MultiCharts: Trading Software for Automated Trading and Backtesting

janus

I've started to look at cumulative delta in MC and it concerns me there are inconsistencies with other platforms. Is there any update on this?

Also, other platforms do not reset the cumulative delta at the start of each session but MC does. Is there a way to turn the reset off?

janus

I had a quick look at SAXO's SaxoOpenAPI solution to interface trading platforms. It is a REST API on the HTTP protocol with streaming support very similar to the way that IG Markets does it.

janus

Hi Henry. They already have two APIs, REST trading and streaming based. Please see https://labs.ig.com/
I've already written a crude REST based order interface using Python and a DLL stub almost a year ago. I'm sure your programmers can quickly develop complete IG Markets integration for MC.

janus

So when will the same sort of support be afforded to IG Markets? On PM there is as much if not more interest for IG Markets.
See https://www.multicharts.com/pm/public/m ... ues/MC-517

janus

It would be far better for MC to develop native integration to IGM to make use of all the features and options. My feeble attempt using a DLL stub and Python scripts only provide rudimentary order sending and checking but not using the streaming method, which would be better. There is already a requ...

janus

If you are still having problems it might be because the third party software handles arrays by reference differently. That will determine whether you need to pass the array by reference, pass an array of references to the array in question, or by pointer. Passing strings is more complicated as it d...

janus

Hi rockaphonics. Are you already using separate Desktops in MC? If not that might be a way to improve the performance provided you don't exceed the physical memory limit. See https://www.multicharts.com/trading-software/index.php/MultiCharts_Work_Area#Understanding_Desktops Also I've noticed sometim...

janus

I have received some interest; but not enough as yet to justify implementing a full solution (order and data). I've started to develop an API for placing and checking order status, which is all I need at the moment. It is in fact not that hard to do. The data streaming part is also not that hard for...

janus

I have found the following. Although City Index is a wholly owned subsidiary of GAIN Capital, I suspect they offer two completely different technical solutions. The MC solution as documented provides an interface to the Futures and Options service GAIN Capital provide. It uses an old style OEC API i...

janus

Is anyone using City Index to trade CFDs via MC? I understand they have dropped MC support for Gain Capital's Forex.com trading. However, City Index does provide CFDs for shares, indices, Forex, commodities, etc..

janus

A request to interface IG Markets with MC has been under review for some time now. I’ve studied the documents on IG Markets’ site and there are two ways to do it. They are REST trading and streaming APIs. I was thinking about using the first method because it would suit my needs but I might find rea...

janus

Thank you Anna. I find the line break chart style effectively is doing what I need when I set the number of line breaks to 1.

janus

Most traders who have used Renko style charts know the close of each Renko bar is not necessarily the real close. Thanks to MC it does have the option to print the real open. In that case the close of a Renko bar could be determined by using the open of the next bar. It might not be 100% accurate bu...

janus

For those who get the following compiler error even for an empty study: compile error:"line 0, column 0" I found a simple fix that might work for you. I detected the stray file below and I deleted it. C:\ProgramData\TS Support\MultiCharts64\StudyServer\Studies\SrcCpp\Indicators\ia_a23~1.dll Afterwar...

janus

Over the past year I had the same issue 2-3 times. It lasted only a few minutes though. At the same time though my TWS connection to IB was fine. A grace period would be nice to smooth out any minor interruptions.

janus

It can be changed higher values in windows system setting to avoid this issue

Yes I read up on the procedure to do that but decided to take the MC Desktop option as it's more appealing to me.

janus

I think I understand what you are asking for but not sure. You sound like you have a number of different trading strategies within one study but you only want to select one or more of them to send orders to the broker, while the rest place a entry/exit symbol on the chart to simulate "dummy" orders....

janus

Yes Janus. I have start multiple MC to do so to avoid this issue. But how do I know I start a new instance of MC as I see there is only client id connected with ib gateway, sometime there are several client ids connected with gateway? What is proper method to start multiple instances of MC? Use MC ...

janus

When I load up 55 workspaces (which is much higher than my normal no. around 20), it shows MC use 8XXX GDI . No error message for over the max limit. 8XXX GDI objects, meaning over 8,000? That I believe is above the GDI limit of 7,500 built into MC64, unless it has been changed lately. I'm using Mu...

janus

I cannot find the details tab in Win 7 but thanks for your help. I find a small app in internet for looking GDI called "GIDView". If you have interest, you can download it from http://www.nirsoft.net/utils/gdi_handles.html. Yes I found that little program too but decided to write my own. Attached i...

janus

Check that the number of GDI objects is not getting too close to its maximum. I had similar issues before seeing the Multicharts "reached the maximum capacity of 9500 active GDI objects" popup message. If necessary run multiple MC Desktops to split the load.

janus

As suggested by the previous poster the only thing you can do is to place appropriate orders at the broker end in case you lose the connection. In fact it's extremely dangerous not to have some sort of fail safe stop order in place at the broker if you have open positions. What I do with my studies ...

janus

I find I can overcome the pacing violation by resetting the connection to the data farms using Ctrl-Alt-F and/or forcing TWS to reconnect using Ctrl-Alt-R. These keystrokes are performed for TWS, not MC.

janus

I have just been informed by IB support that they have resolved an issue I have been witnessing with the ASX exchange producing phantom prices under certain conditions. The release of the fix is tentatively on this Friday. The fix applies to all combo-to-combo trades of ASX. ASX confirmed that the b...

janus

Given sessions can't be longer than 24 hours the best you can do is to use the attached screenshot. It splits Friday and Monday though into two sessions. I can't see any way you can combined Friday night and Monday daytime into one session. If it's important enough you can try to request MC to add a...

janus

Please see attached images. SFE-AEDT is for daylight saving time.

