Chat Session Logs

Participants - Msg Count
<Eddy> 96
<Mike> 56
<Steve_W> 33
<TA> 28
<tuna> 11
<Hayden> 6
<zonez> 5

4:27 pm:<Mike> Hi Bill
4:27 pm:<Hayden> Oh let's just sneak a question in now and see what happens
4:27 pm:<Mike> MPX busy with kids today fyi
4:27 pm:<Hayden> OK
4:27 pm:<Mike> Hi Zonez
4:28 pm:<LS_Bill> I guess all the Mac folks will be excited today, right Mike?
4:28 pm:<Eddy> hi guys
4:28 pm:<zonez> am i here?
4:28 pm:<LS_Bill> Hi Eddy
4:28 pm:<Mike> yes very!
4:28 pm:<Eddy> Hi Bill
4:28 pm:<LS_Bill> Hi zonez
4:28 pm:<zonez> hi all
4:28 pm:<zonez> hey bill
4:28 pm:<Eddy> Hi Chad.. long time no see
4:28 pm:<Mike> any mac good IRT news? g5 compile to start with?
4:29 pm:<Mike> I will test IRT on Intel chip for you all asap see if it runs and speed in Rosettia mode
4:29 pm:<Mike> Christine you here???
4:29 pm:<TA> hey all
4:29 pm:<LS_Chad> Hey Eddy
4:30 pm:<TA> whats tuna doing in here?
4:30 pm:<TA> lol
4:30 pm:<TA> IRT wannabe
4:30 pm:<Mike> 3:30 Questions, issues, news anyone? Chris appears away
4:30 pm:<TA> yes
4:30 pm:<zonez> lol
4:30 pm:<Eddy> Hi Chad -
4:30 pm:<Eddy> oops
4:30 pm:<Hayden> I do have a question for Chad, the problem of multiple buys of the same stock into IRT portfolio.....
4:31 pm:<Mike> few nice swings today in ER maybe other markets also
4:31 pm:<TA> is there something in IRT that is similar to an Esuck EFs?
4:31 pm:<Eddy> still testing new feature of the last 10 months.. quite a lot
4:31 pm:<Hayden> The rule I have to stop it, that you gave me a year ago is:
4:31 pm:* zonez slaps tuna around a bit with a large trout
4:31 pm:<zonez> there's just something i like about slapping a tuna w/ a trout
4:31 pm:<Hayden> IF( POS=1 ) THEN SET( V#10 , 0 ); IF( POS_STATE > 0 ) THEN SET( V#10 , 1 ). I sent it to Support and they said that the V# should not be the same
4:31 pm:<Mike> Hi Thomas, welcome, I see you are on 814 version of IRT, latest is 8.2.0 fyi
4:32 pm:<Eddy> lol TA / i like the way you name Efs... / here we do it the token way
4:32 pm:<LS_Bill> what do you find most useful so far Eddy? amongst the new features, that is
4:32 pm:<Thomas> OK THANKS
4:32 pm:<TA> :0
4:32 pm:<LS_Bill> to update the release, choose Check for Updates from the I/RT help menu
4:33 pm:<LS_Chad> Yea...looks like we were initializing V#10 to 0 on first bar of the session (I'm sure that is how POS is setup)..then setting it to 1 whenever we get in a position
4:33 pm:<Eddy> Custom columns became very powerful with the new way of triggering schedule from there
4:33 pm:<LS_Chad> your entry rule should probably be including "AND V#10 = 0" to prevent multiple positions on the same symbol in the same day
4:34 pm:<LS_Bill> right, that's a power user feature so sure. signal actions are supported directly now, Eddy
4:34 pm:<Hayden> Support (who is that in the back room?) suggested that I should have another V#, so that's what I did.
4:34 pm:<LS_Bill> you don't need a schedule to trigger a trading order, since trading orders are now inside signal action
4:34 pm:<Eddy> I enjoy such feature...
