Hello Henry,
I disabled "External historical data", however without any success.
Do I have to use other settings (not live Login/Password, not Live Server, other link) in QM,
in order to receive historical data for an expired instrument?
Search found 45 matches
- 01 Apr 2016
- Forum: MultiCharts
- Topic: ATTENTION CQG USERS
- Replies: 16
- Views: 7005
- 31 Mar 2016
- Forum: MultiCharts
- Topic: ATTENTION CQG USERS
- Replies: 16
- Views: 7005
Re: ATTENTION CQG USERS
Thank you for your reply. I try to load i.e. DDH16 (DAX future March 2016), the last expired one. And already in QuoteManager (selecting the symbol and choosing "Connect symbol") I'm getting the mentioned event message: "No security definition has been found: Symbol=DDH16" It is live and has in my o...
- 31 Mar 2016
- Forum: MultiCharts
- Topic: ATTENTION CQG USERS
- Replies: 16
- Views: 7005
Re: ATTENTION CQG USERS
I'm really the only one with the missing historical data?
Are there any known problems with CQG, in the moment?
Could I please get a short feedback?
Are there any known problems with CQG, in the moment?
Could I please get a short feedback?
- 29 Mar 2016
- Forum: MultiCharts
- Topic: ATTENTION CQG USERS
- Replies: 16
- Views: 7005
Re: ATTENTION CQG USERS
It's currently not possible for me to download historical CQG data in QuoteManager (Version 9.1.11815.400; Server: Live with wss://api.cqg.com::443 and it doesn't matter if "External historical data" is enabled/disabled). I modified the registry as proposed above. For example if I want to connect DD...
- 04 Jan 2016
- Forum: MultiCharts
- Topic: Autotrading: recognition of orders
- Replies: 3
- Views: 2218
Re: Autotrading: recognition of orders
Thank you JoshM. I didn't notice this feature request.
The real problem is, that I don't see any workaround.
The real problem is, that I don't see any workaround.
- 30 Dec 2015
- Forum: MultiCharts
- Topic: Autotrading: recognition of orders
- Replies: 3
- Views: 2218
Autotrading: recognition of orders
If a market is very fast and OCO group is not supported natively by broker, there is always the possibility, that both bracket orders can be filled. That means: a open position without an exit order. With the commands marketposition / i_marketposition / OpenpositionProfit it is possible, to find out...
- 24 Nov 2015
- Forum: MultiCharts
- Topic: Differences in Bollinger calculations [SOLVED]
- Replies: 1
- Views: 1348
Re: Differences in Bollinger calculations [SOLVED]
Ok, I found the reason of the difference.
Bollinger calculation in MC:
BollingerBand = Average( PriceValue, Len ) + NumDevs * StandardDev( PriceValue, Len, 1 ) ;
Bollinger calculation in MC:
BollingerBand = Average( PriceValue, Len ) + NumDevs * StandardDev( PriceValue, Len, 1 ) ;
- 24 Nov 2015
- Forum: MultiCharts
- Topic: Differences in Bollinger calculations [SOLVED]
- Replies: 1
- Views: 1348
Differences in Bollinger calculations [SOLVED]
Hi, the UpperBB is calculated in 2 different ways: directly via formular and "manual" via average and standard deviations (see code). Why is there a difference in the results? [IntrabarOrderGeneration = true]; inputs: FastLength(20), NumDevsUp(0.6); vars: intraBarPersist BBup(0), intraBarPersist mBB...
- 20 Nov 2015
- Forum: MultiCharts
- Topic: "impossible to connect to CQG trading system"
- Replies: 6
- Views: 5973
Re: "impossible to connect to CQG trading system"
Hello Henry, all conditions are fulfilled.
- 20 Nov 2015
- Forum: MultiCharts
- Topic: "impossible to connect to CQG trading system"
- Replies: 6
- Views: 5973
Re: "impossible to connect to CQG trading system"
For the CQG demo account I can't change the demo server (with
QuoteManger->Tools->DataSources->CQG->Settings) to
wss://api.cqg.com:443, because the field is greyed out with the
contents wss://demoapi.cqg.com:443.
Repairing doesn't help. Any idea/solution?
QuoteManger->Tools->DataSources->CQG->Settings) to
wss://api.cqg.com:443, because the field is greyed out with the
contents wss://demoapi.cqg.com:443.
