Search found 37 matches
- 29 May 2017
- Forum: MultiCharts
- Topic: How to use IB 5-sec RT
- Replies: 1
- Views: 850
How to use IB 5-sec RT
Hello All, I read some topics saying that now multicharts support IB 5-sec RT Bar time. I still don't get how to use the 5-sec RT. Is it for FX only? My future realtime with IB still not same when I reload it. A 5 sec reload is good enough to me provide that the stream still update in sec. However, ...
- 26 May 2017
- Forum: MultiCharts
- Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
- Replies: 18
- Views: 9404
Re: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
Hi Henry, I still don't get how to use the 5-sec RT. Is it for FX only? My future realtime with IB still not same as when I reload it. A 5 sec reload is good enough to me provide that the stream still update in sec. However, is it automatic to use this feature or I need to do some setting? Thanks a ...
- 24 Jun 2014
- Forum: MultiCharts
- Topic: Progressive Trade
- Replies: 3
- Views: 1258
Re: Progressive Trade
I have tried before but seems the update of marketposition and currentcontracts are not update as fast as I expected. I end up having more contracts than I expected.
- 24 Jun 2014
- Forum: MultiCharts
- Topic: Progressive Trade
- Replies: 3
- Views: 1258
Progressive Trade
Dear All, My strategy is simple. Once the price is trigger, I would like to buy 10 contracts with the current bar bid price every 5 seconds until a total of 200 contracts. However, due to the OCO rules, some of my order will be cancelled before it has been executed. I search the wiki and cannot find...
- 30 Aug 2012
- Forum: MultiCharts
- Topic: Setpercenttrailing Bugs
- Replies: 1
- Views: 873
Setpercenttrailing Bugs
Dear All, I have tested 2 times with real IB account and got the same result. If you use "Assign initial position at broker" and assign a non zero initial position, the setpercenttrailing will assume the stop trailing price reach immediately and a market order with exercise immediately. I think this...
- 14 May 2012
- Forum: MultiCharts
- Topic: Converting coding into IOG coding
- Replies: 10
- Views: 1800
Re: Converting coding into IOG coding
Thanks a lot. I never notice the different. I will try to recode it and backtesting again.
Thanks
Thanks
- 13 May 2012
- Forum: MultiCharts
- Topic: Converting coding into IOG coding
- Replies: 10
- Views: 1800
Re: Converting coding into IOG coding
If I don't use LAST, how can I refer to the last trade tick? I did look at the wiki definition of "LAST", same as the help file. What is the different?
Dear All,
My question is any other code word I can use to replace the word "LAST" and can work in backtesting. Any other have idea?
Dear All,
My question is any other code word I can use to replace the word "LAST" and can work in backtesting. Any other have idea?
- 13 May 2012
- Forum: MultiCharts
- Topic: Converting coding into IOG coding
- Replies: 10
- Views: 1800
Re: Converting coding into IOG coding
My intention is to replace the stop order generate every minute, the code works in both backtesting and real. The only problem is it generate a stop order every minute without execute and IB doesn't allow. Therefore, if the last price >= mypresetprice with IOG on, buy at mypresetprice. The code work...
- 13 May 2012
- Forum: MultiCharts
- Topic: Converting coding into IOG coding
- Replies: 10
- Views: 1800
Re: Converting coding into IOG coding
My coding is no problem in terms of trading with real time data. The problem is that it cannot backtesting because the keyword "last" is not supported in backtesting with IOG. I just want to know any work around. When I do the coding, I don't use a flow chart like you. However, I create an excel wor...
- 13 May 2012
- Forum: MultiCharts
- Topic: Converting coding into IOG coding
- Replies: 10
- Views: 1800
Re: Converting coding into IOG coding
Thanks a lot. TJ
But I didn't get it, could you explain a little bit more?
But I didn't get it, could you explain a little bit more?
- 12 May 2012
- Forum: MultiCharts
- Topic: Converting coding into IOG coding
- Replies: 10
- Views: 1800
Converting coding into IOG coding
Dear All, My original message was posted in the user contributed section but no one answer. Therefore, I post it again here to see anyone can give me some tips on how should I program my code. I got problem in converting my coding for IOG use with backtesting work. Can someone hints me how to do it?...