4:34 pm:<Eddy> indeed / opens lots of flexibility
4:35 pm:<LS_Chad> You also have new options for when actions are triggered
4:35 pm:<LS_Bill> I was having trouble with my wlinn email account, so I have been using support as default email
4:35 pm:<Mike> Hi berma
4:35 pm:<berma> hi
4:35 pm:<LS_Chad> first time rule is true, every time rule becomes true, etc
4:35 pm:<LS_Bill> I have a bad habit of not signing my emails
4:35 pm:<TA> Bill, i want to download excel data sheet into IRT...possible?
4:35 pm:<LS_Bill> yes, use FIle: Import:
4:35 pm:<LS_Bill> "current quotes/other data"
4:36 pm:<Mike> what data TA? symbols?
4:36 pm:<LS_Bill> you have to setup a format that matches the field order of the file you wish to import
4:36 pm:<TA> value areas and such
4:36 pm:<LS_Bill> you can import those into V# variables
4:36 pm:<Mike> Bill email signing could use a automated footer :)
4:36 pm:<LS_Bill> Set those up in Setup: Prefs: User Variables
4:37 pm:<Mike> TA IRT can calculate VA's fyi
4:37 pm:<LS_Bill> that's pretty high tech for me, Mike
4:37 pm:<Eddy> Bill : in fact, the whole trick is to be able to manage global arrays from different chart running on different timeframe so that you avoid running unnecessary MPD's and managing a whole trading system from a single charts...
4:37 pm:<TA> mike, with an MP chart..yes?
4:37 pm:<Mike> VA is a TI for regular charts, MP has VA also
4:38 pm:<LS_Bill> Sounds like you should write a tutorial on this approach Eddy ;-)
4:39 pm:<Eddy> Bill : the first step will be to update the NT - IRT one, whenever we reach a stable situation there / ie with orderID and strategy ID management..
4:39 pm:<Eddy> any thought on this side since last week btw ?
4:40 pm:<LS_Bill> I've been working on the Order ID implementation we discussed in last week's chat
4:40 pm:<Eddy> nice
4:40 pm:<LS_Bill> the user interface side of it is pretty much done
4:41 pm:<LS_Bill> so by next week I hope to have this part completed for 8.2.1
4:41 pm:<Eddy> btw, just to make sure, the single change on 8.2 (NT wse) is T# support for strategy name ? correct ?
4:41 pm:<TA> mike
4:41 pm:<TA> missed your ?
4:41 pm:<LS_Bill> right Eddy
4:41 pm:<TA> Es
4:41 pm:<Eddy> ok
4:44 pm:<TA> [16:36] <LS_Bill> you have to setup a format that matches the field order of the file you wish to import
4:44 pm:<TA> how would i do that
4:44 pm:<LS_Bill> I have had isolated reports of crashing with 8.2, so far have been unable to reproduce
4:44 pm:<LS_Bill> Setup: Prefs: Format
4:44 pm:<LS_Bill> e.g. if you have a file with ticker and 3 numbers to import
4:45 pm:<LS_Bill> setup a format as ticker,V#1, V#2, V#3
4:45 pm:<LS_Bill> give that format a name and use it the FIle: Import window
4:45 pm:<LS_Bill> the data, when imported will flow into user variables V#1 2 and 3
4:45 pm:<LS_Bill> you can assign names to those V# variables using Setup: Pref: User Variables
4:46 pm:<LS_Bill> so you can better remember what usage those V#1 tokens have
4:46 pm:<LS_Bill> the names you assign are shown in the menus and in the quotepage when you show V# variables as columns
4:47 pm:<Mike> TA these special numbers? or IRT in TPO/MP chart has VA calculation in it already fyi
4:47 pm:<TA> both mike
4:48 pm:<Mike> ok
4:48 pm:<TA> i want them on a candle chart mike..horizontal line
4:48 pm:<TA> lines
4:48 pm:<LS_Bill> in the Ref Line indicator setup in IRT you can assign a V# variable to the line and it will auto plot at the import value
4:49 pm:<Mike> there is a VA tech. indicator for that automatically also
4:49 pm:<TA> mike, thats MP based
4:49 pm:<TA> ?
4:49 pm:<Mike> Chad?
