MultiCharts: Trading Software for Automated Trading and Backtesting

smashthepound

Hello, I found this post very interesting. I am using Capital IQ and can download historic daily data into Excel. I would like to map the excel data directly into MC without creating a txt file. I did not understand the following: All other fields that should be filled will look like: =EXCEL|'[Book1...

smashthepound

Would MC team please confirm if there are any functionalities that have been discontinued from MC6 to MC7 please (e.g. Bloomberg datafeed from MC 5.5 to MC 6.0). Thanks.

smashthepound

Thank you Dave.

smashthepound

Great StratMan - Thanks for this.

Who else is willing to join us?

smashthepound

StratMan - are you gonna join me?

smashthepound

-> Roumeau

I understand your point. But I understand also the commercial aspects which drive TSS in their decision making process.

So go and ask Dukascopy to pay for it. They are the ultimate beneficiary.

If Dukascopy has no interest, well ...

join me with the fund raising.

smashthepound

-> StratMan

So let's do a little fund raising to end this discussion.

I am willing to pay USD 1k to TSS. But I understand that costs are much higher to reimburse TSS.

So who is going to join me to ask TSS for custom integration?

regards

Tobias

smashthepound

In my opinion MT4 is driven by the Sell Side (the brokers). You can even buy systems for MT4 and do autotrading. But I did not see many systems for MT4 which are profitable in the long run. By providing MT4 for free you get a lot of investors to generate turn over. This is what the Sell Side wants. ...

smashthepound

It is my opinion. But I try to understand the commercial aspect that might drive TSS in their decision making process. The interest have to be well aligned. I do not understand your argument with owndata because TSS already did implement Dukascopy integration based on the FIX API. I am sure if TSS c...

smashthepound

StratMan, If you would read through the 81 replys on this topic you might simply come to the conclusion: - not enough interest from MC users for the integration: the dialog was between Dave Masalov, Tresor and one or two other users including me. Where were you at the time? - We were missing your he...

smashthepound

Thank you Dave.

smashthepound

Dave: Thanks for your message. "Ctrl+R" on the custom future did not help. Then I when through every single contract and had to reload one because of a gap of two month. Thereafter I did reload the custom future again and it worked. Thus I was a data issue with eSignal. We should have a functionalit...

smashthepound

Hi, I did built a continous contract based on the 3M EuroDollar contract (eSignal root symbol "GE"). I am using the 5th contract and roll it over ratio adjusted 20 days before expiry. I did add all the past data from 2005 onwards. I works, but I have a gap from 06-30-2006 until 08-19-2009. Any idea?...

smashthepound

I came across the following problem and maybe someone has a solution for this or it might be of general interest. I trust this will be beneficial especially in the OTC market, e.g. Foreign Exchange. For exit orders we have e.g. SetStopLoss which works the following way: When SetStopLoss is used with...

smashthepound

Thanks TJ. So if windows blocks itself or I have a power disruption I loose the cache and thus the data. And the more data I collect in QM the more cache will be needed. Storing it all first in the cache does not make much sense if you collect a lot of data and do not immediately use if for calculat...

smashthepound

Hi, closing down MC and afterwards QM I see the following dialog box: "MultiCharts: Saving Data to Storage". Would MC team be so kind and enlight me what is happening here, e.g. does MC store to QM and QM stores to HDD? Where is the data stored before it is finally saved? If my systems runs from Sun...

smashthepound

Dave: I have 187 symbols in QM which causes this problem. This number of symbols might be high from your oint of view, but as I indicated a lot of professionals will even collect more ... Please expect them to collect more because: - most dataprovidors (including e.g. Bloomberg) only offer a limited...

smashthepound

Thank you Dave. This is a valid workaround but still bears the risk that someone might forget to connect the symbols after QM did startup in "Connect RT Data w/o Plotting: Not supported" mode. I would rather prefer the optionality at the startup of QM prompting the question "start online/offline" (p...

smashthepound

Dave: In order to avoid the server busy problem you advised to reduce the number of symbols or to disconnect the symbols before shutdown of QM. QM would startup in disconnect mode and symbols shall be connected manually which will avoid the server busy problem. To be honest I have forgotten a couple...

smashthepound

Almost every time I launch QM. I usually do it in the following order: 1. start eSignal DataManager 2. start QM 3. ... I usually start it Sunday night, but it occurs also during the week. Sometime I need to klick fifty times "retry", sometimes like today only once ... Hardware and Operating systems ...

smashthepound

Dave:

187 symbols at the moment. eSignal limitation is @ 500 for my account.

regards

Tobias

smashthepound

Dave:

Hotspot FXi LLC and FXall should be integrated in to PRO verison of MC if there is interest.

