MultiCharts: Trading Software for Automated Trading and Backtesting

Splint

Hi PPC, As far as the slideshow is concerned the easiest way I think is the scanner window method. If however you are interested in Winautomation, just search for it on youtube to see what it can do. It's a very handy program for people who don't know how to code as it just uses drag and drop and en...

Splint

Thanks. Minor modification to the code as it was only picking the stock with the H=L condition on the last bar. All good now. Inputs: Barsback(100); vars: HL(0), x(0); for x = Barsback downto 0 BEGIN if high[x] = Low[x]then begin HL=1; end; END; Plot1(HL); if HL=1 then begin HL=0; end;

Splint

Thanks TJ, I'm running into problems with the compiler now, syntax error line 18, column 5, only issue is that there is only 16 lines in use. Anyway, does this look a little better? Inputs: Barsback(10); vars: HL(0), x(Barsback); for x = Barsback downto 0 Begin if high[x] = Low[x]then begin HL=1; x=...

Splint

Thanks for the feedback TJ. Strictly speaking, not I haven't told it to do otherwise such as an else statement. To my way of thinking HL is initialized as 0 and will switch to and remain at 1 if any bar in the last 10 bars has a high the same value as the low. If every bar in the last 10 bars has a ...

Splint

Hi, I'm trying to figure out what's going on with this code. The theory is that if the high equals the low for any given bar in the last ten bars then variable HL is set to 1. It seems that HL is set to 1 regardless of whether the condition is met or not. Any idea where I went wrong? Inputs: Barsbac...

Splint

I'm trying to compile this simple code which I intend using to filter out thinly traded stocks but it wont compile and it indicates that the issue is in the vars statement which I believe to be OK. Anyone able to take a look and tell me what you think? vars: HL(0); if high(10) = low(10) then begin H...

Splint

Thanks everyone for your help with this. I didn't code this myself, found it online years ago and thought it might be worth back testing. If nothing else I can compare the code which will help me learn Powerlanguage. Thanks again.

Splint

The this is how the code appears. It was written for TS but I'm trying to adjust the code for MC. I realized while writing this that the problematic code is not part of the signal but a foot note containing the functions. There are still a few bugs which need to be ironed out so if anyone's interest...

Splint

At the end of a system I'm compiling I get an message assignment is allowed only for variables or array elements. Multicharts is not happy with MaxTradeClose. //-----Functions Used in the Code--------- {---Function MaxTradeClose---} if marketposition <> 1 then Maxtradeclose = -999999; if marketposit...

Splint

At the end of a system I'm compiling I get an message assignment is allowed only for variables or array elements . Multicharts is not happy with MaxTradeClose. //-----Functions Used in the Code--------- {---Function MaxTradeClose---} if marketposition <> 1 then Maxtradeclose=-999999; if marketpositi...

Splint

After further investigation I have found that the instruments showing no data have somehow changed data providers from freequotes to ascii mapping. Changing them back makes them all work again. Is there any way to change the effected instruments in the scanner window as a group? It appears they must...

Splint

I've found a data issue while trying to combine instruments from number of scanner windows into one window. I started with a scanner window which has a list of instruments, some of which were duplicates. All of the data appeared as it should with the chart in the linked window and the trend in the s...

Splint

I have a series of csv files containing one years worth of data for a symbol. When I try an ascii map the files into the symbol it appears to work but only the data from the first file is mapped. Any way around this?

Splint

After further investigation a slideshow can be done by linking a watchlist (scanner window) to a chart and scrolling through the list of instruments using the arrow keys.

Splint

I notice the trend histogram in the scanner window seems to show the trend of the eighty or so most recent bars on the chart. Is there any way of making the histogram represent all bars on the chart?

Splint

Hi,

When I open charts there is a ding sound. This sound seems to have nothing to do with indicators or positions. I cant find how to turn it off. Anyone able to tell me?

Thanks
Splint

Splint

I decided to use Winautomation to set up a slideshow function in MC. The way I've set it up is that you open an Excel file with the codes for the instruments in column A, it doesn't reference anything other than column A. You can use the up and down arrows to send the codes to MC and if you see a ch...

