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MultiCharts + CQG = strange "Sell x Buy Volume" chart

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  • vit_bureanu
    replied
    Thanks for an advise, Support. Unfortunately, my trading strategy does not include the imbalance delta at all.
    I hope the MultiCharts will fix it, so I prefer to wait for a solution, because I like MC.

    Leave a comment:


  • Support
    replied
    Take a look at the delta candles and see if that may help you. contact our help desk at 18005601640 ext 1 for further assistance. MultiCharts 11 | New Imbalance Delta Candles & User Data Backup Features

    Leave a comment:


  • vit_bureanu
    replied
    Originally posted by dibser View Post
    Hello guys,
    I have a question. I downloaded and installed MultiCharts NET64 Special Edition platform with CQG demo datafeed to test it. And I was surprised that bid-ask charts looks strange.
    Hello dibser, I experience the same problem with Multicharts + CQG (1 tick per row, so the "resolution" of data is max). In my case the bid/asks are not good in real time, but are good when I do "total DB erasing and downloading whole history data".
    On history data bid/asks are OK, on real time are NOK, so I have contacted the Multicharts support, they inverstigate the cause and will let me know (I hope).
    Multicharts is a good platform, I think they will find a cause.
    Last edited by vit_bureanu; 01-03-2020, 03:50 AM.

    Leave a comment:


  • dibser
    replied
    Originally posted by GaOwl1 View Post
    Thank you for sharing that info, I got it to work finally on reg minute charts, will it work with any other type of chart style???
    I'm using it with regular chart type, so I don't know

    Leave a comment:


  • GaOwl1
    replied
    Thank you for sharing that info, I got it to work finally on reg minute charts, will it work with any other type of chart style???

    Leave a comment:


  • dibser
    replied
    Originally posted by GaOwl1 View Post
    Dibser…..how did you get the chart to that in the first place? Do you mind sharing what to do to get that look, what chart type, etc.....
    Settings tab
    chart type — regular
    resolution — 5 minute (for example)
    quote field — trade
    build volume on — trade volume
    show delta checkbox — off

    Style tab
    chart type — invisible bars

    Volume profile tab
    show volume profile checkbox — on
    type — buy vs sell volume
    breakdown by — ask vs bid traded delta
    time — every 1 bar
    style
    Up OC — visible
    Down OC — visible
    display text — sell x buy volume

    Leave a comment:


  • dibser
    replied
    Originally posted by Support View Post
    Rithmic and CQG are different datafeeds and as such there will be differences in how they digest and display incoming data. i notice that Cqg had a few more trades entered but outside of that the somewhat mirror each other. Im not sure what else to tell you as there is no "fix" for this as they are both functioning properly.
    Thanks for your replies guys.

    Yes I understand that datafeeds can have some differences but never thought that it could be soooo different . Today I tried to go deeper and installed demo of ATAS platform. I dont know what datafeed they are using in demo, but the bid-ask chart looks the same as bid-ask chart in Tigertrade. Please see screenshot below.

    I also found old thread at MultiCharts forum where developer said that "Historical IQFeed data is provided with at bid / at ask information. Historical data for all other data providers and realtime data is calculated on MultiCharts end by comparison of ask/bid/trade data series"— https://www.multicharts.com/discussi...4086767#p64066

    Maybe MC just can't properly interpret this bid-ask info?

    Click image for larger version  Name:	Screenshot (1190).png Views:	0 Size:	630.3 KB ID:	7730

    Click image for larger version  Name:	bidaskchartscomparison.png Views:	0 Size:	135.8 KB ID:	7731
    Last edited by dibser; 07-25-2019, 03:32 PM.

    Leave a comment:


  • GaOwl1
    replied
    Dibser…..how did you get the chart to that in the first place? Do you mind sharing what to do to get that look, what chart type, etc.....

    Leave a comment:


  • CollinPalmer
    replied
    Support is right..data can vary form feed to feed. But from the example you posted they look almost spot on.

    Leave a comment:


  • Support
    replied
    Rithmic and CQG are different datafeeds and as such there will be differences in how they digest and display incoming data. i notice that Cqg had a few more trades entered but outside of that the somewhat mirror each other. Im not sure what else to tell you as there is no "fix" for this as they are both functioning properly.

    Leave a comment:


  • dibser
    started a topic MultiCharts + CQG = strange "Sell x Buy Volume" chart

    MultiCharts + CQG = strange "Sell x Buy Volume" chart

    Hello guys,

    I have a question. I downloaded and installed MultiCharts NET64 Special Edition platform with CQG demo datafeed to test it. And I was surprised that bid-ask charts looks strange. I tried to compare with another platform — Tigertrade (+ Rithmic datafeed). I made two screenshots to show you that problem. As you can see total cluster volumes (ask plus bid) are the same on the left and right, but bid and ask are different in 90-99% of clusters. How can it be?

    on the left side — MultiCharts + CQG | 5minute Volume Profile | Sell x Buy Volume
    on the right side — Tigertrade + Rithmic | 5minute Bid x Ask Chart

    I also tried to change the settings in MC from "Ask vs Bid Traded Delta" to "Up vs Down Tick Delta" with no luck — charts doesn't look the same.
    Please help me, may be I missed something .

    P.S. sorry for my english.

    hi-res screenshots are here
    https://imgur.com/pOzKk6W
    https://imgur.com/TENnt1Y


    Click image for larger version  Name:	MC vs TT updowntick.png Views:	0 Size:	720.2 KB ID:	7705
    Click image for larger version  Name:	MC vs TT askbidtraded.png Views:	0 Size:	721.7 KB ID:	7704
    Last edited by dibser; 07-22-2019, 09:08 AM.

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