MultiCharts: Trading Software for Automated Trading and Backtesting

ts2mc

Hello,
since i upgraded from MC 5.5 to MC 6 i get this error:
"your pc is running out of memory".

I have not raised the barnumber in my charts and also
i can't see low memory in taskmanager.

what is the reason for this and how to get rid of this message ?

thank you

ts2mc

Forgot to mention:
my datasource is IB. When closing TWS and then MC, MC closes.
Otherwise, tsserver.exe process remains.

ts2mc

Hello,
i very often have the problem that processes

tsserver tsvncache and quotemanager

are not terminated after closing quotemanager and multicharts.

Anyone know the reason ?

MC 5.5 latest build.
thank you

ts2mc

i have no ticks for this symbol as IB gives only historical timebased data (1 min). i thought that exactly this, testing min bars like tick data, is the purpose of intradbar order generation. it is really not much want i want: to be able triggered an order or get a filled within High and Low of curr...

ts2mc

Hello TJ,
each time i enable precision 1 tick (magnifier)
i get an error and this feature is disabled.

the tick that should give the fill, is an open tick.

ts2mc

Hello, in my backtest , i have intrabar order generation enabled for 1 min 6EH0 bars. Each script call is written to a logfile [LOGFILE] (see below). Also each action. As you can see, my mc script initiates a short trade at 1.510000 the script command is: SellShort ("Short") NbrContracts contracts n...

ts2mc

do you know how to place orders on open of each new bar ?
(bar with # current script is called, not next bar)

ts2mc

this bar at close means for me the current simulated tick of the bar. so at the current simulated (intrabar generated tick ) price. MC uses 2 methods to break down a time based bar into ticks as far as i know: for down candles it assumes: 1 tick open 2 tick high 3 tick low 4 tick close for uo candle...

ts2mc

hello TJ, i am doing backtest and want orders placed on IB account. I do not want to user inbuild OrderAutomat of MC, i use my own dll placing orders. basically, if i send Buy ("Long") NbrShares contracts this bar at close; i want this order being filled in backtest and for real trading i will place...

ts2mc

I want my orders being placed on first tick (open) of new bar. my bars are timebased 1 min. in order to capture the open tick, i ask for if barstatus(1) = 0 then Buy ("Long") 1 contracts this bar at close; begin but i never get barstatus=0. always 1 or 3. furthe, when enable bar magnifier with intra...

ts2mc

thank you.
my failure was to select backtesting precision/tick as resolution instead of backtesting precision/intraday as my chart has minute resolution.

ts2mc

hello tj,
my resolution is 1 min bar.
i found a bugfix related to this in release notes of 5.5 beta3.
but i use release 5.5 (5.5.2723)

ts2mc

if enable bar magnifier, my seems not be computed as
MC chart window states "The strateg is awaiting data for bar magnifier..."

do you know the meaning ?

ts2mc

i want to see daily bars for EUR.USD back to 2005 from InteractiveBrokers. This works perfect in TWS charts. I know, there is may a difference between API and TWS. However, i thought MC is able to split requests over long timeperiods into smaller periods in order to load long historical periods. But...

ts2mc

hello TJ,
yes, it is backtesting.

ts2mc

Hello, have a problem: i need to send orders from within bar. for this, i switched to "intrabar order generation" on. i also need to place order at the current close of bar (which is actual "tick"), so i use "this bar at close". unfortunately, both causes MC to generate no trades. if i disable "intr...

ts2mc

Hello TJ, ok, i think i understand this now: if intradaybar update enabled, open of each script call for bar x is fix and the same as the open for the "historical" (completed) bar. Where close can be each price within the bar, high and low included. Whati need, is to enable the script to place a lim...

ts2mc

the open comes into play - as i assume - as any possible price between current bar open and current bar close. this is because i thought that intradaybar generation allows calls the script for each possible price between bar open and bar close. sample: the 1 min bar is open=5 and close = 8 then, i t...

ts2mc

Hello TJ, thanks for anwer. i tried your suggestion and found my orders still placed at open (next bar). i'd like to have a limit order placed (and as assumed as fill from backtest) once i initiate it. say my 1 min bar is open = 5 and close = 20 and min move=1 and my order price is 13, i like this o...

