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H.Line(pClose) Value inconsistent - IB


HK~
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Previous close values on Portfolio and H.Line indicator inconsistent [believe H.LIne indicator erroneous]

Checked IB previous close values and matches Portfolio values.

@GCg14, @CLg14 incorrect

@ESg14 has correct  value however... 

 

May have to do with IB snapshot, not sure cause - intuitively would assume both values are derived from same source.

 

Since experienced backfill issue today as well, perhaps they are related - so posting as an FYI

 

fo38.jpg

 

 

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the values for Previous Close on horizontal lines are calculated, not just taken from Prev Close column. Has to be, since the H. Line is shown  for each previous day, not just the last one.  The PREV CLOSE column however just shows what IB returns.  if you look at the backfill data on the chart, the last bar on the previous day does in fact return CLOSE of 91.54.  I checked. On your chart, zoom in on the session break.

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Thank you for explanation, 

 

Same issue I have with easylanguage indicators [MC]. which are created by closing bar time.

[one of the applications for the % change measurement tool, couldn't obtain a consistent indicator via eld]

 

GC/CL futures pClose data is determined @ approximately 14:30 EST via CME settlement procedure. Ref:

CME GC settlement

CME CL settlement

 

Using the 14:30 closing bar, usually gets close, but never exact...

 

I was hoping that the MT pClose handled it differently and it would solve the settlement issue, oh well... 

 

Fortunately the Portfolio data is accurate

 

will make note,

 

Thanks again

 

HK

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