janus

Do we still need to download the fix for Free quotes after installing MultiCharts 10.0 Release 6 builds 14349/14352?

janus

Hi, I notice MACD2[0] and MACD2[1] have the correct values, as I checked that if I plot Data2 (i.e. 10min bars) by itself in its own chart window and apply MACD, I get the same values. However, when I try to obtain the values of MACD2[2], and MACD2[3] from the chart with 1min and 10min bars, these ...

janus

2. What are limitations of DLLs in regards to interacting with Multicharts and creating new windows? I believe the MC.Net environment is better for that sort of work although I still use standard MC for all my DLL work. I used to have my own control panel interface for MC. It was a standalone progr...

janus

Success!

janus

I found it much easier to keep track of multiple exits by first submitting separate entry orders with different entry labels. Then I use PosTradeEntryName to keep track of the specific order of interest. I use multiple entry orders anyway as my trading strategy enters the market more than once depen...

janus

@Janus The order is sended only once. But without setting the flag-variable with IntraBarPersist the condition = true via mouseclick will not persist. I was just warming you that using the same code for market orders may risk duplicate orders being sent and filled in real-time depending on the prop...

janus

Yes limit (and stop) orders have to be sent repeatedly until filled. Market orders (entry or exit) however only need to be sent once.

janus

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...

janus

If anyone can't wait for the fix, you can work around it to some degree at least by adding an instrument that's very liquid, and place it as data series 2 (or more if you are already using more than 1. I'm using the e-mini futures contract on GLOBEX as the secondary driver. A Forex instrument probab...

janus

I tried a test as follows: buy 1 contract then place a sell stop well below the entry. With RecalcLastBarAfter(1) the Order and Position Tracker displays the stop order as stable when there is no activity (ie, no update tick). As soon as an update tick arrives the stop order is cancelled and a new o...

janus

Hello howg0924, This case is being studied by our development team. This is indeed a serious issue. I will now have to check if a similar issue occurs with stop orders. Henry please also pass this to the development team to check if it's OK with you. I will try to check myself when the markets are ...

janus

I've been experiencing the same issue with MultiCharts64 Version 9.1 Release Build 12411 and the previous one but not earlier editions. I find the session break re-appears after I do a reload. I also notice that when I start MC in between sessions the session break is there. However, as soon as the ...

janus

Janus, I appreciate your efforts. To drag something in a DOM gives me acute abdominal pain, except vertical moving of already set orders. I agree, which is why I didn't mentioned it before as I knew of this method. It's a clumsy way to place orders, especially if you are in a hurry. That's why I mu...

janus

Ben, you have to drag the LMT icon over to the level where you want the LIMIT order placed, not just select it and click on the level. It matters not which icon is selected prior to the single-click on the DOM to enter an order as they are not linked in any way. They are two separate features.

janus

Janus, I see you do not understand the issue and it is fine. I see now what you are getting at. It's a timing issue especially for very fast moving markets such that when you are about to place a specific order type through DOM the order type ends up changing. The SHIFT+LEFT mouse click resolves th...

janus

You should really ask yourself why my software is forcing more to a 2 mouse click for buying 2 contracts at 15.000 while 1 contract offered @14.995 and 1 contract offered @15.000 and just 1 mouse click by going 14.995 bid ? That is hilarious !!! So my latest suggestion to use SHIFT+LEFT click to su...

janus

Just by accident I found another way to send a buy limit order. With the SHIFT key depressed you LEFT click on the buy side. A window pops up for confirmation but that can be skipped on subsequent orders by "Do not ask me again" tick box. Is this adequate for your requirements?

janus

If you make a single left mouse click with 50 contracts at 15.000 or above the best ask price, MC wont send and set a <LIMIT> order at 15.000 for 50 contracts. It will send and set a <STOP MARKET> order at 15.000. Yes a single left click will send a STOP order. How many times do I have to say this....

janus

OK, then what's the problem with just using a normal buy limit order? It all can be done with one click now. I must be thick.

janus

...but the first issue is to understand the differences between the terminologies:

LIMIT
STOP
STOP-LIMIT

Who doesn't?

janus

I went back to the original post: Related to the following screenshot, how I would be able to buy 50 contracts (just an example) @9547 at limit and without a market order with one mouse click and without being forced to change the order size on a second mouse click and further confirmation ? As depi...

janus

I just checked and as it turns out there is a much simpler way if that's the intention. To buy at the best ask price with some room to allow for a complete fill up to an acceptable price level all one has to do is RIGHT click at a suitable limit price on the left side (blue column) of the DOM and se...

janus

If that is the case (I did think of that too) then all one has to do is set say the stop-limit BUY order such that the stop is at or below the best ask price and the limit is set to the worst price that is acceptable (as explained earlier). A simpler order type for this scenario is a market-to-limit...

janus

Yes I have done that some time ago. It uses the DOM_* keywords to collect the information, starting with DOM_askscount and DOM_bidscount to determine the number of levels (not all instruments have 10 levels) then use DOM_asksize and DOM_bidsize to retrieve the market depth values for each level, and...

janus

Again, lets stay with the example and as simple as that, you just do not have a clue about the issue and you, plus the members who thanked you for your answer, do not realize the disadvantages how the <LIMIT> order above or below the market in the DOM is designed and implemented. First of all, a <L...

janus

You clearly do not understand. Let's make it clear with the example in the entry post. Your example shows you have a limited understanding of how a stop-limit order works. Using your scenario you would enter a stop-limit buy order above the market with the stop set at 9547 and the limit set at say ...

janus

You asked how to place a buy-limit order above the best ask, and I said you can do that with a stop-limit buy order. What part of the answer don't you understand? If it's something else you require please clearly specify your requirements.

