MULTICHARTS 12.0 RELEASE CANDIDATE
- Henry MultiСharts
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MULTICHARTS 12.0 RELEASE CANDIDATE
MultiCharts 12.0 Release Candidate is available for download now (64-bit build 16374)!
Featuring TPO, Matrix Optimization, reworked optimization GUI, Bittrex and Bitfinex data feeds, and many other improvements!
Check our blog for the complete list of all new features and improvements in this version.
>>> Go to MultiCharts 12.0 Release Candidate download page <<<
Important information for the existing Poloniex data feed users:
MultiCharts now swaps the symbol names provided by Poloniex API to provide the pairs the way they are listed on the Poloniex website.
One should rename the existing symbols or re-add the new symbol names and update the existing workspaces accordingly!
Featuring TPO, Matrix Optimization, reworked optimization GUI, Bittrex and Bitfinex data feeds, and many other improvements!
Check our blog for the complete list of all new features and improvements in this version.
>>> Go to MultiCharts 12.0 Release Candidate download page <<<
Important information for the existing Poloniex data feed users:
MultiCharts now swaps the symbol names provided by Poloniex API to provide the pairs the way they are listed on the Poloniex website.
One should rename the existing symbols or re-add the new symbol names and update the existing workspaces accordingly!
- Smoky
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Issue with new popup window
My setup :
only one workspace, many charts, each chart have its own stategy/profile/account with Interactive Brokers.
now when i open my workspace i have a popup window who ask another confirmation (new MC Policy) but it don't choose to confirm the right Profile/Account for the stategy when SA mode is loading by workspace.
Chart and account are ok for this strategy STRAT C but not popup window who ask confirmation for STRAT A
(every popup who ask user confirmation use STRAT A account and use this account)
you will undestand in my case i can't confirm this popup for every profil/account when i start auto-trading remotely.
(i already do a script to the first popup with autohotkey), remember now, i use only one workspace, but many in the futures !
here too :
Manuel trading on right choose good profil/account but not SA mode. would be STRAT E
before i add only this one:
I already told to Anna that Multicharts team will kill MC autotrading soon...
My workaround is to stay with an older MC to stay in full autotrading, without many popup to confirm.
I try to do many things with account/profils names without any succes.
(Sorry to edit but problem with hosting pictures format)
only one workspace, many charts, each chart have its own stategy/profile/account with Interactive Brokers.
now when i open my workspace i have a popup window who ask another confirmation (new MC Policy) but it don't choose to confirm the right Profile/Account for the stategy when SA mode is loading by workspace.
Chart and account are ok for this strategy STRAT C but not popup window who ask confirmation for STRAT A
(every popup who ask user confirmation use STRAT A account and use this account)
you will undestand in my case i can't confirm this popup for every profil/account when i start auto-trading remotely.
(i already do a script to the first popup with autohotkey), remember now, i use only one workspace, but many in the futures !
here too :
Manuel trading on right choose good profil/account but not SA mode. would be STRAT E
before i add only this one:
I already told to Anna that Multicharts team will kill MC autotrading soon...
My workaround is to stay with an older MC to stay in full autotrading, without many popup to confirm.
I try to do many things with account/profils names without any succes.
(Sorry to edit but problem with hosting pictures format)
Last edited by Smoky on 26 Jun 2018, edited 1 time in total.
- Henry MultiСharts
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Hello Smoky,
The Chart Trading Panel account selector is not related to the Auto Trading plugin settings. The manual trading and auto trading are separate features and therefore they have individual settings.
We were unable to replicate the behavior with an incorrect auto trading plugin shown in the auto trading confirmation window for a saved worskspace on our end. Please send us the workspace you are having issue with, or come to the live chat to demonstrate the issue remotely.
The Chart Trading Panel account selector is not related to the Auto Trading plugin settings. The manual trading and auto trading are separate features and therefore they have individual settings.
We were unable to replicate the behavior with an incorrect auto trading plugin shown in the auto trading confirmation window for a saved worskspace on our end. Please send us the workspace you are having issue with, or come to the live chat to demonstrate the issue remotely.