4:50 pm:<Eddy> i think you can add it on a regular candle chart i think thru a custom indicator
4:50 pm:<Mike> I think there are MP VA tokens you can use maybe in ref lines as a token, yes, but let Chad verify or I have to look
4:50 pm:<Eddy> yep
4:50 pm:<LS_Bill> http://www.linnsoft.com/tour/techind/va.htm
4:51 pm:<Eddy> thats the link
4:51 pm:<Mike> ah no tokens in ref lines hmm then need to do vi a CI as Eddy says
4:51 pm:<Mike> is it hard to add tokens to ref lines?
4:51 pm:<LS_Bill> you mean labels?
4:52 pm:<TA> yes labels for lines that are from excel
4:52 pm:<LS_Bill> there is a preference for that in the ref line setup
4:52 pm:<LS_Chad> can do the VA through either the VA indicator...or the Profile indicator.
4:52 pm:<Mike> one sec
4:52 pm:<TA> yes
4:52 pm:<LS_Bill> you specify a title text that appears as a label for the line
4:52 pm:<Mike> Chad he want MP VA on candle charts
4:52 pm:<TA> i want to import from a spreadsheet
4:53 pm:<LS_Bill> mike, please wait a sec
4:53 pm:<LS_Bill> TA, import the values into V# variables as I said earlier
4:53 pm:<TA> zonez, help me..
4:53 pm:<LS_Bill> then you can had V# pegged ref lines, with appropriate labels, in the chart
4:53 pm:<LS_Chad> I would try using the Profile indicator
4:53 pm:<Eddy> what is your frequency of importing data TA ? once a day ?
4:53 pm:<LS_Chad> has VA built in..as well as POC
4:54 pm:<Mike> yes :)
4:54 pm:<TA> Chad, don't want that thanks
4:54 pm:<TA> ok bill
4:54 pm:<TA> Chad, i have other lines i want RTE: open and such
4:54 pm:<TA> RTe=RE:
4:55 pm:<LS_Chad> ok..you can import the values...not the labels
4:55 pm:<LS_Bill> right, the labels are part of the ref line setup
4:55 pm:<Steve_W> Hello folks
4:56 pm:<LS_Chad> probably a good idea to somehow allow V#-based ref lines to be labelled automatically with their V# title
4:56 pm:<LS_Chad> but not currently available
4:56 pm:<LS_Bill> thats a good idea
4:56 pm:<Eddy> yep
4:56 pm:<Mike> agree
4:56 pm:<LS_Bill> if the title setup is blank IRT could at least fill in the V# title for you
4:57 pm:<Steve_W> Hi Eddy!
4:57 pm:<Eddy> Hi steve / btw, back from your world tour ?
4:57 pm:<Steve_W> yes
4:57 pm:<Steve_W> for 6 months :-(
4:57 pm:<Eddy> lol
4:57 pm:<Steve_W> how are the twins
4:58 pm:<Steve_W> sleeping the night surely
4:58 pm:<Eddy> almost 2 yrs old / starting to speak...
4:58 pm:<Steve_W> sweet
4:59 pm:<Eddy> Btw Bill, i saw you removed the download report logs when you dl big chunk of data
5 pm:<Christine> hi Bill....any news on opening prices for IB when IRT starts after open?
5 pm:<LS_Bill> which report was that?
5 pm:<Eddy> however, when you launched a big download (a 30 minute one for a Eminis), issue is you can't see now whenever the download is stuck at some stage
5 pm:<Eddy> thats just the regular message window
5 pm:<LS_Bill> When IRT starts after the open, the first trade price becomes the open. Nothing new has been done yet to enhance that...
5:01 pm:<LS_Bill> Eddy, the message log you mean?
5:01 pm:<Eddy> in the past, for every 1000 ticks dl, you had one line saying ES 1000 ticks ..
5:01 pm:<Eddy> yep
5:01 pm:<LS_Bill> oh, yes, I think that was judged to be unnecessary at some point and eliminated
5:01 pm:<Eddy> now, if the download is tuck, you just don't see it...