janus

What you are asking for is a stop-limit order, which is available as the green STL button. In your case you place it above the market and it becomes a buy stop-limit order. Once the market reaches that price the order becomes a limit order to buy at the limit price or better.

janus

You can do pretty much the same thing with most other languages using DLLs. I've done it with FreeBASIC.

janus

By definition bi-dimensional means two-dimensional. As far as I know you can't create dynamic multi-dimensional arrays in EL.

janus

Trim, I have noticed one issue with the chart you have supplied. The times in the comments do not align with the time axis on the chart. For example the 16:15:01 fill occurred sometime after 16:30 according to the time axis. Can you please explain the discrepancies?

janus

I agree trim, the risk is too high and this must be investigated. I can't offer any suggestions other than to try and replicate it. If necessary, you should write a little loop to enter and exit using the same type of AMP execution orders. If your simulation account runs out of money then hopefully ...

janus

I have just been notified that the PM feature request http://www.multicharts.com/pm/viewissue.php?issue_no=MC-1080 has been declined. Please reconsider this decision. This is an absolutely vital issue. There must be a protection for unintended shut down, and I do not want to confirm 10 times the "s...

janus

I've noticed on the TWS download site there are two versions. One is the auto-update version and the other does not auto update. The latter is called the "offline TWS". The description says: The offline installer contains everything needed to install and run the selected TWS version. The Offline ins...

janus

OK, I'll do that. Thanks.

janus

I've noticed that the new TWS software automatically updates itself. I haven't checked but I presume one could go back to the previous release if necessary. I can see a potential issue where something is broken and MC won't work with it properly after an update, unless this can never happen because ...

janus

Hmmm...it would be great for someone else to chime-in here on the exact scenarios where 64 bit is completely justified over 32 bit. I switched to 64-bit not long ago because I got sick and tired of seeing "out of memory" messages as I added more and more charts. Given I have 12 GB RAM I thought it ...

janus

janus, If I understand it correctly, GVSetNamedXXX/GVGetNamedXXX pair utilizes asynchronous passive pooling internally, there's no way that you put one to sleep. That being said, checking variable update_1 before actually updating variable xxx_1 might be unnecessary and thus variable update_1 might...

janus

Yes I also thought of GetAppInfo(aiAppId) but it's not much use to the "receiver". How will it now which chart window it came from? That's why the "sender" indicator using an input variable with a unique predefined number as I illustrated would work. The user can then write code knowing which indica...

janus

This is the way I would do it. I would be set the reference input value for one chart indicator to 1 and the reference input value for the other chart indicator to 2. Let's call this input variable "id". That way the "receiver" can determine which of the two sent the message by checking the correspo...

janus

Not sure. I use another approach by setting an input variable for each indicator to a unique number and constructing a named integer that incorporates that number. That way the "receiver" can check each broadcasted value. I also use another named integer to inform the "receiver" when there's a new u...

janus

Any update from MC on this? I rely on Renko charts a lot so I won't bother upgrading to the latest version if Renko bricks are not correctly built.

janus

According to the Wiki site, MultiCharts 32 bit databases are incompatible with MultiCharts 64 bit. I was hoping they were compatible a long time ago but after reading that note, I didn't even bother to try to share the database between 32/64 bit versions of MC. As for sharing between MC.PL and MC.NE...

janus

My experience is from other languages, such as VB and a little C++. I suppose I can have the same argument as to whether MC.NET and MC.PL should be merged or not. I can see certain market advantages to merging them - the main one is it would attract more customers with a price entry point comparable...

janus

Note that TS tick data is poor quality. If you must stick with IB as a broker (I feel bad for you), definitely use IQ Feed for your data feed. Cheaper, clean&quick, and reliable history. That may be so but IB's is much worse according to those I know who used both. As for using IQ, I can't. It does...

janus

Oh that pacing violation. It's very annoying; almost enough for me to look for another data provider but still use IB for trading. Another point to note is IB does not offer true tick data as hinted above (eg, blocks of x ms). From my understanding TS does provide true tick data for those who need i...

janus

If you have 2 hours of historical data missing on your IB charts - the reason is the new Java 7, 60/65 Update.

So, does the recent MultiCharts 8.8 Release 5 minor upgrade fix this Java issue? After applying it can we use the latest Java 7? Thanks.

janus

This behaviour also results in all sorts of timing issues when working with multiple timeframes. Best solution in my opinion would be that data1 is always leading with using values calculated on other timeframes and in the case someone would like to not use data1 as leading, you can use the "if bar...

janus

Hi Javamarket, I have had similar frustrations with how multi timeframe is handled. On the other hand, I have managed to solve most of my problems with ADE and Global variables. It works but I would not call it elegant. regards Same here but I would call it elegant as it has its own advantages. Bes...

janus

Note that Java 8 tentatively has been released so perhaps it's not worth worrying about trying to get MC to work with Java 7 u65 and instead wait and see when Java 8 is released fully and stable.

