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Date/Time: Thu, 26 Dec 2024 01:42:11 +0000



Post From: Referencing data using sc.GetExactMatchForSCDateTime

[2015-11-24 15:51:03]
wwwingman - Posts: 185
Hi

I am using sc.GetExactMatchForSCDateTime to reference data from other time frames.
It works *most* of the time. I would expect it work all the time. Maybe I missed something.

I use two charts, main is 5 mn, secondary is 1 mn. Same session time/loaded number of days etc. Data is IQFeed.
I use the main start date time to find the index of the secondary index.

On 10 days of ES globex session (~2700 bars) I have 12 mistakes, meaning the index is not found.
The data seems ok, and the mistakes don't seem to appear on special moments like start/end of day/session/whatever.

Here is core of the code:

  for ( int _barIndex = sc.UpdateStartIndex ; _barIndex < sc.ArraySize - 1 ; _barIndex++ )
  {  
    //
    // Handle _barIndex bar
    //
    SCDateTime   _startDateTime     = sc.BaseDateTimeIn[_barIndex];
    int     _proxyStartIndex   = sc.GetExactMatchForSCDateTime(_proxyChartNumber, _startDateTime);
    
    if( _proxyStartIndex == -1 )
    {
      logMsg.Format("ERROR : date<%s> _proxyStartIndex<%d>", sc.FormatDateTime(sc.BaseDateTimeIn[_barIndex]).GetChars(), _proxyStartIndex);
      sc.AddMessageToLog(logMsg,0);
      continue;
    }
  }

Please advise.

-- W.