ts2mc

hello,
i have a signal placing orders:

Buy ("b1") MyShares contracts next bar at open limit;

i attached this signal to a 1 min bar chart and
switched intrabar order generation on.

however, my orders are always generated at open of 1 min bar.

any ideas what's going wrong ?

thank you

ts2mc

why don't go with InteractiveBrokers ?
It's realtime feed for FOREX is sufficient and above all a trading
client integrated with MC...

ts2mc

For me the advantage of wfbt is to check how optimization applies to real world. Let's say you optimize for NetProfit (NP) and your insample(IS) of NP is $ 1000 and your outsample(OS) (optimized strat. applied to real world) is -$ 500 then you define something like this: strength_of_optimization (SO...

ts2mc

Hello TJ,
thank you for answer.
1) symbol EUR.JPY, EUR.USD,USD.JPY, all IB
2) not sure, if daily charts updated realtime before
(currently, daily charts updating)
3) no
4) yes
5) session template is per symbol. so, if 5 min updates, daily should as well.

ts2mc

yes. thank you.

ts2mc

can anyone tell me where i can access to support chat
on my machine ?
thank you

ts2mc

hello,
have a workspace with 4 chart windows.
each chartwndow holds 3 symbols.
windows show timeframes 1 day,1 hour,5 minute,1 minute.
All charts get updated except those with daily bars.

Datasource = IB.

Anyone can help me ?

ts2mc

Hello, if those features already mentioned, sorry. 1. Autosize all subcharts In Multichart Chart windows - more than 1 symbol in Chartwindow -, you should be able to size all subcharts to same size automatically. (for instance via context menu: "Autosize Subcharts") 2. Arranging Chart windows in wor...

ts2mc

Hello, i still have some problems i don't want to be forgotten. 1. can't add an exchange with an abbreviation with more than 8 characters, like NYSELIFFE sample: add exchange abcdefghijkl, with abbr. abcdefghX -> won't work only abcdefgh is stored. Market data request will fail. 2. when open workspa...

ts2mc

adding exchange with Abbr. XXXXXXXX (8 x) is ok adding exchange with Abbr. XXXXXXXXX (9 x) fails. So exchanges with Abbr. > 8 chars can't be added. could you please fix this ? you can reproduce this by simply add new exchange with abbr. XXXXXXXX. it is saved. then edit and add 1 x. -> not saved M 5....

ts2mc

hello,
i can't show charts for contracts having this exchange.
please, what do i need to do in order to get help here ?

thank you

ts2mc

hello,
i did so. no impact. still can't add nyseliffe.

ts2mc

Dear Sir, You should add exchanges in QuoteManager > Tools > Exchanges. We've sent you the detailed instruction via email. Hello Andrew, got no email. Hopefully not lost in spam. In the past i got from your support. I did add exchange in Quotemanager. It seems quite simple: Tools / exchanges & ecn ...

ts2mc

hello MC, i want you to remember for this problem. (perhaps you are already on the way to solve this.) i can't load IB contracts in my charts that have for instance NYSELIFFE as exchange, because i simply can't add this exchange to exchange list. More general: it seems you can't add an exchange at a...

ts2mc

hello, i have tried to add october gold ZG (IB ds) to my symbollist. i did this by lookup . QM found many contracts by detail request from IB. I selected october contract which is not yet expired. so far so good. when loading this symbol in MC, MC lists this symbol but chartwindow reports "No Symbol...

ts2mc

hello,
thank you. i found it.

however, i wasn't able to add NYSELIFFE.
Press Add, doing setup, press Ok.NYSELIFFE not added to list.

ts2mc

thank you Andrew. but have a problem here: i have tried to add october gold ZG (IB ds) to my symbollist. i did this by lookup . QM found many contracts by detail request from IB. I selected october contract which is not yet expired. so far so good. when loading this symbol in MC, MC lists this symbo...

ts2mc

hello,
can we define continuous future contracts for IB (MC 5.5) ?
if yes, how to define for instance gold (zg).

thank you

ts2mc

Hello MC team,
indicators and may signals are good candidates to parallelize
calcuation.
do you plan to support nvidia/ATI cards or both ?