5:01 pm:<Eddy> stuck
5:02 pm:<Eddy> i agree / this was too much
5:02 pm:<LS_Bill> well, maybe I'll add it back just in the status bar message area
5:02 pm:<Eddy> but would be nice to have one way to see that data is still flowing in
5:02 pm:<Eddy> for example
5:02 pm:<Mike> agree
5:03 pm:<Eddy> when i launch my monthly eSignal download, takes me at least 3 to 5 hours / with biggest instrument needing 30 to 45 minutes for a full dl
5:04 pm:<Eddy> i download at 1 tick periodicity of course
5:06 pm:<Eddy> Bill, i read as well you removed at some stage a bug having to do with importing data with lots (ie millions) of ticks
5:06 pm:<LS_Bill> I just checked the eSignal DLL for IRT and it still shows that the message is going out every so often
5:06 pm:<LS_Bill> every 25 "blocks" from eSignal
5:07 pm:<LS_Bill> it's going to the status message area now, not to the message log
5:07 pm:<Eddy> in the bar message area u mean
5:08 pm:<Eddy> but i can tell sometime, it doesn't show up...
5:10 pm:<LS_Bill> so you want a way to see these in the log file?
5:10 pm:<LS_Bill> so you can keep track of progress better
5:11 pm:<Eddy> once every 25 should be ok
5:12 pm:<Eddy> ie not inducing any overload of the msg log window
5:12 pm:<Eddy> but just a blinking indicator telling me IRT receive data would be fine as well...
5:13 pm:<Mike> i second that mytrack dl is chunky for ticks
5:13 pm:<Eddy> whatever the easiest
5:13 pm:<Mike> a thermometer progress indicator be great like 45% done etc...
5:14 pm:<Eddy> just need something telling me the dl is still going on for sure..
5:14 pm:<Mike> yes
5:14 pm:<LS_Bill> IRT asks for ticks by time range. IRT has no idea how many ticks to expect, it's different for each symbol
5:15 pm:<LS_Bill> so you see, a % complete progress bar is impossible
5:15 pm:<LS_Bill> eSignal doesn't tell IRT in advance how many tick blocks it's about the send
5:15 pm:<Eddy> thats too hitech for me :-)
5:15 pm:<Mike> well 0 of 3 days IRT asks for
5:15 pm:<LS_Bill> it just starts sending them and it lets IRT know when the last one arrives
5:16 pm:<Eddy> btw, should a "BARS" column be updated in realtime on a QP during a dl ?
5:16 pm:<LS_Bill> in mytrack, IRT asks for N days, one at a time, so that's a little different
5:16 pm:<Mike> well a dl done be good enough then
5:16 pm:<LS_Bill> we still don't know how many ticks to expect so a progress bar would be inaccurate
5:16 pm:<LS_Bill> IRT does put out a dl done message to the message log in every case
5:17 pm:<Mike> yes for tick dl case
5:17 pm:<LS_Bill> the message actually comes from the import process when it's done importing the ticks into the database.
5:18 pm:<LS_Bill> are there any other questions, issues, comments ?
5:18 pm:*** Terry has left
5:19 pm:<Eddy> Bill, would a CC with CI=BARS be updated in realtime during a download ,
5:21 pm:<Steve_W> Bill, I am confused about why weekly data for a portfolio does not go back as far as the daily data?
5:22 pm:<LS_Bill> one sec Eddy,checking something.
5:22 pm:<Steve_W> currently my portfolio has 8 months daily but will only display 2 weeks weekly
5:22 pm:<LS_Bill> Steve, are you keeping weekly data AND daily data or just daily data?