- Smoky
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Hello Henry, i will come on live chat to demonstrate the issue remotely today.
But i make a new workspace on another laptop and all is ok.
Maybe this issue is only when you import a workspase from another PC who don't have exactly the same profil/accounts setting
But i make a new workspace on another laptop and all is ok.
Maybe this issue is only when you import a workspase from another PC who don't have exactly the same profil/accounts setting
- Smoky
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Nice ! now we can "Flush Cached Data to Database" please could You add a shortcut for this ?
Then i will add automation to do this when i want, for exemple at the end of my trading day and keep Quotemanager open.
Then i will add automation to do this when i want, for exemple at the end of my trading day and keep Quotemanager open.
MC12 Beta Indicator disappearing
I have MultiCharts64 Test Version 12.0 (Build 16374)
This already happened several times but not always
I created an indicator called BarNumber
In the chart I try to plot it but it's not there (I clicked in the name column to sort, just in case)
Close both MC and Power Language editor and open again but it's still missing
Only way is to create it again.
If I try to delete or rename an indicator happens the same thing. Changes are not done.
I can't replicate the problem to happen every time. Some days happens, some days doesn't happen.
I have Windows 7 64 and my MC12 is a fresh installation. I fully uninstall previous version, installed MC12 and imported studies that I had exported in previous version.
This already happened several times but not always
I created an indicator called BarNumber
In the chart I try to plot it but it's not there (I clicked in the name column to sort, just in case)
Close both MC and Power Language editor and open again but it's still missing
Only way is to create it again.
If I try to delete or rename an indicator happens the same thing. Changes are not done.
I can't replicate the problem to happen every time. Some days happens, some days doesn't happen.
I have Windows 7 64 and my MC12 is a fresh installation. I fully uninstall previous version, installed MC12 and imported studies that I had exported in previous version.
- TJ
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Re: MC12 Beta Indicator disappearing
Can you try a name with the underscore "_" as the prefix?
The name will be in the front; You do not have to scroll to find the indicator.
The name will be in the front; You do not have to scroll to find the indicator.
- Henry MultiСharts
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
If in this MultiCharts you don't have a broker profile with the exact name that was saved in the workspace file, then the auto trading plugin will default to the first broker profile you currently have in the list (alphabetical order).Maybe this issue is only when you import a workspase from another PC who don't have exactly the same profil/accounts setting
- Henry MultiСharts
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
You mean a hotkey?Nice ! now we can "Flush Cached Data to Database" please could You add a shortcut for this ?
Re: MC12 Beta Indicator disappearing
Thanks for trying help TJ but I'm going to put this on hold. I'm over with MC12 now.
MC12 has been a headache since I installed it. What I reported here is only one of the multiple things that use to happen on a daily basis and that I can't replicate.
Happens here and there and is only solved closing and reopening MC 2 or 3 times and sometimes only shutting down the PC:
- Creating an indicator and not having that available in the chart (this is what I described)
- Deleting or editing indicators in Editor and they keep showing up in Multicharts
- When deleting an indicator, next time it is still there but if I open it is just an empty page
- Plotting a signal in the chart and nothing showing up (and this Performance windows comes empty)
- Plotting a signal in the chart and, at the same time, without being requested, another indicator or signal is also displayed
- Compiling an indicator and receiving an error message saying it is in use (because it is plotted in the chart). I have to delete the indicator from the chart and only then make the compilation.
I have already made a repair of MC12 but problems subsist.
Nothing of this happened in MC11 so I'm going to uninstall MC12 and going back to MC11.
MC12 has been a headache since I installed it. What I reported here is only one of the multiple things that use to happen on a daily basis and that I can't replicate.
Happens here and there and is only solved closing and reopening MC 2 or 3 times and sometimes only shutting down the PC:
- Creating an indicator and not having that available in the chart (this is what I described)
- Deleting or editing indicators in Editor and they keep showing up in Multicharts
- When deleting an indicator, next time it is still there but if I open it is just an empty page
- Plotting a signal in the chart and nothing showing up (and this Performance windows comes empty)
- Plotting a signal in the chart and, at the same time, without being requested, another indicator or signal is also displayed
- Compiling an indicator and receiving an error message saying it is in use (because it is plotted in the chart). I have to delete the indicator from the chart and only then make the compilation.