See https://java.com/en/download/faq/java8.xml

janus

MultiCharts 8.8 Release 3 is a minor upgrade that includes the hot fixes for issues in 8.8 Release reported by our customers and some minor improvements along with the all new features of MultiCharts 8.8 Release. >>>MULTICHARTS 8.8 RELEASE – WHAT’S NEW<<< >>>Go to Download Page<<< When I use the "C...

janus

This is a know issue. Here's the response I got some time ago from Dave:

The problem has been confirmed and added to our fix list. Thank you for reporting.
If you have any further questions, please do not hesitate to contact MultiCharts.
Best Regards,
Dave Masalov

janus

I can't wait to use some of the new features. Well done!

janus

OK, I will prepare the information and send it to the specified email. Thank you for your support.

janus

Our further analysis has shown that there is indeed a better way. ASCII mapping data source is also able to build a minute bar out of 1 tick data, same way Universal DDE can do that, I am sorry for previous misinformation. I have double checked that with MC 8.7 Release & 8.8 beta 2. That means you ...

janus

That's good to know. I definitely had major issues a couple of years ago. Perhaps they changed their mind, or it wasn't kept up-to-date. The problem I had was it would work for one or two trades then stop. This is despite the fact it was working fine with the simulation account.

janus

2. For everybody: you can use the Demo Account . No registration is required. It processes your order just like a real account, but it streams old data only. Also, it's only meant for manual trading to become familiar with TWS. It's broken when used with automatic trading systems like MC, at least ...

janus

Also note you don't have to use the specific ip-address; 127.0.0.1 is sufficient.

janus

greenroomhoo, are you using the latest version of IB's TWS client? If not then upgrade to the latest and see if it helps.

janus

As a workaround you can use MillisecondsFromDateTime(datetime);

janus

Do these loading issues only occur with 7634 or also with the previous build?

janus

Note that reloading the data, or exiting and restarting MC will load the historical version of the IB data, which is slightly different to their real-time data, including volume. I hate that from IB. In any case, it's close enough for most purposes.

janus

I think the OP is looking for a simple way to apply an indicator on an indicator without writing code, like some other packages can do. At the moment MC can't do that. It has to be done through coding like the examples above.

janus

This is one of the many features I like about MC; the flexibility to alter the way orders are handled. It takes a while to understand it well enough but it's well worth the effort. The method chosen is subtle and can have a critical change to the way a rule-based trading system behaves. The right se...

janus

I see. I made the wrong assumption we were discussing any type of order rather than say limit orders. I should have read the original post more carefully.

janus

The behavior has been always the same: if an order was sent but the conditions for its generation are not met any longer, the order is cancelled by MultiCharts. If you want your order to stay active at broker till it is filled, you should adjust the script to make the conditions for order generatio...

janus

You are correct, in MC with current implementation it works this way (let's say IOG is ON ): Tick 1 -> Script is calculated -> Conditions of order generation are met -> Order is placed. Tick 2 (assume the order is pending) -> Script is calculated -> Conditions of order generation are not met any lo...

janus

I see what you mean. The new chart looks terrible. No thanks I won't be upgrading until it's fixed.

janus

In this case the order that is sent on open of next bar, will be cancelled on next tick of that next bar because the condition is not met any more = cancel the order. I recognize that issue but I use that technique in a strategy with IOG on by testing barstatus = 2. I get around the issue you highl...

janus

Impressive list of new features. Well done. Of course I will first upgrade on my test PC before using it on my main one. Question: is it OK to upgrade from 8.0 straight to 8.7, or should I first upgrade to 8.5 then 8.7? My test PC is already running 8.7beta but my main one is still on 8.0.

janus

Janus, I don't have barstatus=-1 when the bar is open and RecalcLastBarAfter is used in MultiCharts 8.7 beta 2. Please update your MultiCharts. That's good news if "when the bar is open" is the same situation as the one I've described. What about 8.5? I'm still using 8.0 on my main PC but I have 8....

janus

It's not when the bar is closed since I get a value of 2 when that happens. Yes, I use IOG. I think I know what's happening and I recall a long time ago we had this discussion before, I think. It happens when the market is very quiet, such that it extends over more than one or more bars. In other wo...

janus

Although the upgrade to the latest TWs has helped, I still get barstatus = -1 on some occasions with RecalcLastBarAfter(1). It appears to be intermittent and mostly happens during a quiet periods. When it does happen and I try to submit an order, it's ignored. So, my original problem remains. Oh wel...

janus

I am already using print. How do you think I knew it was -1? What I have found out though is TWS is out of date despite running the update checker daily. I upgraded to the latest one (Build 938.1h, May 1, 2013) and it now works. I no longer get -1 for barstatus. That was odd since I could still manu...

janus

Don't you get barstatus = -1 with RecalcLastBarAfter(1) and the execution of the study was not the result of a real update tick but the timeout of RecalcLastBarAfter (1 second in this case)?

janus

If it hasn't already been done I like to see a cumulative hot fix that encompasses all of them as I can see the potential of confusion as more and more individual hot fixes are rolled out. Just a thought.

janus

But please do consider the suggestion of enabling us to plot from strategies. Even compared to the announced improvements in 9.0, enabling plotting from strategies will further streamline the workflow of your customers, and help with version management. I agree totally. I really never saw the point...

janus

Has anyone found a way to submit orders successfully when the study uses RecalcLastBarAfter(1) and barstatus = -1 (meaning there was no update tick but the study executes 1 second after the previous run)? At the moment the orders are ignored when barstatus = -1 (at least with version 8.0). What is ...

janus

Has anyone found a way to submit orders successfully when the study uses RecalcLastBarAfter(1) and barstatus = -1 (meaning there was no update tick but the study executes 1 second after the previous run)? At the moment the orders are ignored when barstatus = -1 (at least with version 8.0).

janus

For autotrading, for example, auto entry with exit templates, there should be a reserved word to link in your strategy to the exit templates. With complete autotrader there should be a way to link to the exit templates but also a reserved word to store the positions and targets. I mentioned a simil...

janus

Dear Users, Following multiple suggestions we have decided to change the way manual trading exit strategies are handled in the next MC 8.5 Beta. It won't be a definitive change yet, we would like to see how it goes first. At the moment, exit strategies, such as Stop Loss or Profit Target are always...

janus

If RecalcLastBarAfter time interval coincides at the same time a bar opens or closes, can the recalc affect the barstatus of the natural bar open or close? If as I said MC is written such that precautions are taken to avoid clashes (in this case updating the barstatus value) then any such coinciden...

