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volume is shown incorrectly

 
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EE123



Joined: 19 Aug 2010
Posts: 6

PostPosted: Sun Jan 30, 2011 8:50 am    Post subject: volume is shown incorrectly Reply with quote

Hi All,
Anyone could help me withe volume indicator, please ?

1) I have imported history to a "stock" object from an ascii file (through gui).

Here is the data:

31082000 29.49 30.75 29.47 30.47 1498880
01092000 30.66 31.82 30.57 31.72 918180
05092000 31.33 32.06 31.13 31.22 1066900
06092000 30.69 31.19 28.88 29.22 1270040
07092000 29.57 31.28 29.13 31.00 777040
08092000 30.82 30.82 29.25 29.44 698440
11092000 29.34 30.19 29.07 29.22 669900
12092000 28.67 30.04 28.50 28.88 672220
13092000 28.38 29.75 28.38 29.00 1093260
14092000 29.28 29.82 28.41 28.43 1524180
15092000 28.87 29.09 27.12 27.61 1409540
18092000 27.63 30.38 27.53 30.33 1516320
19092000 29.88 30.25 29.28 29.97 970620
20092000 29.70 30.71 29.28 30.52 812160

2) Looking at the chart in the "history" mode - all Ok.
(V for the bar - 672220)

(see "hist_mode.jpg" attached)

3) Then I have "generated ticks" and started testing mode - now "volume" is broken - (v = 4)

(see "testing_mode.jpg" attached)

Am I doing something wrong to generate "test ticks" or is it a bug ?

Pleaese help to clarify.



hist_mode.jpg
 Description:
history mode - volume is OK
 Filesize:  72.57 KB
 Viewed:  1952 Time(s)

hist_mode.jpg



testing_mode.jpg
 Description:
testing mode - volume is broken
 Filesize:  62.18 KB
 Viewed:  1952 Time(s)

testing_mode.jpg


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EE123



Joined: 19 Aug 2010
Posts: 6

PostPosted: Sun Jan 30, 2011 8:53 am    Post subject: Reply with quote

Please ignore M1 time frame notion in the first screenshot.
Data imported is D1 - so D1 bars are displayed in the M1 window anyway.
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FT Support



Joined: 11 Jul 2009
Posts: 902

PostPosted: Sun Jan 30, 2011 3:33 pm    Post subject: Reply with quote

What method of ticks generation do you use?

if you want to include volumes information then please use "Generate by real volume" method instead of "Generate by OHLC"

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EE123



Joined: 19 Aug 2010
Posts: 6

PostPosted: Sun Jan 30, 2011 5:43 pm    Post subject: Reply with quote

Thanks for quick response !

I have tried both methods of generation - neither is working. Vulume is shown correctly in the "history mode" but limited to around 4 (per D1 bar) in the "testing mode".

(I have tried this before posting here and tried it again - just in case. I have also "cleared" data for the symbol and loaded from ascii file of another stock. then - generated ticks again - "randomly by real volume - same results - volume is "4"(sometimes - "3) for each D1 bar and "20" for each W1 bar.

Could it be caused by the properties of the "symbol" ?

I am attaching it here - could you have a look ?

Could I ask you to post here some short sample of the data file (with date, quotes and volume) together with the settings for the symbol - I will then check on my installation if it works (btw - I have reinstalled ft2 from scratch today - this did not help). Or may be you could try loading my data (please see above)to your installation of ft2, then generate ticks and check if your volume in the "testing mode" is ok ?



symbol_properties.jpg
 Description:
symbol properties
 Filesize:  31.17 KB
 Viewed:  1935 Time(s)

symbol_properties.jpg


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EE123



Joined: 19 Aug 2010
Posts: 6

PostPosted: Sun Jan 30, 2011 6:09 pm    Post subject: Reply with quote

One more question, please - is there a MAX limit on the volume value (for D1 bars) which is allowed to use in the 'Testing mode'

Thanks !
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EE123



Joined: 19 Aug 2010
Posts: 6

PostPosted: Sun Jan 30, 2011 6:20 pm    Post subject: Reply with quote

I have perfomed a test - changed volume size of each D1 bar - so that max volume is below 100 - now it works in "testing mode" - no problem.

Can you clarify please - what is the limit on the max volume size for the D1 bars ?

Can the limit be removed , so that "testing mode" works the same way as "history mode" (there seem to be no limitation on the max volume size in the "history mode")

Thanks !
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FT Support



Joined: 11 Jul 2009
Posts: 902

PostPosted: Tue Feb 01, 2011 8:24 am    Post subject: Reply with quote

Hello,

volumes data do not display well in testing mode because you import daily bars but not M1 bars. When Forex Tester generates ticks for testing mode it generates ticks according to the M1 bars so if 1 minute bar has volume=10 then it will produce 10 ticks (if you choose "randomly by real volume" method). So the number of ticks in testing mode is equal to the volume of the bar but if you generate ticks based on Daily bars then it is not a good idea to produce ~672220 ticks per 1 bar, it will slow down the testing dramatically. That's why volumes data is ignored in testing mode if you only have data from high tmeframes.

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EE123



Joined: 19 Aug 2010
Posts: 6

PostPosted: Tue Feb 01, 2011 11:39 am    Post subject: Reply with quote

>> That's why volumes data is ignored in testing mode if you only have data from high tmeframes.


Thanks for clarification !
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