I have already made a repair of MC12 but problems subsist.
Nothing of this happened in MC11 so I'm going to uninstall MC12 and going back to MC11.
- Smoky
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Yes Henry, for exemple Ctrl+D , then i can send this hotkey from My EL code at the end of my trading day (no more quotes for this day)You mean a hotkey?Nice ! now we can "Flush Cached Data to Database" please could You add a shortcut for this ?
- Henry MultiСharts
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Re: MC12 Beta Indicator disappearing
Automeq, we were unable to replicate this behavior on our end. If you are willing to contribute and let us study this behavior on your end - please come to the live chat for running some tests. MultiCharts 12 Test (Beta) can be installed on your PC alongside MultiCharts 11 Release and run completely isolated.Thanks for trying help TJ but I'm going to put this on hold. I'm over with MC12 now.
MC12 has been a headache since I installed it. What I reported here is only one of the multiple things that use to happen on a daily basis and that I can't replicate.
Happens here and there and is only solved closing and reopening MC 2 or 3 times and sometimes only shutting down the PC:
- Creating an indicator and not having that available in the chart (this is what I described)
- Deleting or editing indicators in Editor and they keep showing up in Multicharts
- When deleting an indicator, next time it is still there but if I open it is just an empty page
- Plotting a signal in the chart and nothing showing up (and this Performance windows comes empty)
- Plotting a signal in the chart and, at the same time, without being requested, another indicator or signal is also displayed
- Compiling an indicator and receiving an error message saying it is in use (because it is plotted in the chart). I have to delete the indicator from the chart and only then make the compilation.
I have already made a repair of MC12 but problems subsist.
Nothing of this happened in MC11 so I'm going to uninstall MC12 and going back to MC11.
- Henry MultiСharts
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Smoky, we will have it added in MultiCharts 12.0 Release.Yes Henry, for exemple Ctrl+D , then i can send this hotkey from My EL code at the end of my trading day (no more quotes for this day)You mean a hotkey?Nice ! now we can "Flush Cached Data to Database" please could You add a shortcut for this ?
- TJ
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Smoky, we will have it added in MultiCharts 12.0 Release.Yes Henry, for exemple Ctrl+D , then i can send this hotkey from My EL code at the end of my trading day (no more quotes for this day)You mean a hotkey?
You might as well add a scheduler to it. eg. auto-flush every day at 5:45 pm.
- Smoky
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Yes TJ i don't want to ask to much, with a hotkey i can do the job, a scheduler would be nice ! (maybe use the scheduler to export ASCII file LoL)
monday-friday flush at 22:00 Paris Hours for Futur Dax Market
monday-friday flush at 22:00 Paris Hours for Futur Dax Market
- Henry MultiСharts
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
You might as well add a scheduler to it. eg. auto-flush every day at 5:45 pm.Smoky, we will have it added in MultiCharts 12.0 Release.Yes Henry, for exemple Ctrl+D , then i can send this hotkey from My EL code at the end of my trading day (no more quotes for this day)
Thanks for your feedback. This is something we may add in one of the future versions.Yes TJ i don't want to ask to much, with a hotkey i can do the job, a scheduler would be nice ! (maybe use the scheduler to export ASCII file LoL) monday-friday flush at 22:00 Paris Hours for Futur Dax Market
Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Hello .
I´m trying to install this version (12) in my pc but inside Quote Manager > Data Source I can see button Edit !
Only deactive and setting button appears.
There is some configuration to enable to show this button ? In version 11 is working fine.
Regards
I´m trying to install this version (12) in my pc but inside Quote Manager > Data Source I can see button Edit !
Only deactive and setting button appears.
There is some configuration to enable to show this button ? In version 11 is working fine.