5:22 pm:<LS_Bill> you need to turn off the weekly check box on your instruments
5:22 pm:<Steve_W> I HAVE NOW TRIED IT BOTH WAYS
5:22 pm:<Steve_W> OK I'll TRY THAT
5:22 pm:<LS_Bill> that way IRT knows to use the daily bars to make weekly bars as needed
5:23 pm:<LS_Bill> that's our recommended setting
5:23 pm:<LS_Chad> SET(MON, -MON_WEEKLY)
5:23 pm:<LS_Bill> the only reason for having two collections if you have radically different retention period for the 2, e.g. 2 years of daily and 10 years of weekly
5:23 pm:<LS_Bill> you don't necessarily want to keep 10 years of daily just to produce those weekly charts
5:23 pm:<Steve_W> I think that it was unchecked and when I couldn't get the chart I tried checking
5:24 pm:<Steve_W> I keep all daily for everything as far back as 196 so I don't need weekly checked off
5:24 pm:<Steve_W> 1960
5:24 pm:<Steve_W> sorry about the typos
5:25 pm:<Steve_W> when my scheduled after mkt stuff finishes shortly I'll uncheck the box
5:26 pm:<LS_Bill> actually, that might work Eddy, since each block is imported separately
5:26 pm:<Steve_W> All my Instruments do not have the weekly box checked ...... just that portfolio
5:26 pm:<LS_Bill> ok, that will fix it then.
5:27 pm:<Eddy> Bill : i just check, CC not updating..
5:27 pm:<Eddy> may be because session is closed
5:28 pm:<LS_Bill> if you click to sort the CC column it will force a recalc of the column
5:28 pm:<LS_Bill> regardless of whether session is open
5:29 pm:<Steve_W> Tat fixed it Bill
5:29 pm:<Steve_W> that
5:29 pm:<Eddy> ok, just close and reopen it, then i get CC updated
5:29 pm:<Steve_W> don't know how that box got checked then
5:29 pm:<Steve_W> hmmm
5:29 pm:<Eddy> lets try to force recalc by sorting
5:31 pm:<Eddy> oops, freezing / i already saw BARS was taking lots of time to update, when having a loaded database
5:31 pm:<Steve_W> Bill I tried downloading and upgrading to 8.2 and so far so good. Mkt was only open a few minutes
5:31 pm:<LS_Bill> ok Steve, keep me posted
5:31 pm:<LS_Bill> how many millions of ticks do you have on your database
5:31 pm:<Eddy> to many
5:31 pm:<Steve_W> is it possible for a dl'd program to be almost perfect and still run?
5:32 pm:<Mike> i have 3 mill maybe not sure
5:32 pm:<LS_Bill> there were some problems that surfaced a few months ago if the tick count exceeded 7 million or so, those are fixed now however
5:32 pm:<Eddy> Bill, one day, you need to be able to maintain a database per instrument managing 100 ticks bars, the way you do for 1 min bars
5:33 pm:<Mike> need ticks for playback someday though
5:33 pm:<Eddy> i always need 100 ticks per bars, while i really use only 4 ticks :-)
5:33 pm:<Mike> but could be from external files of ticks maybe
5:33 pm:<Eddy> the ohlc of the 100 tick bars
5:33 pm:<LS_Bill> you mean a separate db apart from the minute bars db ?
5:33 pm:<LS_Bill> users often want both time based and tick based periodicities
5:34 pm:<Eddy> yep, with a custom nb of ticks for a given instrument
5:34 pm:<LS_Bill> it would be unwise to make them choose one or the other
5:34 pm:<Eddy> not exactly what i mean Bill
5:34 pm:<Eddy> we discuss that in the past
5:34 pm:<LS_Bill> yes, I recall
5:34 pm:<Eddy> I would like to be able to backtest 100 tick bars periodicity for a long period
5:35 pm:<Eddy> without having to maintain all the ticks ion the database
5:36 pm:<LS_Bill> right, just store the tick bars as a separate type of bar data, independent of tick or timebased bars
5:36 pm:<Steve_W> cool idea
5:36 pm:<Steve_W> idea
5:36 pm:<LS_Bill> the trouble is keeping them in sync
5:36 pm:<Eddy> we even thought at the time even to use the free OI area to store the period city info of such a bars import :-)
5:36 pm:<Mike> I'd update external file of ticks weekly lets say
5:37 pm:<Mike> I need 2 years of ticks only for back test stuff
5:37 pm:<Eddy> yep, synch was one of the issue
5:37 pm:<LS_Bill> even 10 ticks per bar would reduce the storage cost 10 to 1
5:38 pm:<Eddy> and speed up the whole thing
5:38 pm:<LS_Bill> and IRT could then roll up 10 ticks per bar into any multiple of 10
5:38 pm:<Eddy> exactly
5:38 pm:<LS_Bill> the problem is that IRT is designed to have one central source for everything
5:38 pm:<Eddy> good memory :-)
5:39 pm:<Mike> no problem = challenge
5:39 pm:<LS_Bill> and if you decide to keep 10 tick per bar data, then that may mean you don't get high qualify one minute bars derived from that
5:39 pm:<Steve_W> make the bt run ssssoooo much faster too
5:39 pm:<LS_Bill> so the only way to do it is to keep the tick bars apart from the time based data entirely
5:39 pm:<LS_Bill> but then this opens up a huge synchronization problem
5:40 pm:<LS_Bill> in realtime, we now have to be concerned about collecting TWO streams of data, one for the time based data (as it works now) and a new one that keeps creating tickbars for retention
5:40 pm:<Mike> store time stamp with ticks
5:40 pm:<LS_Bill> we do
5:40 pm:<Eddy> not correct bill
5:41 pm:<Eddy> ?
