Gamestudio Links
Zorro Links
Newest Posts
Bmap creation - wrong Alpha values
by txesmi. 12/11/19 12:43
A9
by preacherX. 12/11/19 11:01
Error Message 010: invalid stops
by Volker. 12/11/19 08:25
AssetFix & Assets.csv
by MatPed. 12/11/19 07:03
How to handle profit in a TMF during training
by StefanCGN. 12/09/19 20:09
Simulate complex commission costs [Test]
by AndrewAMD. 12/09/19 13:52
AUM Magazine
Latest Screens
The Space Between
Pogostuck: Rage With Your Friends
Worst Case Z
AckCon'18 - Lotter vs the World 2 - Preview Release
Who's Online Now
6 registered members (Iglarion, timW, MatPed, Quad, 2 invisible), 659 guests, and 7 spiders.
Key: Admin, Global Mod, Mod
Newest Members
PabloMF, deepscreener, wzschultz, Alit, cmor
18341 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Page 12 of 12 1 2 10 11 12
Re: Sierra Chart Plugin [Re: AndrewAMD] #478678
11/26/19 00:12
11/26/19 00:12
Joined: Feb 2017
Posts: 816
Chicago
AndrewAMD Online OP
User
AndrewAMD  Online OP
User

Joined: Feb 2017
Posts: 816
Chicago
Here it is. Can you give it a spin?

Attached Files
Re: Sierra Chart Plugin [Re: AndrewAMD] #478679
11/26/19 01:21
11/26/19 01:21
Joined: May 2018
Posts: 88
S
SBGuy Offline
Junior Member
SBGuy  Offline
Junior Member
S

Joined: May 2018
Posts: 88
The EOD bars appear to be correct, the M1 bars do not. You SC data is 1 minute ahead.
It'd be nice if you fix that too so the bar charts look the same as conventional trading platforms.

BTW, since you are putting UTC timestamps in the T6 files, your DLL should also adjust for daylight savings time. Or is the sierra chart data already in UTC time? As you know the UTC offset is different when in DST.

Re: Sierra Chart Plugin [Re: AndrewAMD] #478680
11/26/19 01:55
11/26/19 01:55
Joined: Feb 2017
Posts: 816
Chicago
AndrewAMD Online OP
User
AndrewAMD  Online OP
User

Joined: Feb 2017
Posts: 816
Chicago
DTC is already UTC, so there is no adjustment.

Zorro’s T6 specification is that intraday historical time stamps should align with the end of the period. Whereas for daily, the stamp should be at midnight UTC at the very beginning of the day. I am operating in accordance with this specification.

Re: Sierra Chart Plugin [Re: AndrewAMD] #478686
11/26/19 14:01
11/26/19 14:01
Joined: May 2018
Posts: 88
S
SBGuy Offline
Junior Member
SBGuy  Offline
Junior Member
S

Joined: May 2018
Posts: 88
Good to know it's already in UTC time.

I read the manual on timestamps again and it's a bit confusing. So I asked support this question and they gave this answer:

Question:
When creating an M1 t6 file, what is the timestamp of an M1 bar that covers the period from 11:16:00 - 11:16:59. Is it 11:16:00 or 11:16:59 or 11:17:00 ?

Answer:
it should be 11:16:59.

Unless History.c is displaying it wrong, it looks like your timestamp for this example is 11:17:00.

Re: Sierra Chart Plugin [Re: AndrewAMD] #478688
11/26/19 14:27
11/26/19 14:27
Joined: Feb 2017
Posts: 816
Chicago
AndrewAMD Online OP
User
AndrewAMD  Online OP
User

Joined: Feb 2017
Posts: 816
Chicago
You mean to tell me that when you download historical data from the official oP Group plugins that they actually have the seconds offset by one before the end of the period?

Re: Sierra Chart Plugin [Re: AndrewAMD] #478689
11/26/19 14:32
11/26/19 14:32
Joined: May 2018
Posts: 88
S
SBGuy Offline
Junior Member
SBGuy  Offline
Junior Member
S

Joined: May 2018
Posts: 88
No. I'm using my own data from an ActiveTick source.

It's probably because they are time-stamping theirs at the beginning of the M1 bar.

You're probably right about my question being asked incorrectly.

Re: Sierra Chart Plugin [Re: AndrewAMD] #478726
12/05/19 01:31
12/05/19 01:31
Joined: Dec 2019
Posts: 1
W
wzschultz Offline
Guest
wzschultz  Offline
Guest
W

Joined: Dec 2019
Posts: 1
This is a problem that I encountered early on with the way SierraChart's stores its bars.

For backtesting, one typically wants the [A,B) interval or (A,B] interval covered by the bar to be designated by time B.
That way it is less likely that you will peek into the future during your backtest. At the time B, you are allowed
to observe bars labelled with B or before.

However, because SierraChart is repeatedly re-drawing the bar on the chart as it it is forming, they want to publish the bar
to the internal ACSIL DLL code with a more constant time stamp. At least this is how I rationalize the observation
that they use the "A" timestamp (beginning of bar) everywhere instead of the "B" end-of-bar timestamp.

Last edited by wzschultz; 12/05/19 01:32. Reason: grammar
Page 12 of 12 1 2 10 11 12

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1