MultiCharts: Trading Software for Automated Trading and Backtesting

chi jeongki

How about using c# Stack? using System.Collections.Generic; private IPlotObject plot1; private class _HighInfo { public _HighInfo(int HBar, double HValue) { HighBar = HBar; HighValue = HValue; } public int HighBar { get; set; } public double HighValue { get; set; } } private Stack<_HighInfo> HighInf...

chi jeongki

After live chat with remore control session, it was confirmed as a bug and will be fixed in future version.

chi jeongki

Let's consider jumptto 5 case. if Maxbarsback = 0 , then CalcBar() is called from bar 1 close, bar 2 close, ... bar 5 close, bar 6 tick by tick. It is as you said. if Maxbarsback = 5 , then CalcBar() should be called from bar 6, further more tick by tick, since Playback is starting from bar 6. But t...

chi jeongki

Further test shows that jump to N-th bar, set Maxbarsback to M has some rule. if M < N then call CalcBar() from M+1, upto N, process bars as "As is", from N+1, process bars as "Tick by Tick". This looks normal. if M >= N then call CalcBar() from M+1, for a few undetermined number of bars, process th...

chi jeongki

In 10 tick chart Playback with "Tick by Tick'" resolution, a few bars just after Maxbarsback (about 8 to 12 bars) calls CalcBar() only once. I set Maxbarsback to 1, 15, 30, but all case show similar symptom. I made pivot table from output of indicator. It shows what I have said. skip.png I attach ti...

chi jeongki

"Format->Data Playback->Skip ticks with identical price" has no description in wiki. It must be a property to control which ticks to provide to indicators and signals. Indicators have another means to skip, thus it is redundant with indicator. Signals do not have means to skip, thus it is a new cont...

chi jeongki

For 10 tick chart, if "Skip identical ticks" is turned off, and "Update on every tick" is turned on, then counting calls to CalcBar() for each bar should be 10. But the result was less than 10, ticks with same price was skipped, it is what "Skip identical ticks" means. I checked it by adding same sy...

chi jeongki

OK, then I will move global variables to its own assembly.

chi jeongki

Thank you for clear explanation.
Now, I got more understanding how to use MC.NET properly.

chi jeongki

One of reason I am looking for this solution is from https://www.multicharts.com/discussion/viewtopic.php?f=19&t=11315#p56843 Caveat: Unless you are supporting legacy code or need interop with an external process (eg. TS) I would NOT recommend going down the path of using GlobalVariable as a crutch....

chi jeongki

Now, I understood why MC.NET runs simultaneously several dll for indicatiors, signals and functions. If only one is used, then we have to exit MC.NET every time we recompile, since currently used dll can not be overwritten. But the side effect is that indictors, signals and functions can be running ...

chi jeongki

In PLEditor, right button click --> "References..." opens "Assembly References" window. If a reference is added, and any object in the assembly is referenced from study applied to chart, then the assembly is loaded into memory. If the study which loaded this assembly is deleted from chart, what happ...

chi jeongki

I thought that "Compile" is to reduce time to compile than "Recompile All" But now, I guess my thought is wrong. Even if one indicator is modified, "Compile" will compile all indicators, signals, and functions to build new assembly. (In visual studio, Build, Rebuild, Build Solution, Rebuild Solution...

chi jeongki

I found that any of indicator, signal, function recompilation create new assembly for all of indicators, signals and functions. After it is created, applying indicators and signals use this new assembly. Applying a study, recompiling any of the study, applying a study, recompiling any of the study, ...

chi jeongki

I found that MC.NET can have one static class which have two different values. I wonder how it is possible and how to prevent this situation. Reproduce scenario is very simple. 1. create function namespace PowerLanguage { namespace Function { public static class MyGlobal { public static int global_i...

chi jeongki

Thank you for fast confirmation.
Well, then I have to make a feature request to enable it.

chi jeongki

I got the answer. It was not a high resolution data, it was session break to session break. "1 session" or "session break" are not clearly defined in the answer. https://www.multicharts.com/pm/public/multicharts/issues/MC-2295 I will explain what I found by test. Suppose, the symbol has historic tic...