Regards
- Smoky
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Account setup : colum choice, place, alignement are not saved and have to be set again at MC startup.
when an order is rejeted it will be nice to have access to the reason in EL code. You already have this information in log.
Thanks
when an order is rejeted it will be nice to have access to the reason in EL code. You already have this information in log.
Thanks
- Henry MultiСharts
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
strelow, this functionality has been removed. Why do you need to Edit a data source?Hello .I´m trying to install this version (12) in my pc but inside Quote Manager > Data Source I can see button Edit !
Only deactive and setting button appears.There is some configuration to enable to show this button ? In version 11 is working fine.Regards
Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Hello. Usually I need to include a new one and change the name for a local data source for Brazilian market but I did a test using barchart.com and works probably they (data provider) use this one . Now is working in this way. Thank you . In my country I dont have broker and have only one data provider to use MC it not easy like in USA.
- Henry MultiСharts
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
This behavior is by design. We may improve that in one of the future versions.Account setup : colum choice, place, alignement are not saved and have to be set again at MC startup.
There is no way to do that within the current architecture.when an order is rejeted it will be nice to have access to the reason in EL code. You already have this information in log.
- Smoky
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Hello Henry,This behavior is by design. We may improve that in one of the future versions.Account setup : colum choice, place, alignement are not saved and have to be set again at MC startup.There is no way to do that within the current architecture.when an order is rejeted it will be nice to have access to the reason in EL code. You already have this information in log.
easy to do with this architecture !
MC 12 already know rejected error code from Broker API and then fill log with it
Here Margin issue :
Right ?
Here my code to manage my orders with your help.
Code: Select all
StatusOrder=RejectedOrderAction;
if StatusOrder <> 0 then // new Rejected Order
begin
FOC=RejectedOrderContracts*-1;
if StatusOrder > 0 then
begin
mots="BUY REJECTED";
end
else
begin
mots="SELL REJECTED";
end;
// GlobaVariables "ApiCodeReject" and "RejectedLogLineTxT" are filled by internal MC12 "Log subroutine"
// extract API return code or MC internal code list
RejectedOrderCode=GVGetNamedInt(ApiCodeReject,error);
// extract line txt from Log then our EL code can catch number in [braket] for exemple
DecodedRejectedTxT=GVGetNamedString(RejectedLogLineTxT,error);
end;
Only few code lines to put in your Log subroutine to fill reserved MC GlobaVariables Names "ApiCodeReject" and "RejectedLogLineTxT" that so ...
And You help every one to manage order from EL.
Many people try to manage log with external file !
this way may help them to do better work with Reserved GlobaVariables Names filled by MC12 ....
Code: Select all
LastLogLineTxT=GVGetNamedString(LogLineTxT,error);
edited with better picture
- Mark Brown
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Mark: Be sure to disable any anti-virus programs before attempting an install.INSTALLER PROBLEMS SAME THING EVERY UPDATE
"Avast" was blocking my install of MC until I removed it.
Always run MC as Admin too.
Good Trading.
- TJ
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- Smoky
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
My setup : one chart one symbol two stategies.
here my log with all orders with timing.
all informations are shared corectly from stategy one to the second stategy Good !
but a sell order at 16:25:11:2511 received a buy rejected flag and would be sell rejected flag (margin low).
all orders in my log are from stategy one and stategy two.
it would be very nice to know with EL witch order ID, order type (market,limit) was filled or rejected and why, because stategy have different rules.
Please fill informations with Globals Variables in real time only (for the begining no need backtest, better to simply start with GV)
now MC dev team open realy good orders management, and MC12 would be perfect with this ....
here my log with all orders with timing.
all informations are shared corectly from stategy one to the second stategy Good !
but a sell order at 16:25:11:2511 received a buy rejected flag and would be sell rejected flag (margin low).
all orders in my log are from stategy one and stategy two.
it would be very nice to know with EL witch order ID, order type (market,limit) was filled or rejected and why, because stategy have different rules.
Please fill informations with Globals Variables in real time only (for the begining no need backtest, better to simply start with GV)
now MC dev team open realy good orders management, and MC12 would be perfect with this ....
