MultiCharts: Trading Software for Automated Trading and Backtesting

master.aurora

Hello Support, We are running a strategy on a live IQFeed data connection on 5 different instruments. We have no problem in 4 of them but one of them show timstamps in the past. So for example, if the current local time is 05:00 PM, the bar that comes in has a timestamp of 04:50. Now, what we want t...

master.aurora

Hello Support, I would like to know whether there is any option to disable the orders that are generated on historical data when we attach a strategy on the chart for live trading? In my case, i am trying to run a strategy with 10 days of data already loaded on the chart. Now the strategy generates ...

master.aurora

Hello Andrew, Thank you for your reply. But wouldn't that put us in the same situation i was in previously? I mean you said: Judging by the screenshots you provided you have incorrect sessions for the symbol. Your daily bars ends later then intraday data, what causes the following asynchronization b...

master.aurora

Hello Andrew, Thank you very much. I was able to fix the issue with what you suggested. Here is what i did: I deleted all the data from QuoteManager. I updated the session to 24 hour i.e: http://content.screencast.com/users/UmerAzizMalik/folders/Jing/media/c7ca6e22-dab0-4f87-bd8f-675e3f372958/2013-1...

master.aurora

Andrew, you still do not seem to have understood my issue. I am using 2 data series in my strategy. atr = average(truerange of data2, length); Should be: var: atr(data2,0); atr = average(truerange, length) of data2; This is what you suggested in this very thread. So can you please go through this on...

master.aurora

I am disappointed that even after explaining my problem in detail, i have not had a reply and you do not understand the issue. Please go through my original post once again, and also the explanation that i am giving below as well. I have a very simple script using which i just print out the data tha...

master.aurora

Hello Support, I was able to run it by making sure i have maxbarsback data available for both the time series. But, i have another issue that is pretty strange. I am running the strategy on 5 min bars & using daily ATR as well. So, i need maxbarsback of both 5 min & daily. The maxbarsback for the sm...

master.aurora

It still doesnt work. I guess we also need to have 50 bars of daily data available. If i do that, it runs fine.

Thanks anyways.

master.aurora

Hello Support, I am running into an issue here while using a second timeseries of data in my code. My strategy and all its calculations are based on one time frame eg. 1 hour. But i just want to calculate the ATR on daily data. This is how i am trying to use it in my code: atr = average(truerange of...

master.aurora

Thank you for your reply Henry. I have another question. Here are the session settings for my instrument: http://i.imgur.com/jliGxvI.png In this case i have no problem with the midnight bar and i get all bars. But, at the start of each new week, the first bar was missing in MultiCharts. For example ...

master.aurora

What is your time zone? What is 1800 in your time? My system Timezone is set to EST. 1800? how does that relate to the time on your log? What time is 2pm on your log? From what i think, it is the GMT time of 1800. Also, i am not really looking for a workaround here, but trying to find out the cause...

master.aurora

What is your time zone?
What is 1800 in your time?

My system Timezone is set to EST.

Also, i am not really looking for a workaround here, but trying to find out the cause of this inconsistency as i have to convert this strategy for another trading tool.

Thanks
Umer

master.aurora

Hello Support, I have a strategy that i am trying to backtest. It used the Setexitonclose keyword. I am getting inconsistent behaviour with it while backtesting. Following is a screenshot from one of my backtest runs: http://i.imgur.com/KqeCtf3.png Also, here is a screenshot of the session informati...

master.aurora

Hello Support, I have been testing a strategy (on the Portfolio BackTester) on Hourly data for a futures instrument. I was running into validation issues as the results were not the way i expected them. I analyzed the logs and found that there was a problem with the data that was being used by the s...

master.aurora

Hello Support, We are testing the strategy using the MC .NET Portfolio Backtester. Thus, it is backtesting we are referring to. Also, we are using: [IOGMode(IOGMode.Enabled)] at the top of the strategy class. As, explained in the original post, some of the targets work correctly, while others do not...

master.aurora

Hello Support,

I have a very quick query. Can i automatically convert C# code written for MC .NET to EasyLanguage to be used in MultiCharts? Is there are converter available?

Thanks

master.aurora

Hello Support, I was looking to use the Bar Magnifier Mode that MC .NET offers. I followed the tutorial provided at: https://www.multicharts.com/trading-software/index.php/4.6.7_Price_Movement_Emulation_within_the_Bar_at_Backtest_and_Optimization I am getting the following error: http://screencast.c...

master.aurora

When using the portfolio backtester, how can we follow this approach of limit/stop orders? We can only send them once we know that our original entry order has been filled. But, as far as i know, there is no way of finding out whether an order has been filled or not while using the backtester. Pleas...

master.aurora

Hello, I have been working on a backtesting strategy which sets profit & stop targets based on a certain calculation. The calculation obviously give me a price to put in as the target. But, apparently i can only set an amount as Profit or Stop target. This is pretty difficult to work with as it make...

master.aurora

Thank you for the detailed reply.