Repairing doesn't help. Any idea/solution?
- 17 Sep 2015
- Forum: MultiCharts
- Topic: max H/min L function for time period
- Replies: 1
- Views: 1131
Re: max H/min L function for time period
A first approach... Inputs: xseconds(60); vars: intrabarpersist MaxHigh(0), intrabarpersist MinLow(0), StrDateTime(""), endtime_s(0); StrDateTime = FormatDate("dd.MM.yy", el_datetodatetime(Date))+" "+FormatTime("HH:mm:ss", el_timetodatetime_s(time_s)); MaxHigh = maxlist(MaxHigh, High); MinLow = minL...
- 18 Aug 2015
- Forum: MultiCharts
- Topic: Bars Since Entry issues in portfolio backtester
- Replies: 8
- Views: 3139
Re: Bars Since Entry issues in portfolio backtester
May be this Workaround is a help ...
Code: Select all
if barssinceentry <= MaxBarsBack then
MaxHigh = Highest (high, barssinceentry)
else MaxHigh = maxlist(MaxHigh, Highest (high, MaxBarsBack));
ATRVal = MaxHigh - (AvgTrueRange(ATRLength) * TrailingATRs);
- 13 May 2015
- Forum: MultiCharts
- Topic: The Trading Holy Grail of Time Traveler-“Back to the Future"
- Replies: 22
- Views: 7736
Re: The Trading Holy Grail of Time Traveler-“Back to the Fut
Because I'm not a programmer I`m looking for a such a code / function (building a higher time / range frame), also. Even an example in another language would be helpful. Does anybody know such an example / frame? Another question: is there any description of the MC prebuild functions (like BarQualit...
- 08 Apr 2015
- Forum: MultiCharts
- Topic: Techniques to match realtime with backtest
- Replies: 6
- Views: 2943
Re: Techniques to match realtime with backtest
Tony, thank you again for sharing your experience. I had similiar experiences, especially with backtests that produces unbelievable (good) results. And therefore I would like to find tips / advices, if there are any proven techniques (best kind of entries/exits, backtests) in such environments as de...
- 07 Apr 2015
- Forum: MultiCharts
- Topic: Techniques to match realtime with backtest
- Replies: 6
- Views: 2943
Re: Techniques to match realtime with backtest
Tony, thank you for your approach. Maybe a very helpful impuls for my next steps. Does your backtesting script looking similar as this code? TV = MinMove/PriceScale; // Tick Value profit = 4 * TV; offset = 2 * TV; // Backtest-Offset if marketposition = 0 then TargetPassed = false; if marketposition ...
- 03 Apr 2015
- Forum: MultiCharts
- Topic: Techniques to match realtime with backtest
- Replies: 6
- Views: 2943
Re: Techniques to match realtime with backtest
Henry, thank you. Before I adjust my script to real-time (if it makes sense, at all), I think, first I have to verify my understanding, how future market is working. The situation: I’m trading FDAX and Euro-Bund (CQG tick data; broker is AMP). I‘m using for both instruments the same MC-script / stra...
- 16 Mar 2015
- Forum: MultiCharts
- Topic: Matching backtest results and realtime results
- Replies: 11
- Views: 3438
Re: Matching backtest results and realtime results
Assume there is stratey with only 1 symbol, based on Data1 = 1 tick Data2 = 16 tick Following MichaelS answer (lose Data2), I think without Data2 the "story" would become much easier with all the parameter like Barstatus=2, IOG, BM etc. Therefore the question: is there any solution to build a framew...
- 09 Mar 2015
- Forum: MultiCharts
- Topic: Techniques to match realtime with backtest
- Replies: 6
- Views: 2943
Techniques to match realtime with backtest
Yes, the question is perhaps naive: I want to reach realtime results as closely as possible with the backtest (the opposite situation - backtest results more closely to realtime seems not possible). The problem: in the lowest time frame (tick data), very often my strategy isn't getting the fill in r...
- 20 Dec 2014
- Forum: MultiCharts
- Topic: Global variable (GV) for real-time only (not for backtest)?
- Replies: 4
- Views: 2096
Re: Global variable (GV) for real-time only (not for backtes
Thank you very much for your answers.
I hear from ADE the first time. Seems to be very powerful.
