MultiCharts: Trading Software for Automated Trading and Backtesting

whammer

Thanks for responding TJ. The problem was not with a new installation. I was using MC64 9.0.11210-400. I tried the reinstall - it failed. I updated to the latest beta and that appears to work for the moment. This has happened with numerous previous versions so my confidence longer term is very low. ...

whammer

Ok, i have just about had it with this problem. It has been around for years and is a pernicious time waster. This needs to be solved and forever forgotten. The initial advice given was remove the study being compiled which is a pain in itself seeing you may have a dozen instances of it loaded. But ...

whammer

Oh wow, it looks that procedure works! Thank you for the idea TJ! That has been a very long term search for me.

whammer

Hi TJ -I am mainly trading Globex - currencies and ES. Your suggestion gives me an idea. What do you think of adding a very short period data series, say 5 seconds, and use your suggestion of RecalcLastBar to produce the short term data I am looking for? I normally use a 5 minute chart.

whammer

I would like to know if anyone has had any success using the "DOM" aspect of MC in order to get realtime bidsize and asksize? I have tried just about every configuration and the result has always been the same - i.e. the quotes (both price and market size) are VERY slow and they miss more quotes by ...

whammer

Just wanted to say that 8.8 is a very positive upgrade across a wide spectrum. I have been using the "study on study" and it can also be a "study on study on study...etc." It's a great feature however there are many and makes 8.8 a powerful enhancement. Thanks!.

whammer

This is indeed good news Henry. Thank you!

whammer

What I believe Henry is saying is that you cannot use more than one data series - in the code - however you can still add other data series to the chart which can then be referenced in your strategy>properties>backtesting when you use extended backtesting. I completely agree that precision backtesti...

whammer

Light bulb went on! Thanks Henry.

whammer

I just saw this because I was trying to use extended backtesting and have followup questions. If extended backtesting is made more precise by using bid data and ask data, 1) how can it not support two data series? 2) can extended backtesting ever be used? 3) what is the purpose of it if it can speci...

whammer

Very interesting TJ. Thank you!

whammer

OK here's an example. I want to use 3 averages as follows: data2 = 1 min data3 = 2 min data4 = 3 min value1 = average(data2,5) + average(data3,10) + average(data4,15); How do I apply that to a signal on 4 min chart? Let's say I want certain benefits from using a longer time series but still have the...

whammer

Thank you TJ. Not the answer I was hoping for however. I did want to use some shorter data series as inputs into a longer data series (data1), but you are saying that is not possible as I understand your answer. Is there anything that could be done in the code that could force what i am trying to do...

whammer

I must be missing something obvious but here goes. What is the value of multiple data series in a signal when the the additional data series are over ridden by data1 ?? If data1 is 5 min, and data2 is a 1 minute there seems to be no way to extract, lets say, a 5 bar average from data2 that actually ...

whammer

Many thanks TJ and Andrew!

whammer

Yup. When I follow the "function trail" back to the start I get the error message at the beginning point. Prior to that the compiler highlights the function as "uncompiled" until the last function is reached.

All of these functions have been previously compiled in MC as they are.

whammer

Can anyone explain this compiling error type? "Compile error errLine 0, errColumn 0, errLineEnd 0, errColumnEnd 0 causal study: (Function)" NONE of my studies compile and I get this error message. I have downloaded 8.5 Beta 1 64 numerous times and run "repair". I have uninstalled and reinstalled. Ev...

whammer

That is terrific! A huge benefit!

whammer

the Wiki states "Intra-bar order generation is currently supported for single-data series charts only. Intra-bar order generation for multiple-data series charts will be implemented in the next release of the platform."

