Search found 225 matches
- 29 Mar 2024
- Forum: MultiCharts
- Topic: MultiCharts 15 Release [SOLVED]
- Replies: 32
- Views: 1892
Re: MultiCharts 15 Release [SOLVED]
Just stumbled again on a long-time annoyance with PLEditor: Say, you have been working in a session with 15-20+ studies open and then closed PLEditor for the night. Your session is remembered and restored to the same state when you open PLEditor the next time. Great! However, importing studies from ...
- 29 Mar 2024
- Forum: MultiCharts
- Topic: Using EL/ PL SDK / DLL functions calling
- Replies: 3
- Views: 272
Re: Using EL/ PL SDK / DLL functions calling
Hi Polly,
2. EL Extension SDK manual doesn't have any reference to ArrayStartAddr (though it supposedly should)
So, what does ArrayStartAddr do and how should one use it?
2. EL Extension SDK manual doesn't have any reference to ArrayStartAddr (though it supposedly should)
So, what does ArrayStartAddr do and how should one use it?
- 25 Mar 2024
- Forum: MultiCharts
- Topic: MultiCharts 15 Release [SOLVED]
- Replies: 32
- Views: 1892
Re: MultiCharts 15 Release [SOLVED]
Another note on new UI: the all-white(background)/black fonts color scheme and spacing in Signal/Strategy properties worsens the legibility of it all.... In MC 14, settings/preferences were eye-friendlier. Please consider reverting. Oh.. and those spaces in "Do you want to cancel strategy optimizati...
- 21 Mar 2024
- Forum: MultiCharts
- Topic: MultiCharts 15 Release [SOLVED]
- Replies: 32
- Views: 1892
Re: MultiCharts 15 Release [SOLVED]
May i suggest that the Data Range in the new Edit Data dialogue window be shown in bold, please?
The Start and End - in boxes - take all the attention and it is very difficult to discern what the dates for the existing data
The Start and End - in boxes - take all the attention and it is very difficult to discern what the dates for the existing data
- 21 Mar 2024
- Forum: MultiCharts
- Topic: GCC/MinGW compiler
- Replies: 5
- Views: 296
Re: GCC/MinGW compiler
I might have done smth incorrectly on a quick try....Can u quickly check w devs if this can work at all?
- 20 Mar 2024
- Forum: MultiCharts
- Topic: Using EL/ PL SDK / DLL functions calling
- Replies: 3
- Views: 272
Using EL/ PL SDK / DLL functions calling
I have tried creating a DLL, and calling simple functions with values as parameters works fine. (This is without having to use the SDK/ using tskit.dll) But i hit a problem with getting an array into a function. Questions: 1. how can one pass an array into a function (without using the SDK dll)? How...
- 20 Mar 2024
- Forum: MultiCharts
- Topic: GCC/MinGW compiler
- Replies: 5
- Views: 296
Re: GCC/MinGW compiler
Hi Polly, I had quickly tried to replace the modules and got a bunch of errors at compilation. Before I spend time on digging deeper, can you pls check with devs if this will work at all? Or are there any internal dependencies (on compiler flags, standards,etc) that would prevent it working correctl...
- 20 Mar 2024
- Forum: MultiCharts
- Topic: MultiCharts 15 Release [SOLVED]
- Replies: 32
- Views: 1892
Re: MultiCharts 15 Release [SOLVED]
With 2 historical data "collects" in progress, when i click on Stop Collecting in the dropdown menu, it shows an "empty" window indicating that no downloads are in progress...i guess the intention was to have an 'aggregated view" of the data downloads, giving ability to selectively cancel some....ri...
- 20 Mar 2024
- Forum: MultiCharts
- Topic: MultiCharts 15 Release [SOLVED]
- Replies: 32
- Views: 1892
Re: MultiCharts 15 Release [SOLVED]
Yesterday, following the advice on SO, i ensured that the User in the Task (in Win Task scheduler) is with the domain - i just selected the user again.
The task then ran properly , as before.
The task then ran properly , as before.
- 19 Mar 2024
- Forum: MultiCharts
- Topic: MultiCharts 15 Release [SOLVED]
- Replies: 32
- Views: 1892
Re: MultiCharts 15 Release [SOLVED]
Upon upgrade to MC 15, my Historical Data Download, scheduled daily, didn't complete. There is nothing in the Historical Data Download Scheduler logs; the Last Run result in Windows Task Scheduler: "The operator or administrator has refused the request (0x0800710E0)". Windows 11. Which folder permis...
- 18 Mar 2024
- Forum: MultiCharts
- Topic: GCC/MinGW compiler
- Replies: 5
- Views: 296
GCC/MinGW compiler
MC 15 still uses an ancient 4.6.1 MinGW/GCC compiler (from 2011) as the backend to run studies (translated from PL to CPP). Besides significant improvement in the optimization/speed of generated binaries through compiler generations from 2011 to 2024, latest compilers also have tunings for the recen...
- 17 Mar 2024
- Forum: MultiCharts
- Topic: GA settings
- Replies: 0
- Views: 148
GA settings
MC Manual has not been updated in many areas since 2018 (e.g. Kase bars?) But I am specifically interested in understanding the meaning/ implications of different GA settings. - when "least fit individuals are discarded ", - how many - as a % of population? is this changeable? - does a (single) "cro...
- 30 Jul 2021
- Forum: MultiCharts
- Topic: Trading same symbol multiple strategies
- Replies: 4
- Views: 1578
Re: Trading same symbol multiple strategies
You will most probably have to use an ASYNC mode. In TWS/IB Gateway try to tick off the "Cross-side order warning".
- 12 Nov 2020
- Forum: MultiCharts
- Topic: MaxBarsBack for multi data series
- Replies: 2
- Views: 618
Re: MaxBarsBack for multi data series
This is a known (and very annoying) "feature" of MC. Assuming you want to calculate a 600-bar average of 3-min bars, then the walk-arounds could be: 1) set the start date of data2 600 days back and indeed use 600 for MaxBarsBack....Simplest, assuming you have the data (you can create/add some dummy ...
- 09 Aug 2020
- Forum: MultiCharts
- Topic: Turn on/off strategies automatically based on its performance during the past period of time
- Replies: 2
- Views: 1012
Re: Turn on/off strategies automatically based on its performance during the past period of time
I have long ago suggested a feature that would allow 'turning off a trade' (not only not sending order to a broker but also internally) by setting the trade size to a negative value. Right , in backtesting - set the trade size to the minimum possible/negligible in comparison to a normal trade - so t...
- 13 Jul 2020
- Forum: MultiCharts
- Topic: NEW Equity Data provider to be able backtest without any hindsight bias
- Replies: 16
- Views: 4679
Re: NEW Equity Data provider to be able backtest without any hindsight bias
Hello Salzburg, Please vote for this feature here . We will be glad to implement this feature when the request collects enough votes. Unfortunately, we cannot include this feature in our road map right now without estimating the number of votes. ...AS if the number of votes has ever been the decidi...
- 16 May 2020
- Forum: MultiCharts
- Topic: MULTICHARTS 14.0 BETA 4 [SOLVED]
- Replies: 39
- Views: 11656
Re: MULTICHARTS 14.0 BETA 4 [SOLVED]
To enable / disable a signal: MC12: Move pointer to signal > select the signal > move to Status button > Click (4 actions) MC14: Move to signal check box > click on it (2 actions) Pls re-read my actual suggestion. 'deactivating' a signal should also be in the same area (not on the opposite side of ...
- 29 Apr 2020
- Forum: MultiCharts
- Topic: MULTICHARTS 14.0 BETA 4 [SOLVED]
- Replies: 39
- Views: 11656
Re: MULTICHARTS 14.0 BETA 4 [SOLVED]
Agreed, this makes sense. We’ll make the required adjustments. Just revert to the previous layout: - BUTTONS - all IN ONE PLACE so as to minimize mouse/attention movement - 'deactivating' a signal should also be in the same area (not on the opposite side of the window!) One good addition in the rec...
- 24 Apr 2020
- Forum: MultiCharts
- Topic: MULTICHARTS 14.0 BETA 4 [SOLVED]
- Replies: 39
- Views: 11656
Re: MULTICHARTS 14.0 BETA 4 [SOLVED]
Hi Anna, Just look at it from perspective of usability and productivity: - to open "Strategy Properties" -> one has to...?? - A! Its that small wheel in the top right corner? - to disable a signal -> need to move to the opposite side of the window and "uncheck". - to Format, Edit, Remove - one has t...
- 09 Apr 2020
- Forum: MultiCharts
- Topic: MULTICHARTS 14.0 BETA 4 [SOLVED]
- Replies: 39
- Views: 11656
Re: MULTICHARTS 14.0 BETA 4 [SOLVED]
The new 'Format signals' dialogue in BETA 4 is UNUSABLE. Tiny 'icons', all over the place...AND WHERE DID THE 'OPTIMIZE' BUTTON GO?? It was sooo convenient to have all buttons (bold and clear) in one location, close to each other. A typical routine - Open a signal, change some params, turn off some ...
- 17 Feb 2020
- Forum: MultiCharts
- Topic: Phantom Trades
- Replies: 36
- Views: 11422
Re: Phantom Trades
Why don't you try and report it here if/how it actually works?
- 14 Feb 2020
- Forum: MultiCharts
- Topic: Phantom Trades
- Replies: 36
- Views: 11422
Re: Phantom Trades
MC14 has an new option in Preferences/Data Server to 'save real-time ticks/minute bars to the database' - exactly to address the issue.
- 13 Jan 2020
- Forum: MultiCharts
- Topic: Update of Global Variable between one signal and Money Management signal need to be renamed to happened ?
- Replies: 2
- Views: 1377
Re: Update of Global Variable between one signal and Money Management signal need to be renamed to happened ?
Why not use:
- pmm_set_global_named..
- pmm_set_my_named_
- pmm_set_strategy_named_
...and avoid using GVs altogether?
- pmm_set_global_named..
- pmm_set_my_named_
- pmm_set_strategy_named_
...and avoid using GVs altogether?
- 13 Jan 2020
- Forum: MultiCharts
- Topic: Backtesting - bar resolution
- Replies: 9
- Views: 2346
Re: Backtesting - bar resolution
'Compressing' here means 'compressing to an internal database format for storage'.
Why not just open QuoteManager and have a look at the database data for your symbol?
Why not just open QuoteManager and have a look at the database data for your symbol?
- 13 Jan 2020
- Forum: MultiCharts
- Topic: Portfolio Money management - Equity curve trading inquiry
- Replies: 3
- Views: 1607
Re: Portfolio Money management - Equity curve trading inquiry
There are no in-built tools for that, but you can use the min possible position size when the system is to be switched off. And you'll have to maintain your closed-trade equity yourself. This will allow you to backtest your logic, but will unfortunately not work with MC/PT in live trading. I once ha...
- 25 Dec 2019
- Forum: MultiCharts
- Topic: Auto Traders Chime in once more...
- Replies: 5
- Views: 1592
Re: Auto Traders Chime in once more...
Is there a problem using any of CQG, Rithmic or TT FCMs ?
- 22 Dec 2019
- Forum: MultiCharts
- Topic: Incoherent walk forward optimization results
- Replies: 4
- Views: 1684
Re: Incoherent walk forward optimization results
Are you doing genetic or brute-force optimization?
- 04 Nov 2019
- Forum: MultiCharts
- Topic: Data2
- Replies: 12
- Views: 4047
Re: Data2
You only corrected RSI, need to do the same in all similar cases.
Accessing data3 is no different than data2.
Accessing data3 is no different than data2.
