MultiCharts: Trading Software for Automated Trading and Backtesting

waveslider

Hello to follow up on this question, is there a guide to the best way to configure a computer for Multicharts?
I would like to know whether RAM, CPU speed, CPU threads, # CPU cores are most important for performance.
Thanks

waveslider

Hello- I have a system that has 5 different limit entries, 5 different stops and 5 different limit exit orders, each has its own order name. If one of the limit orders is filled, the other 4 limit orders are cancelled and then immediately re-issued. I have "optimize order flow" off, price orders emu...

waveslider

Portfolio Trader seems to be lacking in this very basic functionality, making it virtually useless. 1. There seems to be no way to see the number of positions currently held at one time (it is possible to see how many strategies are active- but that doesn't help). 2. When a signal is issued for the ...

waveslider

I find SDEV much more responsive for short term trading/position sizing. Consider the S&P during the month of June. A 21 day SDEV rose, while ATR sunk or flatlined. I see the reason for this as being that there were actually some good up and down movements (close to close) that occurred during the m...

waveslider

Thanks Polly,
If, for example using AA, the code is:

buy ("Entry1") 10 contracts next bar 200 limit;

And 3 contracts are filled, would the order then be cancelled at the next bar since "Entry1" already has entered contracts?

waveslider

Hello-
I am using AA automation.
Not using IOG.
Is there a way to keep a limit order alive after the bar closes when there is a partial fill?
Using SA I know this is possible but I would prefer to use AA.
Thank you

waveslider

Hello - I am exporting from an indicator to csv using fileappend. For example I export numtostr(value1,4), however the numbers after the decimal are not found in the CSV file (only integer). The number is apparently rounded to the nearest whole number. Anyone else experience this? When I stick a pri...

waveslider

I can get the second entry name if I use "postradeentryname(0,1)"
Thanks for the suggestion

waveslider

Thanks for the response, but I am looking for the active (open) entry and entryname isn't doing it. To clarify, I am using multiple data series, Realtime History Matching, and IOG is on. The strategy allows up to 2 entries. Entryname only picks up the name of the first entry. If/when that entry exit...

waveslider

Hello -
Is there a way to get the name of the current open entry?
Entryname references the last closed trade.

waveslider

That is already disabled. I think I might have to find each period and manually enter the data in with Quotemanager

waveslider

Thanks, I need to use time based bars in this case.

waveslider

With recent haltings in markets, there are intraday periods where no data appears on the chart for a time.
For example in the S&P emini on 3/18 at 1pm EST.
Is there a way to eliminate these bars?
Thanks

waveslider

Thank you - this is very helpful!

waveslider

Ok - I guess this is just for aesthetics then? I can't imagine why you would want something on your chart that does not depict reality (where price actually traded). So the offset setting is the "trend offset" or "reversal offset"? In this case the wick is appearing in a place where price did not tr...

waveslider

The screenshot wouldn't really demonstrate it. The wick appears just after the bar closes, and it only happens when there is no overlap of the previous bar. I can tell you that if you set your chart to 1 tick reversal and 1 tick trend offset, you can easily replicate this. You will not see any bars ...

waveslider

I have trend offset and reversal offset set to "1". "Show wick" "Show real open" and "New bar when exceeded" checked. When a bar forms that does not overlap the previous bar, upon closing a wick appears that overlaps the previous bar by one tick. Even if price never traded there. Is this expected be...

waveslider

I am trying to reduce the number of symbols charted by using ADE. Here is an example. I am attempting to collect OHLC data on Advancing Issues on one chart (it happens to be in data3): var: ADVo(MapSN.New), ADVh(MapSN.New), ADVl(MapSN.New), ADVc(MapSN.New); var: classO("AdvanceO"), classH("AdvanceH"...

waveslider

Didn't help - any tips?

waveslider

Multicharts is installed on my D: drive so the location of the file is: D:\Multicharts\TS Support. I have also placed it here: D:\Multicharts\TS Support\MultiCharts64 and here: D:\Multicharts\TS Support\MultiCharts64\11.0.14943.400 and here also: C:\Program Files\TS Support\MultiCharts64 I have not ...

waveslider

64Bit and I have the 64Bit version located in the TSSupport folder.
Are you using it successfully?

waveslider

I am also getting the error "Can't find dll "elcollections.dll""
I have it installed in the proper folder as identified.
Please assist

waveslider

Still running into issues with this. Here is some code I tried: variables: inLong(0), inShort(0); arrays: strategiesLong[](-1), strategiesShort[](-1); inLong = pmms_strategies_in_long_count(strategiesLong); inShort = pmms_strategies_in_short_count(strategiesShort); Then I say something like : if inl...

waveslider

thanks!

waveslider

Thanks ABC, I thought so too but was unable to do it. Can you give me a clue as to which signal would help?

