MultiCharts: Trading Software for Automated Trading and Backtesting

champski

Hi,

Does Portfolio Trader support IOG when live trading and forward testing?

Regards
Champski

champski

Hi,

Do you have any more information on the Money Management Signals as I really have really have no idea what it is used for and how to use it.
Is it used for backtesting or forward testing or both?

Would my code need to change to use it?

Regards
Champski

champski

Hi

What do you mean by "IOG is supported for the money management signal only."?

Regards
Champski

champski

Hi,

When is support for IOG planned to be rolled out for Portfolio Trader and how is it possible to give it higher priority?

The difference of backtesting with vs without IOG enabled is huge.

Regards
Champski

champski

ABC, I've changed my code but I still have the maxbarsback issue. Some of my trades trail for 1000 day bars. Any ideas? Code: // Reset my variables if marketposition = 0 and CurrentHighestHigh <> 0 then begin CurrentHighestHigh = 0; mystopprice = 0; end; // Set my variables If marketposition = 1 and...

champski

champski, you introduced a variable length with BarsSinceEntry. This can become quite large depending on how many bars ago this happened and in turn this will affect the required max bars back. It might make sense to avoid that and to track the highest high during your position yourself. Regards, A...

champski

Hi, I'm having challenges with my system and the maxbarsback. My system uses a 20 MA, so my maxbarsback needs to be set to 20. I understand that much. I then added a trailing stop to my system which now requires a very large maxbarsback e.g. 1000, or else it errors, and now I notice my backtest resu...

champski

Did you try looking in PLEditor?
It has the Dictionary of all keywords and in-built functions catalogued by theme, with explanations and examples..

yes I did

thanks Zheka

champski

In theory TJ is right. In practice it is very difficult. I have used PT for my primary trading for a couple of years now with IQFeed and I am trading all 100 of the S&P100 (not all at the same time). Using minute data is fine for trading but I find it terribly inaccurate for back testing. Data load...

champski

thanks Zheka, that's exactly what I was looking for

champski

Hi, I've just created a system in Multicharts with IOG turned on, tried to use it in Portfolio then learnt I need to have it turned off to work in Portfolio. With IOG turned on I use "close" to represent the currentprice e.g. if close > high[1] then do something. However, when you have IOG turned of...

champski

Is this possible to code so the backtest report can report on stats? If so, how, considering it is using hindsight to simulate existing a trade at the very highest price prior to an inevitable stop out? The only way I can see this is possible, at this point (unless the above is possible), is to coll...

champski

Hi, How can I create some code that would simulate exiting my trades on the highest high before the price eventually falls and the trade is inevitably stopped out at entryprice (for example). The point of the exercise is to highlight how much "potential" profit there is within a collection of trades...

champski

Thanks I'll have a look

champski

No, I've never tried it before and will try it out. Do you know if you can do a mass import of symbols? I'm not too keen on manually loading hundreds, one by one.

champski

Hi,

I would like to backtest some code over a large number of stocks simultaneously or at least nearly simultaneously. e.g. groups of 100 stocks. Is this possible?

Regards
Champski

champski

Hi, I'm just starting to get back into using Multicharts. Previously I focused on Forex to test-out trading scenarios using easylanguage etc but this time I want to focus on US stocks within the NASDAQ, NYSE and Dow Jones. 1. Can anyone recommend the best datafeed which I can access for free (or ver...

champski

Hi, I just logged onto my server to give it it's weekly reboot and discovered my account was not showing under accounts in the Order and Position tracker and one of the two workspaces was disconnected from autotrading. I would send you the log file but unfortunately it was 60gb - so I had to delete ...

champski

The orders tab shows the "expected" trade entries and exits. Therefore, no signs of issues. The log tab is interesting though. Logging information for the day in which the problem occured (13/02/2015) is completely missing (See attachment). Logging info for the dates post and prior is there however...

champski

I had 2 trades at different times and noticed my entry and exit orders weren't filled on the first few attempts. What is the State of the orders in File -> New -> Order and position tracker window->Orders tab? Are there any messages corresponding to these orders on the Logs tab? In autotrade proper...

champski

one particular trade tried to exit 3-4 times during the 11am (EDT) bar. Therefore the exit orders were trying to send (or were ignored by LMAX) for 15 seconds. champski, I read your post more carefully. Were all your problems with exits or did you have problems with entries too? Orion, I only had i...

champski

I had 2 trades at different times and noticed my entry and exit orders weren't filled on the first few attempts. In autotrade properties, orders not filled are set to expire after 5 seconds. What is your bar resolution and how many times were they cancelled? MAtricks and Orion, Bar resolution was h...

champski

LMAX is also my broker and I experienced connection issues last Friday for the first time whilst auto-trading. I had 2 trades at different times and noticed my entry and exit orders weren't filled on the first few attempts. In autotrade properties, orders not filled are set to expire after 5 second...

champski

LMAX is also my broker and I experienced connection issues last Friday for the first time whilst auto-trading. I had 2 trades at different times and noticed my entry and exit orders weren't filled on the first few attempts. In autotrade properties, orders not filled are set to expire after 5 seconds...

champski

Andrew,

I'm curious as to why this particular issue appeared without an update to the client. Are you able to provide details of the issue?

