The issue is with volume bar charts. Only e-signal and barchart calculate it correctly. Example 7 contract bar. 2 trades for 6 contracts at 1390 and 1390.25, respectively. E-signal and barchart are the only ones that recognize that 1 of the contracts in the first 7 contract bar is part of the first bar. Other datavendors will lump the next bars trade without partitioning it the way we'd know, 7 contracts, all 6 of the first trade, 1 of the second trade, then 5 contracts for the remainder of the bar. The price discrepancy creates a tick differential between correctly calculated and incorrectly calculated data that is noticeable in my backtesting. The next two contracts traded complete the bar, but say they're more than two, the same crap happens again. They fail to partition the trades according to their volume bar chart, and e-signal and barchart are the only ones that do this correctly. I know because it makes a huge difference.
There is also a bug in range bars. Don't remember the exact detail end of last year but there was a wrong display.
But data vendors esignal, ...., ... don't deliver 7, 8, 9, .... contract bar data feed. It's the software that constructs the bars depending on your settings. No?
I've made money on NT volume charts so to say firstly that they are wrong makes me very doubtful..... if you upload a screenshot of some contract with volume charts in your platform, I'll do the same. I really doubt that thread on the other side has ANY substance.
I've seen this come up before, you mentioned the same thing here - http://www.elitetrader.com/vb/showthread.php?s=&postid=3501574&highlight=russian#post3501574 Just thought I'd comment, we have about 20 Russian users out of thousands that have bought MC over the years. And I've never seen one comment on ET or any other non-Russian resource. While I wish that all Russians loved and supported MultiCharts the way you describe, unfortunately I don't think that's the case
I use Ninjatrader7 charts and Zenfire feed with no problems running volume charts. I use Renko charts for my HT market track and use some other chart styles like volume charts for very low time frame work. I dont have volume chart issues with Ninjatrader7 with two different feeds from testing.
The latest version of eSignal 11.4 takes advantage of some new server technology we put into place to calculate the tick-based bars server-side (like volume bar, tick bar, range bar, etc.). This dramatically speeds up the delivery of this bar type, saves a tremendous amount of local memory (no need to store all that tick data locally) as well as improving consistency from workstation to workstation.
Multicharts is going the same way like you explained. But it's not my point. It's not the question who is going the right way ! The question is which way you prefer ! Separated volume is hard to be analyzed correctly. In 73.81% it gives you unrealistic OPEN & CLOSE, which could lead into wrong HIGH's & LOW's ... I don't want to say it's wrong. Just saying "unrealistic". The realistic and best practicable way is to cut volume which is is an overhang for each bar. Because you can't trade an open of a new bar from separated volume if the next possible trade is higher or lower compared to the open. Worst case "open" is high or low of the bar. So in my opinion. You can discuss it the next ten years. There were so long discussions running for years and there's still no answer ... It's just what you prefer. SO PLEASE DON@T CALL ANY SOFTWARE TO BE WRONG OR RIGHT. It's bullsh..... And who is complaining about missing ticks in volume charts is on the totally wrong way. Missing ticks means in 99% of the cases that different ticks were combined into one tick, but the volume traded is correct and the same ... Just saying. Have a nice weekend.