waveslider

I am aware of "Portfolio_CurrentEntries", but this will not limit the strategy from entering 10 new entries on one day. For example if it goes into the day with less than 3 entries, the strategy may open 10 new positions. So their needs to be a way to limit the number of new entries on one day. Any ...

waveslider

For example, using barinterval doesn't work. Barinterval returns "300" for a 300 sec. chart and "5" for a 5 minute

waveslider

Thanks for the replies- I have tried using fixed ASCII data, and IQfeed data. The data does seem to match up. In both circumstances the MC platform is a bit finicky on loading more than 2 years of data when using seconds resolution. To get back to my original question, I wonder what other key words,...

waveslider

Would you please elaborate TJ?
why would a resolution change (seconds to min) that is equivalent (300s = 5 min) be any different?

waveslider

Can anyone name a few reasons why a strategy would perform differently on a 300 second chart compared with a 5 minute chart?

I am not using barssinceentry or barinterval. The sessions are identical.

thanks

waveslider

http://www.ctsfutures.com/api/ SC trader, etc. But more importantly, they have a fix api connection that is evidently well documented and easy to connect to. If it were so easy, then likely MC would have no trouble adding it, and would thereby potentially capture clients who prefer CTS. It is likely...

waveslider

I am mostly certain that MC gets $ for order flow. Just look at how their relationship with CQG operates compared with other brokers/software. Example #2, ask yourself why MC doesn't interface (refuses to) with CTS t4. spoiler.. CTS has a monthly cap on fees. Is this bad that they make $ on your tra...

waveslider

Found it!

viewtopic.php?f=1&t=45912

waveslider

Hello -

I can see that some snippets of this code are close to what I am looking to do, but not quite.

I would like to have an indicator produce text that locks into the upper or lower right corner of a chart and does not move.

Any suggestions?
Thanks in advance

waveslider

Here is a screenshot of my minute chart. The platform was closed/re-opened a little before 8am - where you see that data was lost for 10 minutes. The indicator on the lower feed uses ticks. The period where there is only "up" green bars shows the area where there is no tick data. As you can see, fur...

waveslider

Thanks Henry - can you explain why tick or volume charts do not behave this way when configured for "merge data sources".
I have CQG and IQFeed tick level data in the cache but when a new chart is created or refreshed there is no historical tick level data available on minute charts

waveslider

Hello - I use indicators that use tick data on minute charts to calculate. When they are running live the tick data is correctly displayed, but when the chart is refreshed or MC is re-opened, that tick data is no longer on the chart. I don't usually have Quotemanager open, but it is set to collect R...

waveslider

Thanks for looking TJ, it looks like it is actually doing what it should. I was just hoping someone could take a look at the code and have an error jump out at them - or maybe suggest a better way to approach the issue.

waveslider

MC should consider incorporating this product

http://www.profsoftware.com/bt/

As TS acquired "the Grail" optimizer years ago.
This one is much better than the grail

waveslider

Hello - I am attempting to create an indicator that tracks the average price movement for 10 bars after an indicator turn. The following code uses the example of a bullish turn. An array is created for each bar following the signal bar, then the average of each array is generated. The results are un...

waveslider

This suggestion would be a valuable addition to MC

waveslider

Thanks Henry, I read the articles you recommended. After unchecking the "DL historical data" in "preferences", I restarted the system and charts that use tick level data were not plotting properly (no tick level data evidently). These were minute charts. A "contract" based chart was plotting tick le...

waveslider

Hi Josh - I would like to use the value as a part of a time based exit in a signal. This is an interesting reserve word that is only calculated when there are strategy signals on the chart: https://www.multicharts.com/trading-software/index.php/AvgBarsWinTrade When "SA" automation occurs, as we know...

waveslider

I understand this is just for signals, and would never work in "SA" applied automation since in that case there are no historical signals on the chart. Is there a work around so that this number would be available in automation setting?

waveslider

I realize this topic is wandering. That is interesting about the CQG/IQfeed difference in Cumdelt., worth investigating. Do you have an opinion on which is more accurate? When I restart my platform, I lose tick resolution data from CQG on my CQG/IQFeed charts. I believe this is because Quotemanager ...

waveslider

Apparently - there is "no solution" because you are using 2 data sources (historical and live) and for some reason MC can't see where the historical ends and the live begins

waveslider

Thanks -
It's not a perfect transition, in my experience studies had to be re-imported and some files had to be manually moved..

waveslider

I installed MC on my d: drive (SSD) and notice that TS Support is still located on the c: drive. Will this affect the speed (I would like MC to run on the SSD).
Also - will speed be affected if workspaces are located elsewhere? (ie C: drive)
thanks

waveslider

9.1 is not working for me, anyone have a reference to where I can find 9.0 to revert back to?

