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example-nt8-mtf-REALTIME-VS-HISTORICAL---Interesting

selnomeria Mar 27th, 2019 78 Never
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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.                 isNewBar = lastBN != mainBN;
  26.                 if (isNewBar)
  27.                 {
  28.                     p("2TF NB");
  29.                     v_cum_ = Volume[0];
  30.                 }
  31.                 else
  32.                 {
  33.                     v_cum_ += Volume[0];
  34.                 }
  35.                 p(State, "2TF NB: ", mainBN, Time[0], v_cum_ + ":"+ Volume[0]);
  36.                 lastBN = mainBN;
  37.             }
  38.         }
  39.        
  40.  
  41. #######################
  42.  
  43. 108 ( 27-Mar-19 11:00:00 ) Historical | 1_TF:  | 107 | 27-Mar-19 11:00:00 | 1084
  44. 108 ( 27-Mar-19 11:00:00 ) 2TF NB
  45. 108 ( 27-Mar-19 11:00:00 ) Historical | 2TF NB:  | 108 | 27-Mar-19 11:00:00 | 225:225
  46. 108 ( 27-Mar-19 11:00:03 ) Historical | 2TF NB:  | 108 | 27-Mar-19 11:00:03 | 336:111
  47. 108 ( 27-Mar-19 11:00:06 ) Historical | 2TF NB:  | 108 | 27-Mar-19 11:00:06 | 441:105
  48. 108 ( 27-Mar-19 11:00:09 ) Historical | 2TF NB:  | 108 | 27-Mar-19 11:00:09 | 483:42
  49. 108 ( 27-Mar-19 11:00:12 ) Historical | 2TF NB:  | 108 | 27-Mar-19 11:00:12 | 562:79
  50. 109 ( 27-Mar-19 11:00:15 ) Historical | 1_TF:  | 108 | 27-Mar-19 11:00:15 | 399
  51. 109 ( 27-Mar-19 11:00:15 ) 2TF NB
  52. 109 ( 27-Mar-19 11:00:15 ) Historical | 2TF NB:  | 109 | 27-Mar-19 11:00:15 | 62:62
  53. 109 ( 27-Mar-19 11:00:18 ) Historical | 2TF NB:  | 109 | 27-Mar-19 11:00:18 | 154:92
  54. 109 ( 27-Mar-19 11:00:21 ) Historical | 2TF NB:  | 109 | 27-Mar-19 11:00:21 | 162:8
  55. 109 ( 27-Mar-19 11:00:24 ) Historical | 2TF NB:  | 109 | 27-Mar-19 11:00:24 | 246:84
  56. 109 ( 27-Mar-19 11:00:27 ) Historical | 2TF NB:  | 109 | 27-Mar-19 11:00:27 | 282:36
  57. 110 ( 27-Mar-19 11:00:30 ) Historical | 1_TF:  | 109 | 27-Mar-19 11:00:30 | 645
  58. 110 ( 27-Mar-19 11:00:30 ) 2TF NB
  59. 110 ( 27-Mar-19 11:00:30 ) Historical | 2TF NB:  | 110 | 27-Mar-19 11:00:30 | 425:425
  60. 110 ( 27-Mar-19 11:00:33 ) Historical | 2TF NB:  | 110 | 27-Mar-19 11:00:33 | 582:157
  61. 110 ( 27-Mar-19 11:00:36 ) Historical | 2TF NB:  | 110 | 27-Mar-19 11:00:36 | 661:79
  62. 110 ( 27-Mar-19 11:00:39 ) Historical | 2TF NB:  | 110 | 27-Mar-19 11:00:39 | 701:40
  63. 110 ( 27-Mar-19 11:00:42 ) Historical | 2TF NB:  | 110 | 27-Mar-19 11:00:42 | 759:58
  64. 111 ( 27-Mar-19 11:00:45 ) Historical | 1_TF:  | 110 | 27-Mar-19 11:00:45 | 544
  65. 111 ( 27-Mar-19 11:00:45 ) 2TF NB
  66. 111 ( 27-Mar-19 11:00:45 ) Historical | 2TF NB:  | 111 | 27-Mar-19 11:00:45 | 210:210
  67. 111 ( 27-Mar-19 11:00:48 ) Historical | 2TF NB:  | 111 | 27-Mar-19 11:00:48 | 383:173
  68. 111 ( 27-Mar-19 11:00:51 ) Historical | 2TF NB:  | 111 | 27-Mar-19 11:00:51 | 463:80
  69. 111 ( 27-Mar-19 11:00:54 ) Historical | 2TF NB:  | 111 | 27-Mar-19 11:00:54 | 782:319
  70. 111 ( 27-Mar-19 11:00:57 ) Historical | 2TF NB:  | 111 | 27-Mar-19 11:00:57 | 1206:424
  71. 112 ( 27-Mar-19 11:01:00 ) Historical | 1_TF:  | 111 | 27-Mar-19 11:01:00 | 1236
  72. 112 ( 27-Mar-19 11:01:00 ) 2TF NB
  73. 112 ( 27-Mar-19 11:01:00 ) Historical | 2TF NB:  | 112 | 27-Mar-19 11:01:00 | 240:240
  74. 112 ( 27-Mar-19 11:01:03 ) Historical | 2TF NB:  | 112 | 27-Mar-19 11:01:03 | 442:202
  75. 112 ( 27-Mar-19 11:01:06 ) Historical | 2TF NB:  | 112 | 27-Mar-19 11:01:06 | 519:77
  76. 112 ( 27-Mar-19 11:01:09 ) Historical | 2TF NB:  | 112 | 27-Mar-19 11:01:09 | 649:130
  77. 112 ( 27-Mar-19 11:01:12 ) Historical | 2TF NB:  | 112 | 27-Mar-19 11:01:12 | 963:314
  78. 113 ( 27-Mar-19 11:01:15 ) Historical | 1_TF:  | 112 | 27-Mar-19 11:01:15 | 1018
  79. 113 ( 27-Mar-19 11:01:15 ) 2TF NB
  80. 113 ( 27-Mar-19 11:01:15 ) Historical | 2TF NB:  | 113 | 27-Mar-19 11:01:15 | 295:295
  81. 113 ( 27-Mar-19 11:01:18 ) Historical | 2TF NB:  | 113 | 27-Mar-19 11:01:18 | 367:72
  82. 113 ( 27-Mar-19 11:01:21 ) Historical | 2TF NB:  | 113 | 27-Mar-19 11:01:21 | 1192:825