- 04 Nov 2019
- Forum: MultiCharts
- Topic: Data2
- Replies: 12
- Views: 4047
Re: Data2
RSI(Close,Rsi_Length) data(2) <RSI_Up
- 04 Nov 2019
- Forum: MultiCharts
- Topic: Data2
- Replies: 12
- Views: 4047
Re: Data2
What does that suppose to mean? RSI_Up data(2) or dir=-1 data(2) If you want to call a function on data2, then the syntax is f() data(2) (and it will take input parameters from data2 -so no need to pass Close2). If you want to use a variable, changing its value only on each bar of data2, then you de...
- 04 Nov 2019
- Forum: MultiCharts
- Topic: Data2
- Replies: 12
- Views: 4047
Re: Data2
As the first step, try changing function calls from:
to:
Code: Select all
MA100Value = Average( Close2, MA100Length )data2 ;
Code: Select all
MA100Value = Average( Close, MA100Length) data(2) ;
- 04 Nov 2019
- Forum: MultiCharts
- Topic: How to simulate maximum potential profit for a number of trades [SOLVED]
- Replies: 7
- Views: 1903
Re: How to simulate maximum potential profit for a number of trades [SOLVED]
Did you try looking in PLEditor?
It has the Dictionary of all keywords and in-built functions catalogued by theme, with explanations and examples..
It has the Dictionary of all keywords and in-built functions catalogued by theme, with explanations and examples..
- 02 Nov 2019
- Forum: MultiCharts
- Topic: How to simulate maximum potential profit for a number of trades [SOLVED]
- Replies: 7
- Views: 1903
Re: How to simulate maximum potential profit for a number of trades [SOLVED]
These are also available programmatically via MaxPosProfit() , MacContractProfit(), OpenEntryProfit() and OpenEntryProfitPerContract ().
- 31 Oct 2019
- Forum: MultiCharts
- Topic: How to simulate maximum potential profit for a number of trades [SOLVED]
- Replies: 7
- Views: 1903
Re: How to simulate maximum potential profit for a number of trades [SOLVED]
Look at the List of trades in the Performance Report: each trade has a Run-up and a Drawdown.
That's what you are looking for. Export the list to Excel and analyze as you wish.
A Performance report also has separate tabs with visual analysis of these stats.
That's what you are looking for. Export the list to Excel and analyze as you wish.
A Performance report also has separate tabs with visual analysis of these stats.
- 14 Sep 2019
- Forum: MultiCharts
- Topic: Calling external DLL from Power Language with array passed by reference
- Replies: 19
- Views: 6262
Re: Calling external DLL from Power Language with array passed by reference
It probably has to do with wrong parameter type declaration in DefineDLL: passing an array(of doubles) requires a *pointer-to-double*, not just Double. Try declaring it as LPDouble, and try finding an EasyLanguage Extention SDK referenced here: https://www.multicharts.com/trading-software/index.php/...
- 28 Mar 2019
- Forum: MultiCharts
- Topic: Optimization: Same underlying, different time ? [SOLVED]
- Replies: 6
- Views: 1999
Re: Optimization: Same underlying, different time ? [SOLVED]
It is clearer
You have access to all the trades, so calculate 'Sharp ratio' based on trades, not on 'calendar periods'.
It will be the more adequate measure for your purposes.
You have access to all the trades, so calculate 'Sharp ratio' based on trades, not on 'calendar periods'.
It will be the more adequate measure for your purposes.
- 28 Mar 2019
- Forum: MultiCharts
- Topic: Optimization: Same underlying, different time ? [SOLVED]
- Replies: 6
- Views: 1999
Re: Optimization: Same underlying, different time ? [SOLVED]
Hi joebone,
it is not really clear what you want to achieve...and why skipping certain periods - either in a 'hard-coded' way or by defining 'high vol' periods dynamically - hurts your ability to optimize by a metric you want?
it is not really clear what you want to achieve...and why skipping certain periods - either in a 'hard-coded' way or by defining 'high vol' periods dynamically - hurts your ability to optimize by a metric you want?
- 01 Mar 2019
- Forum: MultiCharts
- Topic: IB TWS historical data request pacing violation
- Replies: 13
- Views: 8464
Re: IB TWS historical data request pacing violation
Pacing violations should go away as soon as MC plug-in implements the latest IB API.
- 01 Mar 2019
- Forum: MultiCharts
- Topic: Streaming vs Historical Data [SOLVED]
- Replies: 26
- Views: 7578
Re: Streaming vs Historical Data [SOLVED]
This will not work reliably all the time. I could not make 'data reloading' work well in live trading..
- 07 Nov 2018
- Forum: MultiCharts
- Topic: Please VOTE: Alerting user that some bars were missed during the backfill/ historical data request
- Replies: 2
- Views: 970
Re: Please VOTE: Alerting user that some bars were missed during the backfill/ historical data request
An indicator will not really help when you backfill for 50+ symbols in Portfolio Trader, especially when auto trading.
- 07 Nov 2018
- Forum: MultiCharts
- Topic: Please VOTE: Alerting user that some bars were missed during the backfill/ historical data request
- Replies: 2
- Views: 970
Please VOTE: Alerting user that some bars were missed during the backfill/ historical data request
Problem : - if some data is missed during a backfill ( problem with broker API, no quotes, bars filtered out, etc), a user has no way of knowing. Suggestion: Upon backfill, MC/ PortfolioTrader should transparently "Alert" the user in case some data are missing. These alerts should show a user the p...
- 07 Nov 2018
- Forum: MultiCharts
- Topic: Please VOTE: Ensure backfill requests cover fixed period of time with new "Intervals Back" setting
- Replies: 0
- Views: 607
Please VOTE: Ensure backfill requests cover fixed period of time with new "Intervals Back" setting
Problem: When setting "Bars back" in an instrument settings, MC will make requests to the broker API until it obtains X bars, even if bars for certain periods are skipped. E.g. requesting 24 60min bars (back) should cover a period of 1 day (with a 24 hr session) But currently, if some bars are misse...
- 07 Nov 2018
- Forum: MultiCharts
- Topic: Please VOTE: Reload functionality also for PortfolioTrader
- Replies: 0
- Views: 703
Please VOTE: Reload functionality also for PortfolioTrader
It often happens that due to a glitch in PT-broker(IB) connection, there are gaps in historical data. However, Reload functionality currently only works in MC - which makes it a hassle reloading data for a big number of symbols. Please implement Reload functionality in Portfolio Trader. https://www....
- 07 Nov 2018
- Forum: MultiCharts
- Topic: PLEASE VOTE: Portfolio Trader: Equity curves per Strategy, Market and Market-Strategy
- Replies: 0
- Views: 764
PLEASE VOTE: Portfolio Trader: Equity curves per Strategy, Market and Market-Strategy
It would help immensely to quickly judge performance of a Portfolio, if a user could not only see the Total Portfolio Equity, but also its components. There could be a 2-level dialogue window or - better- a table with toggles, allowing one select either entire strategies or entire instruments or cho...
- 07 Nov 2018
- Forum: MultiCharts
- Topic: In Signal Optimization
- Replies: 4
- Views: 1386
Re: In Signal Optimization
Yes.
It is worth reviewing it from time to time and casting your ballot/filing issues - if you want to change things.
And it will improve your understanding of how MC/PT work (or do not work) immensely.
It is worth reviewing it from time to time and casting your ballot/filing issues - if you want to change things.
And it will improve your understanding of how MC/PT work (or do not work) immensely.
- 07 Nov 2018
- Forum: MultiCharts
- Topic: CSV to array
- Replies: 4
- Views: 1452
- 07 Nov 2018
- Forum: MultiCharts
- Topic: CSV to array
- Replies: 4
- Views: 1452
Re: CSV to array
You do have to export input parameters and key metrics to a .csv file during optimization. Then use EL Collections (search in User Contributed studies on this forum) in your other script to read and map the table in the file, then apply your logic for selecting a specific line and then populate the ...
- 07 Nov 2018
- Forum: MultiCharts
- Topic: In Signal Optimization
- Replies: 4
- Views: 1386
- 07 Nov 2018
- Forum: MultiCharts
- Topic: In Signal Optimization
- Replies: 4
- Views: 1386
Re: In Signal Optimization
It is doable in backtesting buy setting the trade size to 1, but would be inefficient (and with any exchange-traded product with some decent min.lot size - impossible) to implement in live trading with PT. Unless of course you implement all systems as functions and calculate/maintain all needed stat...
- 11 Oct 2018
- Forum: MultiCharts
- Topic: 1-min chart data mapping problem - Historical vs Real-time data from Interactive Brokers
- Replies: 5
- Views: 2171
Re: 1-min chart data mapping problem - Historical vs Real-time data from Interactive Brokers
MC does not store real-time ticks (from which it constructs 1-min bars) to QM database by default. You need to "Flush" them to the database manually to be able to observe and compare the timestamps. 1-min bars up to the last full minute come from historical IB servers (and saved), the current "not-y...
- 11 Oct 2018
- Forum: MultiCharts
- Topic: Reality versus bactesting
- Replies: 10
- Views: 2933
Re: Reality versus bactesting
First, you should compare apples to apples: you Live chart is based on Trade (is it mid-point for Oanda?), while you backtest is based on Bid. Second, with this kind of spreads (9-10pips!?? really?): - your backtest is "unrealistically good" by design - your buy orders are executed at much better pr...
- 10 Oct 2018
- Forum: MultiCharts .NET
- Topic: Version 12 reloads data every backtest [SOLVED]
- Replies: 13
- Views: 4617
Re: Version 12 reloads data every backtest [SOLVED]
It loads the data from the local database upon each backtest, currently there is no cache of this data. That's exactly the bug - introduced in MC12 and absent in MC11, and as such IMHO should not be just "fixed in some future release", with undefined ETA. That was the reason for this thread, pls re...
- 04 Oct 2018
- Forum: MultiCharts
- Topic: Duplication of Stoploss in Easy Language Automated Trading [SOLVED]
- Replies: 8
- Views: 2810
Re: Duplication of Stoploss in Easy Language Automated Trading [SOLVED]
sorry, it is indeed in another pair...then disregards my comment..
- 04 Oct 2018
- Forum: MultiCharts
- Topic: Duplication of Stoploss in Easy Language Automated Trading [SOLVED]
- Replies: 8
- Views: 2810
Re: Duplication of Stoploss in Easy Language Automated Trading [SOLVED]
This is because you have 2 open positions. And MC manages a stop loss for both...
- 04 Oct 2018
- Forum: MultiCharts
- Topic: Automatic Optimization of multiple symbols
- Replies: 2
- Views: 1257
Re: Automatic Optimization of multiple symbols
You could achieve this by:
1) setting up the symbol list in Portfolio Trader
2) adding a small block of code (or a separate signal) to write to a file the performance metrics you need
1) setting up the symbol list in Portfolio Trader
2) adding a small block of code (or a separate signal) to write to a file the performance metrics you need
- 03 Oct 2018
- Forum: MultiCharts
- Topic: Streaming vs Historical Data [SOLVED]
- Replies: 26
- Views: 7578
Re: Streaming vs Historical Data [SOLVED]
Well, that's as close as you can get it...And it is indeed possible that some trades were busted/cleaned out and corrections made after the day close. No one is to blame, that's just "real-life". The best you can do is to "Flush cached data to database" before closing MC. So, MC should/will not be r...
- 02 Oct 2018
- Forum: MultiCharts .NET
- Topic: Version 12 reloads data every backtest [SOLVED]
- Replies: 13
- Views: 4617
Re: Version 12 reloads data every backtest [SOLVED]
Anna,
correct me if I am wrong, but when PT "Downloads missing historical data" on the FIRST backtest, there is no need for another download - there is no "missing" data.
This initially collected data is in cache and used by all subsequent backtests.
What's the bug that was corrected?
correct me if I am wrong, but when PT "Downloads missing historical data" on the FIRST backtest, there is no need for another download - there is no "missing" data.
This initially collected data is in cache and used by all subsequent backtests.
What's the bug that was corrected?
