{"id":730,"date":"2011-10-30T21:41:19","date_gmt":"2011-10-31T04:41:19","guid":{"rendered":"http:\/\/qclsolutions.com\/home\/?p=730"},"modified":"2011-10-31T08:42:24","modified_gmt":"2011-10-31T15:42:24","slug":"myindex-with-tick-data-and-other-non-linear-time-series-data","status":"publish","type":"post","link":"https:\/\/qclsolutions.com\/home\/?p=730","title":{"rendered":"MyIndex with Tick data (and other non-linear time series data)"},"content":{"rendered":"<p><u>A new version of MyIndex is to be available on the TradeStation Strategy Network by 11\/1\/2011.<\/u> Even though MyIndex properly leaves the handling of data request errors to the TradeStation platform, two new inputs enable the user to specify more precisely how requests for multiple non-linear time series data streams are managed, and how any resulting errors are displayed.<\/p>\n<p>TradeStation does not support multiple non-linear time series data streams for charts. This is seen with a tick chart by trying to insert a second data stream.<br \/>\n<a href=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/MSchart10-30-2011-11-42-48-PM.png\"><img loading=\"lazy\" src=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/MSchart10-30-2011-11-42-48-PM.png\" alt=\"\" title=\"Multi-Symbol Charting Error\" width=\"440\" height=\"216\" class=\"alignnone size-full wp-image-741\" srcset=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/MSchart10-30-2011-11-42-48-PM.png 440w, https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/MSchart10-30-2011-11-42-48-PM-300x147.png 300w\" sizes=\"(max-width: 440px) 100vw, 440px\" \/><\/a><\/p>\n<p>The same multi-data rule for charts applies to data objects in OOEL code, and thus affects the MyIndex indicator. However, currently the TradeStation platform does not raise a multi-data error message when an indicator is instructed to request multiple non-linear time series data streams.<\/p>\n<p><b>In our testing, this lack of an error message from the TradeStation platform has been innocuous. For example:<\/b><\/p>\n<ul>\n<li>Opening a Tick chart and inserting the MyIndex indicator plots the closing values of the 1-tick data<\/li>\n<li><a href=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/Deflt10-30-2011-11-45-07-PM.png\"><img loading=\"lazy\" src=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/Deflt10-30-2011-11-45-07-PM.png\" alt=\"\" title=\"MyIndex default insertion to a tick chart\" width=\"440\" height=\"216\" class=\"alignnone size-full wp-image-743\" srcset=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/Deflt10-30-2011-11-45-07-PM.png 440w, https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/Deflt10-30-2011-11-45-07-PM-300x147.png 300w\" sizes=\"(max-width: 440px) 100vw, 440px\" \/><\/a><\/li>\n<li>Changing the &#8216;Symbols&#8217; input of MyIndex, so that it has 2 symbols like &#8220;AA,AAPL&#8221;, in the 1-tick chart, plots the closing values of\u00a01-tick data for &#8220;AA&#8221;. (Note that &#8220;AAPL&#8221; is ignored because TradeStation will not provide a second tick data stream.)<\/li>\n<li><a href=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/AAAAPL10-30-2011-11-46-45-PM.png\"><img loading=\"lazy\" src=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/AAAAPL10-30-2011-11-46-45-PM.png\" alt=\"\" title=\"Symbols=&quot;AA,AAPL&quot;\" width=\"440\" height=\"216\" class=\"alignnone size-full wp-image-746\" srcset=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/AAAAPL10-30-2011-11-46-45-PM.png 440w, https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/AAAAPL10-30-2011-11-46-45-PM-300x147.png 300w\" sizes=\"(max-width: 440px) 100vw, 440px\" \/><\/a><\/li>\n<li>Changing the &#8216;Symbols&#8217; input of MyIndex, so that it has 3, 4, 5, 6, etc. symbols in the 1-tick chart, continues to plot the closing values of\u00a01-tick data for &#8220;AA&#8221;.<\/li>\n<li>Changing the &#8216;Symbols&#8217; input of MyIndex, so that it has a large number of symbols in the 1-tick chart&#8230; at some point, the indicator <u>may<\/u> not respond. To terminate such a situation, one can simply right-click to &#8216;Format Analysis Techniques&#8217; and change the MyIndex &#8216;Symbols&#8217; input, or remove the indicator.<\/li>\n<li>If for some reason the platform becomes unresponsive, which is a possibility anytime the platform is running, the platform should be shutdown and restarted as follows:<\/li>\n<ul>\n<li>Open your Task Manager and End TradeStation as in the following image:<\/li>\n<li><a href=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/10-30-2011-3-32-03-PM.png\"><img loading=\"lazy\" src=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/10-30-2011-3-32-03-PM.png\" alt=\"\" title=\"Shutdown TradeStation\" width=\"593\" height=\"459\" class=\"alignnone size-full wp-image-734\" srcset=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/10-30-2011-3-32-03-PM.png 593w, https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/10-30-2011-3-32-03-PM-300x232.png 300w\" sizes=\"(max-width: 593px) 100vw, 593px\" \/><\/a><\/li>\n<li>Optionally, restart your machine since TradeStation runs several processes that often won&#8217;t close by simply closing the platform. (TradeStation Technologies can provide a batch utility to shutdown all TradeStation processes with\u00a0a click, if you need to do this frequently.)