- Henry MultiСharts
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
smoky, you can track the Rejected order events by calling getappinfo(aiCalcReason):My setup : one chart one symbol two stategies.
here my log with all orders with timing.
all informations are shared corectly from stategy one to the second stategy Good !
but a sell order at 16:25:11:2511 received a buy rejected flag and would be sell rejected flag (margin low).
all orders in my log are from stategy one and stategy two.
it would be very nice to know with EL witch order ID, order type (market,limit) was filled or rejected and why, because stategy have different rules.
Please fill informations with Globals Variables in real time only (for the begining no need backtest, better to simply start with GV)
now MC dev team open realy good orders management, and MC12 would be perfect with this ....
(CalcReason_OrderRejected) - calculation is to be initialized after order rejected event (for signals only).
Rejected order info can be accessed using the following commands:
https://www.multicharts.com/trading-sof ... egy_Events
Additional information - Generate alert if "Rejected" order found
http://www.multicharts.com/discussion/v ... =5&t=47400
- Smoky
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Hello Henry,
The treatment of order events is a big step, I read again my post on the subject and in 2015 you promised me a total management orders with MC 9.1.
With Multicharts order engine you have to maintain a true condition to maintain that order in the queue, right? how to do it if I do not know what order is on the market or reject? Easy when you have only one signal to follow more complex for many.
Henry I do not have a complaint, I already have 3 lifetimes licenses and ready to buy another, I always work to help your dev team to make a more powerful software.
it's easy to make a winning stategy if you have two success keys : orders and money management ...
MC 12 have already all internals informations, (see Log tab) just to need more sharing with Powerlangage, and the most important thing is to know witch order was attached with an event...
i can always find a workaround , hook api messages or Windows, but you will do better job than me, and for every customers.
The treatment of order events is a big step, I read again my post on the subject and in 2015 you promised me a total management orders with MC 9.1.
With Multicharts order engine you have to maintain a true condition to maintain that order in the queue, right? how to do it if I do not know what order is on the market or reject? Easy when you have only one signal to follow more complex for many.
Henry I do not have a complaint, I already have 3 lifetimes licenses and ready to buy another, I always work to help your dev team to make a more powerful software.
it's easy to make a winning stategy if you have two success keys : orders and money management ...
MC 12 have already all internals informations, (see Log tab) just to need more sharing with Powerlangage, and the most important thing is to know witch order was attached with an event...
i can always find a workaround , hook api messages or Windows, but you will do better job than me, and for every customers.
Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Can users please please please review this stop order placement bug in MC12 when backtesting.
I've spent hours demonstrating it to MC and they are stonewalling me.
It is a very major bug indeed:
viewtopic.php?f=1&t=51323&p=129900#p129900
I've spent hours demonstrating it to MC and they are stonewalling me.
It is a very major bug indeed:
viewtopic.php?f=1&t=51323&p=129900#p129900
- Henry MultiСharts
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
We understand these limitations, but unfortunately at the moment we cannot provide any ETA for introducing the new backtesting/auto trading engine:Hello Henry,
The treatment of order events is a big step, I read again my post on the subject and in 2015 you promised me a total management orders with MC 9.1.
With Multicharts order engine you have to maintain a true condition to maintain that order in the queue, right? how to do it if I do not know what order is on the market or reject? Easy when you have only one signal to follow more complex for many.
Henry I do not have a complaint, I already have 3 lifetimes licenses and ready to buy another, I always work to help your dev team to make a more powerful software.
it's easy to make a winning stategy if you have two success keys : orders and money management ...
MC 12 have already all internals informations, (see Log tab) just to need more sharing with Powerlangage, and the most important thing is to know witch order was attached with an event...
i can always find a workaround , hook api messages or Windows, but you will do better job than me, and for every customers.
http://www.multicharts.com/pm/viewissue ... no=MC-1497
- Henry MultiСharts
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
We are re-evaluating this matter.Can users please please please review this stop order placement bug in MC12 when backtesting.
I've spent hours demonstrating it to MC and they are stonewalling me.