waveslider

ASCII mapping is quirky and seems to work for a while then may suddenly stop. In any case it is working now and I will delete/remap when necessary (hopefully not too frequently) thanks Henry

waveslider

Henry I know we have been over this before, but my ASCII mapped symbol is not updating even after refreshing.
The symbol is correctly mapped and the historical data shows up. Last night a new line was added and after hitting refresh this morning, the chart did not show the new line.
Any tips?

waveslider

Hi - Anyone have a recommendation on how to output time in this format?
So 1400 would become 02:00:00 PM
Thanks

waveslider

3 years since this initial request.
I am certain that CQG supports iceberg orders, any advice from support on implementation using multicharts?

waveslider

For a few months now, whenever I refresh/reload my chart there is a gap of 5-30 minutes of data that is missing from the most recent data (current date).
I use IQFeed for historical and CQG for live data.

waveslider

Thanks - you completely nailed it - it was using the "value1" that did it...
I did this out of laziness, and don't typically use "value1", but never will again - is this common knowledge?

waveslider

Here is simple code that is applied to an intraday chart with 81 bars in a day. value1=XAverage(c,100); value2=value1[81]; if barstatus(1)=2 then print(date," ",time," ",value1," ",value2); Value2 should show what value1 was 81 bars ago, the same time of day. According to the printout, instead it is...

waveslider

Since MC has stabilized and internalized its connection to CQG, I have had virtually no issues. Rithmic has also been great, just saying that CQG interacting with MC is better than it was

waveslider

needs a tune up for sure.
I'm sure many of us have tried to "open script" from chart analysis or "format signals" and had the wrong code come up, or not at all.

waveslider

MIT and Iceberg orders would be extremely helpful, they have been suggested before.
Please start a new poll/request and I would vote for it!

waveslider

Readers: please be extremely wary of people like orion. Jad - I believe others would agree that criticism of other contributors is not appreciated. You have offered wisdom here and if you disagree with someone else's suggestion, that's fine, but please keep it to yourself. This is not a popularity ...

waveslider

I had 35 second delays on the close today, so, yes I have some serious issues. During that period I was watching the CPU and RAM usage, nothing was overworked. I noticed that MC was acting super sluggish during the period when the orders "should" have been submitted. CQG confirms that they received ...

waveslider

Thanks Orion - It is apparent that you know significantly more about this stuff than I do. I agree that "Generated" is a misnomer and think you suggestion is valuable to break out when the order was issued and when the broker confirmed. Our objective here is to find the source of the delay and (if p...

waveslider

Orion- I appreciate your creative problem solving. Unfortunately I don't have the time to get as deeply involved as you suggest. The computer is co-located in Chicago, the data connection is fast, the datafeed is CQG which in my experience is good. In this past example I watched CPU and RAM usage wh...

waveslider

Machine is dedicated server:
Quad core Xeon 1230 (3.2 gig)
16GB Ram

It's maybe 3 years old, the Sandy Bridge processors are solid.
I had not considered that Order Tracker would create a drain.

waveslider

Hi TJ - here are some responses 1. regarding lagging order submission https://www.multicharts.com/discussion/viewtopic.php?f=1&t=46208 - now locked due to inappropriate comments. 2. I am trading ES (S&P emini futures) primarily. 3. The one minute bar closes, then the order is generated seconds later...

waveslider

I realize this has been discussed in a now locked topic, but there was no resolution. I have been experiencing this for a long time and have not received a conclusion from Multicharts, although they have examined my logs, etc. numerous times. Since a large portion of users are now realizing that thi...

waveslider

At RJO I can confirm that Multicharts users pay $25/month + 0.30/side to use CQG API, while NT users pay $10/month +0.15/side.

I don't get it

waveslider

Ok I got it now - thanks Henry, hopefully it will update this way.

waveslider

Hi Henry - I have not been able to get the symbol to update since I mapped the ASCII file. The actual data file has updated outside of MC, but when I go to quotemanager and edit data, the data file remains as is since I mapped it. The question is how to get the symbol in MC to connect with the file ...

waveslider

I have checked this, and it is set as you suggest. After re-starting MC the chart mapping is correct, however the most recent data is not showing up (data since last re-start).

waveslider

I have not yet gone and restarted the platform, but now have a symbol using ASCII as a data source.

