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Drawn Object slippage on volume charts with "small" bar size

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  • Drawn Object slippage on volume charts with "small" bar size

    I've noticed for a while that lines I draw with efs on a chart will "slip" when I use volume charts with "small" bar sizes, like 200V for ES.
    The image shows the difference between the chart as drawn in "live" and one drawn later (ie historic data, lower chart). See that the "live" chart clearly has the bars in the wrong place.
    I think this is associated with trades whose size spans multiple bars (ie Trade Vol > 200), or it maybe that a double span (V > 400) is the issue.
    Attached Files
    Last edited by Dave180; 11-14-2008, 12:55 AM.

  • #2
    Re: Bug: Drawn Object slippage on volume charts with "small" bar size

    Dave180
    FWIW I have been running the RealTimeSwings.efs [which uses the draLineRelative() function to draw the swings] since approximately 5:30 (EST) this morning on a 200V chart of ES #F set to Dynamic (as shown in youre image) and I have not seen the lines drifting on over 5000 real time bars.
    In the enclosed animation (which is approximately 4 minutes long) I scroll through all the swings calculated in real time and show also a couple of minutes of real time executions
    You may want to provide a sample script that can be used to try and replicate the issue
    Alex




    Originally posted by Dave180
    I've noticed for a while that lines I draw with efs on a chart will "slip" when I use volume charts with "small" bar sizes, like 200V for ES.
    The image shows the difference between the chart as drawn in "live" and one drawn later (ie historic data, lower chart). See that the "live" chart clearly has the bars in the wrong place.
    I think this is associated with trades whose size spans multiple bars (ie Trade Vol > 200), or it maybe that a double span (V > 400) is the issue.

    Comment


    • #3
      Alexis, Hi
      I've seen this too often to belive it doesn't happen. So let's just check the circumstances:

      1) There must not be a redraw caused by an ALLBARS. Ie you can't scroll back through the bars "too far" and cause more to be loaded (as can happen with Dynamic).
      2) ALLBARS can also happen if another chart forces the bars to be loaded from further back (such a pain to intensive efs).
      3) And I get the impression that an ALLBARS can just happen sometimes without obvious provovation, but I have no proof.
      4) This won't be so apparent in low-volume trading


      So you may want to debugPrint wallclock-timestamped ALLBARS occurences just to prove the data hasn't been redrawn?

      Comment


      • #4
        Here's what I see with the RTS indicator.
        See the slip on the LHS. I did screen shot a much earlier part of the chart, but found the RTS lines had been erased, ths shot still shows the effect.

        Bug? As per original post, believed to be related to bars < trade size.

        Ignore the other "parallel" lines, they are some cruddy test code I wrote a while back to investigate, they don't show as well here.
        Attached Files

        Comment


        • #5
          And here we are about 35 - 40 mins later, more slippage seen (and just starting to see the lines being erased, so no more "history" available)
          Attached Files

          Comment


          • #6
            Dave180
            After further testing I was able to replicate the issue and have passed the information on to eSignal's developers
            Alex

            Comment


            • #7
              Thanks Alexis

              Comment


              • #8
                Alexis, or anyone at eSignal, can you say which version this was fixed in please?
                [And belated apologies for never apparently posting the version I detected it in]

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