janus

On the password protection, though, I'm confused. Doesn't the password protection only prevent the file being opened in the PowerLanguage Editor, but it can still be run when applied to a chart? If that's so, then does it provide any added protection to exporting as read-only SEF? Please note that ...

janus

Would there ever be a situation where RecalcLastBarAfter is triggered at the same time a new tick comes in? A new tick always overrides the RecalcLastBarAfter barstatus? ... Computers are serial processors. Nothing ever happens at the same time, either one has to precede the other. Strictly speakin...

janus

If I already know EasyLanguage pretty well, why would I want to switch to MC .NET? What is better about it vs. the old EL? It mostly comes down to personal preference and experience. If you are already a experienced programmer in other languages like C++ and VB, the .NET version may be the preferre...

janus

I understand your frustration but trading is forbidden with barstatus=-1 due to security reasons (it is causing unexpected behavour using PowerLanguage). What we can recommend in your situation is to increase the CloseBarTimeOut (from 0 or 2 seconds you have mentioned) in order to have barstatus=1 ...

janus

Perhaps the screenshot here will help. The yellow bars and lines are hand drawn, and denote when there was no tick update for 1 minute or more (chart is set to display empty periods). The indicator is drawn using the study which is here also. As you can see barstatus = -1 only when there is a long e...

janus

That is expected that barstatus will return "-1" when RecalcLastBarAfter triggers recalculation on the bar that does not exist. That's odd, I get a completely different result. Besides, the whole point of using RecalcLastBarAfter is to kick start a strategy to make computations and if required subm...

janus

As it turns out reducing the CloseBarTimeout from 300 to 2 seconds has uncovered another bug in MC. When there are no update ticks for 2 seconds after a bar is expected to close on a 1-minute chart, it is closed and barstatus returns a value of 2. On subsequent recalcs barstatus returns a value of -...

janus

To adjust the timeout for the bar close the following registry key can be used (time is specified in seconds): HKEY_CURRENT_USER\Software\TS Support\MultiCharts\Shaper\CloseBarTimeout Thanks Henry, that's very useful information. A default timeout of 300 seconds explains what I'm observing. I'll ch...

janus

Janus, what is the resolution and chart type of the chart you are using? Resolution is 1 minute and chart type is standard candle stick. About three years ago I touched on this issue with tech support. Here is the response: The 3 seconds wait is necessary because quite often data providers send tic...

janus

it seems to me that new bars are formed just like it should be expected - when a new tick is incoming. Perhaps the relative 'slowness' of this instrument only makes the default behaviour more apparent. That's my point. If there's no tick at or soon after the end of bar time, there's no way the stud...

janus

I don't know if it's a bug, since it seems to be designed that way. It wouldn't be a bad idea to have an option like: "Generate new bar after... [_] Time expires [_] New tick received (Default)" where the user can specify how he wants bar to be formed. That's effectively what I'm now doing using my...

janus

I've noticed even when the markets are liquid and very active, but there's no tick update for whatever reason after the end of the expected completion of a bar for several seconds, the study does not receive a barstatus value of 2 for way too long. I expect that say around two seconds after the end ...

janus

Hello,

Have anyone tryed IB TWS 927 (latest) with Official MC 8 ?

Thanks

I just upgraded TWS to 927.7 and performed numerous simulation trades using the latest MC 8.0. It looks like it's OK.

janus

Hello, I Couldn't get my charts working straight after IB Idealpro back online at 22:15 London time, it stayed frozen in same position as it stoped at 22:00. Tryed to reload all data(ctrl+r), tryed to disconnect broker profile, didn't help. When I restarted TWS and MC all charts started moving exce...

janus

Is it possible to save the desktop, as one can do in TS? I would like to save a desktop that contains all my workspaces so I don't have the open the workspaces one by one.

Me too. I wanted such a feature for some time.

janus

In my opinion, that would be nice to have an official feed (unfiltred) for MC (as Kinetick for NT). No need to reinvent the wheel. Just rename/label a good feed such as CQG or IQFeed and sell it with MC as a package (maybe cheaper?). Sounds like a good idea. One condition though. The feed should be...

janus

It would be nice if you could post the files to fix the virtual allocation problem together with releasing a new MC version ABC, Here are the links for the updates fixing the compiler issue. The updates should be included in MultiCharts installer in one of the MC 8 minor upgrades. https://dl.dropbo...

janus

One way is to identify uniquely each study with a code, and test it to filter which study use the global variable calls and which don't. I use text(getsymbolname,"_",getstrategyname,"_",getappinfo(aiappid):0:0,"_",basedatanumber:0:0) I then execute certain actions only for a study or studies that ma...

janus

In such cases where global variables are accessed by various studies (which I presume are multi- threaded) and there's a thread collision what happens? I'm hoping MC uses some kind of thread locking mechanism. I use critical sections in my own multi-threaded DLLs to avoid such collisions when they a...

janus

There are 2 prime reasons why a product sells: 1. the product is good 2. the product is cheap Don't just look at the sales figures. When something is popular, it does not always mean it is good. We all pick our purpose in life. So true. That's why I was attracted to AB. It's dirt cheap yet feature ...

janus

Well, the most famous trading software that use .NET is certainly NT. Moreover they have a large community with skilled users/developers. I think it's also the first one to have supported .NET. They have an experience :) That is true but .NET has it's issues. Performance is one, which is why AB is ...

janus

I think you are comparing MC.NET to the wrong alternative (NT). After briefly looking at AB, I feel that's a more appropriate comparison, at least in terms of speed and reliability.