Collecting real time data is "not supported" - does this mean I will have to refresh the chart to get new data - or manually add it?

waveslider

Hi Henry - I want this symbol to retrieve new data each day, for that reason I selected DDE. After that selection I go and assign columns to open,high,low,close, etc. I will try it as ASCII instead to see if this changes anything. Essentially the mapping seems to change slightly when I restart the p...

waveslider

Hello - My issue is that when I restart the platform, the mapping for a symbol is incorrect. Some of the fields are correct but some are not. The data source for this symbol is Universal DDE. Collect R/T data without plotting is enabled. Exchange listed is UNDEF, category is Indexes. Any ideas? Thanks

waveslider

Is there a key word that would actually reference the quantity executed at the broker (as would show on the order and position tracker)?

waveslider

Multicharts mgmt please review this request, it is a standard feature on many platforms

waveslider

What about the ability to access "order and position tracker" entries? Can it be exported?

waveslider

Hi Andrew
I would export this number to an excel spreadsheet for tracking

waveslider

I am looking to find out how many contracts (opened and closed) that were actually executed at the broker for a given day. If time=sess1begintime then quantity=0; if barstatus(1)=2 then quantity = quantity+("get executed contracts this bar"); if time=sess1endtime then print("quantity"); None of the ...

waveslider

If the NFA announces it, I wouldn't consider it a rumour. Maybe you're right, just the futures side, but I've always thought of NFA as an FCM. I have quite a few accounts there, they say the only difference will be the name. Nice slap on the wrist NFA. I'm out. Any red flags these days... we all sho...

waveslider

They are being shut down by the NFA for violations.
http://www.nfa.futures.org/news/newsRel ... cleID=4428

In my experience the back office side of Vision is excellent, but the sales side is predatory. They say they will re-organize as High Ridge, but to me it's a red flag.

waveslider

The instance where CQG says it's connected but orders are rejected happened again this week. The moral I have learned is that you have to reset a CQG connection when markets re-opn on sunday. If not more frequently.

waveslider

Thanks for checking in Henry.
By deduction I found the reason was that a variable was declared a constant. It would have been helpful to have the compiler find this for me.

waveslider

I followed the steps and got the same result:
Please wait ....
------ Compiled with error(s): ------
Compile error
line 0, column 0

Using version 8.89589.4

waveslider

PSP or price series provider would be a great addition to MC. It means you can access any data series in any time frame within your code.

waveslider

Here is the error on compilation:
------ Compiled with error(s): ------
Compile error
line 0, column 0

Any way to get a better read on the prob?

waveslider

I would second this request for some visibility from Multicharts regarding the CQG API. It's great news that the API has been integrated, but is this going to require hotfixes going forward if CQG updates their end?

waveslider

I have not yet upgraded to 9.0 as I was concerned about stability. In your experience is 9.0 stable? I tried it once and had multiple auto execution issues. One thing with Rithmic I have found is that sometimes the prices on chart trading interface freeze, so your P&L on position freezes also. I cli...

waveslider

I'd like to start a conversation regarding peoples experiences with their API connections and stability of the connection. The following are my experience with various: Rithmic: the most stable and fastest connection I have found. This connection often needs to be reset on Sundays, or at least the c...

waveslider

I have disconnection issues with CQG also and would agree that it is on the CQG API side. The best advice I have for anyone is to shut down and restart the entire platform as often as reasonable, or to reset the CQG connection - kill the API using task manager.

waveslider

That looks like it will address the issue perfectly. Learned something new about MC! Hopefully it will solve the issue - thank you

waveslider

Hello - Issue: Strategy and possibly indicators not updating. Replicate: The issue is replicated by creating a chart with 2 data series. In this case I used a 15 minute chart and a 390 minute chart of the ES. The 15 minute chart uses a custom session which begins at 1500 local (PST) time and ends at...

waveslider

Right, sorry, I am not using IQFeed for this either. I am just looking at filtered block trades (live) in the T&S window and trying to have a plot match the output. Any suggestions?

waveslider

TJ's code does not seem to be functioning at least with my IQfeed connect. I am cross referencing with Time and Sales window with the same filter applied

waveslider

Hello - Please vote for this feature. Bots and other HFT analytics alter market behavior based on the order size shown:

https://www.multicharts.com/pm/viewissu ... no=MC-1667

waveslider

MAtricks I am glad you brought this topic up. I have long been of the opinion that time frames should be adaptive, and the presentation that is standard in charting platforms is inadequate. The reason being is that cycles do not have static duration or phase. For example, an oscillator might work gr...

waveslider

In this case, it doesn't matter what the portfolio settings are, more orders will be generated than there is cash in the account.

here is the feature request:
https://www.multicharts.com/pm/viewissu ... no=MC-1524

waveslider

Furthermore, you should use global variables to pass number of generated entry orders at current calculation of the script on symbol A to coming calculation of the script on symbol B in order to avoid the same problem (excessive orders). Thanks Andrew - would you please provide an example of how th...

waveslider

When code is compiled as below, there will be more than 10 positions assumed. Daily bars are used. Max capital per position set to 10%. if Portfolio_CurrentEntries<10 then begin if c>o then buy this bar; end; if c<o then sell this bar; print(date," ",Portfolio_CurrentEntries); When the sell statemen...

waveslider

This reserved word is not working for me. I want a max. of 10 positions I use the following: if portfolio_currententries<10 then begin <<code>> end; Sticking a print command in at the end of each day (print(date," ",Portfolio_CurrentEntries);) I routinely get 30+ entries. PortfolioEntriesPriority is...