Do you have any experience / important advices / links
concerning this application (very popular, tested, processor-intensive, known disadvantages etc.)?
I hear from ADE the first time. Seems to be very powerful.
Do you have any experience / important advices / links
concerning this application (very popular, tested, processor-intensive, known disadvantages etc.)?
- 20 Dec 2014
- Forum: MultiCharts
- Topic: Global variable (GV) for real-time only (not for backtest)?
- Replies: 4
- Views: 2096
Global variable (GV) for real-time only (not for backtest)?
Hello,
in 1 workspace with 2 charts (Chart1: Tick, Chart2: 5 min.) I would like to transfer an entry condition from Chart2 to Chart1 strategy via a GV.
Does this work in backtest or only in real-time?
Is there any way to realize this approach for backtesting?
Thanks & regards,
Fredi
in 1 workspace with 2 charts (Chart1: Tick, Chart2: 5 min.) I would like to transfer an entry condition from Chart2 to Chart1 strategy via a GV.
Does this work in backtest or only in real-time?
Is there any way to realize this approach for backtesting?
Thanks & regards,
Fredi
- 16 Dec 2014
- Forum: MultiCharts
- Topic: Monitoring Autotrading
- Replies: 4
- Views: 1328
Re: Monitoring Autotrading
You are right, I have to become more specific. to 1. In the moment, I control the mentioned processes with a kind of this method ( https://www.multicharts.com/discussion/viewtopic.php?f=5&t=46551 ). However, independent of the Broker status (connected or not) no alert is generated. That means, that ...
- 16 Dec 2014
- Forum: MultiCharts
- Topic: Monitoring Autotrading
- Replies: 4
- Views: 1328
Monitoring Autotrading
Hello, there are 2 issues, which are making autotrading immpossible for me, in the moment. 1. In order to control MC during autotrading, which processes (seeing in Task-Manager) are starting /closing for (a) Broker connection / disconnection (right click on Broker tab) and (b) real time datafeed (co...
- 25 Sep 2014
- Forum: MultiCharts
- Topic: Missing data (2 days) for only one Futures symbol
- Replies: 2
- Views: 845
Re: Missing data (2 days) for only one Futures symbol
Today I switched on MC - without any changes compared to yesterday - and everything is working fine.
I don't have any explanation for that - and it remains an uncomfortable feeling.
Regards,
Fredi
I don't have any explanation for that - and it remains an uncomfortable feeling.
Regards,
Fredi
- 24 Sep 2014
- Forum: MultiCharts
- Topic: Missing data (2 days) for only one Futures symbol
- Replies: 2
- Views: 845
Missing data (2 days) for only one Futures symbol
Hello, similar problem as in the topic "Tick chart missing data" (from today). Since today, I' missing the CQG-data (Ticks, 5min) of symbol DDZ14 (DAX INDEX FUT DEC 14 = FDAX Dec14) in the chart. Curious: only the data of the last 2 days (Monday 22./ Tuesday 23.9.) are missing, which were available ...
- 16 Jul 2014
- Forum: MultiCharts
- Topic: Fastest way/high probability of execution (if price touched)
- Replies: 3
- Views: 1309
Re: Fastest way/high probability of execution (if price touc
Hello Andrew, thank you for the detailed description. A supplementary question: What code would generate a faster (entry-) execution (or speed will be the same)? (A) Buy PositionSize Contracts next bar at Limit_Long Limit; in combination with "Convert unexecuted limit or stop entry/exit orders to ma...
- 15 Jul 2014
- Forum: MultiCharts
- Topic: Fastest way/high probability of execution (if price touched)
- Replies: 3
- Views: 1309
Fastest way/high probability of execution (if price touched)
Very often, limit/stop prices are touched, however no execution or only partially executions via auto-trading of my (kind of) scalping system (Resolution: 1 point, Broker CQG, SA-Mode). My question: are the below settings the best in order to get an order exceution as fast as possible and a high pro...
- 20 May 2014
- Forum: MultiCharts
- Topic: Best practise: positions mismatch between strategy / broker
- Replies: 16
- Views: 3617
Re: Best practise: positions mismatch between strategy / bro
Andrew, maybe I don't understand your question correctly. But this is exactly the goal 1, I mentioned above: if the connection to the broker works correctly and the MC strategy doesn't initiate this position (with other words: has nothing to do with this position), then the routine / logic will send...