janus

Thank you JoshM. I must be getting old. I now remember I did come across it many months ago but I forgot about it! As a general note to the MC team, I like them to improve the help facility such that related keywords are cross-linked. For example in the case of EntryPrice, it should have a link to r...

janus

Hows does one get the entry price of other orders placed after the initial one? For example, I issue a buy order on one bar then on the next bar I issue another buy order (different label of course). Entryprice only ever returns the entry price of the first order. How do I get the entry price of the...

janus

I can relate to one thing you said for sure. On reload the RSI tends to create tops/bottoms which are consistently higher or lower over all of them. This suggests an equal shift in time stamps (I suspect at the connection point between startups of MC or reloads of MC). This is the third time I've t...

janus

Why not extend that to "Why have a chart?". You answered your own question one way, which is true. I knew one trader who always used a quote screen and nothing else. He was a pro and made millions. My point is different; most traders use charts, the time scale is not what they generally watch. They...

janus

Now that I am running with both check boxes turned on I may take a snapshot of the charts and do a reload just to see if they now match (if they do I will be happy). MC uses the real-time data feed while charting but uses the historical data feed when you do a reload (or start up MC). I've noticed ...

janus

I tend to agree MC should automatically catch up once a data feed is operational again after a being broken. The only operational issue I would see is what happens when a study is set to automatic order execution? Will any buy/sell/cover/limit/stop orders also be generated during the bars that are a...

janus

Performed detailed tests with various simulated orders and all OK thus far. Using IB and TWS Build 925.6b.

janus

Thanks Emmanuel but I tried all that, and more. I asked MC support for some examples but it appears even they can't help with this. I'm beginning to suspect I need to use C++ or perhaps PowerBasic to make this work, or passing of arrays to a DLL doesn't work with MC, only with TS.

janus

Note this also applies to the standard MC package. For example, I wanted to write my own rainbow moving average indicator. Once I realised how much effort was required to make it work with more than just a few averages, say 20+, I gave up. It just doesn't make sense I had to insert 20+ plots and use...

janus

Hello Fabrice,

Such functionality is being considered. It will not be available in the first beta, but we will most likely add it in one of the next beta versions.

Please make it a high priority enhancement. It's very much needed.

janus

For those who use event handlers in their scripts, can you please confirm or deny whether you experience the same problem as I'm having using the following scenario, but using your own entry and exit handlers? I have a multi-series chart with 3 plots, corresponding to data series 1 to 3. When datanu...

janus

the Chart Shift feature is simply a nuisance to me. i horizontally re-size charts occasionally and the Chart Shift feature causes text to the right of bars to go out of view. please go back to having a fixed number of bars to the right in addition to having Chart Shift for those who like it. I agre...

janus

bowlesj3, guess what. I just upgraded my production PC to 8.0 beta3. I now have the exact same issue as you. I forgot I was plotting something in the future like you. Now one of my indicators is broken. I can work around this for now as it's not critical for my trading but it is still a wonder why i...

janus

You can have a TWS real acct AND TWS Simulated account working on the same computer at the same time. I have tried it and it works, then you can have your real system running on one computer and your simulated testing system on another computer using your home network. I tried it and it works. Port...

janus

I have to display my stuff on the portion out front. This is in fact why I bought MC in the first place.

I see why you need to use the price and bar information to "extend" the plot into the future. I hope they fix this as I may have a need of such a feature in the near future (no pun intended).

janus

I did a quick read. Upgrading on Friday has some advantages. For example, I just discovered the bar spacing fix for MC 8.0 Beta 3 does not work and I am back to MC 7.4 again. So some stuff can be tested on the weekend. That's true. Yes the playback helps for some testing (bit if a pain when only ba...

janus

Let me try one more time to explain it. When I have 51 bars out front and I place a vertical line calculated to be at the 50th bar out front, no matter what bar spacing I have chosen that 51st bar should still be showing on the chart such that the vertical line at the 50th bar on the chart is also ...

janus

Well said bowlesj3. I couldn't agree more. There is one problem though. Over the weekend, at least with IB, one can't perform tests with the simulation account to check out the new software prior to the markets opening on Monday. The simulation account relies on the real market. I know there's a dem...

janus

Actually a vote count of 5 suggests otherwise and I did say I was not going to upgrade unless I could give high odds that this command was working based upon what I have been reading in this thread. OK, I'm not the only one. I got too carried away since I was the one that reported it first (as far ...

janus

I am glad the RecalcLastBarAfter has a hot fix and that I may not even have to use it. Even though I have gotten very good at rolling back (with 3 roll backs in total now since MC 3.0) I was not going to upgrade from MC 7.4 to MC 8.0 beta 3 until I got a feel for the fact that this command may stil...

janus

and let me think, as Janus, that you do not have at all any quality procedure in the process of releasing a new release. janus, Fabrice, We are very disapointed to hear that. That is simply not true. Please do not post inacurate information. There are five representatives in MultiCharts Customer su...

janus

Oh, and one other thing. As a result of another serious bug with 7.4, I was informed by support I should try out 8.0 beta 3 to see if it was fixed. It was. What is the best course of action? Go to 8.0 beta 3 for my real trading, wait for the final release of 8.0 as apparently it's very close, or sub...

janus

MultiCharts 8.0 Beta 3 is a BETA version, not the release one. It does have some issues as every beta version of every product has and we are working on them at the moment. We also address and fix all the reported issues. Thanks for the quick fix for the RecalcLastBarAfter. However, I need to pick ...

janus

This is a known issue which should be fixed in the next version. I've logged an issue titled "RecalcLastBarAfter broken" on PM. If this affects you please vote for it. I need it fixed ASAP as I can no longer auto trade with 7.4 due to another bug but prefer to move to 8.0 as it has this other bug f...