This was written before MC 8.0. Is this feature currently operational?

whammer

Thank you very much Henry - TJ much appreciated!

whammer

Yes. That's what I used to do before I started using 8.0 64. I guess you are saying there is no alphabetical index unless you go back to 7. Seems like an obvious tool to have available.

whammer

Thanks. I saw the Wiki categories but when I want to look something up I don't want to guess what category it is in and then narrow it down. On the NAV bar the Alphabetical Index doesn't open so one is stuck with the categories again. I wanted to look up "Bidsize". Do i have to look up half of the c...

whammer

Is there an alphabetical listing of keywords or am I missing something?

whammer

Is anyone else having strange things happening with studies between the 32bit and 64bit versions such as blank pages for studies which reappear, inability to move some studies to 64bit, and just general confusion and no roadmap? Is this just me or are others experiencing this?

whammer

Yikes, this is fast!

whammer

Try using a variable in between.

Var = (close data2+close data3)/2;

var2 = average(Var, Length);

whammer

Thank you Tj - I am always looking for new ideas. The first one I looked at and had to laugh was CSX-zero lag and it stated "CSX is a zero-lag moving average that is far superior than AMA, and almost as good as the JMA from Jurik." Anyway, I looked at the code and the reason it was better than avera...

whammer

Hi Martin - Do you have another MA in mind or are you speaking generally? If general I can say that I have compared the one I developed to essentially all of the MAs that are in general use. The goal is to make a MA as smooth as possible while making tradeoffs with lag/speed, hence there is some sub...

whammer

If anyone is interested in Beta testing a newly developed Moving Average I would like to hear from you, particularly if you use moving averages in your trading and/or have some insight into them. I think you will find it interesting. Respond here or amen.hammer@gmail.com Pics were from Sunday evenin...

whammer

The way to do it is to use each strategy on a separate chart and if you are auto trading synchronize position at the broker. If you are long 200 shares ABC and get a "sell short 200 shares" signal only 200 shares will be sold, thus making you "flat", rather than sell 400 shares to get a short 200 sh...

whammer

I think you may be referring to what occurs when longs and shorts are used and , for example, the long is liquidated when the short signal triggers. This will cause the long strategy and the short strategy to not add up to equal when they are individually calculated. If this is the conceptual proble...

whammer

Yes same time frame- 3 minutes. Not a tick chart.

whammer

I have noticed something odd which I am sure someone has run into. Here is a simple strategy with IOG: variables :a1(0), a2(0), a3(0); a1= close data1; (ask on SPY) a2= close data2; (ask on SPY) (yes, also ASK , a1=a2) a3= (a1 + a2)/2; so a3=a1, a3=a2, and a1=a2 Strat1 If a3>a3[1] then buy at market...

Search found 33 matches

Re: Compile error line 0, column 0

Compile error line 0, column 0

Re: Question on DOM queries for the bidsize and asksize [SOLVED]

Re: Question on DOM queries for the bidsize and asksize [SOLVED]

Question on DOM queries for the bidsize and asksize [SOLVED]

Re: MULTICHARTS 8.8 RELEASE CANDIDATE

Re: 2 datas series and extended backtesting issue [SOLVED]

Re: 2 datas series and extended backtesting issue [SOLVED]

Re: 2 datas series and extended backtesting issue [SOLVED]

Re: 2 datas series and extended backtesting issue [SOLVED]

Re: Multiple Data Series in a signal. [SOLVED]

Re: Multiple Data Series in a signal. [SOLVED]

Re: Multiple Data Series in a signal. [SOLVED]

Multiple Data Series in a signal. [SOLVED]

Re: Problem compiling [SOLVED]

Re: Problem compiling [SOLVED]

Problem compiling [SOLVED]

Re: Multi data series backtesting

Multi data series backtesting

Re: Keywords

Re: Keywords

Re: Keywords

Keywords

Study confusion between 32 and 64

Re: MULTICHARTS 8.0 BETA 1

Re: close of data2 issue

Re: Beta testers wanted for a new very fast and stable MA

Re: Beta testers wanted for a new very fast and stable MA

Beta testers wanted for a new very fast and stable MA

Re: Multiple systems in MC

Re: Multiple systems in MC

Re: Does it add up?

Does it add up?