- 02 Oct 2018
- Forum: MultiCharts .NET
- Topic: Version 12 reloads data every backtest [SOLVED]
- Replies: 13
- Views: 4617
Re: Version 12 reloads data every backtest [SOLVED]
Anna,
this is a bug that was introduced in MC12.
Before any enhancements are made, let's correct the bug in the nearest MC12 release.
It does make the process of testing in PT inconveniently slow .
this is a bug that was introduced in MC12.
Before any enhancements are made, let's correct the bug in the nearest MC12 release.
It does make the process of testing in PT inconveniently slow .
- 02 Oct 2018
- Forum: MultiCharts
- Topic: Delays receiving real-time data
- Replies: 53
- Views: 12735
Re: Delays receiving real-time data
Yes, experiment..
- 01 Oct 2018
- Forum: MultiCharts
- Topic: Delays receiving real-time data
- Replies: 53
- Views: 12735
Re: Delays receiving real-time data
OK, then it makes sense. 15-60sec bars would be a more robust solution then IOG. All logic besides exit split behind a barstatus(2)=1 check. Also, if you do not employ a portfolio-level MM logic in real-time, you might be better off trading from MC rather than PT - since MC uses 1 core per chart and...
- 01 Oct 2018
- Forum: MultiCharts
- Topic: Delays receiving real-time data
- Replies: 53
- Views: 12735
Re: Delays receiving real-time data
I made it less granular, not more. You made it more granular compared to a "decision" time frame. With our 1-minute strategy, fine, but with our 1-hour strategy this would be a drastic change that we'd need to backtest. If your strategy logic relies on a smaller timeframe - then it means it is not ...
- 01 Oct 2018
- Forum: MultiCharts
- Topic: Delays receiving real-time data
- Replies: 53
- Views: 12735
Re: Delays receiving real-time data
You don't need a more granular Data1 at all - unless you are really micro-managing entries/exits with an "execution algo". If you need to trade intrabar, then a stop/limit order submitted at bar end will work just fine. Getting to a more granular time-frame will not solve the problem of "delays" - i...
- 01 Oct 2018
- Forum: MultiCharts
- Topic: Delays receiving real-time data
- Replies: 53
- Views: 12735
Re: Delays receiving real-time data
You really insist on paying your dues.But no big deal, I'll increase the interval. Maybe 15 seconds.
- 01 Oct 2018
- Forum: MultiCharts
- Topic: Delays receiving real-time data
- Replies: 53
- Views: 12735
Re: Delays receiving real-time data
The question should be just the opposite: do you really, REALLY need it?For both I use 1-sec Data1 bars, which isn't important to their success, so should I not
You whole production set-up should be scrutinized from this perspective, and optimized for robustness.
- 30 Sep 2018
- Forum: MultiCharts
- Topic: Delays receiving real-time data
- Replies: 53
- Views: 12735
Re: Delays receiving real-time data
@pcrespo,
What's the bar interval for your primary trading logic and what would be your typical trade length?
What's the bar interval for your primary trading logic and what would be your typical trade length?
- 30 Sep 2018
- Forum: MultiCharts
- Topic: Delays receiving real-time data
- Replies: 53
- Views: 12735
Re: Delays receiving real-time data
What's the bar interval for your primary trading logic and what would be your typical trade length?
- 29 Sep 2018
- Forum: MultiCharts
- Topic: Delays receiving real-time data
- Replies: 53
- Views: 12735
Re: Delays receiving real-time data
@pcrespo, I feel you are overdoing it and "observation" influences the results. I/O operations (like printing to a file) are relatively slow, and you are printing at each tick and bar close! My advice: - sync clock once in 15 minutes, not seconds - use 15-60sec bars - find time differences via datet...
- 28 Sep 2018
- Forum: MultiCharts
- Topic: Bug report MC-2499 - MC/PT: wrong trade size with Cash Per Trade setting
- Replies: 5
- Views: 1718
Re: Bug report MC-2499 - MC/PT: wrong trade size with Cash Per Trade setting
Henry, I knew there are probably "some well-reasoned calculations" even as I submitted the PM. Whatever they are, they just do not make sense. Or are not applicable. And order for 10K usd is an order for 10Kusd. Not more, not less. This can be easily programmed around, right? One "if" statement... O...
- 27 Sep 2018
- Forum: MultiCharts
- Topic: Bug report MC-2499 - MC/PT: wrong trade size with Cash Per Trade setting
- Replies: 5
- Views: 1718
Re: Bug report MC-2499 - MC/PT: wrong trade size with Cash Per Trade setting
Henry,
I am using IB. Why should it matter?
I am using IB. Why should it matter?
- 27 Sep 2018
- Forum: MultiCharts
- Topic: Bug report MC-2499 - MC/PT: wrong trade size with Cash Per Trade setting
- Replies: 5
- Views: 1718
Bug report MC-2499 - MC/PT: wrong trade size with Cash Per Trade setting
https://www.multicharts.com/pm/public/multicharts/issues/MC-2499 1) Load any USD-quoted currency pair, e.g. USD.JPY, USD.CAD 2) apply any signal 3) set strategy currency to USD 4) set "Cash Per Trade" = $10000 5) run the signal and see in the trade list that trade sizes are not equal to 10 000 usd. ...
- 27 Sep 2018
- Forum: MultiCharts .NET
- Topic: Version 12 reloads data every backtest [SOLVED]
- Replies: 13
- Views: 4617
Re: Version 12 reloads data every backtest [SOLVED]
Anna, You misunderstood the issue. PT downloaded missing historical data even before MC12. The problem is that now, after loading data for the FIRST backtest (either from the database or also filling in some missing data), MC12 loads them from the database ANEW/AGAIN for all subsequent backtests (on...
- 20 Sep 2018
- Forum: MultiCharts
- Topic: Delays receiving real-time data
- Replies: 53
- Views: 12735
Re: Delays receiving real-time data
It is misleading to judge the quality of connection by ping (which uses a different protocol for measurement).
One can observe real-time TCP connection latencies under load just by opening a Resource Monitor in a Task Manager and looking under Network/TCP connections.
One can observe real-time TCP connection latencies under load just by opening a Resource Monitor in a Task Manager and looking under Network/TCP connections.
- 14 Sep 2018
- Forum: MultiCharts
- Topic: Streaming vs Historical Data [SOLVED]
- Replies: 26
- Views: 7578
Re: Streaming vs Historical Data [SOLVED]
Set data to Trades and 1-tick and see how frequently MC plots/updates the data to ensure it actually works. My suggestion re 1-tick resolution was to VERIFY (rather than ensure) that it works. These 5-sec bars will be the "ticks" (actually, they are recorded by MC as 4-ticks in the database - O-H-L...
- 14 Sep 2018
- Forum: MultiCharts
- Topic: Streaming vs Historical Data [SOLVED]
- Replies: 26
- Views: 7578
Re: Streaming vs Historical Data [SOLVED]
is the the "Use 5 seconds bars as ticks" you are talking about Yes, this is the one. 5-sec bars come with 250-300ms delay in real-time from IB's historical data server, cleaned, so you are guaranteed to have historical=real-time. All with minor processing load compared to getting all of the ticks i...
- 13 Sep 2018
- Forum: MultiCharts
- Topic: Streaming vs Historical Data [SOLVED]
- Replies: 26
- Views: 7578
Re: Streaming vs Historical Data [SOLVED]
THE solution to this issue is to use IB's True Real-Time 5-sec bars, instead of ticks.
For that, switch to "use 5-sec bars as ticks" in IB's plug-in(datasource) settings; you might need to use Trades as a datastream (rather than Bid-Ask).
Please search forum for related/my posts for details.
For that, switch to "use 5-sec bars as ticks" in IB's plug-in(datasource) settings; you might need to use Trades as a datastream (rather than Bid-Ask).
Please search forum for related/my posts for details.
- 09 Sep 2018
- Forum: MultiCharts .NET
- Topic: Version 12 reloads data every backtest [SOLVED]
- Replies: 13
- Views: 4617
Re: Version 12 reloads data every backtest [SOLVED]
I have experienced the same unnecessary reload of all of the instrument data in PT when backtesting.
@Anna,
did you manage to replicate it on your end?
@Anna,
did you manage to replicate it on your end?
- 03 Sep 2018
- Forum: MultiCharts
- Topic: Delays receiving real-time data
- Replies: 53
- Views: 12735
Re: Delays receiving real-time data
@Zheka - quad core was the lowest available from OVH. I'll shop around for a server with faster (and possibly fewer) cores. I've read you have a 4xCPU server. Of course, if it's a single 4-core Xeon E3 - then there is no real need. Still, you will do better with a i7-7700K, which is also a quad-cor...
- 02 Sep 2018
- Forum: MultiCharts
- Topic: Delays receiving real-time data
- Replies: 53
- Views: 12735
Re: Delays receiving real-time data
Yes, CPU seems to be "good enough", though you would be better off with 1x i7-7700K (or 6700K).. Why do you need a 4-CPU set-up on a production machine? TCP Optimizer will mostly cover it, just read the docs/search the web to understand what specific settings mean and how "networking" works. You can...
- 31 Aug 2018
- Forum: MultiCharts
- Topic: Delays receiving real-time data
- Replies: 53
- Views: 12735
Re: Delays receiving real-time data
@Zheka - yeah, switching to IB data was going to be my last resort, which seems to be where I'm headed. I just ran a speed test to a server in Dallas. I don't know how indicative it is, but I got 116 MB/s (927 Mb/s) Down and 26 MB/s Up. Hmm:-) I was talking about latency (and tuning NIC/TCP stack i...
- 29 Aug 2018
- Forum: MultiCharts
- Topic: Delays receiving real-time data
- Replies: 53
- Views: 12735
Re: Delays receiving real-time data
Several things came to mind: - "Pings" are not at all representative of real latency under load. - your network card/TCP stack settings and CPU processing power will somewhat influence your overall "trading system" latency, especially in times of heavy trading/tick count across several instruments -...
- 26 Aug 2018
- Forum: MultiCharts
- Topic: MULTICHARTS 12.0 RELEASE
- Replies: 119
- Views: 357233
Re: MULTICHARTS 12.0 RELEASE
To add:
with "Request Historical ticks directly from API", MC gets Bid prices=Ask.
w/o "Request H...", MC gets, but does not save any tick data to the database (as reported above)
with "Request Historical ticks directly from API", MC gets Bid prices=Ask.
w/o "Request H...", MC gets, but does not save any tick data to the database (as reported above)
- 24 Aug 2018
- Forum: MultiCharts
- Topic: MULTICHARTS 12.0 RELEASE
- Replies: 119
- Views: 357233
Re: MULTICHARTS 12.0 RELEASE
1) IB CFD historical data would not load, motivating that "Data are not subscribed" and that it would start getting Delayed data after the delay period. - I do have all the IB permissions for CFDs - that was not a problem with MC11 Thank you for your answers, Henry. I tried to get you the logs, but...
- 24 Aug 2018
- Forum: MultiCharts
- Topic: MULTICHARTS 12.0 RELEASE
- Replies: 119
- Views: 357233
Re: MULTICHARTS 12.0 RELEASE
Fully agree.Henry,
could "Flush Cashed Data to Database" be also integrated under File->..... into the main program, so you don't always have to open the Quotemanager?
There is hardly a reason for placing it in QM if the data to be "flushed to database" are collected in the main MC program.
- 20 Aug 2018
- Forum: MultiCharts
- Topic: MULTICHARTS 12.0 RELEASE
- Replies: 119
- Views: 357233
Re: MULTICHARTS 12.0 RELEASE
Started using MC 12 with IB, stumbled upon several issues: 1) IB CFD historical data would not load, motivating that "Data are not subscribed" and that it would start getting Delayed data after the delay period. - I do have all the IB permissions for CFDs - that was not a problem with MC11 2) How do...