waveslider

8.7 release - build 7634
sent, thanks

waveslider

I see this happening also.
1600 trades on the equity curve close to close, and 300 total # of trades in Total trade analysis.

waveslider

I guess it doesn't really matter - since it doesn't work with MC!
you have to have an active copy of TS installed to install it also..
I got it from a friend

waveslider

MC please support "int64" so that we can use ELcollections2

thanks

waveslider

Is there a way to reference historical option expiration days in a continuous contract? "expirationdate" only gives the current expiration day.
I thought I remember a TS function called "isthirdfriday" - does anyone have that to share?

waveslider

Thanks for the answer. In truth this is so that I can plot my local tides in Multicharts - I'm also planning to input wave buoys and wind station readings!
So I have the data going a year ahead reading from an .CSV file, but the chart won't update and it won't plot future data.

waveslider

Hello -
I have a data file that shows data in the future. I am able to import it successfully, but can only plot up to the current date. How can I show the plots beyond the current date?
thanks

waveslider

This happens all the time to me - it must be a bug.

waveslider

Is there no way to trade with Sync and retrieve historical orders?

waveslider

Similarly, a signal I generate looks at historical performance of the "netprofit" or "I_closedequity" to make trading decisions. However, when the strategy is automated, there is no historical performance - netprofit and I_closed equity remain at zero. Is there a way to maintain the historical net p...

waveslider

I have a difference of -86,211 seconds between the bar ending at 23:58 and the bar ending at 00:01

waveslider

Hi,
To replicate, insert "timetoseconds(time_s)-timetoseconds(time_s)[1]" into a custom indicator on a volume chart
On the first tick after 2359 time finishes and a new day begins, the reading is inaccurate.

thanks

waveslider

I am trying to use the "manual allocation" setting and then referencing an allocation profile that I set up in TWS. When I connect using IB Gateway, the allocation always ends up being the "default" allocation for the account instead of the profile I created. When I connect with TWS the profile seem...

waveslider

1. Every day the disconnect occurs when the futures market closes at about 2:30 PST, I have seen it reconnect ok on weekdays, but I never have seen it reconnect on a Sunday afternoon when the futures market re-opens. This is important. 2. Pacific time zone 3. I will. Henry- in this circumstance I ha...

waveslider

Every day my trading technologies connection is interrupted during the closure of the futures market. I have to manually restart it, is there a better way?

I have it set to reconnect after 20 seconds on connection loss, it tries after 20 secs and then stops trying.
thanks

waveslider

Hi Henry -
No, in that case TT would not register a position at all, or accept orders. I shut down/restarted MC and then exited a position leaving me with an inaccurate position. It appears to have reset as of today, but it would be nice if TT communicated better with MC.
Thanks

waveslider

Hello -
I entered a position directly with the broker, then offset the position using MC (through Trading Technologies). MC did not see the position at the broker and so is now showing an incorrect position. How can I reset this?

waveslider

This affects me certainly. If you establish an array of 100 values and try to average the last 2 (eg. averagearray(arrayname,2) ) you will not get a correct value unless the array size is the exact size of the length of the average you are calculating (as mentioned above). That IS awkward, especiall...

waveslider

The Walk-Forward output in MC is very primitive and needs improvement.

There need to be some metrics regarding the efficiency of the Walk forward testing and its effect/efficiency.

waveslider

Would you mind posting any part that you can of the EODexit code that you have? It might greatly assist. Thanks

waveslider

Thanks Escamillo-
When you say you keep them in separate documents - do you mean that you have one study that calculates whether a signal is activated, and then somehow send the green light to the execution study?

waveslider

Thanks Henry -
I missed that post.

waveslider

Hi Henry - This solution did not work for me. I can't say why and it would take some time to decipher the reason. I am trading only the S&P emini - a very liquid market. You said that the code would recalc and issue orders on the opening tick of the following bar, with this market there is normally ...

waveslider

In this case I am trying to learn about limit orders and IOG. Using stops is not appropriate. Do you know why a limit exit order would not be issued immediately after an order is filled, yet a stop order is issued immediately?

waveslider

I modified the code to have it do what I am attempting (reversing the position at the high/low of a bar +/- a tick). At this point, after being filled, the strat issues the stop order immediately but is not issuing the reversing limit order until the bar closes. variables: mp(0), dntarg(0), uptarg(0...

waveslider

Matricks- This is just a small piece of code that is a representative of what I am doing in a strategy. Aside from the execution aspect, every calculation operates at the end of the bar. That is why I was hoping to just turn on IOG for the execution aspect. I can't post the code, but do appreciate y...

waveslider

Also - How would this strategy be affected by a partial fill? Does the order quantity need to be adjusted on every tick (or contract filled) or will this be done automatically until the full order is filled? In this case there is a reversal of position, so I am wondering if there needs to be some po...