I will try these and get back if i have any issues.

Thanks.

master.aurora

Hello, I have a piece of code that was working previously. But after a recent update to MC .NET, there is a small problem. The following line private AvgTrueRange _averageTrueRange; is giving a compilation error because AvgTrueRange has been made static it seems. Can someone please clarify this? Tha...

master.aurora

Hello, I have an issue with the MC .NET porfolio backtester. I am trying to open multiple positions but they do not go through. I have the following scenario: I am running a test strategy on a single instrument in which i send 5 orders spaced by 10 days each with Profit & Loss targets. If in the cou...

master.aurora

You do not need to recall the GenerateProfitTarget method. You just need to change the amount value. When you modify the amount value with a single entry - the order is modified in both modes-per contract and per position. In multiple entries in the same direction mode the orders and their amount w...

master.aurora

Amount value can be modifed to change the Stop Loss/Profit Target order. So if i understand correctly, by recalling the GenerateProfitTarget method, the previous target is modified to the new target? Also, what will happen in the following condition: I open a new buy order for lets suppose; AAPL. I...

master.aurora

Hello master.aurora, MultiCharts .Net is oriented to experienced programmers. In case you have any questions regarding C# coding we recommend referencing MSDN for information. I dont have much problem with C# as i am quite accustomed to working with it. :) You can see the trades taken by the strate...

master.aurora

Hello, I will start my post by showing how much development in MultiCharts .Net has frustrated me. There is little to no resource available to help a beginner. I have almost 2 years of experience with multiple trading platforms and APIs and i have never seen anything that is so scratchy with the res...

master.aurora

Also, to add to my question, are the Profit Target & Stop Loss set against a specific order or against the cummulative position that is opened (all the open orders)?

master.aurora

Hello Umer, You can find the code examples in the source code of the prebuilt MultiCharts studies. Please go to PowerLanguage .Net editor->Open to view the full list of studies. 1) Market order entry and exit command examples can be found in Custom_Strategy signals; 2) Please refer to Profit_Target...

master.aurora

Thank you for your reply.

Actually i am having this issue in the portfolio backtester. I havent ben able to find this property in the Portfolio backtester.

Regards,
Umer

master.aurora

Hi, I have recently started using multicharts. I am facing a very basic problem. When I backtest my strategy on historical data the starting date of strategy becomes 3 months plus the day which i have set. e.g if i have set the starting date of strategy at 3/16/2012 it will start the execution from ...

master.aurora

Hello Guys, As the subject clearly states that i need help with some very basci stuff in MC .Net. All i need to do at te moment to get myself up and running is: 1. Send an order. 2. Upon its fill order execution), i need to place TP & SL for this trade and handle them. And then, i would want to back...

master.aurora

For c) and d) examples please refer to TradeManager example By the looks of things, for position events,trade manager will work in realtime. Is there any way to use TradeManager in backtesting mode? I need to backtest a strategy but cant seem to figure out how to hook the Add, Change & Delete posit...

master.aurora

Hello guys,

I am also new to MultiChart .Net but i have ample experience in ATS development in c#. I have the same problems and would appreiate any help in this rgards (as the OP).

Thanks.
Master

Search found 33 matches

Bar Time-Stamp Issue

Disable Historical Orders | Live Trading

Re: Multiple Data Series | MaxBarsBack Problem (no problem)

Re: Multiple Data Series | MaxBarsBack Problem

Re: Multiple Data Series | MaxBarsBack Problem

Re: Multiple Data Series | MaxBarsBack Problem

Re: Multiple Data Series | MaxBarsBack Problem

Re: Multiple Data Series | MaxBarsBack Problem

Multiple Data Series | MaxBarsBack Problem (no problem)

Re: Data Discrepancy | Missing Data in Strategy

Re: Setexitonclose Inconsistent Behaviour

Re: Setexitonclose Inconsistent Behaviour

Setexitonclose Inconsistent Behaviour

Data Discrepancy | Missing Data in Strategy

Re: SL/TP execution problem

MC .NET Code to EL Version

Bar Magnifier Mode

Re: Setting Profit & Stop Targets [SOLVED]

Setting Profit & Stop Targets [SOLVED]

Re: Problem After Last Update

Problem After Last Update

Portfolio Backtesting Issue [SOLVED]

Re: Basic MC .Net Tutorial Needed

Re: Basic MC .Net Tutorial Needed

Re: MultiCharts .Net - Proper API Reference

MultiCharts .Net - Proper API Reference

Re: Basic MC .Net Tutorial Needed

Re: Basic MC .Net Tutorial Needed

Re: Stratgey Data discrepency

Stratgey Data discrepency

Basic MC .Net Tutorial Needed

Re: Trading Logic [SOLVED]

Re: Trading Logic [SOLVED]