5:41 pm:<LS_Bill> every tick has a time stamp, but for a 10 tick bar we only have on stamp, the ending time of the bar
5:41 pm:<Eddy> you do already now u mean
5:41 pm:<Mike> start and end time
5:41 pm:<LS_Bill> we do save time stamp for each tick
5:41 pm:<LS_Bill> we only have one time data element per bar, the ending time of the bar
5:42 pm:<LS_Bill> you see in time based periodicities, e.g. one minute bars, the ending time tells us when the bar ends so we can easily determine when it began
5:42 pm:<Eddy> but for a 10 tick bar we only have on stamp, the ending time of the bar =< is that an issue ,
5:42 pm:<Eddy> ?
5:42 pm:<LS_Bill> since the bar is for a fixed length of time
5:43 pm:<LS_Bill> one time stamp per bar, the time of the last tick of than N tick bar
5:43 pm:<Steve_W> Bill - when a backtest runs and then completes, in the message area by the main toolbar it says - "Historical Import Complete" and to the right of that it gives the BT symbol and the BT Name
5:43 pm:<Eddy> we need to be able to acces such feature only offline for backtest purpose
5:44 pm:<Steve_W> why does it say historical import complete?
5:44 pm:<LS_Bill> Steve, that is the import of trading system results into the historical data for the BT symbol
5:44 pm:<LS_Bill> so you can see the value line in the chart of that symbol
5:44 pm:<Steve_W> ahh ok
5:45 pm:<Steve_W> wondered what that was about
5:45 pm:<Steve_W> in the message log too
5:45 pm:<Steve_W> makes sense
5:45 pm:<LS_Bill> so eddy you want to be able to get N tick bar data from IRT or any source and feed it directly into back test
5:45 pm:<Steve_W> I guess :-)
5:46 pm:<LS_Bill> to eliminate the need to pull the ticks from the database
5:46 pm:<Mike> Bill someday I'd hope IRT to use playback and playback source is external file of text tick data
5:46 pm:<Eddy> yep Bill
5:46 pm:<LS_Bill> you don't care about charting and quotepage CC's and all the other things
5:46 pm:<Mike> me to I sure;y don't need 2 years of ticks other then to back test opti etc...
5:46 pm:<Eddy> i will create such 100 tick bar data by using the IRT export feature....
5:47 pm:<LS_Bill> you just want to run a back test/optimization on pre-staged tick per bar data
5:47 pm:<Eddy> exactly..
5:47 pm:<Eddy> offline
5:47 pm:<tuna> yeah to be able to replay tpo charts would be a huge plus imo
5:47 pm:<Mike> well I did look at a tick based chart on 10/1/2004 other day
5:47 pm:<Mike> to verify good or bad data
5:48 pm:<Mike> tuna someday IRT get playback, it on there to-do list :)
5:48 pm:<LS_Bill> that would not be hard to do eddy, for a single instrument
5:48 pm:<tuna> it would make MP training a breeze
5:48 pm:<LS_Bill> it would be a pain for the user to create one file per symbol
5:48 pm:<Eddy> then, online, i will collect all tick, as anyhow i only need to store few days of tick history for live automated daytrading purpose
5:49 pm:<Mike> yes tuna and playback 2x 5x 10x speed even :)
5:49 pm:<LS_Bill> how did this suddenly turn into a discussion of playback enhancements ;-)
5:49 pm:<tuna> eSignal has playback,,,but not for MP
5:49 pm:<tuna> right mike
5:49 pm:<Eddy> bill, u mean for playback / i agree
5:49 pm:<LS_Bill> ?