Splint

Hi, is it possible to run a slideshow of many charts to eyeball them, possibly into the thousands of charts?

Also, is it possible to open multiple charts at the same time? I've tried using control and shift but no good.

Splint

Hi,

I'm trying to import a symbol list for the Oslo Stock Exchange and the .csv data will not import. I have it in the form: symbol, name,exchange, category. See the first line below.

ABT.OL,Aqua Bio Technology ASA,OSL,Biotechnology

Anyone know why it's not importing?

Thanks

Splint

I don't think it's a slippage calculation issue or adding the exit brokerage because if the strategy is showing a profit the open p/l is showing a larger profit, and increasingly larger with respect to each tick not larger by a fixed value. When the strategy is showing a loss it is open p/l is showi...

Splint

In the Order and Position Tracking window I can see a nonlinear change in the Open P/L compared to the Strategy Open P/L. For an example, ZS shows 0 for the strategy open P/L and -2.90 (brokerage) for the open P/L. As the price changes, the strategy open P/L shows +50 and the open P/L shows +51.23 w...

Splint

Thanks Henry,

I shut the system down over the weekend and rebooted it a little while ago. The orders are going through now. A reboot was probably all it needed. I'll get back to you if there are any further developments.

Thanks
David

Splint

I'm not sure if this is an issue caused by MC, but all of my orders have been rejected over the last few days. I haven't changed anything and the account does exist, but this is the message (I replaced the account numbers with x's for security reasons) in the log: Account "xxxxxxx" does not exist. P...

Splint

Hi, I noticed something tonight that I've not noticed MC doing before, that is the stoploss price on a number of commodities is fluctuating up and down with the commodity price. It seems to be maintaining a buffer of a certain number of points away from the last trade price. In the Orders page the s...

Splint

I had a look at the session times in QuoteManager and found the session times for both the ascii data and the live data for the Hang Seng were incorrect and I've corrected the session times so that both are the same. Could this be a reason why the stops have been disappearing and generally behaving ...

Splint

The image of the other order.

Splint

To confuse matters a little further, this afternoon MC sent 2 buy orders for HSI at the same time with different stop prices. Any idea why that would that happened?

Splint

The stop does not get submitted at all. There is no record of a stop for SB.This appears to be unique to SB. The four other instruments running the same system have their orders created and sent correctly. I turned on chart trading and placed a trade manually to see if it worked,it did send the orde...

Splint

Hi, I have been doing a few things with TWS and Multicharts to force TWS to double up on orders (which I have written about in another thread). The reason for this is so I can record some images of the doubled up orders to use in a macro to notify me by email should such an event occur in actual tra...

Splint

A screenshot of the strategy properties.

Splint

OK, I set snag-it to take screenshots at 30 second intervals and managed to capture the following behavior. At 25/7/2012 2:00:48PM ZN switched form 1 long position to 1 short position. Instead of putting a stop to buy 2 contracts and go long again, MC interpreted the position as being closed even th...

Splint

Hi,

I rolled into September ZN tonight, being my first ever attempt to roll it was a bit of a mess, but goth there in the end. Is there any documentation on how to roll over where automated trading is in use? I'd like to make sure I get it right next time.

Cheers
David

Splint

Hi Henry, From what I've seen auto trading remains on at all times and no, I have not restarted auto trading once the connection is re-established. Here's a couple of screen shots. It looks like initial entry orders are not effected, just the stops, but some duplicate more than others. I got it to d...

Splint

I have noticed that when TWS restarts it duplicates some of the existing orders. I experimented with this for a while to try and understand what is going on with it. I got one instrument to duplicate it's stop 6 times while other instruments which went through the same number of restarts only duplic...

Splint

Teah, a reboot seems to have got it moving. I'll keep an eye on it and see what it does.

Splint

The values in the broker profiles were correct, the only discrepancy I noticed were a few of the expiration dates were off by one day which is alomst certainly a time zone isssue. MIBSX found it way into ZR and 6E when I re-added the contracts in symbol mapping. I'm not familar with MIBSX, which exc...

Splint

Hi, None of my charts are updating with the price as seen in TWS, but open P/L in the Order and Postition tracker window is updating. Merge data into a single chart is ticked, all of the instruments for the real time data look to be correct, chart session is 24/5, automatic order execution is switch...

