mutichart trial report:one spike quote generate a strange range chart

P

pihhip

ONE and ONLY ONE spike quote generate a strange range chart,IT's seem a joke! Anyone can duplicate the phenomenon.
Mayebe stuffs in ET from tssupport.com could give a detail explaination.
Multichart maybe a power tool if the strange range barc chart could be gaven a reasonable explanation.

one spkie quote generate 6 bars,and TWO of them is OBVIOUSLY far from constant bars!

why?
 

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Here the solution from TSSUPPORT.COM :


TS SUPPORT:
Ni hao. How may I help you?
TS SUPPORT:
Hello Vie, how can I help you?
vie:
I got a strange range bar chart on one spike quote
TS SUPPORT:
Please tell me which data feed and resolution are you using?
vie:
http://www.elitetrader.com/vb/showthread.php?threadid=125300
vie:
there is a image
vie:
in the post
vie:
got it?
TS SUPPORT:
one moment please
vie:
you can duplicate the phenomenon also.

Operator TS SUPPORT has invited Sergee to join this conversation. Currently in room: Sergee, vie, TS SUPPORT.

vie:
hi
Sergee:
Hello Vie
Sergee:
I'm studying the picture
vie:
can you duplicate the phenomenon ?
Sergee:
Kindly wait one moment, please.
Sergee:
This seems to be a bad tick
vie:
yeah,a bad tick
Sergee:
you need to remove this tick manually
Sergee:
and the plot the chart for the same day

TS SUPPORT has left the conversation. Currently in room: Sergee, vie.

Sergee:
and then reload
vie:
why could one bad tick generate six strange range bars?
vie:
some time ,many such bad ticks in forex trading,
Sergee:
What we know for sure is that you need to correct it first
vie:
and then ?
Sergee:
reload
vie:
this is a BUG?
Sergee:
bad ticks aren't a program's bug
Sergee:
they are sometimes provided by the data feed
vie:
Yea
vie:
by data feed
vie:
but chart should;s plot six bars!
vie:
but chart should not plot six bars!
vie:
maybe ,that's all I could got from your support?
Sergee:
Yes, we agree with you. There's a need to filter out bad tick. The issue is according to what principle the algorithm should work. We would be grateful to you for suggesting us your ideas about how to recognize bad ticks.
vie:
it's not your bussiness to filter bad tick,I think
vie:
but plot data correctly
vie:
even though the bad tick
Sergee:
yes. It should. When such things occur our engineers fix the data manually. And later you could reload charts to receive valid data.
vie:
your range bar algorithm may have a bug!
Sergee:
Could you give me more explanation please.
vie:
one spkie quote generate 6 bars,and TWO of them is OBVIOUSLY far from constant bars!
vie:
so ,I think range bar algorithm may have a bug!
vie:
or may have some problom

Sergee:
The program breaks the bad tick into 5 bars
vie:
why break int 5 bars?
vie:
I understand it,it's your program algorithm!
Sergee:
in order to prevern buffer overflow
vie:
It's far from my understanding!
vie:
anyway ,THX sergee
 
Sergee:
Hold on a sec please
Sergee:
I will explain you how the algorithm works
vie:
yeah
Sergee:
As a means of protection against incorrect PriceScale §Ú MinMovement as well as bad ticks there's a counter for splitting of a tick into bars.
Sergee:
When the preset number (5) is exceeded the remaining part of the price and tick volume is used to form a bar and splitting discontinues.
vie:
algorithm of range bar should not as it

Sergee is now off-line and may not reply. Currently in room: vie.

Sergee is now on-line. Currently in room: Sergee, vie.

vie:
anyway ,multicharts is a power tool! not bad choice!
Sergee:
thank you vie. Our engineers were thinking about your suggestion
Sergee:
if the bad tick won't be split into a limited number of bars it can lead to buffer overflow
Sergee:
that's what practice has revealed

vie:
Ploting data correctly is more important than anyother ,anyway
Sergee:
no doubt
vie:
Thx for providing such good power tolls!
 
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