thank you

ts2mc

hello,
one solution is to make use of global variables which can be
accessed from all strategies.
a global variable could be exposed for instsance by a DLL loaded into
MC process.

ts2mc

hello Andrew,
i tried 2 times to send the stuff you required for.
its size is of 7.42 MB.

please tell me what to do.

ts2mc

want to remember to this problem

ts2mc

i follow john and say all the best for you Marina.
thank you for assistance. keep on the bright side of life.

ts2mc

yes, will remind next monday

ts2mc

thank you for information

ts2mc

Hello,
i'd like to ask, if you have any results here ?
thank you

ts2mc

Please stop to call bugs any things that look unclear for you. Let me comment your questions. I will try to be more careful here. on the other hand, i see some of my issues going to be lost in space. this is the reason i got a bit louder. - bug: settings for collecting realtime data lost very often...

ts2mc

i would like, but i can't find where to enter online help.
i remember to have a menu entry, something like "chat..."
but i miss it.

ts2mc

5.5 beta3

ts2mc

- bug: quotemanager reports "not supported" in column collect R/T
this can be solved, if you go to MC and switch to data server online.

ts2mc

i have exactly the same problem.
custom cirteria, optimization completes.
double click on a spefic run, say yes, close then hang.

my system is:

winxp, sp3, most recent updates, running i a virtual machine
vmware workstation 6.52, 2 GIG Ram, 2 processors.

ts2mc

- bug: settings for collecting realtime data lost very often. what exactly leads to this, unknown. (there is no setting to switch on for all symbols in all groups) - portfolio backtest settings asks for saving even if nothing has changed. - bug: portfolio backtest can't be run as option is disabled....

ts2mc

2. gaps in charts
they can be closed by
Format / Window / X - time scale / Show emtpy Periods

ts2mc

1. why can't the gaps get closed (IB datasource) Please try reload. 2. why do you skip those gaps in single charts ? this is simply confusing. i understand of course for tick-based charts but not for time based. It is an architecture’s issue. We removed the empty spaces to improve performance. We w...

ts2mc

the package attached contains the signal and the workspace.

by the way: each time you open portfolio backtester,
you need to explore your favor portfolio. it is not saved.

ts2mc

Hello Andrew,
i seems i have uploaded the package 2 times.

but if you compare screenshots within package:

gbp_jpy_1min_with_gaps
and
gbp_jpy_1min_without_gaps

you will see the difference

ts2mc

hello,
i have a chart with 6 symbols attached.
the 1. screenshot shows GBP.JPY with some gaps in this chart window.
another chart with GBP.JPY as single symbol has those gaps not.
2. screenshot.

i made a reload all data but this did not help.

ts2mc

i checked it and in fact, some of my symbols where set to default instead of 24/5. my fault, i apologize. (the trap here is, that always default session is set. so each time, you need to setup a symbol, you need to switch to your desired session. or is there a menu, where you can define your own def...

ts2mc

Hello Andrew, they don't. the screenshot demonstrates this.
this was the sense of the screenshot to show, there are
definitely GBP.JPY data available.
please, check now on your side.
thank you.

ts2mc

Hello Andrew, i see your argument with gaps and matching timestamp and agree of course. however, please look at a dump of another run below. this portfolio has 3 strategies each with 2 symbol pairs. all settings are the same, including max. bars back. there is in fact only 1 strategy, which makes an...

ts2mc

must correct myself. i had the hope it is solved but in fact it is not. my solution above works, since you have only 1 strategy attached. since you can only attach 4 more informational symbols at the maximum per symbol, you can only implement a strategy with a maximum of 4 dependent symbols. if you ...

ts2mc

ts2mc

Hello MC team, i setup a portfolio backtesting over 4 symbols. each symbol has a 2. symbol as datarow. the range over all symbols is 50 days back, based on 1 min bar. in a chart window, where i have attached all symbols involved, with exactly same settings as in portfolio (50 days back, 1 min bar), ...

ts2mc

Hello,
where can i find release notes of beta 3 along with fixes, please ?

ts2mc

hello,
anyone know the size in bytes of a variable declared like this:

Variables: MyVar(1);

thank you

ts2mc

hello MC team, 1. when do you dbl_click on an expression lke total_pl only total is selected 2. when intellisense makes a completion, the expression right of insertion point gets deleted. sample: mynumber then place left of my number cursor and type Num then select NumToStr and mynumber gets deleted...

ts2mc

hello, thank you for answer. my hope was not do any investigation as the MC team should able to give a definite information about this. the order of script execution and the kind of parallelistaion (each script processed completely before next or line by line or whatever) is very important if you ne...

ts2mc

hello, i'd like to know in which order the scripts are called. say i have chart1,5 min and signal1 attached and chart2,5 min and signal2 attached. assume, signal1 script is called first. question: is signal1 script processed completely before signal2 script gets entered and so on ? thank you

ts2mc

where is list of fixes please ?
where to download ?

thank you

ts2mc

cool, TJ

ts2mc

hello,
within an indicator or signal. how to retrieve symbol name
of data2 or data3 ?

thank you

ts2mc

- if you apply strategy to portfolio and backtest it, it can happen, that PB says: "tried to reference more bars back..." within PB (portfolio backtester) you can't change those settings (or change an input parameter). you need to open MC, attach signal to same symbol as in PB and then to change pro...

ts2mc

hello MC team, MC has still some restrictions hard to understand. allow me to point to this: - referencing plots. you use: Plot1,Plot2,....to make a plot. so fixed names. why not simply allow Plot[x], 0 <= x <= max. this makes it easier to define plots dynamically. (number of plots could depend on i...

ts2mc

hello, it seems, that portfolio backtesting does not allow to apply different signals or same signal with different parameter values to different symbols. it seems, that portfolio backtesting simply applies 1 or all signals to all symbols each with same parameters. this is not very useful. for insta...

ts2mc

this issue has been solved with an ibdata dll coming with next beta

ts2mc

Hello, if i start quote manager and MC and qm start to make request for historical data, it seems that MC chart only shows the realtime ticks so far. even after requests have finished, you have still the gap between time of startup and time of finished requests (so quote between seems to be lost) pl...

ts2mc

hello, when imorting ascii data, i can see all fields from .csv accurately displayed in preview table of quote manager. but i can't set the minute time resoultion (grey,insensitive). in may case, always 1 minute, where data in fact have 15 min bars. (screenshot) i did it like this: - create symbol m...

ts2mc

hello,
can you install 5.5 beta over 5.0 beta 2 or better reinstall.
if yes, what about your local market data ?

thank you

ts2mc

Hello MC team,
i want to ask you,
- if your API to feed MC with market data is open.
- if your API to generate orders (currently for IB only, i think)
is open
and if not, if this could be the case in future ?

thank you

ts2mc

All Existing MultiCharts users get MultiCharts 5.0 Gold for FREE. There is no need to pay anything to upgrade. Just download the software here: http://www.tssupport.com/support/downloads/multicharts.shtml MultiCharts 5.5 will be free of charge for all existing customers too. It will have the followi...

ts2mc

hello,
i am waiting for MC due to its famous feature of walk forward backtesting.
i have an MC5 license.
- what is the price for upgrade please ?
- when do you expect to release a mature version MC6 ?
- what is about database integration ?

thank you.

ts2mc

Hello Andrew,
export to ascii and reimport. well this costs many time many time
as you may know.
to keep database compatible for the next years version should be
a priority as people need data to test theirs systems back.

what's about tool that can convert data from old to new format ?

ts2mc

hello Andrew,
thank you. delete database is no problem for me, except how to do this ?
i mean, i want to keep my Forex,Stock,etc. Data (they go back many years)..

ts2mc

i mean NYSELIFFE can't be saved as exchange abbreviation as it
has more than 8 characters...

ts2mc

Hello Andrew, this USD MAY09 YI Futures YI MAY 09 is copied from description field. so 3 spaces. before if changed NYSE to NYSELIFE and MAR to MAY, i got data. Attention: the correct exchange is NYSELIFFE not NYSELIFE please try to add this exchange to list of exchange (MC5 beta 2) something is happ...

ts2mc

Hello Andrew,
i already did so. description:

USD MAY09 YI Futures YI MAY 09

i don't know if this could make a difference, but it seems
(according TWS) that the exchange has been changed from
from
NYSE
to
NYSELIFE

i have added this new exchange to quotemanager and selected it
for YI.