Splint

I just removed and readded the symbol mapping. Haven't encountered this problem since. I didn't try manual trading. I'm using version 7.4 Build 4953.

Just having another attempt to reply to this thread, I have no idea how the post from 5n3h3t9b1 found it's way in to this thread.

Splint

Hi, My system has been trying to place trades on the september Euro futres contract and the order and position tracking log shows the orders have been rejected as no security definition has been found fo the request. I've checked everythig over and I cannot see any reason for the orders to be reject...

Splint

Thanks, Got the custom futures sorted. I set the expiration rules to match the rollover rules as used by Pinnacle Data, and set the rollover coditions in the custom futures as zero trading days prior to expiration date offset by zero months. I assume that this will make a chart matching the Pinnacle...

Splint

Thanks Josh,

I was looking at the rollover condition section in the add custom future dialogue box. I'm still figuring all of this out and didn't know I could use expiry rules to do this.

Cheers
David

Splint

Hi, My data provider uses calendar conditions for rollovers like 18th of the month before delivery month, or Thursday prior to the 2nd friday of delivery month. It looks like Multicharts cannot create rules like that, rather x days prior to expiration date offset by x months. Is there any plans of i...

Splint

Hi Henry,

I had a look at the logs tab and realised that I was trying to trade an expired contract. Classic newby mistake. Made the appropriate changes in symbol mapping and everything is fine.

Thanks
David

Splint

Hi,

Just had an order rejected and the open position and orders window says TIF unspecified. Presumably this is the reason why TWS rejected it, but from the order, the interval is 1 day. I assume the interval is the time in force? Anyone know what's going on with this?

Thanks
David

Splint

One more image.

Splint

OK, I tried the custom template 24/5 00:00 to 23:59 and on the may and June contracts, that did not resolve the issue. I did close the chart window and open a new one in both cases to make sure the settings were applied properly. I did also notice that even though the Collect R/T Data w/o Plotting i...

Splint

TJ,

No this is the first time I've tried. I am using Symbol Dictionary Sessions which doesn't look right. I'll wait until the market is open and try a custom setting.

Splint

Hi, TWS shows live price data for the Hang Seng Index but I am unable to get any live data into a chart of HSI, whether it be merged with ascii historical data or as a chart of live data by itself. When I try and plot live data by itself it just says "no data" and leaves the chart blank. I have trie...

Splint

Thanks, that's very usefull information. I will investigate further.

Splint

Thanks TJ, I just thought there may be a way of managing expiring contracts in a purely mechanical fashion, for example placing an automated trade to roll over x days prior to expiry. The same approch could be quiet useful in symbol mapping. Rather than have one contract matched to historical data, ...

Splint

So does the expiry rule do anything other than provide expiry information to the trader? Does it, for example, update the contract in symbol mapping, or automatically place a trade to roll from an expiring contract into the next month? If it does actually do this, the actual rollover date could be a...

Splint

Thanks Henry,

Is there any documentation regarding expriation dates and rules? I'm not really clear on how or why or if I need expiration dates. Is this used for autotrading to roll over the contracts automatically prior to expiration?

Thanks
David

Splint

Hi Henry, Live data is from IB, historical ASCII data is from Pinnacle Data. See the attached screen shots which show all instruments sorted by expiration date. I didn't realise at first, but is more than just the currency futures. 2038 expiry 1.jpg 2038 expiry 2.jpg 2038 expiry 3.jpg 2038 expiry 4....

Splint

Any reason why the expiry date on all of my currency futures is listed as 1/1/2038 and I can't seem to apply any expiry rules to them?

Thanks
David

Splint

Maybe Multiply the number by .01 (or divide it by 100) in MC.... I do recall a thread where the MC programmers were looking at doing that, not sure if that functionality has been brought into the software yet. I would need to be able to use it for auto trading. Do you know if this can actually be d...

Splint

Hi, IB provides Japanese Yen data in the form 0.012303 and my EOD data provider can give the data to only 4 digits to the right of the DP. To trade I would have to use the end of day data which would drop the last two digits to get 0.0123. My data provider can give me data in the form 1.2303, is the...