waveslider

For these orders I would like them all to be intrabar, but if you wouldn't mind discussing how to make some orders at the close that would be awesome. I thought I could do that by just turning off IOG, but it looks like that is incorrect.
thnks

waveslider

Thanks. I am new to IOG -
Is it possible to have only certain parts of the code IOG and the rest not? I would like to bracket off a portion to execute intrabar and the rest at the end of the bar.

waveslider

Hello- using the following test code I am trying to have a stop issued as soon as the order is filled. The stop is not issued until the bar is closed. Please advise. var:mp(0),dntarg(0),uptarg(0); var:opencontracts(0); if time>=630+barinterval and barstatus(1)=2 then begin uptarg=h+.25; dntarg=l-.25...

waveslider

Please advise the best course of action:

I want to send an order EXACTLY (to the second) as a minute bar ends.

This is the only way to match historical testing.

waveslider

I voted for the ability to access volume profile on minute bars.
Also I feel it is critical to be able to access this data from code.
For example, the ability to call a function that would return "Value Area High", "Point of Control", etc.

waveslider

Info re: IB daily server resets

http://www.interactivebrokers.com/en/?f ... tity%3Dllc

waveslider

I feel your pain! I have had weird blips with Rithmic come up out of nowhere also. But if it is any consolation - I am using Rithmic with the latest MC release on windows 2008 server platform and it is working flawlessly. Something that has plagued me in the past is syncing the server clock - make s...

waveslider

It is a great step in the right direction, makes sense the way the developer describes it. Most important thing we are trying to achieve is maintain placement in an order queue, this should be the focus. On a side note I want to publicly thank Henry for the hard work he puts in day in and day out on...

waveslider

why cannot Limit Price Exits persist?

EXACTLY!

waveslider

I voted. Cool avatar by the way

waveslider

AMP is not an option for most who work with clients. They are super low end with no institutional clientele. Ironically - most clients who use a super discount brokerage like AMP would not want to pay for a CQG connection.
This was a case of MC shooting itself in the foot.

waveslider

Exclusive agreements defeat the concept of an "open" platform if that is what MC is aiming for.

waveslider

I cannot replicate the issue upon request.
As mentioned before, the issue seems to coincide with active market data. I have upgraded to the latest IQFeed software and have not had issues since then. That may be coincidence, we will see.

waveslider

This is still occurring, and I have no updates. I had considered moving to IQfeed for live as well as historical date, but from reading this thread, it appears that this is not a solution.

Piotrek - is this still occurring for you?

waveslider

I am having the exact same issue: https://www.multicharts.com/discussion/viewtopic.php?f=1&t=8891&p=56994#p56994 This thread details the experience. Is use MC 8 (b. 5622) with Windows 2008 Server OS IQfeed is my historical data, Rithmic is live data. I have never had tick charts freeze - only time c...

waveslider

The models I use require at least of year of clean data as reference. I use IQ feed for historical data to provide that.
I collect rithmic data, but it can be incomplete if I do not have MC running all the time.
Also I use IQfeed for backtesting.

waveslider

Hi TJ I execute using rithmic data, so I have to use it. And rithmic is actually very good data. I have never had a prob. with rithmic updating - the problem I have is with MC not staying up to date... it starts to lag. I have 8 GB ram, and plenty of CPU so this should not happen - I have maybe 10-1...

waveslider

This is happening again. The "quotes received" counter is not in the red. The bar is showing price changes (delayed) and does not show how many minutes left in the bar until it catches up to the current time. This seems to happen when MC is operating behind something else that I have in the foregrou...

waveslider

I use a free utility called "SP timesync" , I didn't have any luck with the Win7 time sync...

Thanks - worth a try.
Still doesn't explain why the chart that uses Rithmic data only did not lag, while the chart that merged data with 10 min. delayed IQFeed data did.

waveslider

Actuallly I did - on your recommendation - change the power setting to high performance, and turned off any type of power saving mode.. maybe that will help but I am concerned still that this may stall a potential automated signal. The user that started this thread a year ago did not have a resoluti...

waveslider

Also -
That wouldn't explain why the chart that is just using rithmic data did not lag.
I appreciate your input though - any other ideas?

waveslider

I don't know - it is a remote server that MC runs on - how would I check that?

waveslider

I have had this periodically happen to me in the past. I cannot replicate it, but it happened again this morning - and it is very concerning. The charts affected have Rithmic as the live feed and (delayed) IQ feed for historical data. This morning I left the computer for about 2 hours - while the ma...

waveslider

Thank you I will save a log file next time.

waveslider

chart res - 10 minutes IOG - No code: if mp<0 then Buy to cover ("stopshort") next bar entryprice+maxstop stop; if mp>0 then Sell ("stoplong") next bar entryprice-maxstop stop; Am using most recent version of MC64 -8.0 build 5622 Log has been erased as I re-started MC I have sent you files. You shou...

