MyDownVol, " / Errs=", MyErrVol, " Delta=", MyUpVol - MyDownVol);
LastT = Time;
MyUpVol = 0;
MyDownVol = 0;
MyErrVol = 0;
end;
N = N + 1;
Price = Close;
Bid = Close of Data2;
Ask = Close of Data3;
AtBid = Close = Bid;
AtAsk = Close = Ask;
if (AtAsk) then MyUpVol = MyUpVol + Ticks;
if (AtBid) then MyDownVol = MyDownVol + Ticks;
if (Price > Ask or Price < Bid) then MyErrVol = MyErrVol + Ticks;
first 3 bars on the logfile vs chart (both originate from eSignal):
The resulting file shows large discrepancies..., usually up to 50-100% on the total volume of the barTime Indicator Chart
835.00 V=30292.00 V=22352
840.00 V=39778.00 V=16390
845.00 V=24538.00 V=11763
Can anyone at TS Support explain how this is happening?
Is this a bug or misunderstanding on my side?