janus

This is a known issue which should be fixed in the next version. Should be fixed? I presume you mean will be fixed. MC is useless to me without that feature. Now I don't have a stable version of MC at all! Version 7.4 is broken as it won't cancel an exit limit order when I stop issuing the order in...

janus

When ever I change a setting in the database a GV is set and this triggers the recalculate which causes the BBs to be redrawn with the new parameters. That was my first use for the command once I discovered it. Like I said, I have found at least a few other uses. I see now how it has some uses. Can...

janus

We must be talking about two different things. I wasn't aware of a the recalculate command. I was talking about the RecalcLastBarAfter command as used below. The study recalcs every two seconds, or sonner if there's an update tick. The variable printed shows it's incremented by one regardless and st...

janus

Yes .NET sounds interesting. I am not sure I want to go through much learning curve these days (hoping to get a life back :-) but I would be interested in doing a quick scan of the features it provides to see if I want to dig in. We must be of the same age as I have the same feeling. Anyway, gettin...

janus

I know what you mean. I've been doing something very similar for some time now, except I've been using a DLL to store my variables that I want to keep, which includes string types. I also use GVs in some cases to share small amounts of data between studies. This is one of a few reasons why I hate th...

janus

I'm not sure what you mean by "hidden recalculate is different than the recalculate command". All I know is an IntraBarPersist variable will retain its value on the next run of the study regardless of whether the run was triggered by a real update tick or by RecalcLastBarAfter. The question I like a...

janus

However the recalculate command completely restarts the study and all variables will be reinit to their init values in the variables section regardless of the use of intrabarpersist or not. Wrong! A recalc does not reinitialise variables marked as IntraBarPersist. I just proved it myself with a sim...

janus

Funny, I was thinking the same thing yesterday but on 8.0 beta 2? Neil. If you are referring to RecalcLastBarAfter, I can't recall myself as I've been using 7.4 most of the time. If the problem has been around since then, I find it surprising it hasn't been fixed in beta 3. Can anyone else confirm ...

janus

I use recalculate a lot. I use it in the lastbaronchart section. As do I. I've been using IntraBarPesist for my variables that I want to keep updated on each tick. So what's the difference between using IntraBarPesist and RecalcPersist in a study using RecalcLastBarAfter ? Does it mean IntraBarPesi...

janus

Is anyone using this beta for real trading purposes? If so, are you happy with it? I'm just getting fed up with 7.4 as I just discovered yet another serious bug but can't be bothered to report it if I can use this beta with confidence (the bug doesn't exit in this release). Update: I think I may hav...

janus

Can someone please post an example DLL of how to receive a MC 1-dimensional array using ELKit32? Presumably it will be in C++, which is fine but I will need to convert it to FreeBasic or PowerBasic.

janus

If you are saying you have a system that generates a new buy or sell signal intrabar and you want to execute an order ASAP to avoid lags caused by end of bar processing, then you can do that now with MC. I'm sure you already knew that. I think we're talking past each other, and respectively any furt...

janus

wall richard, you are confusing trading style with program language syntax. If a trader doesn't realise the difference between intrabar trading and end of bar trading then perhaps that trader should find another line of work. All I'm suggesting is a small addition to the PL language to provide a way...

janus

I don't think you understand the implications... What do you say to the thousands of users who has been using this method for the past 20+ years with profitable results? Tell them to re-write their codes? Couldn't agree more. That's why my suggestion is so much better, and far less confusing to exi...

janus

wall richard, I used to have exactly the same thoughts as you until I realised it would cause backward compatibility issues for those who do not want to trade intrabar, and lead to even more confusion. Besides, I doubt very much they would make such a drastic change to MC as you suggest. At least wi...

janus

MC 8.0 Release Candidate is expected on the end of the next week. MC 8.0 Release is expected in two-three weeks after RC. That's really good news. Thanks. I'll wait for the official release since it's so soon. Once I have upgraded my production environment I will repeat the stress tests to see if t...

janus

Order management has been improved in 8.0 beta 2. Please let us know the results of your tests. I will. A possible issue is I'm running 8.0 beta 2 on a much slower PC and it's possible that may make a difference. I'm tempted to upgrade my production environment to 8.0 beta 2 but as I said a number ...

janus

Please use the suggestions provided by Andrew and let us know if this issue will reappear. We will do our best to help you. Thanks I did see his comment. Not sure if it will help but I will find out. One thing I've found out is I haven't experienced the problem with MC 8.0 beta 2. I have a study th...

janus

The issue with TWS version 924.3a is confirmed. We are working on it already.
At the moment we recommend to roll back to the previous TWS version.

That's good. Will it be just a hot fix for just MC 8.0 beta 2, or will there be one for 7.4 as well?

janus

Currently (prior to MC 8.0 RC) when the connection to one of the TWS servers is lost-MultiCharts knows that and disables the broker profile. Then it tries to re-establish the connection. Auto trading will be turned off if the connection is not re-established within the timeout specified in File->Br...

janus

Just upgraded TWS from 922.6 to 924.3a. Order management in MC no longer works properly. I tried this on MC 4.7 build 5032 and 8.0 Beta 2.0 (on two separate PCs). I then went to the previous release of TWS 923.9a that was available for download at IB's site. Both MC builds work fine again. I thought...

janus

If TJ's suggestion doesn't work try one of these approaches: 1. Use ALT+TAB to switch to the off-screen application. 2. Press ALT-SPACE to bring up the system menu (you won't see it because it is off screen) 3. Press R to select the "Restore" menu choice to ensure the window isn't maximised (you can...

janus

See Henry, even you are confused sometimes. Don't worry even I do sometimes despite the fact I've been using MC for over two years now. The cover orders are: sell and buytocover To go net short use sellshort , and to go net long use buy . These keyword names are so confusing especially for novices. ...