waveslider

I got stuck in a Nasdaq trade yesterday at the close, system was automated to re-issue stops on the re-open of the market. As you can see from this order log, the order was issued 1 minute and 2 seconds after the market re-opened (PST) which resulted in a large slip. Can someone tell me why this hap...

waveslider

Weird stuff going on - I un-installed dropbox and it is working again, at least the MC32 is - I've not yet tried MC64

waveslider

Using MC32 I can see positions but cannot automate.

waveslider

I can connect to the broker on their stand alone platform. This seems to be a MC thing, since I can't connect to either Rithmic or PATS

waveslider

Everything was running smoothly, all of a sudden today I am getting the message - impossible to connect - in quote manager. Likewise I cannot connect to any broker (Rithmic or PATS) in charting/automation. I have tried restarting computer, and running MC64 as an administrator. Any other suggestions?...

waveslider

I have an incident that is re-occurring where the following occurs: 1. I am long with order to reverse short. 2. Price is hit and a portion of the order is filled, the balance is immediately cancelled. 3. The remainder of the order is automatically re-issued the next bar. 4. Once again, price is hit...

waveslider

I am in the same situations, please check your personal messages

waveslider

thank you - I will follow these steps next time the prob. occurs.
As of today I have similar trades going and the issue has not resurfaced.
Thanks for your attention to this.

waveslider

Thank you Henry for your attention to this.

waveslider

No Scanner window.

Using MC 8 build 5485

waveslider

HELP
it is doing it again today.. I'll try to get on live chat if possible, but this is really ugly - I am up to 7.9GB RAM. Don't want to turn MC off because automation is in motion.

waveslider

I am using 64 bit MC with 8GB ram on the machine. Yesterday tradingserver.exe got up to over 7.5GB ram, today it's over 4GB. I am not running a large number of charts/data or indicators. please advise, this does not seem to be normal behaviour. If I shut down/restart MC then all is normal again. I d...

waveslider

I am using rithmic.

The log doesn't seem to show the issue since I have had to manually over-ride.

I just upgraded to the 64 bit 8.0 version, as of today am running it. Maybe that will help?

Next time this comes up I will try running the same strat on a sim. so that it can be logged.

waveslider

Can we please have a response on this issue - I know it sounds like a broken record.

Every time I lose my place in the order queue, I potentially lose a fill that could cost me a lot of money.

waveslider

Is there any reason why CQG connection is exclusive to AMP futures? I would like to use it with RJ Obrien (they support CQG)

thanks

waveslider

looking forward to a CQG connection

waveslider

I am using the newest version, with optimized order flow enabled. I have a long position with a limit exit above, and a stop below. Every time the stop is adjusted, the limit exit above is cancelled and re-sent, losing my original spot in the order queue. This is unacceptable. When will it be addres...

waveslider

Is there a way to extend the period of the manual trading performance report? I get data back to the beginning of May.
Also, is it possible to combine all symbols traded into one report?
that would be cool.

waveslider

Thanks. I voted for the improvement.

Positioning in the order queue is critical to me, and when this position is lost because a stop is adjusted - it opens the possibility of not getting filled.

waveslider

I am still having the issue of limit orders being cancelled/re-issued when a stop is introduced or adjusted.

Using optimized order flow.

Suggestions or is this still buggy?

waveslider

Thanks for the work- around xyxxz - - I was on the phone today with IQFeed and MC. MC (Andrew) said that a symbol was needed from IQfeed that would display only intrasession data - (like @es.d in TS terms). They were very surprised that MC could not do this. Really the work-around is just as good, s...

waveslider

OK I am getting close - Imported all of my data into the Rithmic (real time) symbol. My imported data has session times that begin at 6:30 am (I am west coast) and end at 1315. The Rithmic data is continuously updated while the market trades (Globex session). What is happening is that the imported d...

waveslider

That is exactly what I needed to hear - thanks TJ. I hope it is as easy as you said!

thanks again!

waveslider

The instrument is ES, all 10 years (actually more like 15 years -it's large, maybe 30MB),don't need back adjustments. The problem I am having is that Rithmic, which only provides live data, does not backfill. I am collecting the data from Rithmic locally, but don't know how to stitch it to my data f...

waveslider

Rithmic does not backfill data, so that is the issue I guess. I am collecting data and would like to backfill locally with that data, and stitch it to a static piece of historical data.

waveslider

Hi- I have 10 years of 1 minute .CSV futures data to the current date. I would like to use this as my historical data, and then from here forward use the Rithmic data that I am collecting. So one month from now I would still have the .CSV file for data beyond one month back, and then one month of Ri...

waveslider

https://www.multicharts.com/pm/viewissu ... _no=MC-840

please vote.