- 19 Jul 2018
- Forum: MultiCharts
- Topic: Portfolio available cash for stock investing
- Replies: 2
- Views: 1186
Re: Portfolio available cash for stock investing
Technically, a broker would allow opening a new position if you have sufficient equity - at that moment - to cover the margin. To only base your sizing decisions on closed equity, you need to explicitly code this around. You can also play with PortfolioTrader Portfolio Settings (Exposure, Required C...
- 10 Jul 2018
- Forum: MultiCharts
- Topic: New Behaviour in MC11 when a signal input references an indicators plot value [SOLVED]
- Replies: 7
- Views: 2518
- 10 Jul 2018
- Forum: MultiCharts
- Topic: New Behaviour in MC11 when a signal input references an indicators plot value [SOLVED]
- Replies: 7
- Views: 2518
Re: New Behaviour in MC11 when a signal input references an indicators plot value [SOLVED]
WOW!
I did not know it is possible to reference indicator plots as inputs.
Is there somewhere a more general "use case" description with syntax, all the limitations and nuances?
I did not know it is possible to reference indicator plots as inputs.
Is there somewhere a more general "use case" description with syntax, all the limitations and nuances?
- 08 Jul 2018
- Forum: MultiCharts
- Topic: Phantom Trades
- Replies: 36
- Views: 11422
Re: Phantom Trades
A simple solution to this set of issues is to use IB's "True RT 5-sec bars" feed , covering all ticks in these 5 seconds. For the cost of 250-300ms delay, you get a "cleaned" 5-sec bar (o-h-l-c) from IB's Historical data servers. If you do not use tick bars, and the trading bar interval is longer th...
- 20 Jun 2018
- Forum: MultiCharts
- Topic: MC dollar trailing stop
- Replies: 2
- Views: 1070
Re: MC dollar trailing stop
To add to the issues:
https://www.multicharts.com/pm/public/m ... es/MC-2473
It seems to be currently not possible to have a variable size of a stop/trailing stop via standard MC order commands.
https://www.multicharts.com/pm/public/m ... es/MC-2473
It seems to be currently not possible to have a variable size of a stop/trailing stop via standard MC order commands.
- 29 May 2018
- Forum: MultiCharts
- Topic: VOTE: Optimization Results: add (and default to!) 'average' results for a parameter/parameter combination
- Replies: 0
- Views: 680
VOTE: Optimization Results: add (and default to!) 'average' results for a parameter/parameter combination
I just discovered that both 2D and 3D Optimisation reports provide analysis FIXING other optimized params at some specific values! (which btw is not at all obvious for a user!), making such reports highly misleading and not practically usable. One would need to export the results to Excel and work w...
- 17 May 2018
- Forum: MultiCharts
- Topic: Equal weights portfolio strategy [SOLVED]
- Replies: 4
- Views: 1896
Re: Equal weights portfolio strategy [SOLVED]
This might be connected with Required Capital assumptions (see top-right part in Portfolio settings)/Margin per contract settings.
Try to debug with 1 strategy, 2 strategies..
Try to debug with 1 strategy, 2 strategies..
- 16 May 2018
- Forum: MultiCharts
- Topic: Equal weights portfolio strategy [SOLVED]
- Replies: 4
- Views: 1896
Re: Equal weights portfolio strategy [SOLVED]
How did you set-up your portfolio?
Is it one "signal" (=strategy logic) applied to many instruments or many (same) "strategies" each applied to one instrument?
Is it one "signal" (=strategy logic) applied to many instruments or many (same) "strategies" each applied to one instrument?
- 15 May 2018
- Forum: MultiCharts
- Topic: Intel I9 v AMD TR1950
- Replies: 9
- Views: 3670
Re: Intel I9 v AMD TR1950
Why guess? As TJ suggested, launch a Task manager and from there, if necessary, a Performance Monitor. Observe if, under your full set-up, CPU load, RAM consumption and SSD usage are at their maximum and are a bottleneck. Then close 1/4 of workspaces and observe again...repeat until you get a good f...
- 08 May 2018
- Forum: MultiCharts
- Topic: Please VOTE: Make default Trade size/MaxPositionSize/MaxNumber of Entries settable in a signal
- Replies: 0
- Views: 713
Please VOTE: Make default Trade size/MaxPositionSize/MaxNumber of Entries settable in a signal
This will allow separating position sizing algos/signals from the core signal logic also in MC, will simplify code, etc. Yes, it is possible to vary position size in PT MM signals, but this does not cover quite a number of use cases. E.g. when dynamic sizing algos are different by strategy/instrumen...
- 08 May 2018
- Forum: MultiCharts
- Topic: PLEASE VOTE: Make tabs in PLEditor mouse-draggable
- Replies: 0
- Views: 741
PLEASE VOTE: Make tabs in PLEditor mouse-draggable
If one wants to open the text of a function from within a document (by right-clicking on the function name), the function opens not in the "next"/side-by-side tab to the current document, but as the last in the list, which - if more than 5-6 documents are open - is a pain. It is also impossible to j...
- 08 May 2018
- Forum: MultiCharts
- Topic: Running out of Memory Alert 32Bit-Version
- Replies: 9
- Views: 2927
Re: Running out of Memory Alert 32Bit-Version
Such dll usage is not directly possible. There is a tool (I do not remember the name) selling for 600eur+ which wraps around 32-bit dll functions and makes them callable from within 64-bit programs, but the success rate is not 100%. Knowledge of 32-bit program structure/nuances would be desirable. W...
- 18 Apr 2018
- Forum: MultiCharts
- Topic: Order Timing [SOLVED]
- Replies: 25
- Views: 6701
Re: Order Timing [SOLVED]
Negotiations (and changes) start with the word "NO"
- 11 Apr 2018
- Forum: MultiCharts
- Topic: Order of signals within the backtesting
- Replies: 8
- Views: 2470
Re: Order of signals within the backtesting
With such a tight stop-loss/profit target, you would definitely want to use Bar Magnifier.
https://www.multicharts.com/trading-sof ... _Magnifier.
https://www.multicharts.com/trading-sof ... _Magnifier.
- 09 Apr 2018
- Forum: MultiCharts
- Topic: portfolio equity for position sizing in backtesting [SOLVED]
- Replies: 2
- Views: 1734
Re: portfolio equity for position sizing in backtesting [SOLVED]
Portfolio_NetProfit+Portfolio_OpenPositionProfit - assuming you use a Portfolio Trader (look under "Portfolio_..." sections in PL Editor Dictionary).
And you do need to use PT to backtest position sizing for a portfolio.
And you do need to use PT to backtest position sizing for a portfolio.
- 06 Apr 2018
- Forum: MultiCharts
- Topic: Order Timing [SOLVED]
- Replies: 25
- Views: 6701
Re: Looking For "BUY" Code [SOLVED]
Alex, you are soooo generous and kind to spend 20+min of your precious time on smbdy who does not listen, is not appreciative of other people's time, lazy to do the homework and/or just does not get it. IMHO, 1-2-3 ->ban! (or ignore) As for buying exactly the "opening tick" : for strategies not util...
- 04 Apr 2018
- Forum: MultiCharts
- Topic: Order Timing [SOLVED]
- Replies: 25
- Views: 6701
Re: Buy {"BUY"} Next Bar at Open ; [SOLVED]
You don't have a problem.
The difference between the arrows and the fills is because of Heikin-Ashi bars; HA Open is not determined by time.
The difference between the arrows and the fills is because of Heikin-Ashi bars; HA Open is not determined by time.
- 04 Apr 2018
- Forum: MultiCharts
- Topic: Order Timing [SOLVED]
- Replies: 25
- Views: 6701
Re: Order Timing [SOLVED]
What's wrong with what you described? An arrow placed incorrectly or the real trade?
What's the timestamp of the first tick (=open) of this bar? By default, MC opens a bar only when the first tick of it appears.
A screenshot would help.
What's the timestamp of the first tick (=open) of this bar? By default, MC opens a bar only when the first tick of it appears.
A screenshot would help.
- 29 Mar 2018
- Forum: MultiCharts
- Topic: Order Timing [SOLVED]
- Replies: 25
- Views: 6701
Re: Buy {"BUY"} Next Bar at Open ; [SOLVED]
My question was about the time, not price. How much time passes - on average - since bar open? Is there a pattern?
- 29 Mar 2018
- Forum: MultiCharts
- Topic: Order Timing [SOLVED]
- Replies: 25
- Views: 6701
Re: Buy {"BUY"} Next Bar at Open ; [SOLVED]
Does the order get executed on time, i.e. as soon as the next bar opens?
- 29 Mar 2018
- Forum: MultiCharts
- Topic: Order Timing [SOLVED]
- Replies: 25
- Views: 6701
Re: Buy {"BUY"} Next Bar at Open ; [SOLVED]
But does it work as it should in backtesting?
- 29 Mar 2018
- Forum: MultiCharts
- Topic: max value in array [SOLVED]
- Replies: 5
- Views: 2374
Re: max value in array [SOLVED]
Array_Sort loops through the array AND moves values in memory. Much more expensive than just looping and saving.
- 29 Mar 2018
- Forum: MultiCharts
- Topic: max value in array [SOLVED]
- Replies: 5
- Views: 2374
Re: max value in array [SOLVED]
There is no way.
Why do you want to avoid looping?
Why do you want to avoid looping?
- 29 Mar 2018
- Forum: MultiCharts
- Topic: How to close a file after printing to it [SOLVED]
- Replies: 1
- Views: 1101
How to close a file after printing to it [SOLVED]
Hi, I am automating export of price and indicator values from a chart by starting MC and loading a relevant workspace with a signal that does the job with print(filename, value1,value2,...). The problem is that the resulting file is not released by MC until the signal is switched off, and so it cann...
- 22 Mar 2018
- Forum: MultiCharts
- Topic: Portfolio Trader - Does not advance date to the current date
- Replies: 17
- Views: 4529
Re: Portfolio Trader - Does not advance date to the current date
Alex,
But in the screenshot you attached the date is *pinned*, fixed.....No wonder you do not get trades.
But in the screenshot you attached the date is *pinned*, fixed.....No wonder you do not get trades.
- 11 Mar 2018
- Forum: MultiCharts
- Topic: OANDA Data / Chart / Bar issues
- Replies: 27
- Views: 8084
Re: Data issues
AFAIK, MC cancels/resubmits a limit order, only if its price changed.With MC, it will cancel and resubmit the same order with the closing of a bar.
Write an email to Support, if it does not.
In what sense?I was able to see how OANDA compared. They don;t.
- 08 Mar 2018
- Forum: MultiCharts
- Topic: OANDA Data / Chart / Bar issues
- Replies: 27
- Views: 8084
Re: Data issues
In forex limits are filled at touch. Futures you have to expect to go through the price by a tick In a free 'market" (ECN in case of IB or exchange in case of futures) if there is somebody on the other side - you will be filled. So, it all comes down to depth/liquidity at the time. Now, practically...
- 08 Mar 2018
- Forum: MultiCharts
- Topic: OANDA Data / Chart / Bar issues
- Replies: 27
- Views: 8084
Re: Data issues
IB Gateway is a small gateway app from IB to connect via API. I am not clear on your item #2. Is this step the one that makes it stable? No, it is stable by design (and lack of GUI). But this avoids having to type authentication codes if the app crashes in automated trading and you then restart it a...
- 08 Mar 2018
- Forum: MultiCharts
- Topic: OANDA Data / Chart / Bar issues
- Replies: 27
- Views: 8084
Re: Data issues
IB would work as smooth as silk. 1) use IB Gateway, not TWS. It can stably run for months, no need to re-login daily; update it as you need. 2) set-up a second "user" for the account without (card) authentication -with trading permissions only - if you want to avoid "dialing in" during live trading ...
- 22 Feb 2018
- Forum: MultiCharts
- Topic: MULTICHARTS 11.0 RELEASE
- Replies: 85
- Views: 162298
Re: MULTICHARTS 11.0 RELEASE
Will the issue of licensing/authorisation server disconnects (which breaks automated trading) be addressed?