chi jeongki

I think making MC support team to reproduce the symptom is the fastest way to get correct answer. For that, those portion of data in chart can be sent to MC support team. In QuoteManager, select symbol, mouse right click, Export Data--> ASCII clear all except Trade tick, set Start Date: and Start Ti...

chi jeongki

Further test shows that it might be a bug. MC.NET was not looking for 1-minute or 1-day data, it just failed depending on the chart data range To: date. I filed a bug report https://www.multicharts.com/pm/public/multicharts/issues/MC-2295, since I do not know how to attach screen recording in this p...

chi jeongki

In tick chart with a symbol which has tick data in Quote Manager, Playback resolution list shows only two resolution, one is "As is (xx Tick Bars)" and the other is "Tick by Tick" If I click Global Mode, then it removes "As is (xx Tick Bars)" and adds "Second by Second", "Minute by Minute", "Day by ...

chi jeongki

When I try to playback, I get the following message. It pops up when I change playback resolution from "As is (60 tick Bars)" to "Tick by Tick". High-resolution.png The symbol HighResolution is a test symbol I made. It has imported 1-tick trade data for a day from text file. 2015-08-13,09:00:00.701,...

chi jeongki

I use MC.NET for backtesting only, so I do not know how brokers handle StopLimit order. My interest is on the behavior of StopLimit order in backtesting which I can utilize to make orders fullfilled within a specified range of prices. Both pictures are for SellShort order. Second picture is for limi...

chi jeongki

I have begun learning MC.NET c# program. In buy order, if limitPrice < stopPrice, then no buy order is fullfilled. In sellshort order, if stopPrice < limitPrice, then no sellshort order is fullfilled. It is my understanding of StopLimit order. But in backtesting, I found one order is fullfilled on c...

chi jeongki

Thank you very much for detailed test and clear explanation, bowlesj3.

I hope MC team to document NumericSimple and NumericSeries more detailed and explicilty in MC manaul.

chi jeongki

I can not make an example which shows the difference. The following example of function calling another function do not show difference. signal code print(File("C:\simple_series.txt"), "_signal_caller = ", close:5:2); _called_1(close, close); print(File("C:\simple_series.txt"), NewLine); _called_1 c...

chi jeongki

signal code is calling function as follows, _lang_print_loop(output_file, "----begin----", count_calling, close data1, close data1); function _lang_print_loop defined 4rd parameter as NemericSimple and 5th parameter as NumericSeries. it is printing their value as follows, "simple = [", simple_close,...

chi jeongki

For reproduction, I exported the data I used.
I am attaching it.

chi jeongki

In function should NumericeSimple and NumericSeries parameter type be differentiated rigidly?

Output file from topic "function: local variable do not increase at the second bar" shows that NumericSimple parameter has same history data as NumericSeries parameter.

chi jeongki

Used one symbol, time frame of data1 500 tick, data2 5000 tick. calling code is a signal not an indicator. count_called do not increase at the scond bar. Intended ? or Bug? Input: file_output(StringSimple), line_called(StringSimple), count_calling(NumericSimple), simple_close(NumericSimple), series_...

chi jeongki

To make execution behavior consistent, Case1: stick to the first visit (doing nothing on the second visit) L1, L11, L1, L12, L1, L13, L1, L14 printed cnt: 1, 2, 3, 4 Case 2: stick to the second visit (canceling the first visit) L11, L12, L13, L14 not printed. Case 3: stick to both visits L1, L11, L1...

chi jeongki

Version: MultiCharts64 Version 8.5 Release (Build 6851) Trading begins from 9:00, the first bar of data1 is 09:07 assumed. data1 and data2 are for the same instrument. The immediate preceding data1 bar before data2 bar looks related to this symptom. These bars are visited twice. First encouter at 10...

chi jeongki

I tried to compile the sample code. But symbol_ keyword is causing compile error. Does the prefix symbol_ work? I could print chart with the following code. One stranage thing is BarNumber has two different value in Data Window. In-built BarNumber in Data Window begins 1 from first displayed candle....

chi jeongki

For (Symbol, DataSource) pair, two data set can be related, if DataSource is "ASCII Mapping". 1. Create symbol with Data Source "ASCII Mapping". 2. Import text data to the symbol. 3. Ascii Map the symbol to a text data file. text file name should be Symbol.txt exactly. Now, quote manager has one (Sy...