It is a very major bug indeed:
viewtopic.php?f=1&t=51323&p=129900#p129900
- Smoky
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Henry , i can't wait, but i don't need a complete new engine, only add the same logic event for 'Sending Order" and we will track every orders ...We understand these limitations, but unfortunately at the moment we cannot provide any ETA for introducing the new backtesting/auto trading engine:Hello Henry,
The treatment of order events is a big step, I read again my post on the subject and in 2015 you promised me a total management orders with MC 9.1.
With Multicharts order engine you have to maintain a true condition to maintain that order in the queue, right? how to do it if I do not know what order is on the market or reject? Easy when you have only one signal to follow more complex for many.
Henry I do not have a complaint, I already have 3 lifetimes licenses and ready to buy another, I always work to help your dev team to make a more powerful software.
it's easy to make a winning stategy if you have two success keys : orders and money management ...
MC 12 have already all internals informations, (see Log tab) just to need more sharing with Powerlangage, and the most important thing is to know witch order was attached with an event...
i can always find a workaround , hook api messages or Windows, but you will do better job than me, and for every customers.
http://www.multicharts.com/pm/viewissue ... no=MC-1497
like this :
Code: Select all
vars: intrabarpersist MyStatusOrder(0), intrabarpersist StatusOrderSend(0);
StatusOrderSend=SendOrderAction; // Same logic than other Order Event
if StatusOrderSend <> 0 then // NEW SENDING ORDER
begin
if StatusOrderSend > 0 then // 1 = buy
begin
MyStatusOrder=1; // BUY IN QUEUE
mots=mots+"SENDING BUY";
end
else
begin
MyStatusOrder=2; // SELL IN QUEUE
mots=mots+"SENDING SELL";
end;
end;
- Henry MultiСharts
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Smoky, the current AT/BT engine does not support that and does not have this information, That is required to develop a new engine as specified above. If you want to discuss it or suggest something about it - please do that in the corresponding PM entry.
Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Hi,
The highlighted needs replacing with the following:
"Convert stop orders intended for immediate execution to market/limit orders"
And drop the second option all together.
A stop order includes both stopmarket and stoplimit. The key part being "stop". All exchanges I trade on reject stop orders if their trigger price implies an immediate execution. Some brokers will make the conversion on their end before submitting to the exchange (if they do, then your broker isn't giving you DMA/Sponsored access).
I think there is some confusion from MC as to what a stop limit is. A stop limit is very similar to a stop market. "Market" means any price, for immediate execution. Note: CME don't technically permit market orders....instead the command "market" means send a limit order at the most extreme price allowed to maximise the probability of execution. "Limit" means specified price or better, BUT critcally is also intended for immediate execution, unless you miss the market and price is now worse than limit price. Ie both stopmarket and stoplimit mean: if triggered...send an aggressor, liquidity taking order. The limit version offers some protection at the risk of missing a fill, that's all. They are both trigger+aggressor orders. It is impossible to submit a stoplimit order as a trigger+passive order....it gets rejected..... limit price must be equal to or greater than trigger price.
The rejecting of a stop (market or limit) is only in relation to the trigger price. Therefore having these two boxes is redundant.
It is also very strange that the wording of the second option is so different to the first:
"Convert stop limit orders into limit orders if stop price is hit upon order placement"
Just drop that and change the first one to:
"Convert stop orders intended for immediate execution to market/limit orders"
Thanks.
The highlighted needs replacing with the following:
"Convert stop orders intended for immediate execution to market/limit orders"
And drop the second option all together.
A stop order includes both stopmarket and stoplimit. The key part being "stop". All exchanges I trade on reject stop orders if their trigger price implies an immediate execution. Some brokers will make the conversion on their end before submitting to the exchange (if they do, then your broker isn't giving you DMA/Sponsored access).