- 18 Feb 2018
- Forum: MultiCharts
- Topic: Filtering bad ticks
- Replies: 8
- Views: 2852
Re: Filtering bad ticks
@MC, I hope the above paper provides the background necessary to start thinking of what can be implemented (see PM ). A setting to filter obvious (user-specified) outliers - both in RT and in historical data - is a no brainer and is implemented in many other trading software. Would save traders a lo...
- 13 Feb 2018
- Forum: MultiCharts
- Topic: Coding a function to calculate volatility
- Replies: 17
- Views: 5238
Re: Coding a function to calculate volatility
Inputs: NumDays(0); Vars: var0(SquareRoot( 260 )) , j(0); Array: dayClose[30](0), dayOpen[30](0); for j=0 to NumDays-1 begin dayClose[j] = CloseD(j); dayOpen[j] = OpenD(j); end; if dayClose[1]>0 then begin value2=Log( OpenD(0) /dayClose[1]); Value1 = var0 * StandardDev(value2, NumDays, 1 ) ; end; p...
- 12 Feb 2018
- Forum: MultiCharts
- Topic: Coding a function to calculate volatility
- Replies: 17
- Views: 5238
Re: Coding a function to calculate volatility
The error is not "regardless". Follow TJ's advice. 1) StandardDev needs a "series" as input. Just Log() is not, but a variable - in MC - is. 2) calculate Log if dayClose[1]>0. I am not 100% clear why 1) passes by the compiler and why 2) is not handled by closeD() under the hood, but thats the way it...
- 09 Feb 2018
- Forum: MultiCharts
- Topic: [Portfolio] Pmm Strategy Programing Problem [SOLVED]
- Replies: 3
- Views: 1659
Re: Pmm Strategy Programing Problem [SOLVED]
One way would be to split one portfolio strategy applied on N symbols into separate N strategies. You can easily do this by setting up one, and then "cloning" (right-click -menu). But in general be aware that when you "deny entry" at the portfolio level then this entry is 'skipped' also in the strat...
- 09 Feb 2018
- Forum: MultiCharts
- Topic: Order Activation
- Replies: 17
- Views: 4027
Re: Order Activation
Input: stime(1220); Var: ii(0),jj(0),ec(0); if average(close,5) > average(close,10) and time<stime then begin if ii=0 then ec=close; ii+=1; jj=0; buy next bar at ec+5*averagetruerange(10) stop; end; if average(close,5) < average(close,10) and time<stime then begin if jj=0 then ec=close; jj+=1; ii=0...
- 09 Feb 2018
- Forum: MultiCharts
- Topic: [Portfolio] Pmm Strategy Programing Problem [SOLVED]
- Replies: 3
- Views: 1659
Re: Pmm Strategy Programing Problem [SOLVED]
value1=array_compare(simbolo,idx,simbolo,idx+1,portfoliostrategies); You are trying to compare n=portfoliostrategies elements starting from an (increasing) element idx+1 - in an array that has a max number of portfoliostrategies elements. Try value1=array_compare(simbolo,idx,simbolo,idx+1,portfolio...
- 09 Feb 2018
- Forum: MultiCharts
- Topic: Order Activation
- Replies: 17
- Views: 4027
Re: Order Activation
In MC, for orders to stay open an entry condition needs to be satisfied at each bar. Set each day's session end time at 5:59 p.m. ( or even 6:00pm). In theory, as the bar closes (I guess you are using Daily bars, right?), entry condition will get re-evaluated, current orders - cancelled, new orders ...
- 02 Feb 2018
- Forum: MultiCharts
- Topic: Order Activation
- Replies: 17
- Views: 4027
Re: Order Activation
Is your IOG setting ON? If not, then it is no wonder that everything gets evaluated only at each 10-min bar close.. Search the forum - this has been discussed with regards to SetExitOnClose. You can also set your Data1 as 1min, and Data2 as 10min, and this will allow conditions to be evaluated with ...
- 27 Jan 2018
- Forum: MultiCharts
- Topic: Automate Order execution
- Replies: 4
- Views: 1512
Re: Automate Order execution
You mentioned "automated strategy execution" - so was my answer...Sorry, can't help with manual trading setup..
- 27 Jan 2018
- Forum: MultiCharts
- Topic: Automate Order execution
- Replies: 4
- Views: 1512
Re: Automate Order execution
Hi, In theory, it should be possible to reload a chart with a different time frame and turn automated trading on again after the switch...But that has many complications and side effects and would not be a robust solution to rely on for automated trading. What's wrong with having several needed time...
- 24 Jan 2018
- Forum: MultiCharts
- Topic: Optimize 1 single strategy on several instruments
- Replies: 7
- Views: 2364
Re: Optimize 1 single strategy on several instruments
Thank you, Anna!
- 15 Jan 2018
- Forum: MultiCharts
- Topic: Initial Portfolio Capital [SOLVED]
- Replies: 2
- Views: 1169
Re: Initial Portfolio Capital [SOLVED]
Hi,
this might be governed by the "Margin value [ ]% of contract cost".
try playing with it (e.g. set it to100)
this might be governed by the "Margin value [ ]% of contract cost".
try playing with it (e.g. set it to100)
- 11 Jan 2018
- Forum: MultiCharts
- Topic: Optimize 1 single strategy on several instruments
- Replies: 7
- Views: 2364
Re: Optimize 1 single strategy on several instruments
raffaele, if you put one signal and multiple instruments under one strategy , PT will optimize just one set of variables, for one signal. Exactly as you want. Where PT fails is in finding optimum values for separate strategies that would maximize a certain metric for the whole portfolio. There is a ...
- 11 Jan 2018
- Forum: MultiCharts
- Topic: How to exit from multiple entries
- Replies: 3
- Views: 1334
Re: How to exit from multiple entries
Brute force rules! )
- 04 Jan 2018
- Forum: MultiCharts
- Topic: FOREX Trader with IB ?
- Replies: 8
- Views: 3153
Re: FOREX Trader with IB ?
Of course - data back in history cannot "represent" future executions, regardless of the number of providers. But if an order is issued to "buy next bar at market" when backtesting in MC in Extended mode, then using "historical' bid/ask data from IB you can be pretty sure that it would indeed have b...
- 03 Jan 2018
- Forum: MultiCharts
- Topic: FOREX Trader with IB ?
- Replies: 8
- Views: 3153
Re: FOREX Trader with IB ?
In some cases manual intervention may be required to resolve any issue arises - I want to have TWS there for those times. How do you handle that? Automated trading is executed on a separate VPS which only has 2 programs installed and running: trading software (MC or SC) and IBGateway, in total occu...
- 03 Jan 2018
- Forum: MultiCharts
- Topic: FOREX Trader with IB ?
- Replies: 8
- Views: 3153
Re: FOREX Trader with IB ?
1. I do not know how you trade and why would you run a bulky (and somewhat buggy) TWS for execution of automated strategies. TWS has not been designed for that - so, use at your own peril. IB Gateway is, in contrast, a very lightweight, robust application with minimum overhead which runs for months ...
- 02 Jan 2018
- Forum: MultiCharts
- Topic: How to exit from multiple entries
- Replies: 3
- Views: 1334
How to exit from multiple entries
I would like to have the same 'time exit" of N-bars for each entry in a complex position. But of course, a code like below would generate a compile error of "Orders cannot be inside a loop". for ii=0 to posTradecount(0)-1 begin if currentbar-PosTradeentryBar(0,ii)=TimeStop then Sell ("TimeBarsLX"+Nu...
- 02 Jan 2018
- Forum: MultiCharts
- Topic: FOREX Trader with IB ?
- Replies: 8
- Views: 3153
Re: FOREX Trader with IB ?
Min Movement: 5 (can also be 1 if you want 1/10 pips accuracy - I found that keeping this setting at TWS a bit buggy though) I have never encountered a problem setting a 1/10 pips accuracy in IB Gateway. Setting Min Movement to 5 will cause errors in RT, if your strategy submits a limit order with ...
- 23 Nov 2017
- Forum: MultiCharts
- Topic: historical data in quotemanager that disappear
- Replies: 9
- Views: 3321
Re: historical data in quotemanager that disappear
We DONT, Backup is for a different purpose altogether.
- 23 Nov 2017
- Forum: MultiCharts
- Topic: historical data in quotemanager that disappear
- Replies: 9
- Views: 3321
Re: historical data in quotemanager that disappear
Henry,
This issue comes up again and again.
Please, let's at least have a button to save data without having to close (nearly) all of MC processes.
There is a PM for that.
This issue comes up again and again.
Please, let's at least have a button to save data without having to close (nearly) all of MC processes.
There is a PM for that.
- 22 Nov 2017
- Forum: MultiCharts
- Topic: Setting correct sessions for IB CFDs
- Replies: 7
- Views: 2350
Re: Setting correct sessions for IB CFDs
Coding around is surely always possible. Please let's get this improved in one of the upcoming releases.
Thank you.
Thank you.
- 20 Nov 2017
- Forum: MultiCharts
- Topic: Setting correct sessions for IB CFDs
- Replies: 7
- Views: 2350
Re: Setting correct sessions for IB CFDs
Pity. What's the recommended way then to trade such non-native (to the exchange) symbols? Monitor DST and manually adjust as you go?
How to correctly do the backtesting?
How to correctly do the backtesting?
- 20 Nov 2017
- Forum: MultiCharts
- Topic: Portfolio Trader: Currency conversion error
- Replies: 6
- Views: 2440
Re: Portfolio Trader: Currency conversion error
You mean performance statistics will be calculated in each instrument's base currency, right?In this case each instrument will be calculated in his own base currency (price*big point value).
What will happen to all margin-related calculations at the portfolio level?
- 17 Nov 2017
- Forum: MultiCharts
- Topic: Inaccurate performance report
- Replies: 3
- Views: 1293
Re: Inaccurate performance report
Try changing price scale for relevant symbols in QuoteManager to the precision you require.
- 11 Nov 2017
- Forum: MultiCharts
- Topic: Mapping symbols [SOLVED]
- Replies: 7
- Views: 2574
Re: Mapping symbols [SOLVED]
Will installing a 32-bit MC and a 64-bit MC help? These would be 2 QMs and 2 databases, right?
- 11 Nov 2017
- Forum: MultiCharts
- Topic: Rollover for continous futures contracts [SOLVED]
- Replies: 9
- Views: 4163
Re: Rollover for continous futures contracts [SOLVED]
Swisstrader, MC does not handle rollover of pre-constructed *continuous contracts* from IQFeed. The rules have been defined by IQFeed and contracts stitched together into one data series on IQFeed's side. You can get the rules from IQFeed and compare the @YM# data series to a plot of 2 separate cont...
- 10 Nov 2017
- Forum: MultiCharts
- Topic: Results of an indicator change as I load a different number of bars [SOLVED]
- Replies: 13
- Views: 4344
Re: Results of an indicator change as I load a different number of bars [SOLVED]
Anna,
but that was exactly the point! As far as I know, in TS a variable initialization with the function will make it calculate on each bar...
And this is how it used to work in MC previously (to the best of my knowledge).
but that was exactly the point! As far as I know, in TS a variable initialization with the function will make it calculate on each bar...
And this is how it used to work in MC previously (to the best of my knowledge).
- 09 Nov 2017
- Forum: User Contributed Studies and Indicator Library
- Topic: The Economic Events Collection for MultiCharts
- Replies: 131
- Views: 78999
Re: The Economic Events Collection for MultiCharts
Hi, Josh,
Out of curiosity:
do you not use the Economic events as input to your strategies or you use a different way/tool to supply it to the strategies?
Thank you for your work!
Out of curiosity:
do you not use the Economic events as input to your strategies or you use a different way/tool to supply it to the strategies?
Thank you for your work!
