Hello, I am trying to replicate TOS range bar set up in Tradestation but getting different results. Any ideas on how to simply do this? For example, /5 tick and 1 day, /90 tick and 90 days.

JBL73 

Hello, I am trying to replicate TOS range bar set up in Tradestation but getting different results. Any ideas on how to simply do this? For example, /5 tick and 1 day, /90 tick and 90 days.

This is probably not possible. I have the same issue with MultiCharts, but it is not really an issue, but an understanding of how the charts are rendered. Between the three platforms I use, trying to replicate any of the 'advanced' bar types is very difficult. I don't use TOS, but I can make a educated guess. There could be issues with phantom bars (bars with no volume). It may just be a difference in how each platform implements range bars.

My best advice, assuming you are using the same parameters in both platforms, is to assure that you are using a common start date, preferably a Sunday, for example, January 5th, 2020. Also, you may be stuck at 6 months of history if you are using tick level data.

One final note, in case you are not aware: range bars in TS will paint differently while you are live, than for historical bars. If you reload data, the bars look pretty, as shown below.

Live Data


Reloaded Data


Just follow my advice with the dates and see if that helps, just don't expect them to be exactly the same. Let me know how it goes.

JBL73 

Hello, I am trying to replicate TOS range bar set up in Tradestation but getting different results. Any ideas on how to simply do this? For example, /5 tick and 1 day, /90 tick and 90 days.

You should be able to do it using MultiChart's custom resolution bar type, if you can program in C#. I do not think you can do that in TradeStation though.