- 19 May 2014
- Forum: MultiCharts
- Topic: Best practise: positions mismatch between strategy / broker
- Replies: 16
- Views: 3617
Re: Best practise: positions mismatch between strategy / bro
Thanks for your interest. I would like to be more clearly: I'm trading the FDAX. However I think, the instrument is not important, because the settings of SL & target depending very often on the volatility. So it's more a question of the strateyg. In my case there are 2 possible differences between ...
- 18 May 2014
- Forum: MultiCharts
- Topic: Best practise: positions mismatch between strategy / broker
- Replies: 16
- Views: 3617
Re: Best practise: positions mismatch between strategy / bro
Andrew, beside you, this topic seems not to be very interesting for other users. Nevertheless - I try a new approach, in the hope to find a "suboptimal" solution, at least. Of course, I don't know the latency time of the broker API. However I can't imagine, that this time is > 5 ... 10 seconds. On t...
- 16 May 2014
- Forum: MultiCharts
- Topic: Best practise: positions mismatch between strategy / broker
- Replies: 16
- Views: 3617
Re: Best practise: positions mismatch between strategy / bro
Based on that possibility (both bracket orders are filled), it is particularly important to look for a solution. In my opinion is that the reason, may be at all, that there exits a signal like "!From Strategy To Broker MP Synchronizer!". It's hard for me to believe, that there is no solution or work...
- 15 May 2014
- Forum: MultiCharts
- Topic: Best practise: positions mismatch between strategy / broker
- Replies: 16
- Views: 3617
Re: Best practise: positions mismatch between strategy / bro
Andrew, sorry for my incorrect form of address. What do I mean by OCO risk? Via MC I'm sending always 2 orders (Stop + Profit = OCO-group) to the broker. Because my broker doesn't support native OCO-groups the following case is possible: one order of them, i.e. the profit target, is filled. But befo...
- 15 May 2014
- Forum: MultiCharts
- Topic: Best practise: positions mismatch between strategy / broker
- Replies: 16
- Views: 3617
Re: Best practise: positions mismatch between strategy / bro
Henry, thank you. I think I get it. In my focus is standing the OCO risk. That means, that at the broker side a unwished position is possible, not caused from the MC script. So the signal "!From Strategy To Broker MP Synchronizer!" is the suitable approach for me. Now the biggest problem for me is t...
- 13 May 2014
- Forum: MultiCharts
- Topic: Best practise: positions mismatch between strategy / broker
- Replies: 16
- Views: 3617
Re: Best practise: positions mismatch between strategy / bro
Hello Andrew , thank you for your information. As I understand it: "!From Broker To Strategy MP Synchronizer!" and "ChangeMarketPosition" does not send order to the broker? Is this right? If YES, then this is no solution for my case, because my intension is to close real positions, which are wrongly...
- 12 May 2014
- Forum: MultiCharts
- Topic: Best practise: positions mismatch between strategy / broker
- Replies: 16
- Views: 3617
Best practise: positions mismatch between strategy / broker
Most of the Brokers do not support Native One-Cancels-Others group, at the moment. In order to minimize this OCO-Orders Risk (see https://www.multicharts.com/trading-software/index.php/Trading_Risks#_OCO-Orders_Risk) I'm testing some codes - without success up to now. Situation: 1 Symbol, 1 Chart, T...
- 07 Feb 2014
- Forum: MultiCharts
- Topic: Synchronisation problem / Missing Barnumbers
- Replies: 16
- Views: 4063
Re: Synchronisation problem / Missing Barnumbers
Thank you Henry. Do you see any sensefull ("with not too much effort") workaround
to realize such issue, like with an array etc.?
to realize such issue, like with an array etc.?
- 06 Feb 2014
- Forum: MultiCharts
- Topic: Synchronisation problem / Missing Barnumbers
- Replies: 16
- Views: 4063
Re: Synchronisation problem / Missing Barnumbers
Is attached.
- 05 Feb 2014
- Forum: MultiCharts
- Topic: Synchronisation problem / Missing Barnumbers
- Replies: 16
- Views: 4063
Re: Synchronisation problem / Missing Barnumbers
Henry, unfortunately not. I tried it with the following code... once cleardebug; vars: RSID2(0, data2), RSID2_Tick(0, data2), value1(0); RSID2 = RSI(Close of Data2, 14) of Data2; // org. RSI for Data2 (reference) RSID2_Tick = RSI(Close of data2, 14) of Data2; // Reset: RSI2_Tick = RSI for Data2 valu...