- 08 Nov 2017
- Forum: MultiCharts
- Topic: Portfolio Trader: Currency conversion error
- Replies: 6
- Views: 2440
Re: Portfolio Trader: Currency conversion error
Indeed. Sorry, I overlooked.
Is it possible to add MXN..TRY is in the list, but MXN is not...
Does it mean that USD.MXN cannot be traded in Portfolio Trader?
What happens to all the performance statistics when Base currency is set to None? And the instrument is USD.MXN?
Is it possible to add MXN..TRY is in the list, but MXN is not...
Does it mean that USD.MXN cannot be traded in Portfolio Trader?
What happens to all the performance statistics when Base currency is set to None? And the instrument is USD.MXN?
- 07 Nov 2017
- Forum: MultiCharts
- Topic: PL code execution time - strange behavior
- Replies: 12
- Views: 4334
Re: PL code execution time - strange behavior
Henry, Sorry, but 1. Why would "if false then Function()" execute slower then "if false then a=b"? With time of execution dependent on specifics of Function()? 2. Array_setmaxindex () had not been benchmarked over the "complete data interval". It had been called ONCE. One instruction called once tak...
- 07 Nov 2017
- Forum: MultiCharts
- Topic: Setting correct sessions for IB CFDs
- Replies: 7
- Views: 2350
Re: Setting correct sessions for IB CFDs
Henry,
It will be impossible to correctly match e.g. Japanese stock exchange hours to IBs (Exchange) EST/EDT hours - because of the DST.
Is it possible to add a "TimeZone" to the session template?
It will be impossible to correctly match e.g. Japanese stock exchange hours to IBs (Exchange) EST/EDT hours - because of the DST.
Is it possible to add a "TimeZone" to the session template?
- 01 Nov 2017
- Forum: MultiCharts
- Topic: Bar construction in PT when using mid-point True RT bars from IB [SOLVED]
- Replies: 5
- Views: 1925
Re: Bar construction in PT when using mid-point True RT bars from IB [SOLVED]
Ok.
My question has been different though: please confirm that the bars in RT in Portfolio Trader get constructed from mid-point True RT bars (when I select Trade field for Fx), and not from Bid-Ask.
My question has been different though: please confirm that the bars in RT in Portfolio Trader get constructed from mid-point True RT bars (when I select Trade field for Fx), and not from Bid-Ask.
- 01 Nov 2017
- Forum: MultiCharts
- Topic: Rollover for continous futures contracts [SOLVED]
- Replies: 9
- Views: 4163
Re: Rollover for continous futures contracts [SOLVED]
Indeed. I overlooked it somehow.
Thank you.
Thank you.
- 31 Oct 2017
- Forum: MultiCharts
- Topic: Rollover for continous futures contracts [SOLVED]
- Replies: 9
- Views: 4163
Re: Rollover for continous futures contracts [SOLVED]
BY THE WAY: IB started to stream their Continuous contracts via the API.
Would be really great to be able to get them into MC!
Would be really great to be able to get them into MC!
- 29 Oct 2017
- Forum: MultiCharts
- Topic: Results of an indicator change as I load a different number of bars [SOLVED]
- Replies: 13
- Views: 4344
Re: Results of an indicator change as I load a different number of bars [SOLVED]
Great:-)
The question to MC however:
is it supposed to (not) work this way?
Is this different from EL/ TS?
The question to MC however:
is it supposed to (not) work this way?
Is this different from EL/ TS?
- 29 Oct 2017
- Forum: MultiCharts
- Topic: Results of an indicator change as I load a different number of bars [SOLVED]
- Replies: 13
- Views: 4344
Re: Results of an indicator change as I load a different number of bars [SOLVED]
emavola(xAverage(vola, period)) This is your initial assignment in Variables declaration. It calculates on the very first script calculation, BUT NOT on each and every subsequent bars. Add emavola = xAverage(vola, period) explicitly later in the code. Same for all other variables using functions at...
- 29 Oct 2017
- Forum: MultiCharts
- Topic: Setting correct sessions for IB CFDs
- Replies: 7
- Views: 2350
Setting correct sessions for IB CFDs
IB CFDs and XAU/XAG are tagged to a "SMART" Exchange. SMART Exchange has a single list of settings for it, and while changing product settings or session template is not a problem, the TimeZone - relative to which a session template then works - IS a problem. If one product trades in Japan and excha...
- 29 Oct 2017
- Forum: MultiCharts
- Topic: Results of an indicator change as I load a different number of bars [SOLVED]
- Replies: 13
- Views: 4344
Re: Results of an indicator change as I load a different number of bars [SOLVED]
Hi, This is because you do not update the emavola in your code. You only initialize it when declaring a variable. I also has been under the impression that setting a variable to a function at declaration in EL allows one to avoid explicit assignment to a value later in the code. (this is probably no...
- 27 Oct 2017
- Forum: MultiCharts
- Topic: PL code execution time - strange behavior
- Replies: 12
- Views: 4334
Re: PL code execution time - strange behavior
Dear MC, I finally did some investigation re the matter, running the code below over 300 days of 1-min bars: // Signal input: P(false),len(200); vars: ii(0),strt(0),ed(0),MA(0),sum(0); Array: Tr[] (0); once strt=computerdatetime; //once array_setmaxindex(Tr,len) ; MA=waverage(close,5); //if P then s...
- 26 Oct 2017
- Forum: MultiCharts
- Topic: PLEASE VOTE: MC and PT: add keywords to allow "phantom"/virtual trades
- Replies: 0
- Views: 869
PLEASE VOTE: MC and PT: add keywords to allow "phantom"/virtual trades
Portfolio money management functions (e.g. pmms_strategy_deny_entry() ) not only disallow sending orders to the broker, but also cancel them for a strategy altogether, as if they did not happen - which affects strategy statistics. But to implement "Equity curve trading" (and in some other cases) suc...
- 24 Oct 2017
- Forum: MultiCharts
- Topic: Portfolio Trader: Currency conversion error
- Replies: 6
- Views: 2440
Re: Portfolio Trader: Currency conversion error
Will anybody at MC please answer?
- 24 Oct 2017
- Forum: MultiCharts
- Topic: Exchange data between different Portfolio Trader applications
- Replies: 1
- Views: 6298
- 24 Oct 2017
- Forum: MultiCharts
- Topic: Telegram and WhatsApp [SOLVED]
- Replies: 18
- Views: 8599
Re: Telegram and WhatsApp [SOLVED]
I send an email to my gmail account. Mobile phone gmail app has a 'push' delivery turned on.
As soon as the message arrives, I get an alert and can see the headline of the message.
As soon as the message arrives, I get an alert and can see the headline of the message.
- 24 Oct 2017
- Forum: MultiCharts
- Topic: Bar construction in PT when using mid-point True RT bars from IB [SOLVED]
- Replies: 5
- Views: 1925
Re: Bar construction in PT when using mid-point True RT bars from IB [SOLVED]
Hi, Anna, I observed this behavior when "live" paper trading in Portfolio Trader - with neither QM, nor core MC running. Just IB Gateway and PT. Please check this on your end. I verified that core MC constructs RT bars from midpoints correctly. But I have no way to verify that this is similarly so i...
- 12 Oct 2017
- Forum: MultiCharts
- Topic: Please VOTE: Portfolio Trader: Equity curves per Strategy, Market and Market-Strategy
- Replies: 0
- Views: 789
Please VOTE: Portfolio Trader: Equity curves per Strategy, Market and Market-Strategy
It would help immensely to quickly judge performance of a Portfolio, if a user could not only see the Total Portfolio Equity, but also its components. There could be a 2-level dialogue window or - better- a table with toggles, allowing one select either entire strategies or entire instruments or cho...
- 12 Oct 2017
- Forum: MultiCharts
- Topic: Please VOTE: Portfolio Trader: Order Aggregation per instrument
- Replies: 0
- Views: 783
Please VOTE: Portfolio Trader: Order Aggregation per instrument
When trading multiple strategies on the same instrument via PT, aggregating orders and sending only the "net" amount to the broker would reduce transaction costs.
https://www.multicharts.com/pm/public/m ... es/MC-2348
https://www.multicharts.com/pm/public/m ... es/MC-2348
- 12 Oct 2017
- Forum: MultiCharts
- Topic: Please VOTE: Portfolio Trader: make OPT "filterable" by StrategyName
- Replies: 0
- Views: 744
Please VOTE: Portfolio Trader: make OPT "filterable" by StrategyName
It would be great to have Order and Position Tracker in PT filterable also by Strategy Name - as defined in Feature Request #2346 https://www.multicharts.com/pm/public/m ... es/MC-2346
https://www.multicharts.com/pm/public/m ... es/MC-2347
https://www.multicharts.com/pm/public/m ... es/MC-2347
- 12 Oct 2017
- Forum: MultiCharts
- Topic: Please VOTE: Portfolio Trader: change StrategyName in OPT to those in Portfolio Tree
- Replies: 0
- Views: 821
Please VOTE: Portfolio Trader: change StrategyName in OPT to those in Portfolio Tree
At the moment, the Strategy Name column in Orders and Position Tracker in PT just repeats the signal names used in Strategies. A list of them! This is useless if one runs strategies with similar signals but with different parameters. Expected Strategy Names are how they are named in the Portfolio tr...
- 12 Oct 2017
- Forum: MultiCharts
- Topic: Interactive Brokers new version problem with data feed - new IB API to come
- Replies: 9
- Views: 4305
Re: Interactive Brokers new version problem with data feed - new IB API to come
.Midpoint data is requested for Forex trades from IB
I know, Anna. I was the one who requested this feature to be implemented.
But Walter referenced different MC behavior under different IB API versions - and this made me curious.
- 11 Oct 2017
- Forum: MultiCharts
- Topic: Portfolio Trader: Currency conversion error
- Replies: 6
- Views: 2440
Re: Portfolio Trader: Currency conversion error
Sorry, just read the previous thread on the subject.
viewtopic.php?p=124646#p124646
@Angelina,
When will a global 'toggle' solution be available (rather than a cumbersome registry edit)?
viewtopic.php?p=124646#p124646
@Angelina,
When will a global 'toggle' solution be available (rather than a cumbersome registry edit)?
- 11 Oct 2017
- Forum: MultiCharts
- Topic: Portfolio Trader: Currency conversion error
- Replies: 6
- Views: 2440
Portfolio Trader: Currency conversion error
Just got a message that
Is that because currency conversion is handled with rates from MCFXPrivate which doesn't have this pair?"Currency conversion is not supported for USD.MXN@IdealPro.
Please set Base currency to None"
- 11 Oct 2017
- Forum: MultiCharts
- Topic: Bar construction in PT when using mid-point True RT bars from IB [SOLVED]
- Replies: 5
- Views: 1925
Bar construction in PT when using mid-point True RT bars from IB [SOLVED]
I have been running PT with FX instruments set for using mid-point True RT bars from IB (i.e. Trades; Use 5-sec bars as Ticks). Observing IB Gateway logs, I could see that indeed the 5-sec bars are coming to the api client. However, live tick Bid and Ask are subscribed to by MC as well. This makes m...
- 11 Oct 2017
- Forum: MultiCharts
- Topic: PT: How to show milliseconds in OPT [SOLVED]
- Replies: 1
- Views: 995
PT: How to show milliseconds in OPT [SOLVED]
Is there a Registry key to enable showing milliseconds in the Date/Time fields in OPT and Logs in Portfolio Trader?
OPT in MC shows milliseconds, but not in PT.
OPT in MC shows milliseconds, but not in PT.
- 11 Oct 2017
- Forum: MultiCharts
- Topic: Interactive Brokers new version problem with data feed - new IB API to come
- Replies: 9
- Views: 4305
Re: Interactive Brokers new version problem with data feed - new IB API to come
Re 1): Interesting! What does IB API provide as Trades for FX?