Regards
Champski

champski

I just opened a outlook email account and can't send alerts from that either.

Does anyone have an outlook account and can send alerts to it?

champski

Same issue here too

champski

No, I'm trading a 60 minute chart and I usually wait until the end of the bar to see if my entry conditions are met so I can then go on to enter a trade at the start of the next bar. What I'd like to do is to enter the market a little earlier (10 minutes earlier than the end of the bar) in the even...

champski

Sorry guys, I should have been more specific. This is for automated trading. I use a 1hr chart and need to know what the price is after 50 minutes. If the price meets my condition(s) then I would like to enter a trade immediately. Normally I wait until the end of the bar to enter the trade but I'd ...

champski

Sorry guys, I should have been more specific. This is for automated trading. I use a 1hr chart and need to know what the price is after 50 minutes. If the price meets my condition(s) then I would like to enter a trade immediately. Normally I wait until the end of the bar to enter the trade but I'd ...

champski

Sorry guys, I should have been more specific. This is for automated trading. I use a 1hr chart and need to know what the price is after 50 minutes. If the price meets my condition(s) then I would like to enter a trade immediately. Normally I wait until the end of the bar to enter the trade but I'd l...

champski

Hi,

I'd like to be able to run a "check" every 10 minutes to see what the current price is during a 1hr bar.
Is this possible at all?

Regards
Champski

champski

Hello champski, Please refer to the following article: How to make indicator and signal calculation results the same . Thanks Henry, that worked for me to correctly line-up the indicator with the signal. I did however find another discrepency with the 72ema that I'm hoping you can further assist me...

champski

Hello champski, I believe Alex has already sent you the requested hotfix file. Please let us know in case you still have any issues with LMAX. I've been testing with the new hotfix supplied by Alex and experienced the same issue as before. I have now upgraded to v8.8.8967 to see if that fixes the p...

champski

Hi, I have a signal with IOG enabled and I'm writting some code to analyse the current status of price in relation to the 72ema (for example) if barstatus(1) = 2 then begin ema4 = XAverage( close, 72 ) ; end; If close <= ema4 then buy at next bar etc The problem I'm having is that the value for ema4...

champski

please make a bigger screenshot... with time and scale.

File > Save image as file...

TJ,

I have a pic which might be better of quote manager showing the data is missing from the ASCII file. I've tried exporting from the Live feed to ASCII files twice and the data is missing in both.

champski

Hi, I'm having an issue with my exported ASCII data. I downloaded 1 year's worth of LMAX tick data via the live feed. I then changed the instrument to display 1 hour bars. Next I exported the data to ASCII via Quote Manager > Ticks > Ask. Then did the same for Bid for the entire year. I then created...

champski

Hi Henry, I have two servers running; Server1 - v8.8.8363 with the LMAX hotfix Server2 - v8.8.8593 with the LMAX hotfix Yesterday the LMAX datafeed on server1 stalled during a live trade, resulting in a missed winning trade (doh!). Server2 was fine during the same trade. Why did Server1 have this i...

champski

Hi Henry, I have two servers running; Server1 - v8.8.8363 with the LMAX hotfix Server2 - v8.8.8593 with the LMAX hotfix Yesterday the LMAX datafeed on server1 stalled during a live trade, resulting in a missed winning trade (doh!). Server2 was fine during the same trade. Why did Server1 have this is...

champski

I don't know if its a bug or not and I too remember to get the values of the first bar in the past. But I found this thread about using symbol_close, symbol_open etc. to get the first bar value. http://www.multicharts.com/discussion/viewtopic.php?f=1&t=10517 Please be aware if you use references to...

champski

Hey Henry,

Bar magnifier is set to 1 ticks.

Cheers
Champski

champski

Hi all, I believe I have discovered a bug since upgrading to MC 8.7.7634 64 bit. I can confirm the following issue does not occur on version 8.5 Release (Build 6851). I have a chart displaying hourly bars and am using the following code. If barstatus(1) = 2 then begin print("Barnumber=", Barnumber+M...

champski

Hi, I've got a couple of questions everyone. Any help would be much appreciated. 1. When using built-in variables is it best practise to declare them instead of just calling the built-in variable directly? e.g. mp = marketposition; 2. Also, keeping in mind my signals use [IntraBarOrderGeneration=tru...

champski

Hi, I have a question which I hope I can get some help with. - I have 2 signals running together on one workspace. - They both use intrabarordergeneration=true - they both use variables with the same names (most are declared with intrabarpersist). - The 2 signals are mutually exclusive. i.e have no ...

champski

Hi, I would like to know how to make my automated system bulletproof from broker-to-MC connection issues. Is there a way I can (maybe via easy language) re-enable automated order execution, in the event there is a connection issue which causes the broker connection to hang in a 'connecting' status (...

champski

I forgot to add that I simulataneously had a demo account setup on a separate broker profile and had no issues. It was the live account that had the issue.

champski

Hi, I've just had a look at my server and noticed a failed order and the error message in the logs says "Status: Rejected, Reason:Object reference not set to an instance of an object. Instead of the connection displayed as green in the Trade bar, it was yellow. Also, in "broker profiles" the 'state'...

champski

Just missed ANOTHER trade due to this issue!!! grrr
I tried everything to avoid it too by restarting MC (not the server) every night.

