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NeoTicker - bug in time bars construction

Posted: Fri Jan 19, 2007 3:43 am
by michal.kreslik
Hello,

please correct me if I'm wrong, but it seems I've discovered a bug in the NeoTicker's time bars construction functionality.

Let's have the following set of ticks for a hypothetical symbol "YYYXXX" that we may directly import into NeoTicker in this format:

Code: Select all

date,time,close
20070101,083001,1.5010
20070101,084500,1.5030
20070101,084501,1.5040
20070101,090000,1.5050


If we import the data into NeoTicker and plot it as simple ticks, the chart displays the data correctly:




Now if we plot the above four ticks as 15-min bars, the result should look exactly like this:




But instead we get much different and indeed incorrect representation in NeoTicker if we plot the data as a 15-min chart (with the "Enable Hour / Minute Bar Load by Tick" enabled):




And this is how the 15-min chart looks with the "Enable Hour / Minute Bar Load by Tick" option disabled (and imported with the "Construct minute bars from the imported tick data"):




Weird enough, the ticks are in fact stored correctly in the disk cache:




BUT somehow the ticks didn't make it to the minute cache safely:





If I'm not missing something, this is a serious issue.

Michal

(deliverables attached below)