  83. 113 ( 27-Mar-19 11:01:24 ) Historical | 2TF NB:  | 113 | 27-Mar-19 11:01:24 | 1399:207
  84. 113 ( 27-Mar-19 11:01:27 ) Historical | 2TF NB:  | 113 | 27-Mar-19 11:01:27 | 1540:141
  85. 114 ( 27-Mar-19 11:01:30 ) Historical | 1_TF:  | 113 | 27-Mar-19 11:01:30 | 1379
  86. 114 ( 27-Mar-19 11:01:30 ) 2TF NB
  87. 114 ( 27-Mar-19 11:01:30 ) Historical | 2TF NB:  | 114 | 27-Mar-19 11:01:30 | 134:134
  88. 114 ( 27-Mar-19 11:01:33 ) Historical | 2TF NB:  | 114 | 27-Mar-19 11:01:33 | 498:364
  89. 114 ( 27-Mar-19 11:01:36 ) Historical | 2TF NB:  | 114 | 27-Mar-19 11:01:36 | 956:458
  90. 114 ( 27-Mar-19 11:01:39 ) Historical | 2TF NB:  | 114 | 27-Mar-19 11:01:39 | 1272:316
  91. 114 ( 27-Mar-19 11:01:42 ) Historical | 2TF NB:  | 114 | 27-Mar-19 11:01:42 | 1400:128
  92. 115 ( 27-Mar-19 11:01:45 ) Historical | 1_TF:  | 114 | 27-Mar-19 11:01:45 | 1309
  93. 115 ( 27-Mar-19 11:01:45 ) 2TF NB
  94. 115 ( 27-Mar-19 11:01:45 ) Historical | 2TF NB:  | 115 | 27-Mar-19 11:01:45 | 43:43
  95. 115 ( 27-Mar-19 11:01:48 ) Historical | 2TF NB:  | 115 | 27-Mar-19 11:01:48 | 229:186
  96. 115 ( 27-Mar-19 11:01:51 ) Historical | 2TF NB:  | 115 | 27-Mar-19 11:01:51 | 414:185
  97. 115 ( 27-Mar-19 11:01:54 ) Historical | 2TF NB:  | 115 | 27-Mar-19 11:01:54 | 586:172
  98. 115 ( 27-Mar-19 11:01:57 ) Historical | 2TF NB:  | 115 | 27-Mar-19 11:01:57 | 766:180
  99. 116 ( 27-Mar-19 11:02:00 ) Historical | 1_TF:  | 115 | 27-Mar-19 11:02:00 | 820
  100. 116 ( 27-Mar-19 11:02:00 ) 2TF NB
  101. 116 ( 27-Mar-19 11:02:00 ) Historical | 2TF NB:  | 116 | 27-Mar-19 11:02:00 | 97:97
  102. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 116 | 27-Mar-19 11:02:15 | 1
  103. 117 ( 27-Mar-19 11:02:03 ) 2TF NB
  104. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 1:1
  105. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 2
  106. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 3:2
  107. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 8
  108. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 11:8
  109. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 9
  110. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 20:9
  111. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 10
  112. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 30:10
  113. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 11
  114. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 41:11
  115. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 13
  116. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 54:13
  117. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 14
  118. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 68:14
  119. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 15
  120. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 83:15
  121. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 16
  122. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 99:16
  123. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 17
  124. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 116:17
  125. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 18
  126. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 134:18
  127. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 19
  128. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 153:19
  129. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 20
  130. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 173:20
  131. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 21
  132. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 194:21
  133. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 22
  134. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 216:22
  135. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 23
  136. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 239:23
  137. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 28
  138. 117 ( 27-Mar-19 11:02:03 ) Realtime | 2TF NB:  | 117 | 27-Mar-19 11:02:03 | 267:28
  139. 117 ( 27-Mar-19 11:02:15 ) Realtime | 1_TF:  | 117 | 27-Mar-19 11:02:15 | 32
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