MultiCharts: Trading Software for Automated Trading and Backtesting

kiyi0317

what is the difference with OpenEntryMaxProfitPerContract?

how can I calculate the max profit in the right way even after I restart MC?

brgds
Chan

kiyi0317

dear sir, just a short question, if I close MC after market close and with open position, it seems that value1 = MaxContractProfit does not record the data before the last trade day, is it? I was experianced many times that MaxContractProfit seems do not calculated the record in last night, only kee...

kiyi0317

dear sir,
found MC showing alert for the delay of batch of orders, what I can do to avoid this or say what I can do to make it in better way?

I am using MC+IB.

brgds
Chan

kiyi0317

dear sir, I using MC+IB, I had no problem to used MaxContractProfit and ContractProfit function for IB account that has subscribe data fm IB. but when I using MC for various IB accounts at the same time, I found that MaxContractProfit and ContractProfit just workable with the IB accounts which has s...

kiyi0317

dear sir, I have to success connect with esignal data and establish custom futures in Quotemanager, but the situation is that data can be show on chart when open, but it just stay at that time. it does not keep going during the trading hour. both esignal data manager and Quotemanager are working. pl...

kiyi0317

dear TJ,
thank you for your reply, I used IB in the past, I can make it. but it seems the same way is not workable with eSignal. anyway, will go thru your messages and try again.

kiyi0317

dear sir,
I would like to subscribe ESignal data for Hang Seng futures, is it possible to create a continuous contract thru Quote Manager?

brgds
Chan

kiyi0317

It seems that we can open various IB+MC workspaces by different port settings, but it just have only one port for data source.

kiyi0317

jojo, thanks for your reply. finally, I fixed it when I change the port same as to the specific account in QuoteManager > tools > Data source > IB > setting.

kiyi0317

dear, I using IB+MC for a year, mostly use for HK futures, and I would subscribed HK stock market data on this week. I could load the chart on TWS, but no data on MC. even the future data was live on at the same time. according to IB, the account was subscribed stock data successfully. and so I coul...

kiyi0317

hi Josh,
thanks, I believe that is the answer. Hope that it would be happen in future to consider to have an option for counting the previous trade records.

brgds
Chan

kiyi0317

sorry, it does not make sense to me. Postradeprofit(1,0) is looking for the latest closed. why it was disappear when I close the MC and re-start? is it any problem with my script?

dear all,
any one can have some comments?

kiyi0317

sorry, it does not make sense to me. Postradeprofit(1,0) is looking for the latest closed. why it was disappear when I close the MC and re-start? is it any problem with my script?

kiyi0317

Angelina, thank you

see below screen cap, the first picture seems workable. but once I closed the MC and re-start the MC, the history record was gone. (see the second one)

is it all right on picture one?
how can I get the postradeprofit(1,0) when I open the MC every morning?

kiyi0317

hi Angelina, print(date,time,close of data1,postradeprofit(1,0),postradeprofit(2,0)); The signal can being work perfectly. and then I added above code at the end of signal, but it just printing out zero as below screen cap. I could not found where is the mistake, pls adv. range bar has being used an...

kiyi0317

dear MC support,

when I check and print out PosTradeProfit(1,0) / PosTradeExitPrice(1,0) / PosTradeEntryPrice(1,0)....all are zero. anything I am doing incorrectly?

brgds
YT

kiyi0317

I using MC+IB. I would like to sell / buytocover partially, but it seems not workable for below. pls help. the similar same coding on buy and sellshort, those works smoothly. buy 2 contracts next bar at market; sellshort 2 contracts next bar at market; both buy and sellshort are workable and smoothl...

kiyi0317

So to experiment, you might want to try changing: STOd2 = Stochastic( H, L, C, Length, 3, 3, 1, var4, var5, SlowKd2, var7 ) of data2; STOd3 = Stochastic( H, L, C, Length, 3, 3, 1, var8, var9, SlowKd3, var11 ) of data3; ..to: STOd2 = Stochastic( H, L, C[1], Length, 3, 3, 1, var4, var5, SlowKd2, var7...

kiyi0317

any one can help?

kiyi0317

I modified the script, hope that will be easily to understand. please let me know if you could find any mistake. much appreciate for your help. inputs: Length(14), OverSold(20), OverBought(80), Tradesize(1); variables: var0(0), var1(0), SlowKd1(0), var3(0), var4(0, data2), var5(0, data2), SlowKd2(0,...

kiyi0317

I don't see what condition8, 9, etc equals. I do see value 2 and value3 are based on current data2, data3 values. If you want to reference the prior bar close for value2 and value3 then you need declare a variable and then reference the prior bar. For example var12(0, data2) and then var12=Stochast...

kiyi0317

If you follow my advice in reading #5,
your error will be evident immediately.