Because IB API states that "TRADES" Tick Type is not available for FX.
https://interactivebrokers.github.io/tw ... at_to_show
Has seen requests for Trades generate errors just 2 days ago.
Because IB API states that "TRADES" Tick Type is not available for FX.
https://interactivebrokers.github.io/tw ... at_to_show
Has seen requests for Trades generate errors just 2 days ago.
- 02 Oct 2017
- Forum: MultiCharts
- Topic: Please VOTE: Multithreading in PT
- Replies: 1
- Views: 948
Please VOTE: Multithreading in PT
Dear MC, I need to implement a portfolio of multiple strategies on multiple instruments, choosing signals dynamically from a large pool (>50) of variations per strategy. Implementing the above in PT is not difficult and is acceptably quick to backtest, but it lags in RT. MC offloads calculations of ...
- 02 Oct 2017
- Forum: MultiCharts
- Topic: convert real-time tick data to historical for backtesting
- Replies: 4
- Views: 2572
Re: convert real-time tick data to historical for backtesting
Henry, it is of course not necessary to "constantly" request historical data. Making a request just 1 time, 50-200ms before 1-min bar "closure" would be enough to accurately capture O and H / L, saving both ticks AND 1min bars (both are historical except the last 200-300ms) straight into QM database...
- 22 Aug 2017
- Forum: MultiCharts
- Topic: convert real-time tick data to historical for backtesting
- Replies: 4
- Views: 2572
Re: convert real-time tick data to historical for backtesting
Starting from recently released IB API v973.04, it becomes possible to request historical tick data. https://interactivebrokers.github.io/tws-api/historical_time_and_sales.html#gsc.tab=0 This would potentially allow building and saving a 1 min bar almost in RT (building it from the regularly request...
- 17 Jul 2017
- Forum: MultiCharts
- Topic: LIMITATION: MaxBarsBack for multiple data streams [SOLVED]
- Replies: 2
- Views: 1793
Re: LIMITATION: MaxBarsBack for multiple data streams [SOLVED]
Thank you, Josh!
I somehow never explored the Symbol_* functionality....It actually did the trick!
Nevertheless, I think the current implementation of MaxBarsback is to be corrected.
I somehow never explored the Symbol_* functionality....It actually did the trick!
Nevertheless, I think the current implementation of MaxBarsback is to be corrected.
- 13 Jul 2017
- Forum: MultiCharts
- Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
- Replies: 18
- Views: 9360
Re: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
I have tested it, and it works as it should!
Thanks!
Thanks!
- 13 Jul 2017
- Forum: MultiCharts
- Topic: LIMITATION: MaxBarsBack for multiple data streams [SOLVED]
- Replies: 2
- Views: 1793
LIMITATION: MaxBarsBack for multiple data streams [SOLVED]
There is a *nuance* in MC which makes life unnecessarily harder. Say, you have 1 min bars as Data1 and need it 200-300 bars ago - for an indicator. But you also have Weekly bars as Data2 - for gauging a 20-Week ATR. Then, you might not have enough data to backtest, since a Maxbarsback setting of 250...
- 06 Jul 2017
- Forum: MultiCharts
- Topic: MULTICHARTS 11.0 BETA 1
- Replies: 36
- Views: 18021
Re: MULTICHARTS 11.0 BETA 1
+1!
This would be a great time-saver!
This would be a great time-saver!
- 30 Jun 2017
- Forum: MultiCharts
- Topic: TWS stopped working: IB-Multicharts issue
- Replies: 1
- Views: 1037
Re: TWS stopped working: IB-Multicharts issue
Try connecting via IB Gateway instead of a bulky TWS.
Added benefit is IBG does not try to log off once a day and can run for months.
Added benefit is IBG does not try to log off once a day and can run for months.
- 19 Jun 2017
- Forum: MultiCharts
- Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
- Replies: 18
- Views: 9360
Re: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
We will seek for possible improvements in one of the future versions. Pleeease! This will make this functionality usable. Plot ticks either from 1 second snapshots or 5 second snapshots from server Historical bar is split into multiple ticks. A tick is generated by MultiCharts on each change of O-H...
- 17 Jun 2017
- Forum: MultiCharts
- Topic: Please VOTE : QM: backfilling gaps in data
- Replies: 1
- Views: 831
Re: Please VOTE : QM: backfilling gaps in data
I have noticed a setting in IB's Profile under Data Sources called "Download historical data\ Don't request data for empty periods". Checking it on/off did not result in an attempt to re-download missing data. Would be really great to make this checkmark do what it is seemingly supposed to! (if redo...
- 09 Jun 2017
- Forum: MultiCharts
- Topic: Please VOTE : QM: Add tools for cleaning data
- Replies: 2
- Views: 890
Re: Please VOTE : QM: Add tools for cleaning data
The problem is, most of us do not need to edit data very often. A stage of "You do not know that you do not know" I thought so as well until: 1) I found - by chance - several gaps in the data (from 2 days to 2 weeks) that were nearly impossible to identify visually (and so found out that MC does no...
- 09 Jun 2017
- Forum: MultiCharts
- Topic: Please VOTE : QM: Add tools for cleaning data
- Replies: 2
- Views: 890
Please VOTE : QM: Add tools for cleaning data
Since datafeeds are not perfect, one needs to clean erroneous data or know of /fill-in the gaps. Right now, a trader has to change each and every bad tick/value manually. Would be very helpful if MC could automate these tasks. 1) Have a tool that would scan the symbol's data in a database and report...
- 09 Jun 2017
- Forum: MultiCharts
- Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
- Replies: 18
- Views: 9360
Re: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
Realtime bars are updated once in 5 seconds with a single Close value. This update does not work as actual correction, bar’s OHL values will not be changed, only the close will be updated. Realtime bars can be different from historical bars, that is expected behavior. IB streams 5-sec True RT bars ...
- 09 Jun 2017
- Forum: MultiCharts
- Topic: Please VOTE : QM: backfilling gaps in data
- Replies: 1
- Views: 831
Please VOTE : QM: backfilling gaps in data
It is a real pain and wastes a lot of time when you discover that certain data had not been downloaded by MC (from IB) (for some reason) and all your work should be thrown away. I assumed that MC scans for gaps in the data and tries to download those missing but discovered this not to be the case. A...
- 09 Jun 2017
- Forum: MultiCharts
- Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
- Replies: 18
- Views: 9360
Re: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
Dear MC,
Would greatly appreciate answers to my questions above.
Also, would be great to have this feature working for CFDs. Trade field is just empty at the moment.
Thank you.
Would greatly appreciate answers to my questions above.
Also, would be great to have this feature working for CFDs. Trade field is just empty at the moment.
Thank you.
- 03 Jun 2017
- Forum: MultiCharts
- Topic: Please VOTE : Holiday Lists: recurring events by user [SOLVED]
- Replies: 2
- Views: 1250
Re: Please VOTE : Holiday Lists: recurring events by user [SOLVED]
I have just installed the latest MC 10 R7 over R5.
DataUpdater.exe run without a problem and I can now see the updated holiday list.
DataUpdater.exe run without a problem and I can now see the updated holiday list.
- 02 Jun 2017
- Forum: MultiCharts
- Topic: Please VOTE: Portfolio Trader: Equity Drawdown Correlations
- Replies: 0
- Views: 726
Please VOTE: Portfolio Trader: Equity Drawdown Correlations
Normal correlations among system results are not at all useful in creating a diversified portfolio, i.e. finding complementary equity streams to reduce drawdowns and maximise Profit/DD ratio. A practical and correct approach is to calculate correlations of closed-trade equity in a drawdown ("under w...
- 02 Jun 2017
- Forum: MultiCharts
- Topic: PLease VOTE: Performance Report: real Rolling period analysis
- Replies: 0
- Views: 689
PLease VOTE: Performance Report: real Rolling period analysis
Current "Rolling Period" analysis is not really "rolling" (it is anchored!) and is not useful for understanding strategy performance (needed to monitor results subsequently in RT). A user should be able to specify a number of "periods" to roll (e.g. 3-month rolling window, 4-weeks, etc). Key metrics...
- 02 Jun 2017
- Forum: MultiCharts
- Topic: Please VOTE: Strategy Report: daily/weekly/monthly resolution
- Replies: 0
- Views: 743
Please VOTE: Strategy Report: daily/weekly/monthly resolution
It would be a very useful feature to be able to generate the whole "Performance report" (or at least Summary, Trade statistics as well as the Equity curve/DD) based on user selected "resolution"! Current performance report "resolution" is "Trades" only, but having the ability to have it also on "Dai...
- 02 Jun 2017
- Forum: MultiCharts
- Topic: Please VOTE : Holiday Lists: recurring events by user [SOLVED]
- Replies: 2
- Views: 1250
Please VOTE : Holiday Lists: recurring events by user [SOLVED]
At the moment, one has to manually add a Holiday/Event for each and every occurence of it in the past and in the future. Please add a way to: - specify calendar "rules" for the recurring user-added event (incl. duration) and applicability (one-time, backwards and forward). - create user-defined holi...
- 01 Jun 2017
- Forum: MultiCharts
- Topic: Question on Timestamp on Orders Generated
- Replies: 3
- Views: 1141
Re: Question on Timestamp on Orders Generated
Hi, Ming80, Where could one read that the "Generated" timestamp is for "when the exchange deems the order marketable"? Until now I thought that "Generated" is what it means i.e. generated by MC. My investigation a year ago showed that this timing to a large degree is driven by the "bar closing time"...
- 01 Jun 2017
- Forum: MultiCharts
- Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
- Replies: 18
- Views: 9360
Re: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
Hi Henry, I would like to reconfirm the following re 5-sec True RT bars: 1. Minute resolution: - IB API streams "bar updates" (i.e. O-H-L-C values) every 5-sec. How does MC update the bar in RT? My observation is that MC updates "Close only", and that 1-min bars received in RT and after subsequent r...
- 15 May 2017
- Forum: MultiCharts
- Topic: PL code execution time - strange behavior
- Replies: 12
- Views: 4334
Re: PL code execution time - strange behavior
The function is a Simple function , but takes several numericref inputs.
- 15 May 2017
- Forum: MultiCharts
- Topic: PL code execution time - strange behavior
- Replies: 12
- Views: 4334
Re: PL code execution time - strange behavior
I am compiling with the default "Fast execution" mode.
@MC: would appreciate your any feedback on the matter.
@MC: would appreciate your any feedback on the matter.
- 06 May 2017
- Forum: MultiCharts
- Topic: PL code execution time - strange behavior
- Replies: 12
- Views: 4334
Re: PL code execution time - strange behavior
I have just checked it with a print statement: the function does NOT get executed.
- 06 May 2017
- Forum: MultiCharts
- Topic: PL code execution time - strange behavior
- Replies: 12
- Views: 4334
PL code execution time - strange behavior
I have stumbled upon an interesting phenomenon: Consider the following piece of code: ----------------------------------------------------------- Input: P(false); if P then Value1=Function () ; // where Function is calculationally-intensive -----------------------------------------------------------...
- 18 Apr 2017
- Forum: MultiCharts
- Topic: Powerlanguage Function/studies Reference [SOLVED]
- Replies: 23
- Views: 8789
Re: Powerlanguage Function/studies Reference [SOLVED]
Hmm. Indeed. I could access it via IE.
Still, a lot of MC's functions are not covered...
Still, a lot of MC's functions are not covered...
- 18 Apr 2017
- Forum: MultiCharts
- Topic: Powerlanguage Function/studies Reference [SOLVED]
- Replies: 23
- Views: 8789
Re: Powerlanguage Function/studies Reference [SOLVED]
This link does not work for me either
Would you mind attaching the document,please?
Would you mind attaching the document,please?