Splint

Hi, It seems I am having a few issues with the symbol settings in QM. I’ll step through what I’ve done on my ASCII file for Natural Gas as an example. Referencing https://www.multicharts.com/trading-software/index.php/Setting_Properties The Price Scale example uses the E-Mini S&P 500 which has 100 c...

Splint

Hi, Is anyone here using Catscan 4 Electronic from Mindfire Sytems? I would like to compare notes on a couple of things. If you are able to assist me, can you please email me at splint at spin dot net dot au (the email is obviously modified to stop robots getting hold of it and spamming me). Thanks ...

Splint

If you right click in the performance summary window then click settings, the rce descriptor window opens. I'm not clear on what the smoothing option does of if it's important.

Splint

Just found the backtesting section in the strategy trading section of the help files. I should be able to work it out from there, although I don't see any reference to the rce Descriptor.

Splint

Hi, I want to backtest a system as a way of confirming big point value, min move etc. are correct. I have a document with the test results of individual symbols which was produced by the system vendor. I would like to see if Multicharts can replicate these reports. What I'm unclear about is how I wo...

Splint

Strangely enough, I left it for about an hour and when I came back it was working correctly. Not sure why, but it seems OK now.

Splint

OK, I'm a little stumped at the moment. I have a chart of Comex Gold futures. I have ASCII mapping for the historical data and IB for live data. The numbers in the status line in the chart are changing but the live bar is not being created. The green arrow on the right never moves off the close of t...

Splint

Ok, I've done some investigating. I unticked Download Missing Historical Data in the Data Server Mode as the historical data will come from ASCII and live from IB. I also went into QM and switched on Collect R/T Data w/o Plotting and set it to collect all fields. Did this for all broker symbols. I t...

Splint

Hi Henry,

Yes it is ASCII Mapping. It says ASCII Mapping at the top of all chart windows.

Thanks
Splint

Splint

Thanks TJ, you were spot on with that one.

Splint

Hi, Just getting started with TWS running in simulation mode and I came home yesterday to find TWS had crashed some time during the day. Came home today and forund the same thing had happened. It's not just disconnecting, it's completely crashing. I don't know how long it ran prior to crashing or if...

Splint

Hi, I've updated my daily historical data from Pinnacle and the data up intil 3/27/12 appears in the ASCII file but the chart does not update. Even if I create a new chart window, the most recent historical data in the chart is 3/23/12. I also see there is no live data appearing in the chart window....

Splint

Thanks Josh, I was reasonably sure I had the correct symbol. I'll just have to sort out the settings now so I can backtest and trade properly.

Thanks
David

Splint

OK, I've included a screen shot of the documentation Pinnacle provide. The first line AD is pit traded, the second line, AN is the one I'm interested in, the electronicly traded Aussie Dollar. Pinnacle.jpg I also included a screen shot of the CME contract spec. I'm not clear on whether that is what ...

Splint

Thanks Dave, I'm a little confused about how this all works. I've tried to set it all up correctly but there is something clearly wrong as the results produced from the backtester don't seem realistic. I'll use the Australian Dollar as an example. I added 6AM2 from Data Source (Interactive Brokers) ...

Splint

I've just added some symbols from data source (Interactive Brokers) and I see when I right click on the instument in QM then click Edit Symbol>Settings the default raido button for Use Custom Settings is selected. Should I change this to Use Exchange and ECN's Settings? I already changed a few but i...

Splint

Some additional images.

Splint

OK, I completely removed and reinstalled 8 symbols so they should be OK. Check the symbol mapping image. Those symbols will not go through to TWS. I added an IB symbol (HEM2) and a blank chart comes up saying "establishing connection" that's as far as that goes. Check the attached images.

Splint

Socket port confirmed as 7496.

Splint

Thanks TJ,

See the attached image. The server at IB is down for maintenance at the moment so I cant confirm the numbers match correctly.

Splint

Splint

It's been a while since I added most of the symbols, but from memory I went instruments> add symbol> manually> datasource (ASCII mapping) I have also added one contract (I will be adding others this way to get around an issue I'm having with price scale increments. See this thread for more details h...