5:49 pm:<Mike> really tuna humm great IRT can out do them then, great
5:50 pm:<Eddy> <LS_Bill> it would be a pain for the user to create one file per symbol
5:50 pm:<tuna> that would be perfect
5:50 pm:<Eddy> Bill : Mike experience of making diversion..
5:50 pm:<Mike> reading from external file Bill is related or simi liar if not same as playback
5:50 pm:<Mike> sorry i be quiet then
5:51 pm:<LS_Bill> so just a new option in back test setup that says, get back test data from file named "mydata.txt" periodicity 100 ticks/bar
5:51 pm:<Mike> sure or tick data Bill?
5:51 pm:<LS_Bill> you don't need this for tick data since IRT already does tick data back testing
5:51 pm:<Eddy> ok Bill, so this mean no MPD in back test signals to other light symbol i would keep a 1 tick database of ??
5:52 pm:<Mike> well to store tick data in file vs. irt db
5:52 pm:<tuna> pass that suggestion on to Chad
5:52 pm:<LS_Bill> yes, MPD could not be used since it goes to the database
5:52 pm:<tuna> about the tpo replay
5:52 pm:<LS_Bill> but all indicators that don't load their own data use the data of the instrument
5:53 pm:<Mike> I back test on .5 change bars that is tick based.
5:53 pm:<Eddy> ok Bill
5:54 pm:<Eddy> the main idea is issue is that you need to run back test for eminis futures with directly 100 tick type of bar, but always interesting to refer to the cash instrument (like $SPX, ticking very 15 sec or so)
5:54 pm:<LS_Bill> the lack of MPD reduces the appeal of this allot
5:54 pm:<Eddy> using all the ticks
5:54 pm:<LS_Bill> I guess you could use MPD but you would be relying on the database to have the same data coverage
5:55 pm:<Eddy> but if import in the new database all the ticks of another instrument
5:55 pm:<Eddy> could I MPD it ?
5:55 pm:<LS_Bill> yes
5:55 pm:<LS_Bill> assuming that the data in your file is consistent
5:56 pm:<Eddy> which means ,
5:56 pm:<Eddy> ?
5:57 pm:<Eddy> do i need the same end tiime for bars of other instruments ?
5:57 pm:<LS_Bill> you couldn't do this in realtime while bars were forming
5:57 pm:<LS_Bill> right, same end time
5:57 pm:<Eddy> realtime not an issue
5:57 pm:<Eddy> back test here the target
5:57 pm:<LS_Bill> as long as the data in the database overlaps in time with the data in your file
5:58 pm:<LS_Bill> mpd should work okay
5:58 pm:<Eddy> not sure i catch it all
5:58 pm:<Eddy> let say i got tick database based on instrument A 100 tick bars
5:59 pm:<tuna> mike,,as far as i know nobody has a tpo chart that replays
5:59 pm:<Eddy> I got instrument B with lets say 1 tick data information
5:59 pm:<tuna> probably why people cant understand it
5:59 pm:<Eddy> not in synch by definition with end time of 100 tick bars
6 pm:<Mike> ok tuna, that be part of IRT playback someday...
6 pm:<Mike> I guessing
6 pm:<Eddy> then i guess i could MPD a signal (for A) to get the last price data of B, ie returning last value of B timed before the current A end bar time
6:01 pm:<tuna> otherwise it takes time an effort to learn
6:01 pm:<Mike> good IRT selling tool, TPO playbacks :)
6:01 pm:<tuna> so that knocks out most people right there
6:06 pm:<LS_Bill> okay, I'll think about all those some more. Thanks for the input. TIme for me to head out.
<LS_Bill> 118