- 18 Apr 2017
- Forum: MultiCharts
- Topic: Powerlanguage Function/studies Reference [SOLVED]
- Replies: 23
- Views: 8789
Re: Powerlanguage Function/studies Reference [SOLVED]
None of the links on the official MC page (https://www.multicharts.com/trading-software/index.php/EasyLanguage_Resources), nor links given by Google, nor the one from Tony - work. After some deeper searching the web, I did find the TS 8.3 EL Functions and Reserved Words manual. BUT: It describes onl...
- 18 Apr 2017
- Forum: MultiCharts
- Topic: Powerlanguage Function/studies Reference [SOLVED]
- Replies: 23
- Views: 8789
Re: Powerlanguage Function/studies Reference [SOLVED]
This has been a long time EasyLanguage legacy. It is part of programming's idiosyncrasies. Just ignore the zero and always start with one and you will be ok. This fact must be HIGHLIGHTED somewhere in the Arrays section of MC/PL documentation! https://www.multicharts.com/trading-software/index.php/...
- 17 Apr 2017
- Forum: MultiCharts
- Topic: Powerlanguage Function/studies Reference [SOLVED]
- Replies: 23
- Views: 8789
Re: Powerlanguage Function/studies Reference [SOLVED]
Actually, other basic array functions (VarianceArray and SortArray) process arrays from an index of 1 rather than 0!
- 17 Apr 2017
- Forum: MultiCharts
- Topic: Powerlanguage Function/studies Reference [SOLVED]
- Replies: 23
- Views: 8789
Re: Powerlanguage Function/studies Reference [SOLVED]
1. This link does not work. 2. I am not talking about Reserved words, I am talking about built-in studies 3. NO, Google does not return anything for these very specific implementations of these functions. 4. Why should a paying user spend time at all searching for something that should be documented...
- 17 Apr 2017
- Forum: MultiCharts
- Topic: Powerlanguage Function/studies Reference [SOLVED]
- Replies: 23
- Views: 8789
Re: Powerlanguage Function/studies Reference [SOLVED]
Oh..REALLY?
The only place built-in functions/studies were described must have been in the Easylanguage "Function and Reserved Words Reference" on the TS site.
And the link is dead for at least a year.
The only place built-in functions/studies were described must have been in the Easylanguage "Function and Reserved Words Reference" on the TS site.
And the link is dead for at least a year.
- 17 Apr 2017
- Forum: MultiCharts
- Topic: Powerlanguage Function/studies Reference [SOLVED]
- Replies: 23
- Views: 8789
Powerlanguage Function/studies Reference [SOLVED]
========== ========== ========== ========== Moderator's note: You can get the reference guides here: https://www.multicharts.com/trading-software/index.php/Additional_Information_Sources https://www.multicharts.com/trading-software/index.php/Main_Page https://www.multicharts.com/discussion/viewforu...
- 18 Dec 2016
- Forum: MultiCharts
- Topic: MULTICHARTS 10.0 RELEASE
- Replies: 121
- Views: 119169
Re: MULTICHARTS 10.0 RELEASE
5-sec forex data is way too slow for high frequency trader (scalper). It seems to be an IB datafeed limitation, not a multicharts limitation. Other datafeeds don't have that delay. In case of using IB datafeed, the quote field "Trade" needs to be calculated by Muticharts as the middle between bid a...
- 16 Dec 2016
- Forum: MultiCharts
- Topic: MULTICHARTS 10.0 RELEASE
- Replies: 121
- Views: 119169
Re: MULTICHARTS 10.0 RELEASE
How can one construct a correct Mid-price based range bar chart in RT? Does it build correctly historically off "True RT" 5-sec bars? Hello Zheka, Historical data is complete, OHLC values are supplied. Realtime updates are streamed once in 5 seconds (Close value only). Yes, but: 1) 5-sec is too lon...
- 15 Dec 2016
- Forum: MultiCharts
- Topic: MULTICHARTS 10.0 RELEASE
- Replies: 121
- Views: 119169
Re: MULTICHARTS 10.0 RELEASE
If I understand you correctly, you mean having a chart with two instruments of the same asset, one with quote field of Ask and the other with quote field of Bid? Yes, for calculation of signals and indicators. But I now realize it will not substitute a "100% correct" mid-point-based range bars. It ...
- 15 Dec 2016
- Forum: MultiCharts
- Topic: MULTICHARTS 10.0 RELEASE
- Replies: 121
- Views: 119169
Re: MULTICHARTS 10.0 RELEASE
I installed the latest version today. I noticed I get delayed quotes for Forex. Searching for the reason, I saw the following comment in features list: "Interactive Brokers: MidPoint is now supported for Forex when Quote field is set to Trade. Realtime updates are streamed by the data feed once in ...
- 13 Dec 2016
- Forum: User Contributed Studies and Indicator Library
- Topic: The Economic Events Collection for MultiCharts
- Replies: 131
- Views: 78999
Re: The Economic Events Collection for MultiCharts
Great! Thank you!
- 12 Dec 2016
- Forum: User Contributed Studies and Indicator Library
- Topic: The Economic Events Collection for MultiCharts
- Replies: 131
- Views: 78999
Re: The Economic Events Collection for MultiCharts
Thank you, Josh. Hopefully, you will find time to make Friday update have events for the upcoming week, - otherwise Monday will be "eventless". As for "all-day & High-Impact events" - having them is important (at least) for realistic back-testing of sound risk management (e.g. closing positions befo...
- 11 Dec 2016
- Forum: User Contributed Studies and Indicator Library
- Topic: The Economic Events Collection for MultiCharts
- Replies: 131
- Views: 78999
Re: The Economic Events Collection for MultiCharts
Dear Josh and all, since FAQ is missing on the website, a couple of questions on this great tool. 1. I can see time used in the files is NY time. I assume it automatically changes between EST/EDT, correct? 2. For some reason, Future Economic Events.txt (Updated: 9-12-2016 16:05 UTC) contains info UP...
- 04 Jul 2016
- Forum: MultiCharts
- Topic: Multiple strategies on one chart
- Replies: 7
- Views: 4434
Re: Multiple strategies on one chart
Thank you, Felix!
I will try it the way you suggested.
I will try it the way you suggested.
- 02 Jul 2016
- Forum: MultiCharts
- Topic: Multiple strategies on one chart
- Replies: 7
- Views: 4434
Re: Multiple strategies on one chart
Guys:-) Appreciate your comments but they are all about somewhat different situations. My question related to the following set-up: - One chart, 2 signals applied to it, signals generate opposite orders (one after another) The problem is that the opposite-side order generated by the 2nd strategy wil...
- 29 Jun 2016
- Forum: MultiCharts
- Topic: Multiple strategies on one chart
- Replies: 7
- Views: 4434
Re: Multiple strategies on one chart
Thanks a lot for your message! I have long wondered why there is no "unmanaged" order placement mode in MC whereby "Buy 500" would really mean "Buy 500", not "establish a long position of 5000".. What would happen if one of the strategies signals "buy 500" and another - later - "sell short 500"?? I ...
- 24 May 2016
- Forum: MultiCharts
- Topic: MULTICHARTS 10.0 BETA 1
- Replies: 89
- Views: 28362
Re: MULTICHARTS 10.0 BETA 1
Thank you!
- 23 May 2016
- Forum: MultiCharts
- Topic: MULTICHARTS 10.0 BETA 1
- Replies: 89
- Views: 28362
Re: MULTICHARTS 10.0 BETA 1
Hello Zheka, We have double checked it for you and we can confirm that the bar is "closed" by MC when the "opening" tick arrives. If you want the bar to be closed faster - you need to set the CloseBarTimeout value to 0 in HKEY_CURRENT_USER\Software\TS Support\your MultiCharts version\Shaper\. You n...
- 19 May 2016
- Forum: MultiCharts
- Topic: MULTICHARTS 10.0 BETA 1
- Replies: 89
- Views: 28362
Re: MULTICHARTS 10.0 BETA 1
Hi Henry, I see 3 possibilities: 1) if current rules apply and a bar is "closed" by MC when the "opening" tick arrives, then it will be closed at +5 sec vs. the "timely" end of a bar period. 2) MC treats the last update for the bar as an 'opening tick' (because it arrives with a 250-300ms delay) and...
- 18 May 2016
- Forum: MultiCharts
- Topic: MULTICHARTS 10.0 BETA 1
- Replies: 89
- Views: 28362
Re: MULTICHARTS 10.0 BETA 1
Sorry for not being clear. There are 12 5-sec updates in 1 min. Is there an MC variable will show 12 (or 12*x), so that one can write: [IOG=true] //?needed? if (Numberofupdates=12) then //last update of a 1 min bar begin // system logic end; The final goal is to only do processing as soon as the las...
- 18 May 2016
- Forum: MultiCharts
- Topic: MULTICHARTS 10.0 BETA 1
- Replies: 89
- Views: 28362
Re: MULTICHARTS 10.0 BETA 1
There is always discrepancy between realtime and historical data. It's unavoidable. But realtime is realtime, historical is historical data. We should not wait realtime data to became historical data then fetch "realtime" data from historical server. That's not true realtime. To test if it's true r...
- 17 May 2016
- Forum: MultiCharts
- Topic: MULTICHARTS 10.0 BETA 1
- Replies: 89
- Views: 28362
Re: MULTICHARTS 10.0 BETA 1
I will just summarize the reasons for asking these implementation of mid-point and 5-sec RT bars for IB: 1. One gets into unpleasant situations (that need handling) when the "autotrading" chart from IB gets "refreshed" with historical data. A chart refreshed with historical data (after closing a cha...
- 13 May 2016
- Forum: MultiCharts
- Topic: MULTICHARTS 10.0 BETA 1
- Replies: 89
- Views: 28362
Re: MULTICHARTS 10.0 BETA 1
Hi, Henry, It is really great to see that these 2 features I asked for are finally implemented! Questions on IB's True RT 5 sec bars implementation: 1) Will a RT 'update' get incorporated into a bar "on-the-fly", as it builds? 2) What is the real delay of IB providing these updates? My previous rese...
- 26 Jan 2016
- Forum: MultiCharts
- Topic: Problem with IB data
- Replies: 7
- Views: 3431
Re: Problem with IB data
I use IB
- 25 Jan 2016
- Forum: MultiCharts
- Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
- Replies: 18
- Views: 9360
Re: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
Great news on coming availability of mid-point data. As for 5-sec True bars: We have tested IB 5 second bars. This is a realtime data snapshot coming once in 5 seconds. How do you suggest using it? Do you want to receive a realtime tick bar once in 5 seconds instead of every second? We do not think ...
- 13 Jan 2016
- Forum: MultiCharts
- Topic: Problem with IB data
- Replies: 7
- Views: 3431
Re: Problem with IB data
Henry,
What will happen when "Collecting RT data" is ON, but with reloading of the chart (say, 1min chart) for that symbol? What will happen with reloading of both a "tick-based" chart and a 1min chart?
What values will be stored in the database for 1min, after such reload? For ticks?
What will happen when "Collecting RT data" is ON, but with reloading of the chart (say, 1min chart) for that symbol? What will happen with reloading of both a "tick-based" chart and a 1min chart?
What values will be stored in the database for 1min, after such reload? For ticks?
- 13 Jan 2016
- Forum: MultiCharts
- Topic: MCFX data [SOLVED]
- Replies: 12
- Views: 4406
Re: MCFX data [SOLVED]
Hello dario, In most cases data is different from vendor to vendor. "MultiCharts Forex Data" is retail spread FXCM data stored on our servers. We do not have any information regarding the FXCM data streamed by the other vendors/available in the other applications and we can not guarantee that it wi...
- 13 Jan 2016
- Forum: MultiCharts
- Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
- Replies: 18
- Views: 9360
Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
With this post i would like to raise the importance of this simple-to-implement functionality(ies). Simple - but critical! As there is no "trade" data in FX (only bid and ask), one has to manually calculate a mid-point to feed into signals. This leads to some subtle issues in RT (series syncing and ...