Splint

Hi, I'm trying out the auto trade function on Multicharts and it looks like the trades are not getting through to TWS. I believe I have TWS set up correctly as the API tab opens when I connect broker profile to Interactive Brokers. The symbol window seems to be set correctly with the broker plugin a...

Splint

Hi Henry, Can I just step you through what I've done so you can confirm I'm on the right track. I wanted to start with a clean slate so I thought would use Lean Hogs as a starting point. I went into symbol mapping and deleted the row containing zz and HEG2. I then went into quote manager and deleted...

Splint

Thanks Henry, I've got that set up now. With respect to the settings, I had a look at settings tab in Quote Managers Edit Symbol window, I assume where possible I should use the custom settings option and run with what Pinnacle Data specify, but where I'm unable to do that, should I choose Dictionar...

Splint

Thanks Henry, I think I may be misinterpreting what you are telling me. Are you saying that the chart should be made from IB symbol data, not ascii data from Pinnacle? I tried that with CRH2 and the chart opens up empty, saying no data. The system I'm running requires back adjusted continuous contra...

Splint

Thanks Henry, That all looks good and I've set up the symbol settings as per your instructions but there are a number of instruments which have a tick sizes of .000025, .0025, .025, .005 or .05. Multicharts appears to not have options in the price scale drop box for these sizes. How do I set these ...

Splint

Thanks Henry, That all looks good and I've set up the symbol settings as per your instructions but there are a number of instruments which have a tick sizes of .000025, .0025, .025, .005 or .05. Multicharts appears to not have options in the price scale drop box for these sizes. How do I set these i...

Splint

The correct settings for ZC symbol are: Price Scale 1/4, Daily Limit 1, Min. Movement 1, Big Point Value 50. I've just been in touch with Randy Stucky who wrote the system I will be using, he tells me that the min move for ZC when using Pinnacle Data is 12.5 (these values vary between data provider...

Splint

Thanks Henry,

Is there a list of settings available as I think I need to check the settings for all instruments.

Splint

Splint

OK, I've done some investigating and found that the issue is directly related to the min$move value. My data provider shows the min$move for corn as 12.50 which by my interpretation of the Multicharts help files, should be entered as 1250. I dropped the value back to 12 to see what happened and the ...

Splint

Hi,

I've just been through the process of symbol mapping and the charts appear correct but when I insert a signal, the trades plotted on the chart are nothing like what they should be.

I don't believe it to be an issue with the system or it's parameters.

Any idea what is causing this?

Thanks
David

Splint

Thanks Henry,

I'm actually using Pinnacle Data, not IB for my data service. I matched up the broker symbols as best I could, is the error in the broker symbol list?

Splint

Thanks Henry, The order window is empty, I have attached a number of screen shots of the Logs window and the mapping. I think the issue may be with the mapping as no expiry month is specified ( I thought this was done by a prompt when the order was placed). Have a look and see if you can pick any ob...

Splint

Hi,

I'm trading an automated signal and everything on the Multicharts side of thing looks ok, but none of the orders appear to make it to the API page in TWS.I followed the setup tutorial but obviously something is wrong with it. Anyone know what may be wrong?

Splint

Hi,

When I create a new chart window, it always defaults to Dukascopy and I have to manually change every chart to IB. It seems odd as I have IB connected and Dukascopy disconnected in Broker Profiles. Anyone know how to make the charts default to IB?

Splint

See attached file.

Splint

Click File>Broker Profiles>Connect to Interactive Brokers

Splint

Just getting a little off topic here, I think the people behind this forum need to add advanced search functionality to the forum. As it stands, users cannot even use quotation marks to do boolean searches. The features in this document should be standard on this (or any) forum. http://www.lib.berke...

Splint

Hi, I have an existing workspace which had about 20 symbols loaded onto it and now when I try and open it, it just comes up as a new workspace with no charts and labeled as Untitled-1. I don't think I have done anything which would cause this. Anyone seen this issue before, or know how to overcome i...

Splint

Hi, I'm trying to do some symbol mapping and when I click the Add button a blank line comes up and I click on the button to assign a chart symbol and it comes up with a dialogue box saying You are not currently connected to Interactive Brokers. The odd part is that I have TWS running in demo account...

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