Support Board
Date/Time: Fri, 27 Dec 2024 02:34:20 +0000
Post From: Live data versus replay data problem
| [2016-02-16 15:35:54] |
| User55519 - Posts: 37 |
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Hello Support, I have a bit of a strange problem I need help with. I have written a few custom studies that partially take into account the number of times a price has changed per bar. It works by counting how many times the price moves up or down from the last time a tick was received, which is stored in the persistent variables. If I apply the study to a chart, there is no data at all for this function. However, if I use the replay function, it fills in the data properly - this is fine by me. The problem I'm having is if you look at the replay data and compare it to the live data coming in real time, for the exact same time period, the information is completely different. For example: maybe on average there are 20 price changes per 10 seconds. On a replay this will be mostly the same, but there will be spikes up to 40, 85, 100, etc. Those spikes do not occur on live data feed. Can you help me figure out what is wrong here, or how I can get this fixed? Thanks Date Time Of Last Edit: 2016-02-16 15:36:49
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