Microseconds, which is one millionth (10−6 or 1/1,000,000) of a second, are a new step in accuracy of backtesting results and data sequencing. Its imperative that backtesting be as accurate as possible to ensure that systems perform as expected when placed into live trades. While some data feeds are introducing milliseconds in their data (which we also support), we added a scalable solution that covers even the more accurate timestamps of the future. In addition to existing TickID sequencing within microseconds this means that data sequencing during backtesting will be exactly the same as during real-time.
Time & Sales
Time & Sales information is used by professional traders to monitor the current price movements at its most detailed level. Time & Sales shows each individual trade as it occurs, and is displayed as a scrolling list. Time & Sales shows the exact price that each trade occurs at, and also whether the trade occurred at the bid or ask. This information shows whether there are currently more buyers or sellers, and also what prices they are buying and selling at. Also, Time & Sales shows the amount of volume that each trade includes (the number of contracts that were traded). This shows whether there are more contracts (being bought or sold, and at which prices the largest amounts of volume are trading.
Added a keyword datetime_bar_update(data_stream) to access Date and Time of the detailed series when using BarMagnifier. If theres no detalization data available, or BarMagnifier is turned off, It returns DateTime of the current bar.
In MultiCharts .NET the same is accomplished through the property Bars.BarUpdateTime.
Added order amount modification for AvaTrade and updated the API.
Added an option to LMAX data feed to Cache downloaded quote files.
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Ganz nette Kleinigkeiten. Ich bin allerdings mehr an der 9.0 interessiert bzw. an der 8.7 Beta 2, die dann endlich mehr Nachkommastellen beim BigPoint-Value haben wird.
Die Beta 1 von MultiCharts 8.7 ist draussen:
http://www.multicharts.com/traders-blog/?p=923
Ein kleiner Auszug:
Ganz nette Kleinigkeiten. Ich bin allerdings mehr an der 9.0 interessiert bzw. an der 8.7 Beta 2, die dann endlich mehr Nachkommastellen beim BigPoint-Value haben wird.