Support Board
Date/Time: Thu, 28 Nov 2024 18:41:35 +0000
Issue with Market Replay pausing when using Study/Price Overlay Study
View Count: 694
| [2023-04-05 08:56:52] |
| User61168 - Posts: 403 |
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Hello SC Support, Setup: I have a chartbook with 2 "linked" charts and a study collection with 1 Study/Price Overlay Study in it. Same study collection is used in both charts (first chart is for both entry and exits and second chart is for exits only). Both charts are aligned renko chart type. Session time is either first hour of NYSE open or full RTH. Number of days loaded is just 5-30 days. Problem: When I do market replay, it just pauses indefinitely at the end of first session on day1. This pausing happens with all replay modes except "standard replay". I have tried this using replay with "Charts with same Linked number" as well as "All charts in chartbook". None of the jump methods work either. Please let me know if this is a configuration issue or a known limitation. I am just handicapped without having to replay using "Calculate at every tick" option (I used this option for all my backtesting to maintain consistency). p.s. very impressed with the complex engineering work put into developing the overlay study. I started using this study and multicharts in chartbooks only recently on the latest version. Kudos to your engineers! EDIT: I just did a test and this issue happens on on timecharts also (M1 and 30 seconds chart types) Date Time Of Last Edit: 2023-04-05 09:04:31
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| [2023-04-05 14:11:56] |
| John - SC Support - Posts: 36350 |
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Offhand, it sounds like you are hitting an empty time period for that one chart, but since you are replaying multiple charts, the replay is going to keep running during that time, since there is data in the other charts. Refer to the following: Replaying Charts: Automatic Skipping of Periods Where There Is No Trading and Synchronization For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-05 18:06:34] |
| User61168 - Posts: 403 |
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Hi John, empty time period is definitely not the case because when I run in standard replay mode, I can see the data moving (i.e. development of renko bars) in both charts perfectly fine. By this, I mean....if I have a 10 brick renko chart and a 2 brick renko chart, while the 10 brick is building the bar, the 2 brick chart scrolls perfectly fine. There is no empty period in both the charts. Since both the charts are linked and following options are enabled via Chart>Linking>Type... link symbol,scroll position, session times, days to load and trade window, I am able to confirm the above. I am using same symbol on both charts. By design, replay should "skip" at end of session time and move to the start of session on the following day. The replay logic is not recognizing this "end of session" condition during multi-chart replays like it normally would for a single chart replay. Also, please note that my Study/Price Overlay Study in chart#1 is referencing chart#2 and in chart#2, I am referencing chart#1. I need to do this way only for one reason: automated Entries on higher brick size (chart#1 via simple alerts) with exits at bar close on lower brick size (chart#2) or vise versa. Could you please replicate this scenario and try it out. I feel this is a bug. p.s. Also note that "Calculate at every tick" replay mode works perfect for day one until it hits end of session time. I am only using session1. Session#2 is set to no. it nicely executes my trades and order fills per my study collection :- Date Time Of Last Edit: 2023-04-05 18:10:35
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| [2023-04-05 19:15:44] |
| User61168 - Posts: 403 |
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I just tested "Calculate at every tick" replay mode with session times of 6pm ET to 5pm ET in Session#1 (Session#2 set to none covering both regular and evening sessions worth of non-stop data). It works beautifully with no pausing. Can you please fix this issue in the next release? It would take me days to test in this mode for just one month of data :-(
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