ts2mc

hello, just tried to make a rollover for YI. YI MAR -> YI MAY first, i have added NYSELIFE to Ex-ECN list. (copied from NYSE, changed ABBR) in quotemanager - changed MAR to MAY and set the correct expiry. - change exchange to NYSELIFE - connected qm (IB) reports no security found... please, - what a...

ts2mc

"I made mistake and said beta 6, but I meant MC 6 which will be released in a couple of months"

that is a long time on not really good news.

ts2mc

hello,
i am not sure if the new beta has walk forward backtesting
implemented ?
if not, is it still planed to do this ?
anyone knows this ?

ts2mc

Hello Andrew, i tried recently to get a contract run in quote-manager (posted this issue to support also). after changing some attributes i clicked ok, disconnect and connect and nothing was shown in the eventlog and this for more than 1 hour! either nothing happened or not all is logged. this is no...

ts2mc

i wish a more powerful logging mechanism,
especially to track what's going on on datarequest.
what request done, exactly with all details and
what errors returned from server.
in addtion allow to send this log easily as attachment for bugreport.

thank you

ts2mc

Hello Andrew, in the concern of IB data, allow me to repeat (you may already know): this makes a symbol unique on IB side: symbol,currency,exchange,expiry,multiplier,strike,right for STK,FUT,OPT,FOP and CASH, expiry format: YYYYMMDD (you can may also make unique requests by the pair localsymbol/exch...

ts2mc

hello guys,
i'd like to collect future data in 1 symbol.
when doing a rollover, i change description and symbol and
expiry in quote-manager. but the result is, that i see connected
"on" but no quotes coming in.
interactivebrokers data. it seems, request fails.

anyone has an idea ?

ts2mc

hello,
you need to do more accurate research by your own.
i just googled 1 minute and found a simple dll sample.

attached a simple win32 DLL without MFC (so should be possible
to be built with express eidition)

ts2mc

before checking the sample dll, simply look into the script how the DLL
is declard. this probably solves your problem.
it is simply the same as in TS.

ts2mc

probably ask very often...(sorry)

hello mc team,
when do you plan to release the next version where among other
features, the walk forward backtesting is implemented ?

thank you

ps: currently i use MC 5.0 beta 2

ts2mc

hi, find attached a simple mfcdll project for vs2008 along with an MC signal called sigdlldemo. be sure to copy mfcdll.dll into system32 (so that it can be found). the script loads dll and calls the exported function add. the result is printed to the mc console (power language editor) tested with MC...

ts2mc

hello, thank you for MC, it is really a great application. some annoying behaviour in editor of power language. - when select text with mouse, the editor makes his own decisions what to select, for instance selects more to the left. this is not desired. mouse selection means mouse selection. (for do...

ts2mc

Hello MC, i tried again data load as described in previous post. i did this for EUR.USD IDEALPRO. to get my data back, i deleted chart for EUR.USD 5 min, created new chart and requested again. still fails! i looked in to trace of QuoteManager (IB...log) and found [02/11/2009 21:28:20] TWS error mess...

ts2mc

hello, when loading 5 min bars, 10 days back from IB, all works fine. then switching to 1 hour 100 days back, nothing happens. after waiting ~ 20 min, switch to 1 day 100 days back. nothing happens. then switch back to 5 mins. 10 days back, nothing happens. so normally, data previously loaded should...

ts2mc

thank you ABC, thank you

ts2mc

thank a lot for this more general function

it would be a good idea to provide something like libraries
where you can group functions of a specific subject (to my dear MC).

ts2mc

Hello TJ, finally got it, thank you: inputs: ELTime(NumericSimple),GMTOffset(NumericSimple); variables: NewTime(0); NewTime = ELTimeToDateTime(ELTime) + GMTOffset / 24.0; TimeShiftGmt = DateTime2ElTime(NewTime ); (to MC team, allow me to mention: ELTimeToDateTime and DateTime2ElTime (2 <-> to) is no...

ts2mc

hello,
tskit.dll is a DLL providing TS objects in custom DLLs.
is there something similar for MC. if yes, where to find it ?

thank you

ts2mc

hello tj,
thank you for reply. these docs are useful in any case.