- 02 May 2012
- Forum: User Contributed Studies and Indicator Library
- Topic: IOG with Stop limit order
- Replies: 4
- Views: 2921
Re: IOG with Stop limit order
Thanks a lot. I am new to MC and chart trading programming. Never think of separate the signal and the coding for buying. You are right that if I separate like this, the problem should be solved. My original order was based on the moving average of minute bar and other indicator to create limit for ...
- 02 May 2012
- Forum: User Contributed Studies and Indicator Library
- Topic: IOG with Stop limit order
- Replies: 4
- Views: 2921
Re: IOG with Stop limit order
Increase the setting X-second wouldn't be a solution. Because the order cancel automatically at the end of the bar. Therefore, if the order generated at 10:56:59, it will automatically cancel next second no matter how many second I set in my limit to order setting. I think change the limit price aft...
- 29 Apr 2012
- Forum: User Contributed Studies and Indicator Library
- Topic: IOG with Stop limit order
- Replies: 4
- Views: 2921
IOG with Stop limit order
Dear All, I am using 1 min bar with IOG on for my trade. Also, I have turned on the "limit to market order" with a setting of 5 seconds. My strategy is very simple. If condition1 then begin Buy ("Strategy 1") 1 next bar Price1 stop Price1 limit; end; if condition2 then begin Sell (Strategy 2") 1 nex...
- 27 Apr 2012
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
Thanks a lot.
Don't know why but the error didn't reproduce anymore. I leave it at the moment. One quick question about a code time_s
If I turned on the intra-bar order generation, is that time_s will jump every second same even I am using a minute bar?
Don't know why but the error didn't reproduce anymore. I leave it at the moment. One quick question about a code time_s
If I turned on the intra-bar order generation, is that time_s will jump every second same even I am using a minute bar?
- 24 Apr 2012
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
Is it possible because of the session break? The HKF exchange has changed the trading time, MC has updated it for HSI but not the MHI. I used MHI to test my strategy and therefore I have to create my own session to test my strategy.
- 24 Apr 2012
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
I certainly enabled auto trade, the order was entered by my strategies and the connection was still on when I was watching it happened. For the real-time strategy, I didn't know there is a button for real-time strategy or real-time calculation. Was I missing something? As you may aware, I am the one...
- 23 Apr 2012
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
The set percentagetrailing seems still not working. I watch the data on realtime today. The percentage trailing generate an signal immediate on the chart window. However, there is no order generated in the order and tracker window. I wait for one minute and finally close the position manually. It se...
- 16 Jan 2012
- Forum: MultiCharts
- Topic: Autotrading switches off after many rejections
- Replies: 3
- Views: 1136
Re: Autotrading switches off after many rejections
Please ignore my previous post, I find the key after reboot.
- 16 Jan 2012
- Forum: MultiCharts
- Topic: Autotrading switches off after many rejections
- Replies: 3
- Views: 1136
Re: Autotrading switches off after many rejections
Hi,
I just install 7.4. However, I cannot find the registry key you mentioned. Does it mean there is no autotradeoff by default? Or something wrong?
I just install 7.4. However, I cannot find the registry key you mentioned. Does it mean there is no autotradeoff by default? Or something wrong?
- 07 Jan 2012
- Forum: MultiCharts
- Topic: Autotrading switches off after many rejections
- Replies: 3
- Views: 1136
Autotrading switches off after many rejections
I didn't download the new multicharts yet. The reason is that I noticed that there is a new feature of autotrading switches off after many rejections. I am not sure I can turn off this feature or not. The reasons is under my scripts. It is possible to have 30 rejections in a row. Although I am using...
- 15 Sep 2011
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
But I already disable the setpercenttrailing, is my log still useful for you? Or can I just backup the log on 9/9/2011. Can u tell me how to backup?
- 15 Sep 2011
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
Also, I have check the trail stop order placed, it was based on a zero price tick.
- 15 Sep 2011
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
Actually most of my order close within 100 points. This setting just safeguard for volatile market situation like last few weeks.
I am using trade price instead of bid/ask.
Yes, backtesting work perfect.
I am using trade price instead of bid/ask.
Yes, backtesting work perfect.
