Search found 28 matches

by SysInv
16 May 2018
Forum: MultiCharts .NET
Topic: Memory management and speeding up the portfolio backtester
Replies: 1
Views: 1443

Memory management and speeding up the portfolio backtester

I'm a bit confused how the memory management in MC work. After some digging (mainly testing different scenarios), it seems to me that MC first loads the necessary data into the memory, and then for each strategy instance (logical core) works through this data and stores the calculations (and data?) ...
by SysInv
08 Oct 2014
Forum: MultiCharts .NET
Topic: Sales of assets in fully invested portfolio delays new buys
Replies: 1
Views: 1277

Sales of assets in fully invested portfolio delays new buys

It's possible there's a quick workaround for this issue that I have missed, but I believe I have a problem with insufficient funds due to the way the portfolio tester is constructed: Consider a fully invested portfolio in two assets. At a specific date I want to sell one asset and buy a new one, for...
by SysInv
30 Jul 2014
Forum: MultiCharts
Topic: Memory leak
Replies: 111
Views: 32931

Re: Memory leak

I had the same issue a while back, that MC kept consuming memory. It was running on Windows Server installations, and it was the O/S that caused this. We tried on various versions of it, and all of them had the same issue - usually within 3-4 days all the memory (16gb) was used up and it crashed. Th...
by SysInv
29 Jul 2014
Forum: MultiCharts .NET
Topic: Import symbol list for non-USD exchanges for IB [SOLVED]
Replies: 2
Views: 1593

Re: Import symbol list for non-USD exchanges for IB [SOLVED]

Thanks Henry,

it was enough to add "SEK" to the description and just reload the chart, and it worked right away.
by SysInv
29 Jul 2014
Forum: MultiCharts .NET
Topic: Import symbol list for non-USD exchanges for IB [SOLVED]
Replies: 2
Views: 1593

Import symbol list for non-USD exchanges for IB [SOLVED]

I'm trying to load symbol lists of stocks on exchanges that is not denominated in USD, such as SFB (Sweden), from Interactive brokers. The problem is that I can't find anywhere for a specific symbol to set the currency, and by default the QuoteManager assigns USD to the imported ticker. A specific e...
by SysInv
25 Jan 2014
Forum: MultiCharts .NET
Topic: Can't use Matlab DLL's in MC.Net
Replies: 2
Views: 1770

Re: Can't use Matlab DLL's in MC.Net

Since I needed this up and running asap, I decided to implement another library for the optimizations (Microsoft Solver Foundation). This library is distributed from Microsoft and well integrated in the windows environment, where the library is available as a Global Reference. There is only one libr...
by SysInv
23 Jan 2014
Forum: MultiCharts .NET
Topic: Can't use Matlab DLL's in MC.Net
Replies: 2
Views: 1770

Can't use Matlab DLL's in MC.Net

After speaking with support yesterday where they pretty much only said "check your dependencies" and that they do not offer support on custom DLL, I decided to post my problem here instead. I understand you don't offer support on this, but the fact that it works just fine in standalone solution and ...
by SysInv
23 Jan 2014
Forum: MultiCharts .NET
Topic: Portfolio Optimization: Position Sizing
Replies: 4
Views: 2245

Re: Portfolio Optimization: Position Sizing

It's my understanding that MC does not offer this. They say Portfolio trading will be available in version 9, which I assume will allow us to code portfolio specific rules before each symbol is executed, but I'm not sure yet. I've solved similar issues by creating a "portfolio class" with static var...
by SysInv
10 Sep 2013
Forum: MultiCharts .NET
Topic: Store data as custom symbol? (.Net or standard MC)
Replies: 1
Views: 1657

Store data as custom symbol? (.Net or standard MC)

I'm trying to create an index, which is theoretically tradeable, but still derived from a variety of other symbols hence no actual symbol exist for "my personal" index. So far I've solved it by creating it as an indicator, recode my methods to analyze the indicator data rather than a symbol to gener...
by SysInv
05 May 2013
Forum: MultiCharts .NET
Topic: Accessing balances and application info [SOLVED]
Replies: 1
Views: 3457

Accessing balances and application info [SOLVED]

I’m having problems accessing the account balance via TradeManager. It’s my understanding that this shall be accessible directly, ie via TradeManager.TradingData.Accounts.Items[0].Balance. Debugging it in VS confirms that this information is accessible like this, but MC throws an exception. I’ve loo...
by SysInv
02 May 2013
Forum: MultiCharts .NET
Topic: MultiCharts .NET Programming Guide
Replies: 13
Views: 8859

Re: MultiCharts .NET Programming Guide

Much appreciated, great job. Do you have some kind of mailing list or rss or similar to get notified about .net updates and things like this programming guide?
by SysInv
16 Apr 2013
Forum: MultiCharts .NET
Topic: What is the .Net equivalent of SameExitFromOneEntryOnce [SOLVED]
Replies: 3
Views: 3973

What is the .Net equivalent of SameExitFromOneEntryOnce [SOLVED]

I've had a problem with a strategy which scale in and out of a position, but many times it fails to scale out of orders properly in backtests. I've found that other people had a similar problem in the standard MC, and that the issue was due to SameExitFromOneEntryOnce which was the reason for the fa...
by SysInv
09 Apr 2013
Forum: MultiCharts .NET
Topic: Bar magnifier for Data2..N ?
Replies: 5
Views: 2387

Re: Bar magnifier for Data2..N ?