however, i found nothing in the documents about i am looking for.
perhaps i have tomatos on my eyes.
if you know a document and/or chaptor i would appreciate
to know them.

ts2mc

hello,
i found nothing about in the help.

i need a function that allows me to add an hour or minute, etc, to
a given datetime and that returns a valid date.

any idea other than using an external DLL in order to solve this,
is welcome.

thank you

ts2mc

Hello, i appreciate to use my GlobalServer from TS2000i with MultiCharts. However, i'd like to discard GlobalServer for future and to proceed with IB-Datafeed and Quotemanager only. i can't find a method to import .xpo data or to move all my Data from GlobalServer to MC . what is the smartest way to...

ts2mc

Hello,
anyone knows a function that returns the GMT offset of local time ?
thank you

ts2mc

Hello,
how do i know if my setbreakeven closed out position ?
thank you

ts2mc

hello experts, have a signal, say based on 5 min chart. want to place a buy entry order at price x, where open <= x <= close or close <= x <= open, so the price is within bar. what is the correct order command in order to do this or what settings do i need in addition ? if intrabarordergeneration = ...

ts2mc

hello,
most probably, the symbols are different by multiplier.
to identify those contracts, you need to specify multiplier.

ts2mc

Hello experts, please put a look at this indicator code: Variables: Legend(""); Plot1(123,Legend); causes compiler error Wrong plot name or missed ')' where Variables: Legend(""); Plot1(123,"Legend"); causes no error. it seems, that the compiler does not treat var. Legend as string and/or can't cast...

ts2mc

hello, sorry, but this does not solve my problem. indicators have input parameters. i want make the number of plots dependent from an input parameter (1 <= ip <= 999) and i want to avoid to code something like if ip = 1 then begin Plot1 end else if ip = 2 then begin Plot1 Plot2 end .. and so on as t...

ts2mc

hello experts,
within indiciators, you can define your different plots by using
keywords
plot1....plotN
this presumes, that number of plots does not depend on input paramters.

what, if you need a dynamic number of plots, so instead of
plot55 plot[55] or plot ?

anyone knows a solution ?

thank you

ts2mc

Hello Marina,
thank you very much (especially for reference tip)
2 comments:
- MAXSIZE is nowhere explained (what is its value ?)
- it seems powerlanguage excepts only maxsize

ts2mc

hello experts,
i need a function that populates an array.
my problem is:
it seems functions can't return array values.
it seems function can't accept array as parameter type.

so, what is the solution please in order to populate an array
and to use this array outside the function.

thank you

ts2mc

Hello,
found nothing in the help about.

i need to apply signal 1 to symbol 1 only and signal 2 to symbol 2 only
in the portfolio backtesting. is this possible at all ?

thank you

ts2mc

Thank you TJ,
but i think

2. use the 2nd symbol as data1 in strategy "B"

is not possible as you can signals apply only to symbol 1.. ?

ts2mc

Hello,
is there any way to apply a signal to the 2. symbol of chart ?

thank you

ts2mc

Hello, i have still a problem: i can get prices for symbol 2 in a signal that has been applied to a 2 symbol chart, but i don't know how to place orders for this 2. symbol. this statement fails: Buy ("LE2") of Data2 This Bar on Close of Data2; this as well: Buy ("LE2") This Bar on Close of Data2; i ...

ts2mc

hello, have a problem with point. pointvalue is ok. this statements gets an error: Print(Symbol," pv=",NumToStr(PointValue,5)," p=",NumToStr(Point,5)); ------ Compiled with error(s): ------ syntax error, unexpected 'point', expecting ')' errLine 1, errColumn 59, errLineEnd 1, errColumnEnd 59 what do...

ts2mc

Hello,
i think i found it.
the key is
data n
where n is the ordinal number of the symbol in your multi symbol chart.

sample:
Print("s1=",symbol ," s2=",symbol of data2," close1=", Close, " close2=", Close of data2);

ts2mc

Hello,
is it possible to handle 2 symbols in 1 signal that way,
that the signal is called each time a candle of one of the signals
has closed ?
(presumed both symbols have same time-frame).

or, if not, is it possible to access within a signal to prices of
other symbols ?

thank you

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