When this error started I started an account withLMAX and my experience so far has been great - very good broker.
Hurry up MBT and sort it out!

champski

Henry, I've done some further testing and I need to correct something that I originally wrote.... I said.. "It doesn't matter if I choose Classic or Extended mode with bar magnifier enabled, neither combinations work. ".... After a closer look, I noticed I CAN in fact get bar magnifier working in Cl...

champski

This happened again today. Another winning trade missed.
Is there at least a workaround available until MBT get their act together?

champski

Hi Henry,

My max bars back setting is set to 10 and the chart goes back 2 months.

Any other ideas?

champski

Hi, I just discovered I'm no longer able to perform a backtest using bar magnifier (tick) (ascii data). It doesn't matter if I choose Classic or Extended mode with bar magnifier enabled, neither combinations work. All I see at the top of the screen is the status "calculating". I also notice my CPU m...

champski

Hi Henry,

Is there any reason that when I upgraded to the latest version of MC (v8.5 - production version) I was forced to upgrade to a RC (v12.0.0.28 - beta version) MBT Desktop?

Regards

champski

I received the exact same error today and I'm running MBT Desktop (not pro) v12.0.0.28 RC.
Is there any development on this issue?

champski

StefanoSF and MAtricks,

Out of curiosity, what brokers are you both using and how many workspaces do you have open at any one time?

Cheers

champski

I've missed some nice winning trades because of this issue.
Could MC please work with MBT to find a fix for this issue as soon as possible.

champski

I also get this issue with MB Trading.
A swift fix would be much appreciated.

Cheers
Champski

champski

thanks for the replies txls and virginiatrader: You're right, I'd choose Windows 7 32bit if I had the choice but it's not offered by bibihost. Regardless, it looks like I'm going to go for MC 32bit, Windows Server 2008 32bit and I'm also going to upgrade my hardware specs to the next package i.e 2.5...

champski

Hi, I've been live trading MC v8.0 64bit on a server with Windows 2008 R2 and I am continually having stability issues whereby the server will randomly bluescreen. The only software running on the server is MBT Desktop Pro as MBtrading is my broker. Server specs are 2gb CPU, 1.5gb ram. It's a vps wi...

champski

Dear MC, I'm with t-radar on this one. This outstanding request has hung around for waaaay to long without action. How do us auto-traders stand a chance when we have to test with one lot of data and trade with another??? When will it be time for this continually recurring request to be next on the '...

champski

If I'm limited to one column I would like that column to include the values for 'myvariable' at every tick.

How can I do it?

champski

TJ, I'm assuming the exact number of cells can not be predetermined as the number of ticks per bar will vary from one bar to another. (I think this means it needs to be a dynamic array???) At every TICK (of the lower timeframe bar) I would like to be able to reference 1. the current close and 2. the...

champski

Hi TJ,

I'm not really sure what you mean by "how many cells do you think you would need for this array?". I would like to store info at every tick then reference it later.

Cheers
Champski

champski

Hi, I am trying to create a system that uses 2 data series and uses IOG. i.e 10 minute (data1) and 5 minute (data2). My signal will calculate values, based on a formula, at every tick on the 10 minute bar. What I would like to do is be able to store the value at every TICK for the entire duration of...

champski

Guys, (T-rader, I hope I'm not hijacking your thread but instead helping both of us with our similar issues). I'm having similar problems and am trying to work out how I can do a moving average of the last 20 bars of data2 on a signal where data1 is the primary. - data1 is 1 minute - data2 is 2 minu...

champski

Hi,

I am using 2 signals (sig1 and sig2) in my MC7 trading strategy. I want sig1 to read the value of a variable from sig2.
How do I do this without combining the 2 signals into one?

Am I talking about using a global variable? If so, how do I do it?

Cheers
Champski

champski

Hi, I have 2 servers (Windows 2003 64bit and 32 bit) running MC7 and since upgrading from v6 I have noticed MC crashing a lot, intermittently. My datafeed is mbtrading and I've tried upgrading and reinstalling the latest versions of MB Desktop and Desktop Pro but it seems to make no difference. The ...

champski

Hi TJ,

I thought you needed a live account with IB before you could use an account that is useable through MC. It's called a papertrader account. Is that what you are talking about??

Cheers
Champski

champski

Hi Stan,

Are you able to help?

champski

Hi, I use MC7 for automated trading and want to know if there is a way I can check the status of an order so I can avoid the risk of accidently doubling-up on an order in the same direction e.g [IntraBarOrderGeneration=true] ; If marketposition = 0 then Buy next bar 1000 shares at market; I might be...

champski

Hi, I use MC7 for automated trading. I was wondering whether MC 7 provides the ability for my automated system to extract the current account balance for my broker account. I mainly want to do this so I can implement a tradesize that is relative to the balance of my account i.e compounding. Cheers C...

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