I think there is some confusion from MC as to what a stop limit is. A stop limit is very similar to a stop market. "Market" means any price, for immediate execution. Note: CME don't technically permit market orders....instead the command "market" means send a limit order at the most extreme price allowed to maximise the probability of execution. "Limit" means specified price or better, BUT critcally is also intended for immediate execution, unless you miss the market and price is now worse than limit price. Ie both stopmarket and stoplimit mean: if triggered...send an aggressor, liquidity taking order. The limit version offers some protection at the risk of missing a fill, that's all. They are both trigger+aggressor orders. It is impossible to submit a stoplimit order as a trigger+passive order....it gets rejected..... limit price must be equal to or greater than trigger price.
The rejecting of a stop (market or limit) is only in relation to the trigger price. Therefore having these two boxes is redundant.
It is also very strange that the wording of the second option is so different to the first:
"Convert stop limit orders into limit orders if stop price is hit upon order placement"
Just drop that and change the first one to:
"Convert stop orders intended for immediate execution to market/limit orders"
Thanks.
Last edited by wilkinsw on 27 Jul 2018, edited 1 time in total.
- Henry MultiСharts
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
wilkinsw, thanks for your feedback. It has been forwarded to the dev team.
Re: MULTICHARTS 12.0 RELEASE CANDIDATE
I really like the new MC12 optimiser so far.
Great work with the improvements made to the incremental GA!! Incremental GA + customising crossovers + number of cores allocation = massive scalability and opens up the use of big servers for lots of parallel GAs.
Just a couple of small things.
You may have already noticed the spelling mistake: I love the fact that optimisation settings (population and gen sizes) are now remembered. What would be even better is if the optimisation space (inputs and ranges) and also the population and gen sizes could be saved without having to start the optimisation first. Maybe add a save button or an exit button in addition to cancel. Sometimes i can spend 15min setting up an optimisation, start it, maybe have a MC or the computer crash and then have to respec the optimisation settings again from scratch, which is frustrating when it happens.
The "strategy info" popup in the optimisation report is a very cool addition too.
Great work with the improvements made to the incremental GA!! Incremental GA + customising crossovers + number of cores allocation = massive scalability and opens up the use of big servers for lots of parallel GAs.
Just a couple of small things.
You may have already noticed the spelling mistake: I love the fact that optimisation settings (population and gen sizes) are now remembered. What would be even better is if the optimisation space (inputs and ranges) and also the population and gen sizes could be saved without having to start the optimisation first. Maybe add a save button or an exit button in addition to cancel. Sometimes i can spend 15min setting up an optimisation, start it, maybe have a MC or the computer crash and then have to respec the optimisation settings again from scratch, which is frustrating when it happens.
The "strategy info" popup in the optimisation report is a very cool addition too.
- Smoky
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
reminder : My strategy orders (reversal order buy / sell market 1 contract) are not send to my broker IB. They don't have order ID they are not in order tab or in chart.
log tab was filled with warning messages: I found this on IB API :
ok i change my setting to this :
Good no more warning but my orders still ignored by MC12 order engine.
i made lot of tests : on paper trading i run same stategy with same data and orders are on charts and order tab !
i made indicator with the same signal logic green and red dots are ploted on right place for buy and sell , signals run in same time but still not order on market !
My reverse buy orders start to be ignored at 10:06:08
Henry i email You my tradeserver logs, and some screenshoots to show you this issue.
log tab was filled with warning messages: I found this on IB API :
ok i change my setting to this :
Good no more warning but my orders still ignored by MC12 order engine.
i made lot of tests : on paper trading i run same stategy with same data and orders are on charts and order tab !
i made indicator with the same signal logic green and red dots are ploted on right place for buy and sell , signals run in same time but still not order on market !
My reverse buy orders start to be ignored at 10:06:08
Henry i email You my tradeserver logs, and some screenshoots to show you this issue.
- Henry MultiСharts
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
You may have already noticed the spelling mistake
Thank you for noticing that. We will have it corrected.Also where it says populations below, it should really say generations
- Henry MultiСharts
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Re: MULTICHARTS 12.0 RELEASE CANDIDATE
Please provide the information I have requested and continue the communication via email.reminder : My strategy orders (reversal order buy / sell market 1 contract) are not send to my broker IB. They don't have order ID they are not in order tab or in chart.
- Henry MultiСharts
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- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times