MultiCharts: Trading Software for Automated Trading and Backtesting

dwitkin

I trade a number of systems in a single IB account, and would like to have the system name that generated a particular order entered into IB as the OrderReference ID field. This is easy to do when I enter orders directly through TWS. Is there a way to automatically send my system name as part of the...

dwitkin

First, thanks for the responses TJ. Much appreciated. I'm sure you are right and I'm not using the right MultiCharts terminology. Apologies... I use a few different trading platforms, and I'd like to standardize on MultiCharts for order execution if possible. Trading is a business for me, and being ...

dwitkin

So, if I print out the list of orders, is there no automated way to read them into MultiCharts and generate trades? Or do I have to manually re-type all the orders?

Thanks for your help.

dwitkin

In some cases, I accidentally click on a symbol / start loading chart data on a symbol without any backfill data (or add a symbol during the session without any backfill data). Once MultiCharts starts getting the backfill data, is there a way to "kill" or stop the process? I use IB for data, and the...

dwitkin

Hi. I'm guessing this is easy to do, but I wasn't able to find an answer in 5+ searches. I have two different trading strategies set up. They both evaluate about 80 ETFs based on daily data. At the end of each market day, once I've loaded the day's data, I want to be able to generate a simple list o...

dwitkin

Interesting idea! Thanks, I'll try that. As a related aside, I'd be interested in your (or other people's) opinion about this as a possible solution: Could you create an array on the first bar of each symbol / chart to count each distinct symbol in the portfolio backtest? Then, you could count the s...

dwitkin

Thanks Henry. I appreciate you guys looking at it. Not to quibble, but "not technically possible" seems a bit over the top. If you guys simply did a text-only CSV export of the performance report, there is no way it should take more than 10 - 15 seconds, tops. I've voted for the PM ticket you mentio...

dwitkin

Thanks Henry. Helpful, but is there a way to identify what the last symbol of the backtest is programatically? I don't want to have to update my code every time I change the list of symbols I'm doing a backtest on. Hello Dave, LastBarOnChart works in Portfolio Backtester. As the calculation is done ...

dwitkin

Roughly 12 years of daily bars was used for the test.

dwitkin

I am trying to export custom metrics when the portfolio backtester is done with a given test. I have the export function working correctly for individual charts, but I can't figure out how to determine if the Portfolio Backtester is done processing all symbols. (e.g., is there an equivalent of "Last...

dwitkin

Hi. I searched the forum and didn't see another post about this. When I export my Portfolio Backtester reports to Excel, the process often takes more than 2 minutes to complete, even when there are a relatively small number of trades (e.g., 100 - 200) in the output. My computer is fairly fast - it o...

dwitkin

In case it is of value to others, I realized there is another way to change the text size in the Commentary window that doesn't require using HTML codes. While using the HTML codes could still be useful for other reasons, if you just want to make the text in the Commentary window (or on the Build ta...

dwitkin

Henry, Thanks for the suggestions. I tried your revised code, but the results were still not as I expected so I went back to the drawing board and re-worked the logic. Here's the working code in case it will help others. It seems to work without the intrabarpersist statements and with IOG off. once ...

dwitkin

Henry, At least some part of the issue is due to IOG. When IOG is set to TRUE, the entry prices are not the stop entry prices; entries appear to occur before the stop price is reached. This is shown in the example / screen shot showing the 2/27/2013 trigger and 2/28/2013 trade I previously attached....

dwitkin

Henry, I'm using: MultiCharts64 Version 8.5 Release (Build 6851) Attached is the screen shot you asked for. That said, something has changed; the entries are now different than what was shown on screen shot I provided in the prior email. Even so, there are still problems. For example, see the attach...

dwitkin

Gnoygas, If I'm understanding your question, to use the code, you'd need to develop a study (indicator or signal) that includes the commentary statements, apply the study to a chart, show the Commentary window (View -> Expert Commentary), and then click on a bar in the active chart. I'm attaching so...

dwitkin

Andrew -

Yes, that is correct. Attached is an example from another software package... The parameters (inputs) are shown starting on the 2nd half of the report.

dwitkin

Is there an existing function / feature that will allow the user to export the signal list and signal inputs when the Portfolio Backtest Report is exported? Having the key details (i.e., signals, signal values) used to generate the backtest results stored with the exported results would be helpful. ...

dwitkin

Found my own answer. In case it will help others, here's a sample of changing the font size in the commentary window for a block of text... Commentary ( "<font size=", doublequote, "-3", doublequote, ">") ; Commentary("Section 01: After Initial varible assignment / inspection", newline); Commentary(...

dwitkin

The text in my commentary window is fairly large. I'd like to be able to make the text smaller in the commentary window, and possibly use HTML formatting. Is there a way to make the text in the commentary window smaller? Can you provide an example, please? Also, can HTML tags be used within the comm...

dwitkin

Almost forgot to mention that I did enable "Allow Intrabar Order Generation" via the entry signal dialog box.

dwitkin

I'm still new to MultiCharts and EasyLanguage, so hopefully someone can give me a hand with this. I'm trying to code a simple entry signal, but my entries aren't occurring when I would expect them too. They seem to be occurring at least one bar later than I'd expect. Suggestions / help is greatly ap...

dwitkin

Josh,

You are right; [CTRL]-[TAB] works. I assumed it didn't and didn't even try it since it was 'unmappable' via the keyboard shortcuts mapping functionality.

