[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Multi-Data chart causes duplicate bar evaluation - how to fix?



PureBytes Links

Trading Reference Links

OK, this one is bizarre and I need to figure out how to deal with it.  Hopefully, someone can help me.

First, let's start with single data (a stock that closes at 1600):
Data1: MSFT - 1 minute 7/26/01 - 8/09/01

When I look at the chart on 7/26/01, I see that the last bar for the day has a time of 16:00.  As it should.

Now, I add a symbol with slightly different session times and I have a multi-data chart with 2 symbols:
Data1: MSFT - 1 minute 7/26/01 - 8/09/01
Data2: SP-CONT - daily 5/29/01 - 8/09/01

Now, when I look at the chart on 7/26/01, I see that the last bar for the day for MSFT has a time of 16:01 (this is an additional bar that wasn't on the single data chart). And I see the bar for SP-CONT for the day sitting at 16:15. On 7/27/01, I see 
that the last bar for the day for MSFT has a time of 16:02.

I set up a simple strategy because I need to determine the end of the day.  This is the signal code (it's only one line):

print("BarNumber: ", BarNumber:0:0, " Date: ",ELDateToString(date)," Time: ",time:0:0);

And this is a clip of the pertinant results I described:
.
.
.

BarNumber: 337 Date: 07/26/2001 Time: 1557
BarNumber: 338 Date: 07/26/2001 Time: 1558
BarNumber: 339 Date: 07/26/2001 Time: 1559
BarNumber: 340 Date: 07/26/2001 Time: 1600
BarNumber: 341 Date: 07/26/2001 Time: 1601
BarNumber: 341 Date: 07/26/2001 Time: 1601
BarNumber: 342 Date: 07/27/2001 Time: 931
BarNumber: 343 Date: 07/27/2001 Time: 932
.
.
.

BarNumber: 616 Date: 07/27/2001 Time: 1559
BarNumber: 617 Date: 07/27/2001 Time: 1600
BarNumber: 618 Date: 07/27/2001 Time: 1601
BarNumber: 618 Date: 07/27/2001 Time: 1601
BarNumber: 618 Date: 07/27/2001 Time: 1601
BarNumber: 619 Date: 07/31/2001 Time: 931
BarNumber: 620 Date: 07/31/2001 Time: 932
.
.
.
*END OF RESULTS*

SO, When I look at the intraday data for MSFT in the global server, the last trade on these days is at 1600.

Now my question is, what can I do to use these two symbols and not have the repeating bar evaluations at the end of the day?

TIA,

Cash


"Buy Low, Sell High"
(If this statment is used for financial gain, I am entitled to 10% of all profits. ;) )