retesere20

example-nt8-mtf-REALTIME-VS-HISTORICAL---Interesting2

Mar 27th, 2019
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  1. else if (State == State.Configure)
  2. {
  3. AddDataSeries(Instrument.FullName, BarsPeriodType.Second, 3, MarketDataType.Last);
  4. }
  5. }
  6.  
  7.  
  8. int cb, mainBN, lastBN;
  9. bool isNewBar;
  10. double v_, v_cum_;
  11. protected override void OnBarUpdate()
  12. {
  13. //Print(State + " (" + Time[0].ToString() + ") " + CurrentBar);
  14.  
  15. int bp = BarsInProgress;
  16. int cb = CurrentBars[bp];
  17. if (bp==0)
  18. {
  19. //isNewBar =
  20. p(State, "1_TF: ", mainBN, Time[0], Volume[0]);
  21. }
  22. else if (bp==1)
  23. {
  24. mainBN = CurrentBars[0];
  25. if (isNewBar)
  26. {
  27. p("2TF NB");
  28. v_cum_ = Volume[0];
  29. }
  30. else
  31. {
  32. v_cum_ += Volume[0];
  33. }
  34. p(State, "2TF NB: ", mainBN, Time[0], v_cum_ + ":"+ Volume[0]);
  35. isNewBar = lastBN != mainBN;
  36. lastBN = mainBN;
  37. }
  38. }
  39.  
  40.  
  41. #######################
  42.  
  43. 134 ( 27-Mar-19 11:06:30 ) Historical | 1_TF: | 0 | 27-Mar-19 11:06:30 | 591
  44. 134 ( 27-Mar-19 11:06:30 ) Historical | 2TF NB: | 134 | 27-Mar-19 11:06:30 | 34:34
  45. 134 ( 27-Mar-19 11:06:33 ) 2TF NB
  46. 134 ( 27-Mar-19 11:06:33 ) Historical | 2TF NB: | 134 | 27-Mar-19 11:06:33 | 122:122
  47. 134 ( 27-Mar-19 11:06:36 ) Historical | 2TF NB: | 134 | 27-Mar-19 11:06:36 | 163:41
  48. 134 ( 27-Mar-19 11:06:39 ) Historical | 2TF NB: | 134 | 27-Mar-19 11:06:39 | 178:15
  49. 134 ( 27-Mar-19 11:06:42 ) Historical | 2TF NB: | 134 | 27-Mar-19 11:06:42 | 224:46
  50. 135 ( 27-Mar-19 11:06:45 ) Historical | 1_TF: | 134 | 27-Mar-19 11:06:45 | 296
  51. 135 ( 27-Mar-19 11:06:45 ) Historical | 2TF NB: | 135 | 27-Mar-19 11:06:45 | 296:72
  52. 135 ( 27-Mar-19 11:06:48 ) 2TF NB
  53. 135 ( 27-Mar-19 11:06:48 ) Historical | 2TF NB: | 135 | 27-Mar-19 11:06:48 | 36:36
  54. 135 ( 27-Mar-19 11:06:51 ) Historical | 2TF NB: | 135 | 27-Mar-19 11:06:51 | 78:42
  55. 135 ( 27-Mar-19 11:06:54 ) Historical | 2TF NB: | 135 | 27-Mar-19 11:06:54 | 88:10
  56. 135 ( 27-Mar-19 11:06:57 ) Historical | 2TF NB: | 135 | 27-Mar-19 11:06:57 | 92:4
  57. 136 ( 27-Mar-19 11:07:00 ) Historical | 1_TF: | 135 | 27-Mar-19 11:07:00 | 317