chi jeongki

I have imported one year of text data for a symbol. Then, I "ascii mapped" today's data for the symbol. Now, I can chart only today's data for the symbol. But I can still read one year data from the quote manager Edit Data. I want to unmap today's data for the symbol. MC manual has no instruction to...

chi jeongki

Trade Volume can be added up, if chart resolution changes from 1 tick to 300 tick. But ask volume and bid volume are not to be added up, since they represent ask and bid volume at the moment. I must be misunderstanding the correct use of ask and bid import. What is the intended use of ask and bid im...

chi jeongki

I am printing with the following one line study. Print(File("c:\data\_test_firstline.txt"), ELDateToString(Date), " ", Time:6:0, " ", BarNumber:14:0, " ", close:8:2, ticks:7:0); Even if I set Max Bars Back to 0, it does not print first few lines. If it is set to 1, then only the first bar data does ...

chi jeongki

A question on limitation of handling DDE string by the Universal DDE data source. If I use =GMSH|FC?101C3!TRDPRC_1 in excel, it reads price data. But the same string in Universal DDE does not pass test button in Universal DDE setting dialog box. (price: Wait, Tick Count: 0) If I put =GMSH|FC?101C3!T...

chi jeongki

Thanks, Marina. I guessed as you said. But better design would be to adjust itself to the environment where it is now presenting. I think design change is necessary to follow common sense interpretation of the feature to move indicators around different time frame charts when the indicator value is ...

chi jeongki

I made two charts (20 ticks and 120 ticks) on one symbol and created two MA indicators for each. I draged each indicator to the other charts, 20 tick MA line to 120tick chart and 120 tick MA line to 20 tick chart I noticed that the MA line does not match to the correct position after it is draged to...

Search found 39 matches

Re: Searching for something else than VariableSeries

Re: Playback : after Maxbarsback, a few first bars are treated as "As is" rather than "Tick by Tick" [SOLVED]

Re: Playback : after Maxbarsback, a few first bars are treated as "As is" rather than "Tick by Tick" [SOLVED]

Re: Playback : after Maxbarsback, a few first bars are treated as "As is" rather than "Tick by Tick" [SOLVED]

Playback : after Maxbarsback, a few first bars are treated as "As is" rather than "Tick by Tick" [SOLVED]

Re: Playback : "Skip identical ticks" do not turn off [SOLVED]

Playback : "Skip identical ticks" do not turn off [SOLVED]

Re: How to load a class library dll which is never unloaded until MC.NET exits? [SOLVED]

Re: one static class which have two different values [SOLVED]

Re: How to load a class library dll which is never unloaded until MC.NET exits? [SOLVED]

Re: one static class which have two different values [SOLVED]

How to load a class library dll which is never unloaded until MC.NET exits? [SOLVED]

Primary purpose of "Compile" and "Recompile All" [SOLVED]

Re: one static class which have two different values [SOLVED]

one static class which have two different values [SOLVED]

Re: Playback : How to Playback tick chart with "Second by Second" plyaback resolution? [SOLVED]

Re: Playback: What is meant by High-resolution data ? [SOLVED]

Re: Serious issue with Multi Time-frame synchronization [SOLVED]

Re: Playback: What is meant by High-resolution data ? [SOLVED]

Playback : How to Playback tick chart with "Second by Second" playback resolution? [SOLVED]

Playback: What is meant by High-resolution data ? [SOLVED]

Re: Relation between stopPrice and limitPrice

Relation between stopPrice and limitPrice

Re: Difference between NumericSimple and NumericSeries [SOLVED]

Re: Difference between NumericSimple and NumericSeries [SOLVED]

Re: Difference between NumericSimple and NumericSeries [SOLVED]

Re: function: local variable do not increase at the second b [SOLVED]

Difference between NumericSimple and NumericSeries [SOLVED]

function: local variable do not increase at the second bar [SOLVED]

Re: simulation execution not working as expected.

simulation execution not working as expected.

Re: Max Bars Back value 0

Re: how to unmap ascii mapping? [SOLVED]

how to unmap ascii mapping? [SOLVED]

ask bid volume and chart resolution (chart compression)

Max Bars Back value 0

Universal DDE