- 15 Sep 2011
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
Hi TJ, The code is not working. The setpercenttrail order immediate fill once it turn on by normal parameter. I believe this is because the setpercenttrail engine calculate the maxium contract profit based on the dirty zero price during lunch which never exist. In backtesting, the setpercenttrail wo...
- 14 Sep 2011
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
Dear All,
Thanks for all advice. Just confirmed that change the opening hours in Quote Manager doesn't work. I still got strange orders after opening hour.
Now is the lunch time of HKFE. I am going to try my original time exclusion with TJ's modification. Will let you all know the result.
Thanks for all advice. Just confirmed that change the opening hours in Quote Manager doesn't work. I still got strange orders after opening hour.
Now is the lunch time of HKFE. I am going to try my original time exclusion with TJ's modification. Will let you all know the result.
- 14 Sep 2011
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
Yes, they do change the time. That's why I already set the price based on volume change and filter all zero price and zero volume. I didn't set the time in Quote manager because I need to merge the data before HKEX change their opening hour with data after change for backtesting. My data on the char...
- 14 Sep 2011
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
Thanks, will try tomorrow
- 14 Sep 2011
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
Hi TJ, Not in any condition as I mentioned, I don't think end of code or beginning makes any different as I am using minute bar. Also, if u look at my gif file, the code works perfect until the market close for lunch. Also, based on the calculation I shown above, that is cause by a zero price tick. ...
- 14 Sep 2011
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
Sorry TJ,
I mean condition, my code is right after variable declaration.
I mean condition, my code is right after variable declaration.
- 14 Sep 2011
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
Hi TJ, Thanks but my code is at the beginning not inside the strategy. The problem is that the stop loss and stoppercenttrailing execute when it got a zero price noise from IB data even I set the price based on volume change. That's why I believe the setpercenttrailing function got the data from IB ...
- 14 Sep 2011
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
Re: SetStopLoss and IB Data
Thanks, I never try to set stop loss to zero. Hi Henry, Did u see the attached gif file? It is the actual order generated by the code I quote. Also, your coding not work, I have tested the same logic today. Unlike other coding, the setpercenttrailing will valid until the related order is closed or t...
- 14 Sep 2011
- Forum: MultiCharts
- Topic: SetStopLoss and IB Data
- Replies: 30
- Views: 9313
SetStopLoss and IB Data
Hi, I think there is some bugs in the setstoploss and setpercenttrailing working with IB data. I am using TWS to trade HSIF. In my data source setting, I already set generate new tick if volume change. Also, in my chart, I am using the 1 minute trade price based on volume change. My chart showing da...
- 07 Sep 2011
- Forum: MultiCharts
- Topic: Intra bar generate on and off
- Replies: 3
- Views: 931
Re: Intra bar generate on and off
Yes, I am testing with demo at the moment. I ask it just because I saw a few comments about intra bar order generation is not stable and therefore want to confirm my coding logic inline with the intra bar logic.
- 06 Sep 2011
- Forum: MultiCharts
- Topic: Intra bar generate on and off
- Replies: 3
- Views: 931
Intra bar generate on and off
Hi, I am currently using 1 minute bar for my trading. My strategy would like to place a stop limit order good until end of the 1 minute bar but not next tick once the condition is met. I am not sure the effect of Intra bar generate within signal. Here is the sample of code I would like to use. Can s...
- 25 Aug 2011
- Forum: MultiCharts
- Topic: SetStopLoss not working properly
- Replies: 8
- Views: 2137
Re: SetStopLoss not working properly
No, the problem I have is the order was submitted by MC at 19755 in the morning and exactly executed at 19755. The stop loss order at broker and MC were 19605 and all of a sudden changed to 19625 and the chart suddenly showing long at 19780 which is not true at all. After closing, I reload the chart...
- 25 Aug 2011
- Forum: MultiCharts
- Topic: SetStopLoss not working properly
- Replies: 8
- Views: 2137
SetStopLoss not working properly
I have set my stoploss for HSI at 150 points which work well for the pass. All my trading is automated with a remote private server. This morning my strategy exercise a long at 19755, which at the same time generate a stop order 19605 in my TWS. Everything seems fine. However, at around 2:00 pm HK t...