- 31 Jan 2014
- Forum: MultiCharts
- Topic: Synchronisation problem / Missing Barnumbers
- Replies: 16
- Views: 4063
Re: Synchronisation problem / Missing Barnumbers
The recommendation will not produce the desired result. Independent from vars-Declaration [RSID2_Tick(0) or RSID2_Tick(0, Data2)] I'm getting with this code .... once cleardebug; vars: RSID2(0, data2), RSID2_Tick(0); RSID2 = RSI(Close of Data2, 14) of Data2; // org. RSI for Data2 (reference) RSID2_T...
- 29 Jan 2014
- Forum: MultiCharts
- Topic: Synchronisation problem / Missing Barnumbers
- Replies: 16
- Views: 4063
Re: Synchronisation problem / Missing Barnumbers
I think, I didn't describe the problem correctly. The base data are still: Data(1): 1 point DAX future (=Tick) Data(2): 16 point DAX future In a signal script - just like in the chart - I want to update RSI of Data(2) with the actual Tick-Close. Or with other words: for RSI of Data(2) all Close of D...
- 20 Jan 2014
- Forum: MultiCharts
- Topic: Synchronisation problem / Missing Barnumbers
- Replies: 16
- Views: 4063
Re: Synchronisation problem / Missing Barnumbers
Thx Henry for this information. An additional question comes up and I can't find any easy solution: same workspace as mentioned above with Data1: 1 point DAX future Data2: 16 point DAX future Now I'm using, among other things, the indicator RSID2 = RSI(Close of Data(2), 14) of Data(2); In the Chart ...
- 12 Jan 2014
- Forum: MultiCharts
- Topic: Synchronisation problem / Missing Barnumbers
- Replies: 16
- Views: 4063
Re: Synchronisation problem / Missing Barnumbers
The problem is very much bigger than feared. With only Barstatus(2)=2 the missing barnumbers are displayed. However it is impossible to get the OHLC values of the bars or to make any other operations at this time, because the values aren't still valid after this time. vars: count(0); if (BarStatus(2...
- 10 Jan 2014
- Forum: MultiCharts
- Topic: Synchronisation problem / Missing Barnumbers
- Replies: 16
- Views: 4063
Re: Synchronisation problem / Missing Barnumbers
Ok. However - my strategy based on ticks (1 point and 16 points) so I can't switch to a time based resolution. And what I don't understand: why is the timestamp of Data2 not always automatically one of the timestamps of Data1? Because both, Data1 and Data2, are basing on the same ticks / timestamps ...
- 10 Jan 2014
- Forum: MultiCharts
- Topic: Synchronisation problem / Missing Barnumbers
- Replies: 16
- Views: 4063
Synchronisation problem / Missing Barnumbers
With checking BARSTATUS I want to sync multi-data studies (same instrument). Data1: 1 point DAX future Data2: 16 point DAX future The problem: I don´t get every Barnumber of Data2; that means, I can't trigger reliably (buy/sell) my strategy with Data2. if (BarStatus(1) = 2) And (BarStatus(2) = 2) th...
- 01 Nov 2013
- Forum: MultiCharts
- Topic: Indicator ADX on a Spread (MC standard)
- Replies: 3
- Views: 1299
Re: Indicator ADX on a Spread (MC standard)
Hello Henry,
thank you, this is good thing.
However, what can I do in the meantime (up to the official version)
and how can I use this in a signal study (like "ADX(5) on Spread1"), in order
to generate a setup for orders?
thank you, this is good thing.
However, what can I do in the meantime (up to the official version)
and how can I use this in a signal study (like "ADX(5) on Spread1"), in order
to generate a setup for orders?
- 01 Nov 2013
- Forum: MultiCharts
- Topic: Indicator ADX on a Spread (MC standard)
- Replies: 3
- Views: 1299
Indicator ADX on a Spread (MC standard)
From two dataseries (i.e. Data1 and Data2) it's easy to calculate the difference (=Spread) via an indicator study. However - how to calculate the ADX(5) from this Spread, which is'n a DataN series? Is there any way to transform this Spread (including O, H, L, C) to a DataN series, in order to make "...