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Different High Low in intraday charts
Posted: Jul 05 2016
by wullenweber helmut
High and Low of the 15:30 and 16:20 bars (marked with red ellipse) are different, working with the same datasource (Interactive Brokers).
Which setting has to be done in Multicharts to avoid this?
Thanks in advance!
Re: Different High Low in intraday charts
Posted: Jul 05 2016
by arnie
Maybe one of the charts were receiving realtime data while the other you loaded later that data, making it this way historical data?
If so, this is normal. IB might have "cleaned" the data, remove from some bad ticks or something else that they think is not OK.
This is one of the problems of historical data served by brokers and so many times discussed here. They "clean" their data which makes it not suitable for any automatic trading testing.
Have you reloaded the data.
If not try it. They should be identical afterwards.
Re: Different High Low in intraday charts
Posted: Jul 05 2016
by TJ
Are they the same symbol from the same exchange?
Re: Different High Low in intraday charts
Posted: Jul 05 2016
by wullenweber helmut
@arnie
Both charts are receiving realtime data and I did not reload the data from interactive brokers. After changing the bar interval and switching back to 10 minutes both charts show the same bars.
@TJ Yes, same symbol from the same exchange
EDIT: The right chart is displayed receiving realtime data. The left (corrected ? ) chart was generated after switching from 5 minutes to 10 minutes chart, without reloading data from Interactive Brokers.