"You can add up to 99 additional dataseries to your chart and reference them from your code." : This is not related to the question I had - I know very well that this is possible, and is what I've done - the question was if there was a way to use bar magnifier with additional data series since it on...
by SysInv
08 Apr 2013
Forum: MultiCharts .NET
Topic: Powerlanguage namespace and classes questions
Replies: 1
Views: 1676

Powerlanguage namespace and classes questions

I've been working with the .Net version for a while now, and have mixed opinions about it. Hopefully I'm wrong regarding some (lack of) features so I would appreciate if the MC crew or any experienced user could point me in the right direction. MC state that it's "tightly integrated" with visual stu...
by SysInv
08 Apr 2013
Forum: MultiCharts .NET
Topic: Bar magnifier for Data2..N ?
Replies: 5
Views: 2387

Re: Bar magnifier for Data2..N ?

I was reading through the wiki before posting the question but nowhere does it comment on additional data series. Not being able to use additional dataseries is, well, disappointing..
by SysInv
08 Apr 2013
Forum: MultiCharts .NET
Topic: Bar magnifier for Data2..N ?
Replies: 5
Views: 2387

Bar magnifier for Data2..N ?

Is it correct that the bar magnifier only works on data1, and not on additional data series? Backtesting with IOG and bar magnifier I get signals that use the close price of data2, but trades intrabar on data1 which gives very optimistic signals. I would expect it to work in a similar fashion as the...
by SysInv
20 Feb 2013
Forum: MultiCharts .NET
Topic: When is 4.0 support released?
Replies: 3
Views: 2130

Re: When is 4.0 support released?

I can accept that you can't give an exact date, but are we talking weeks or months? I have a client who will potentially use MC .NET for his auto trading but is highly dependent on Net 4.0, so I need to know if we shall look at another platform or if he is willing to wait for the release.
by SysInv
19 Feb 2013
Forum: MultiCharts .NET
Topic: When is 4.0 support released?
Replies: 3
Views: 2130

When is 4.0 support released?

As many others I would need support for 4.0 in Multicharts, and in another thread the MC staff wrote the 7th of Feb that it would be "released within 2 weeks". Two weeks has pretty much went by now, so I wonder when we can expect the update?
by SysInv
27 Jan 2013
Forum: MultiCharts .NET
Topic: Run a signal from another signal?
Replies: 2
Views: 2083

Run a signal from another signal?

I'm trying to run a signal from another signal, in order to create a "portfolio" of strategies that can be run from a signal instance. I could create my strategies as separate classed and use the all from one signal, but it would simplify things if I could program them as standard signals and also r...
by SysInv
06 Jan 2013
Forum: MultiCharts
Topic: Daily session mismatch in currencies
Replies: 1
Views: 956

Daily session mismatch in currencies

I'm trying to create some statistics of currency pairs based on daily data, but the sessions doesn't match making this difficult. I'm using MB and in the attached example I'm plotting AUD/USD against EUR/AUD. As you can see the daily bars kind of overlap each other, so the daily EUR/AUD session star...
by SysInv
30 Dec 2012
Forum: MultiCharts
Topic: Replace N/A bars with last known price?
Replies: 7
Views: 2472

Re: Replace N/A bars with last known price?

I'm now back to this problem since I'm past the first solution and it doesn't do what I now need to do now. Again, the problem is to plot an indicator when a bar (or more) is missing in a datafeed. Please take a look at the attached image showing Aussiedollar future and the spot market. The aussie d...
by SysInv
10 Dec 2012
Forum: MultiCharts
Topic: Problem reading function from DLL
Replies: 3
Views: 1437

Re: Problem reading function from DLL

It was a mangled name issue, so it's working properly now (for any other reading the thread, you don't need PLKit.dll unless you want to use MC specific references)
by SysInv
10 Dec 2012
Forum: MultiCharts
Topic: Problem reading function from DLL
Replies: 3
Views: 1437

Re: Problem reading function from DLL

Thanks, I've read that post multiple time and searched the forum as well. It seems like the problem is a mangled function name so I need to sort that out first.
by SysInv
10 Dec 2012
Forum: MultiCharts
Topic: Problem reading function from DLL
Replies: 3
Views: 1437

Problem reading function from DLL

I'm trying to access a DLL from Multicharts but get the problem that it can't find the function. I've tried creating a DEF file, and also using __declspec(dllexport) for newer compilers. MC finds the DLL but not the file. Does PLKit.dll have to be imported, even if I only use a simple function? I'm ...
by SysInv
10 Dec 2012
Forum: MultiCharts
Topic: Replace N/A bars with last known price?
Replies: 7
Views: 2472

Re: Replace N/A bars with last known price?

Thanks for the ideas, I solved it by overlaying the data with an indicator keeping track of the last value instead and referred to this to get the price instead of the instrument. Not the best solution but will do for now.
by SysInv
05 Dec 2012
Forum: MultiCharts
Topic: Replace N/A bars with last known price?
Replies: 7
Views: 2472

Re: Replace N/A bars with last known price?

It seems like you misunderstood my question. Let's say you plot two instruments on one chart, such as SPI and Aussie Dollar. During low volume times, it might be that no ticks are made in one of them, and on a 1m chart it will leave this bar as a whole, instead of making a print of the old price. Ap...
by SysInv
05 Dec 2012
Forum: MultiCharts
Topic: Replace N/A bars with last known price?
Replies: 7
Views: 2472

Replace N/A bars with last known price?

I'm doing a lot of correlation/spread trading, and use data series overlapping in one chart to spot these. The problem is that in very calm markets, on lower timeframes, there might not be a tick at that certain bar. Multicharts show this as an N/A bar in that case, which messes up the indicators as...
by SysInv
25 Nov 2012
Forum: MultiCharts
Topic: Sync overlay of indicators?
Replies: 2
Views: 1404

Sync overlay of indicators?

I've programmed a simple indicator that shows the change of the day session - the purpose is to compare correlated markets and spot deviations. Each day session the indicator starts from 0, and I'm using multiple indicators in the same subchart. I need all these indicators to have the same range in ...

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