<\/li>\n<\/ul>\n<\/ul>\n<p>Since the multi-data error is typically innocuous, as noted above, the current MyIndex indicator handles the \u00a0multiple non-linear time series data requests scenario appropriately, by leaving it to the TradeStation platform.<\/p>\n<p><b>Other reasons to leave the multi-data error handling to TradeStation are as follows:<\/b><\/p>\n<ul>\n<li>The current TradeStation platform multi-data error handling behavior is likely preferable to most TradeStation customers, since they tend to be experienced with recognizing issues and resolving non-responsiveness (without the\u00a0need for distracting dialogs).<\/li>\n<li>Trying to handle error events for the platform, such as to raise events through the RaiseRunTimeError keyword, can currently lead to platform instability in TradeStation 9.0.<\/li>\n<li>TradeStation platform multi-data error handling behavior\u00a0may change in the future as TradeStation releases 9.0 updates and newer builds.<\/li>\n<li>It is possible that TradeStation may at some point support the simultaneous use of multiple non-linear time series data.<\/li>\n<\/ul>\n<p><b>In the new version of the MyIndex indicator, we are making the following updates:<\/b><\/p>\n<ul>\n<li>To avoid multiple non-linear time series data errors, the <u>AvoidMultiNtsData<\/u> input has been added. The default value is TRUE, so that multiple non-linear time series data requests will not be passed on to TradeStation. In such cases the indicator will return 0 values and will plot &#8220;ERROR: Multi-Non-Timed data&#8221; in the window status line.<\/li>\n<li><a href=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/ErrRaised10-31-2011-12-11-15-AM.png\"><img loading=\"lazy\" src=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/ErrRaised10-31-2011-12-11-15-AM.png\" alt=\"\" title=\"Symbols=&quot;GBPUSD,USDJPY&quot; now flatlines the returns and plots the error\" width=\"759\" height=\"482\" class=\"alignnone size-full wp-image-749\" srcset=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/ErrRaised10-31-2011-12-11-15-AM.png 759w, https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/ErrRaised10-31-2011-12-11-15-AM-300x190.png 300w\" sizes=\"(max-width: 759px) 100vw, 759px\" \/><\/a><\/li>\n<li>By default, a RunTimeError event will not be raised, since this can currently be problematic in TradeStation 9.0. However, RunTimeError events can be raised in such cases, by setting the new <u>DoRaiseEventOnError<\/u> input to TRUE.<\/li>\n<\/ul>\n<p>Look forward to version 4 of <b><u><a href=\"https:\/\/tradestation.tradingappstore.com\/ProductDetails.aspx?ParentId=1784\">MyIndex on the TradeStation Strategy Network<\/a><\/u><\/b>.<\/p>\n<p><b>* TIP for Tick chart users<\/b><br \/>\nHere is MyIndex plotting GBPUSD 1-tick data below Data1 which is EURUSD 1-tick:<\/p>\n<ul>\n<a href=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/GBPUSD10-31-2011-12-10-22-AM.png\"><img loading=\"lazy\" src=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/GBPUSD10-31-2011-12-10-22-AM.png\" alt=\"\" title=\"EURUSD and GBPUSD 1-tick data on the same chart\" width=\"759\" height=\"482\" class=\"alignnone size-full wp-image-752\" srcset=\"https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/GBPUSD10-31-2011-12-10-22-AM.png 759w, https:\/\/qclsolutions.com\/home\/wp-content\/uploads\/2011\/10\/GBPUSD10-31-2011-12-10-22-AM-300x190.png 300w\" sizes=\"(max-width: 759px) 100vw, 759px\" \/><\/a><br \/>\nAs long as there is only one Symbol in the &#8216;Symbols&#8217; input of MyIndex, the indicator can be used with 1-tick charts. This is an interesting application of MyIndex to work around the &#8220;Multi-symbol charting&#8221; limitation seen in the first image above. TradeStation does not allow plotting of two 1-tick data streams on the same chart, but with MyIndex this can be done.<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>A new version of MyIndex is to be available on the TradeStation Strategy Network by 11\/1\/2011. Even though MyIndex properly leaves the handling of data request errors to the TradeStation platform, two new inputs enable the user to specify more precisely how requests for multiple non-linear time series data streams are managed, and how any [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[21],"tags":[],"_links":{"self":[{"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=\/wp\/v2\/posts\/730"}],"collection":[{"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=730"}],"version-history":[{"count":34,"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=\/wp\/v2\/posts\/730\/revisions"}],"predecessor-version":[{"id":770,"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=\/wp\/v2\/posts\/730\/revisions\/770"}],"wp:attachment":[{"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=730"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=730"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/qclsolutions.com\/home\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=730"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}