Even more than this the ability to create iceberg orders is essential

waveslider

Coding an iceberg order doesn't seem possible at this time the way that OCO orders are handled. The ability to execute iceberg orders is very important to me, I have put a request in the project management side for "show max quantity" - please vote: https://www.multicharts.com/pm/viewissue.php?issue...

waveslider

if the OCO is placed on Rithmic servers then it would be necessary, but Multicharts should be able to replicate an OCO without having to re-issue.

I will try to learn about "optimized order flow"

waveslider

No different with Beta 2 This morning I have a open limit exit. As soon as a stop order is issued (next bar), the open limit exit order is cancelled (for no reason) and re-issued. At this point I am not using "intrabarpersist", which may solve some problems I have heard. Too late to try this morning...

waveslider

Anything is worth a try Josh, but it appears the symbol mapping is correct. Can you give an example of how yours was incorrect? What was the error?

waveslider

Henry -
I just downloaded 8.0 beta 2 yesterday, also beginning to use intrabarpersist where I didn't use it in TS.
Hopefully this will solve things, I'll keep the board posted.
I don't trade everyday, so it might take a bit.

thanks for the response.

waveslider

H4nk - do you use Rithmic? Just wondered if this is Rithmic specific and that is why it hasn't been fixed yet. THIS IS A VERY MAJOR BUG! Not being able to accurately create and maintain OCO renders this platform basically worthless to those traders who are actually controlling risk. I do not use tra...

waveslider

I am having yet another order cancellation/reissue event. Today I had a limit order above the market, a stop order below. The stop order was adjusted, so the stop was cancelled and re-issued. At the same time the limit order was cancelled and re-issued, losing my place in the order queue. There is n...

waveslider

Sorry Josh - I don't follow... I guess the question is, why was "stoplong" cancelled after "stoplong#2" was filled? Also - "con" in this case is an input for the number of contracts. It is really just there in case I am trading just one contract - then the 2 level exit would not be used. In the inst...

waveslider

I don't have IOG enabled, thanks for the code. Actually what is happening is that after the first stop is hit, the second stop is cancelled and not re-issued. This doesn't make sense since MP (marketposition) is still <>0, and orders should be issued each bar if they aren't already there. Could this...

waveslider

MultiCharts Version 7.4 (Build 4953) It cannot be easily reproduced as it would require a stop order to be filled - that is the point where the second stop is cancelled. I can't understand why the second stop order is not being re-issued. Can you see any errors in the code I have posted that would c...

waveslider

Henry - Data feed is Rithmic, broker Rithmic (Vision Financial). Trading NQH2 on a 10 minute chart. There is no rejection on the log, the order was not rejected. When the first stop was filled, exiting 1/3 of the position (see code above), the other order (to exit the remaining 2/3) was cancelled an...

waveslider

Henry - If you trying to buy a position and yours is the only bid, it is strategic not to show the entire position you are trying to buy. By inserting a piece of code that would show only the desired size, the rest of the market would only see the quantity you choose to display on the DOM. TS allows...

waveslider

Hello, I had a stop order cancelled today and am trying to figure out why. Basically I am exiting a third of the trade size (con) at an initial stop (entryprice+/- maxstop*.5), and the remaining third is to be exited at the full stop distance. Yesterday I had the initial stop activated and the remai...

waveslider

I need to be able to hide the quantity I am trading. I can do this with my order entry platform (Rithmic) and I could do it with TS (using "show only" command). What is the likelihood of this being incorporated into MC?

thanks

waveslider

thanks - I voted for that. We had this discussion months ago and I still haven't found a way around it. In TS the only way to really get a handle on orders was using macros - and that seemed problematic as well. I have another question - If I am in auto mode with a position on - entered by the signa...

waveslider

"Unfortunately I still can't see how to transmit a limit (target) order immediately when getting my entry filled and to retain that order unchanged while stop price (stop order was transmitted simultaneously with target order) is changed through breakeven (or any other) order." This seems like a sim...

waveslider

Hi TJ -

If I am buying 100 contracts and only want to show 10 contracts then (using easylanguage) I would code "showonly(100)".
Some would call this an iceberg order.

thanks

waveslider

hello,

How can I specify in my code to show only "x" contracts. In easylanguage you simply use "showonly" but that is not translating here.

thanks

waveslider

this is a good idea

waveslider

ok. I need to see the signal trade real time some more to understand the order issuing. It is different from TS, but probably in a good way.

Have you learned a way to access the current orders with the broker ?

waveslider

Even when limit price is constant, I have limit orders cancelled/replaced every bar... IOG is not enabled. Any other reasons this might happen?

waveslider

Vking - If I understand your problem correctly - your limit orders are being cancelled and replaced each bar? I am just beginning to run automated and noticed a similar thing. The limits are cancelled and replaced each bar. This is not good for order queuing - very very bad. I think what we are look...

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