  58. 136 ( 27-Mar-19 11:07:00 ) Historical | 2TF NB: | 136 | 27-Mar-19 11:07:00 | 317:225
  59. 136 ( 27-Mar-19 11:07:03 ) 2TF NB
  60. 136 ( 27-Mar-19 11:07:03 ) Historical | 2TF NB: | 136 | 27-Mar-19 11:07:03 | 189:189
  61. 136 ( 27-Mar-19 11:07:06 ) Historical | 2TF NB: | 136 | 27-Mar-19 11:07:06 | 425:236
  62. 136 ( 27-Mar-19 11:07:09 ) Historical | 2TF NB: | 136 | 27-Mar-19 11:07:09 | 549:124
  63. 136 ( 27-Mar-19 11:07:12 ) Historical | 2TF NB: | 136 | 27-Mar-19 11:07:12 | 745:196
  64. 137 ( 27-Mar-19 11:07:15 ) Historical | 1_TF: | 136 | 27-Mar-19 11:07:15 | 1272
  65. 137 ( 27-Mar-19 11:07:15 ) Historical | 2TF NB: | 137 | 27-Mar-19 11:07:15 | 1272:527
  66. 137 ( 27-Mar-19 11:07:18 ) 2TF NB
  67. 137 ( 27-Mar-19 11:07:18 ) Historical | 2TF NB: | 137 | 27-Mar-19 11:07:18 | 147:147
  68. 137 ( 27-Mar-19 11:07:21 ) Historical | 2TF NB: | 137 | 27-Mar-19 11:07:21 | 283:136
  69. 137 ( 27-Mar-19 11:07:24 ) Historical | 2TF NB: | 137 | 27-Mar-19 11:07:24 | 368:85
  70. 137 ( 27-Mar-19 11:07:27 ) Historical | 2TF NB: | 137 | 27-Mar-19 11:07:27 | 455:87
  71. 138 ( 27-Mar-19 11:07:30 ) Historical | 1_TF: | 137 | 27-Mar-19 11:07:30 | 579
  72. 138 ( 27-Mar-19 11:07:30 ) Historical | 2TF NB: | 138 | 27-Mar-19 11:07:30 | 579:124
  73. 138 ( 27-Mar-19 11:07:33 ) 2TF NB
  74. 138 ( 27-Mar-19 11:07:33 ) Historical | 2TF NB: | 138 | 27-Mar-19 11:07:33 | 184:184
  75. 138 ( 27-Mar-19 11:07:36 ) Historical | 2TF NB: | 138 | 27-Mar-19 11:07:36 | 241:57
  76. 138 ( 27-Mar-19 11:07:39 ) Historical | 2TF NB: | 138 | 27-Mar-19 11:07:39 | 446:205
  77. 138 ( 27-Mar-19 11:07:42 ) Historical | 2TF NB: | 138 | 27-Mar-19 11:07:42 | 562:116
  78. 139 ( 27-Mar-19 11:07:45 ) Historical | 1_TF: | 138 | 27-Mar-19 11:07:45 | 577
  79. 139 ( 27-Mar-19 11:07:45 ) Historical | 2TF NB: | 139 | 27-Mar-19 11:07:45 | 577:15
  80. 139 ( 27-Mar-19 11:07:48 ) 2TF NB
  81. 139 ( 27-Mar-19 11:07:48 ) Historical | 2TF NB: | 139 | 27-Mar-19 11:07:48 | 311:311
  82. 139 ( 27-Mar-19 11:07:51 ) Historical | 2TF NB: | 139 | 27-Mar-19 11:07:51 | 505:194
  83. 139 ( 27-Mar-19 11:07:54 ) Historical | 2TF NB: | 139 | 27-Mar-19 11:07:54 | 549:44
  84. 139 ( 27-Mar-19 11:07:57 ) Historical | 2TF NB: | 139 | 27-Mar-19 11:07:57 | 750:201
  85. 140 ( 27-Mar-19 11:08:00 ) Historical | 1_TF: | 139 | 27-Mar-19 11:08:00 | 831
  86. 140 ( 27-Mar-19 11:08:00 ) Historical | 2TF NB: | 140 | 27-Mar-19 11:08:00 | 831:81