TJ, thank you for your reminder. will make it better

kiyi0317

variables: var0 ( 0 ), var1 ( 0 ), var2 ( 0 ), var3 ( 0 ), var4 ( 0, data2 ), var5 ( 0, data2 ), var6 ( 0, data2 ), var7 ( 0, data2 ), var8 ( 0, data3 ), var9 ( 0, data3 ), var10( 0, data3 ), var11( 0, data3 ); Value1 = Stochastic( H, L, C, Length, 3, 3, 1, var0, var1, var2, var3 ) of data1; Value2...

kiyi0317

Can you show your signal so we can better identify what's going on? same case with below example; variables: var0 ( 0 ), var1 ( 0 ), var2 ( 0 ), var3 ( 0 ), var4 ( 0, data2 ), var5 ( 0, data2 ), var6 ( 0, data2 ), var7 ( 0, data2 ), var8 ( 0, data3 ), var9 ( 0, data3 ), var10( 0, data3 ), var11( 0,...

kiyi0317

Please don't take this the wrong way, but in the future make sure your questions are clear so others can follow along and help. I'm kind of understanding what you are asking. You are saying that in live trading you want to base calculations on the close of Data2, Data3, etc and NOT the current bar ...

kiyi0317

I am not looking for same result, but entry and exit both are not correct, not calculate base on the last closed bar. And it has been running correctly before, it just got the problem within these days. the question should be what was updated in the platform.

kiyi0317

more strange is that another similar script has being used, it never have the problem in the past, the closed bar has been calculated; but here right now the script also have the same problem, the current bar of data2,3,4 (not yet close) have being calculate for orders. it make me loss profit. pleas...

kiyi0317

What are the chart resolution for each data series?

range bar
data1 10pts
data2 30pts
data3 50pts
data4 100pts
data5 200pts

kiyi0317

dear all, I have a script work for multi data instruments, the entry and exit are correct during back test. but when the script running for real time trade, the orders will be submit on every data1 bar close as usual, but the calculation base on the indicators of the current bar on data2, data3, dat...

kiyi0317

dear all, I do not really understand which level that "MarketPosition_at_Broker_for_The_Strategy" apply for, what does it means for the strategy, is it apply on signals level or Workspace level? as I known, "MarketPosition_at_Broker" apply for the symbol level. thank you for your kindly assistance. ...

kiyi0317

just happy to share my code, I just make limit order in the past, here I just added 'RecalcLastBarAfter(60)' as below. then a new market order will be create and replace the previous limit order after 60s, if the limit order has not filled yet. -coding- if (MarketPosition < 0) and .....................

kiyi0317

I added a new data 1 and removed the previous data 1 to data 2. but seems the outcomes is not prefect. the orders are not completely follow the script as before.

can we just write coding to refresh the limit order according to time limit setting?

kiyi0317

Although you are using a range chart, but in reality, you want to trade on a 1 min chart. You have to rethink your logic and approach, and reconfigure your strategy accordingly. One way to do it is to use a multi-data approach: use a 1 min chart as data1, and your range chart as data2. apply your l...

kiyi0317

For this we need to do a couple of things: (1) We need to know the time that the limit order was submitted to the broker. We can approximate that time by storing the current computer time in a variable at the moment that we submit the limit order for the first time. The current computer time is ret...

kiyi0317

What is your instrument?
What is your chart resolution?

dear TJ,
I do it on Hong Kong HSI.
I using range bar.

normally, each bar time frame would be more than 60s.

kiyi0317

dear all, Due to my lack of coding knowledge, I would like to ask for your help for above coding possibility and any key words could be use. I just want to submit limit order in my signal, and the situation is once the signal has submitted a limit order to the broker IB, but the order has not fulfil...

kiyi0317

any key word for resubmit / replace order?

kiyi0317

if so, once the limit order already submit to broker but it has not filled. is it possible to replace by a new market order according to coding? (my coding skill is not enough)

kiyi0317

I may not fully understand the meaning of such description. simply to say, limit order convert to market order function is not available, just my misunderstand??

kiyi0317

dear all, hope you can help me out, I using IB + MC for auto trade. I always submit limit orders for entrys and exits. understand that it may not be filled when price run away. but I know MC has a function "Unfilled Strategy Order Replacement" and replace unexecuted limit orders to market orders by ...

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