Custom Spreads Problem

[TURLIES]

Hi,

I have been experiencing the following issue with my Custom Spreads:

On Time Frames above 1min (eg: 2min or 5 min Time Frames), the Candles are not displayed correctly for the first minute.

eg: During the first minute into a 2min or 5min Candle, the "open" is not displayed correctly. As soon as the Candle enters the second minute of the Time frame, the Candle is displayed correctly.

Paul

[ACM]

Re: Custom Spreads Problem

Paul
As I understand it [and have seen it happen even on a 1 minute bar] the Open could actually change at any time during the interval if when a new bar for the spread is created not all the symbols in that spread also created a new bar with the same time stamp.
So what happens is that if any of the symbols in the spread does not have a new bar with the same time stamp the spread engine uses the last value of that symbol for the calculation of the spread. Then as the new bars are created for those symbols the spread engine updates the Open of the spread based on these values. If the values of the Open happen to be the same as the prior Close then you would not see a change in the Open of the spread however if they are different the Open of the spread would change
Alex

Originally posted by TURLIES
Hi,

I have been experiencing the following issue with my Custom Spreads:

On Time Frames above 1min (eg: 2min or 5 min Time Frames), the Candles are not displayed correctly for the first minute.

eg: During the first minute into a 2min or 5min Candle, the "open" is not displayed correctly. As soon as the Candle enters the second minute of the Time frame, the Candle is displayed correctly.

Paul

[TURLIES]

Hi Alex,
Thanks for your detailed explanation.

The issue does occur when I have two or more symbols in a Spread, so it does point to what you describe.

"...when a new bar for the spread is created not all the symbols in that spread also created a new bar with the same time stamp"

When you say "Time Stamp", does this mean that the symbols need to update at exactly the same time the new Candle starts (eg: 16:00hrs)? or does it mean they have to update within the Candle Interval (eg: between 16:00 and 16:01 for a 1min bar)?

I use Forex x-rates in my spreads (eg: eur@fxcm a0-fx + gbp@fxcm a0-fx) and they have a high update frequency, so I am not sure why the spreads are updating correctly after exactly 1min?

Thanks,
Paul

[ACM]

Paul

When you say "Time Stamp", does this mean that the symbols need to update at exactly the same time the new Candle starts (eg: 16:00hrs)? or does it mean they have to update within the Candle Interval (eg: between 16:00 and 16:01 for a 1min bar)?

The latter.
Alex

Originally posted by TURLIES
Hi Alex,
Thanks for your detailed explanation.

The issue does occur when I have two or more symbols in a Spread, so it does point to what you describe.

"...when a new bar for the spread is created not all the symbols in that spread also created a new bar with the same time stamp"

When you say "Time Stamp", does this mean that the symbols need to update at exactly the same time the new Candle starts (eg: 16:00hrs)? or does it mean they have to update within the Candle Interval (eg: between 16:00 and 16:01 for a 1min bar)?

I use Forex x-rates in my spreads (eg: eur@fxcm a0-fx + gbp@fxcm a0-fx) and they have a high update frequency, so I am not sure why the spreads are updating correctly after exactly 1min?

Thanks,
Paul