  87. 140 ( 27-Mar-19 11:08:03 ) 2TF NB
  88. 140 ( 27-Mar-19 11:08:03 ) Historical | 2TF NB: | 140 | 27-Mar-19 11:08:03 | 117:117
  89. 140 ( 27-Mar-19 11:08:06 ) Historical | 2TF NB: | 140 | 27-Mar-19 11:08:06 | 615:498
  90. 140 ( 27-Mar-19 11:08:09 ) Historical | 2TF NB: | 140 | 27-Mar-19 11:08:09 | 804:189
  91. 140 ( 27-Mar-19 11:08:12 ) Historical | 2TF NB: | 140 | 27-Mar-19 11:08:12 | 1050:246
  92. 141 ( 27-Mar-19 11:08:15 ) Historical | 1_TF: | 140 | 27-Mar-19 11:08:15 | 1138
  93. 141 ( 27-Mar-19 11:08:15 ) Historical | 2TF NB: | 141 | 27-Mar-19 11:08:15 | 1138:88
  94. 141 ( 27-Mar-19 11:08:18 ) 2TF NB
  95. 141 ( 27-Mar-19 11:08:18 ) Historical | 2TF NB: | 141 | 27-Mar-19 11:08:18 | 69:69
  96. 141 ( 27-Mar-19 11:08:21 ) Historical | 2TF NB: | 141 | 27-Mar-19 11:08:21 | 243:174
  97. 141 ( 27-Mar-19 11:08:24 ) Historical | 2TF NB: | 141 | 27-Mar-19 11:08:24 | 306:63
  98. 141 ( 27-Mar-19 11:08:27 ) Historical | 2TF NB: | 141 | 27-Mar-19 11:08:27 | 401:95
  99. 142 ( 27-Mar-19 11:08:30 ) Historical | 1_TF: | 141 | 27-Mar-19 11:08:30 | 444
  100. 142 ( 27-Mar-19 11:08:30 ) Historical | 2TF NB: | 142 | 27-Mar-19 11:08:30 | 444:43
  101. 142 ( 27-Mar-19 11:08:33 ) 2TF NB
  102. 142 ( 27-Mar-19 11:08:33 ) Historical | 2TF NB: | 142 | 27-Mar-19 11:08:33 | 18:18
  103. 142 ( 27-Mar-19 11:08:36 ) Historical | 2TF NB: | 142 | 27-Mar-19 11:08:36 | 126:108
  104. 142 ( 27-Mar-19 11:08:39 ) Historical | 2TF NB: | 142 | 27-Mar-19 11:08:39 | 141:15
  105. 142 ( 27-Mar-19 11:08:42 ) Historical | 2TF NB: | 142 | 27-Mar-19 11:08:42 | 232:91
  106. 143 ( 27-Mar-19 11:08:45 ) Historical | 1_TF: | 142 | 27-Mar-19 11:08:45 | 247
  107. 143 ( 27-Mar-19 11:08:45 ) Historical | 2TF NB: | 143 | 27-Mar-19 11:08:45 | 247:15
  108. 143 ( 27-Mar-19 11:08:48 ) 2TF NB
  109. 143 ( 27-Mar-19 11:08:48 ) Historical | 2TF NB: | 143 | 27-Mar-19 11:08:48 | 162:162
  110. 143 ( 27-Mar-19 11:08:51 ) Historical | 2TF NB: | 143 | 27-Mar-19 11:08:51 | 503:341
  111. 143 ( 27-Mar-19 11:08:54 ) Historical | 2TF NB: | 143 | 27-Mar-19 11:08:54 | 740:237
  112. 143 ( 27-Mar-19 11:08:57 ) Historical | 2TF NB: | 143 | 27-Mar-19 11:08:57 | 749:9
  113. 144 ( 27-Mar-19 11:09:00 ) Historical | 1_TF: | 143 | 27-Mar-19 11:09:00 | 749
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