JohnR Posted March 17, 2021 Report Share Posted March 17, 2021 Hi there! I'm trying out the latest MT with Tradier and am getting some weird results after hours. https://imgur.com/a/OhePiGX The wicks or candles after hours drop down to the regular hours closing price. This is a general problem, not just UPST tonight. Let me know what further information you need. Looks like a great program so far! Good job, and thanks for your help. --John Quote Link to comment Share on other sites More sharing options...
Mike Medved Posted March 18, 2021 Report Share Posted March 18, 2021 This is usually a datafeed problem. They send those quotes, MT records them. You can remove them by using spike filtering in charts - it's in the right-click menu. Quote Link to comment Share on other sites More sharing options...
JohnR Posted March 23, 2021 Author Report Share Posted March 23, 2021 Thanks, Mike. that was helpful, though still kind of a pain since sometimes the errors go in both directions around a static middle price, from which every candle then falsely appears to originate. This makes after hours trading difficult. I have never seen it show up during the regular session. Quote Link to comment Share on other sites More sharing options...
JohnR Posted March 29, 2021 Author Report Share Posted March 29, 2021 The "remove spikes" helps in some cases, but it looks like there are genuine bugs in after hours data handling. In the attached photos, note how the final candle alternately is dramatically lower and red, and otehrwise "normal", smaller, and green. These three screenshots were captured in sequence. This is a completely routine occurence for me after hours with Tradier. If somehow this is a Tradier issue, let me know how I could describe it to them, if possible, but I have another platform that does not show this problem (though, ironically, it has others). Quote Link to comment Share on other sites More sharing options...
JohnR Posted March 29, 2021 Author Report Share Posted March 29, 2021 And as a reminder, commonly most of the after-hours candles will be like the one on the right in the middle picture, going down/up to/from some arbitrary constant price near the closing price. Quote Link to comment Share on other sites More sharing options...
JohnR Posted March 30, 2021 Author Report Share Posted March 30, 2021 (edited) Some more persistent price anomalies, this time during regular hours. These persist, at least for the current bar, even after clearing and refilling all data. The last picture is at about the same time as the second picture, but I cleared all data. NB: there was no precipitous drop in Walmart stock at the time. WMT: EDIT: the pictures got rearranged in posting here. Sorry about that. Looks like the last picture inline in the message itself is chronologically the first, and vice versa. Attachment order is correct, but different from inline display, at least in my view of it. Edited March 30, 2021 by JohnR Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted April 2, 2021 Report Share Posted April 2, 2021 that is what we are getting from the datafeed. I know why it happens on their end in afterhours, though that does not help you. Only thing you can do is maybe adjust your spike filter settings to not allow values significantly outside bid/ask Quote Link to comment Share on other sites More sharing options...
JohnR Posted April 3, 2021 Author Report Share Posted April 3, 2021 (edited) Odd that it doesn't show up in other platforms that way. Edited April 3, 2021 by JohnR Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted April 3, 2021 Report Share Posted April 3, 2021 it depends on the datafeed and we have seen it in other platforms. Like I said - you can adjust the spike filtering and it will not show up in MT either. We just don't want to do it by default too much because it could cause false positives on the filter Quote Link to comment Share on other sites More sharing options...
JohnR Posted April 6, 2021 Author Report Share Posted April 6, 2021 Here is ISIG after hours, e.g. In ThinkorSwim, the chart looks normal; in MT, most candles spuriously include the closing price as a low. But I guess the explanation is data quality, TD Ameritrade versus Tradier? Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted April 6, 2021 Report Share Posted April 6, 2021 if you clear "current day" in MT and backfill, it will show OK, right? that is basically the equivalent of the TOS chart. if you use Ameritrade for the quotes instead of Tradier, are you still getting the issue? Quote Link to comment Share on other sites More sharing options...
Recommended Posts
Join the conversation
You can post now and register later. If you have an account, sign in now to post with your account.