janus

Currently IB API provides the status for HMDS and Market data servers in general, but not for each server separately. When the connection to one of the servers is lost-MultiCharts knows that and disables the broker profile. We will disable this check and if one of the servers is disconnected-broker...

janus

Yes, there should be no problem. The strategy should behave like it was not turned off. Yes that's so for simple strategies but for more complex ones like mine that incorporate pyramid style trading techniques, I have to store certain parameters into a file and then reload them into the strategy wh...

janus

My algo had this order up well before price touched it...even then price actually crossed it several times and still no fill on the IB Sim, the order was not sent.. MC says i'm connected to IB ok.....help... Not sure if this is related but I had similar issues on that day. I called IB about it and ...

janus

This issue's status has been changed to 'Not a bug'. Pelase refer to the corresponding PM request for more details. The issues were not answered fully. No matter, I suspect the problems I encountered were the result of using the simulation account where orders are stalled when there are insufficien...

janus

We would like to get more feedback from our users on this subject. Please submit a feature request to the Project Management of our web site so other users can vote for it: https://www.multicharts.com/pm/ Feature request submitted, please see https://www.multicharts.com/pm/viewissue.php?issue_no=MC...

janus

We would like to get more feedback from our users on this subject. Please submit a feature request to the Project Management of our web site so other users can vote for it: https://www.multicharts.com/pm/ I just wanted to bring this confusion to the attention of readers of this forum but now that y...

janus

Buy This Bar On Close; Description from Help: Buy a user-set number of shares on close of this bar. Close of this bar=closing tick of this bar="barstatus=2" The point I'm making is the term "bar" and "tick" are confusing. Orders using "next" with IOG turned on changes the term "bar" to mean "tick"....

janus

I have checked it on MC 7.4 release and MC 8.0 beta 2. It works as expected in these versions. Please let me know what exact version you are referring to. Yes it now works but only if the order is sent when barstatus = 2. In other words, even with IOG turned on, "this" orders are not sent intrabar....

janus

Thanks Dave for letting me know about the hot fix. I'm now even more shocked it wasn't communicated more appropriately. Why isn't a newer version of MC released incorporating the fix? I find this very distributing and puzzling. How many other major problems exist that have hot fixes? Surely at a min...

janus

Yes, it's not good. I was hoping it was a problem at my end but it now does appear it's a problem with 7.4. For for all intents and purposes 7.4 is dead and should be pulled unless a hot fix can be provided ASAP. The bug is critical. Either go back to 7.0 or take the chance with 8.0 beta. I'm not in...

janus

I am still on v7.0, and I am reluctant to upgrade to v7.4 because I don't know how it will impact my trading. Probably nothing will happen, or even if something is affected, I won't be able to quickly pinpoint the problem to the ticks, and make immediate corrective actions. It is not just a change,...

janus

That is possible to send a market order on the close of the current bar using the statement
Code: Select all
buy this bar on close;

Well, it didn't work! I used:
buy 2 contracts this bar on close
and nothing happened.

janus

One other point. Am I the only MC user in the world using partial exists? Is this for real? This must goe to show MC is not very popular. Such a major bug would have been picked up almost immediately if it appeared in a new release of say TS or NT Trader. I didn’t pick it up until I started to use t...

janus

Hello Janus,

There has been a confirmed issue in MC 7.4 with partial exits. It is already fixed in MultiCharts 8.0
Please update to the latest version 8.0 beta 2 to fix this issue.

No, not good enough. I need it in 7.4. I won't use a beta to trade with real money. Please supply a hot fix.

janus

I tried to replicate this behavior, and something weird happened: the submitting of a second limit order failed, and the strategy could not close the open position. Please see attached screenshot for my strategy properties. I can't go past the first cover so I can't tests subsequent orders. In my c...

janus

What is the problem here?

It's both but I'm now focusing on the cover not working. The odd thing is I see it on both of my computers. It worked on version 7.0 yesterday. Clearly I need to get support to look at it. Something is really odd.

janus

Well, I upgraded my test PC from 7.0 to 7.4 (latest build) and the problem is now there too, same as on my production PC. Next, I removed MC on the test PC but kept the studies, database, etc. After re-installing it the problem was still there. Next, I removed MC completely, studies, database, etc. ...

janus

I've been sending them only once as you suggested and I also check MarketPosition_at_Broker to make sure it becomes 0 within a certain number of update ticks. If it fails to do so I send out alarms. I do the same with all my orders checking to make sure MarketPosition_at_Broker reaches the expected ...

janus

That is possible to execute during this bar with the help of "This" code word. Does this include market orders being sent to the broker? I thought "this bar" was generally used for historical backtesting purposes only, and it will not generate a market on close order in real-time to the broker. Has...

janus

I just tried it on my older PC running 7.0 instead of the latest 7.4, and it worked fine. I'll upgrade the older one and see if it still works. The only other difference is the older one is running W7 32-bit instead of W7 64-bit.

janus

Most non-intrabar signals are executed next bar, usually on open. MC EL has a "This" reserved word. Would a signal using "this bar" execute during the current bar? Stork If you are looking for a way to execute orders at the broker in the current bar, or at least at the end of the current bar, then ...

janus

I have a major problem when my limit orders are filled. A test scenario is as follows: 1. Send a buy order for 2 contracts and wait for them to be filled. 2. When filled I then send a sell limit order for 1 contract and wait for it to be filled. 3. When filled I then turn off automatic execution of ...

janus

What does everyone now use to cover all their existing positions in a strategy? I've been using: buytocover all contracts next bar at market; sell all contracts next bar at market; and only execute these two statements once, not on every update tick or recalculation (using RecalcLastBarAfter). Is th...

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