Thanks Josh. Much appreciated.

dwitkin

I may be missing it, but I looked in the assignable keyboard shortcuts and didn't see a shortcut that would allow me to flip between multiple chart windows in a workspace. Does this capability exist? Right now, I'm using the Window menu to flip between charts, which is a bit tedious. If not, I'd lik...

dwitkin

I searched for information on what the QuickHelp executable is supposed to do but didn't see any info. When i run the executable, it terminates on its own 1 second after running it. Tried running as an administrator with the same result.

What is QuickHelp supposed to do?

dwitkin

I'm wondering if the MultiCharts team maintains a list of TS EL keywords that are NOT compatible with MultiCharts. I plan to trade some code with colleagues who use TS, and I'd like to avoid using keywords with known incompatibilies. If this list doesn't exist, please consider creating it. So far, I...

dwitkin

Outstanding. Thanks Henry.

dwitkin

The user profile -> subscriptions section suggests the forum site has the ability to subscribe to receive notice of all new forum posts (hopefully once daily?), but I don't see a way to subscribe. Is there a way to do this, or does the site only provide the ability to subscribe to specific threads? ...

dwitkin

Hi. I'm still new to MultiCharts and EasyLanguage. I tried searching for an answer and didn't find one. Here's the situation. I'm trying to use Commentary for debugging bar by bar, something I don't think the print statement can easily do (tell me if I'm wrong with that, though). So, here's my code:...

dwitkin

Hi there, May I write indicator code to get data2 information on market scanner? I would like to compare 5 stock, could I write indicator to get the close of data2 to data5 in order to do some calculation. Thanks! Charles Hello Charles, Only data1 is available in the scanner, you can reference only...

dwitkin

SPTrader, You were correct about the IQ Feed Data! It appears you must specifically identify the exchanges you want real-time quotes for during the 30 day trial. Otherwise, all quotes are delayed 15 minutes. I've signed up for the NASDAQ and NYSE and I'll bet that addresses the issue. Thank you for ...

dwitkin

Thanks for the thought. I've emailed IQ Feed tech support to make sure my trial period includes real-time stock quotes. If they are delayed, that could explain the issue.

dwitkin

Thanks for the quick responses. If SPTrader's answer is accurate, I don't see how using MultiCharts with an IQ data feed with IB as my execution broker is a viable option for chart trading. In the example of the Apple trade I mentioned above, according to the MultiCharts ChartTrader I was already do...

dwitkin

Thanks. I understand that, but I wouldn't expect the size of the differences I experienced because of the extra ticks. The price differences seem way too large to be a result of the extra ticks.

dwitkin

I'm new to MultiCharts and am trying to setup the software to trade all components of the S&P 500. I'm wondering if there is a way to import the symbol mapping. For example, is there a way to import the symbol mapping for all 500 symbols? I'm using IQ Feed for backfill and charting, and IB for execu...

dwitkin

I'm exploring MultiCharts as an alternative to the other trading platform and have just started using the application. I signed up for IQ Feed and am using it for my charting and IB for execution. I noticed after setting up a symbol to get data from IQ and process trades through IB - AAPL for exampl...

Search found 36 matches

Insert System Name into Interactive Brokers OrderReference

Re: Daily Order Generation

Re: Daily Order Generation

"Kill" Backfill [SOLVED]

Daily Order Generation

Re: Portfolio Backtester - Done Processing Symbols Function? [SOLVED]

Re: Export to Excel Very Slow [SOLVED]

Re: Portfolio Backtester - Done Processing Symbols Function? [SOLVED]

Re: Export to Excel Very Slow [SOLVED]

Portfolio Backtester - Done Processing Symbols Function? [SOLVED]

Export to Excel Very Slow [SOLVED]

Re: Font Size / HTML in Commentary Window? [SOLVED]

Re: Signal Entering One Bar Too Late? [SOLVED]

Re: Signal Entering One Bar Too Late? [SOLVED]

Re: Signal Entering One Bar Too Late? [SOLVED]

Re: Font Size / HTML in Commentary Window? [SOLVED]

Re: MultiCharts Portfolio Report - Export Signals and Settin [SOLVED]

MultiCharts Portfolio Report - Export Signals and Settings [SOLVED]

Re: Font Size / HTML in Commentary Window? [SOLVED]

Font Size / HTML in Commentary Window? [SOLVED]

Re: Signal Entering One Bar Too Late? [SOLVED]

Signal Entering One Bar Too Late? [SOLVED]

Re: Keyboard Shortcut to Switch Charts in a Workspace [SOLVED]

Keyboard Shortcut to Switch Charts in a Workspace [SOLVED]

"QuickHelp" Executable [SOLVED]

Coding for TS EasyLanguage Compatibility [SOLVED]

Re: Help Using Commentary for Debugging [SOLVED]

Subscribe to Forum? [SOLVED]

Help Using Commentary for Debugging [SOLVED]

Re: get data2 in market scanner [SOLVED]

Re: Significant Price Differences Between IQ Feed / IB Data [SOLVED]

Re: Significant Price Differences Between IQ Feed / IB Data [SOLVED]

Re: Significant Price Differences Between IQ Feed / IB Data [SOLVED]

Re: Significant Price Differences Between IQ Feed / IB Data [SOLVED]

Bulk IQ / IB Symbol Mapping [SOLVED]

Significant Price Differences Between IQ Feed / IB Data [SOLVED]