Currenex is definetely something MC should consider for the standard version because of the white label partners of Currenex:

http://www.currenex.com/about_us_white_label.html

regards

Tobias

smashthepound

It seems I have the same problem. I get the server busy message and can choose between retry, switch to and abort. I am using eSignal DataManager.

I did not have this problem while using MC5.5 and MC6beta1. The eSignal software has not been changed since upgrading.

smashthepound

Rommi is right. You need to reference each variable to the data it refers to. By default every variable refers to data1 if not referenced differently. Also I recommend referencing functions, e.g. RSI2 = RSI(close of data2, Len) of data2; If your code works correct you do not need to use If barstatus...

smashthepound

Thank you.

smashthepound

Sorry, no idea - I tend to keep it simple ... then it is usually also robust.

regards

Tobias

smashthepound

Stanley,

I understand what you are saying.

But why don't you add the link (https://www.multicharts.com/support/base ... 39&string=) on top of the "MultiCharts General Discussion" Forum.

Don't you want that MC users are aware of both sources?

regards

Tobias

smashthepound

I did find "MultiCharts FAQ" on top of "MultiCharts General Discussion".

I think it would be helpful to add "MultiCharts FAQ" also to the "Forum Index".

regards

Tobias

smashthepound

Dave:

could you give us some flavour of the new functionalities? I trust every MC user is very excited about the next release.

regards

Tobias

smashthepound

Dear MC Team: The reserved words supported in Multicharts optimization is not exhaustive. It would be nice if something like below could be added in future versions. - Standard Deviation of "percentage change in daily equity". - Semi Deviation of "percentage change in daily equity". - Average of "pe...

smashthepound

Thanks Dave. Do you mean with "GlobalServer software" the GlobalServer of TS2Ki? Would network capability something you could consider integrating in the future (maybe for the MC pro version)? Thank you for the solution you showed me, but I would be more happy not using GlobalServer software. Kind r...

smashthepound

Hi,

is it possible to have eSignal DataManager to be installed on one computer and to connect QuoteManager & MC from a second computer over a network to eSignal DataManager? Please advise. Thank you.

regards

Tobias

smashthepound

Thanks Tresor.

A message to the MultiCharts Team:
It feels a lot of customers would be delighted if JForex API will be supported my MC.
Could we have an opinion of an MC representativ if this is something they would consider for the future. Thanks.

smashthepound

Tresor:
Did you manage to connect MC with JForex API to trade automatically? I refer not to the datafeed because I could use a different one. I am just interest in the automated execution.
Thanks.

smashthepound

And what does it report if you use my settings? Price Scale: 1/10,000 Daily limit: 10,000 Min Movement: 1 Big Point Value: 10,000 By the way I found the following on the IB web site: "IB Forex should be utilized to convert funds, not to trade currencies. While our quoted rates are vastly superior to...

smashthepound

Try this:

Price Scale: 1/10,000
Daily limit: 100,000
Min Movement: 1
Big Point Value: 100,000

smashthepound

What is your Big Point Value in QM? What is the contract specifiaction in EUR.USD @ IB? Please note that there is no general contract specification in FOREX because it is OTC. So every broker can handle this as he wants. I assume your Big Point Value is set @ 1. Therefore amend it to 100,000 if 1 pi...

smashthepound

When 1 pip is 1 USD then your settings in QM are probably as follows: Price Scale: 1/10,000 Daily limit: 10,000 Min Movement: 1 Big Point Value: 10,000 Your position size equals at a rate of 1.2500 EURUSD the following: 10,000 EUR ag. 12,500 USD. If you want 1 pip being 10 USD then you either have t...

smashthepound

I have been using Bloomberg in the past too.

smashthepound

With regards to connectivity what they should add in case it is not yet build in is fixprotocol (http://www.fixprotocol.org/). This is all what you need. This is becoming the industry standard (http://www.fixprotocol.org/adopters/18)

smashthepound

Tresor: We had the same thought 8) I worked for 12 years in alternative asset management and treasury. Maybe I am still "unprofessionel" because I do not want to buy the PRO version at the moment. I have some idea's mostly linked to the portfolio backtester. You should have a look at RINA's Portfoli...

smashthepound

Thanks Dave. Please ensure that MC users are aware of the difference. For some of them a switch to the Pro version might make sense if the functionality is increased. Otherwise BLP users will just stick with v5.5 or one of the beta 6 versions.

smashthepound

Dave:

The price difference between the PRO version and the standard MC version is quite high given the fact that the difference is only support, a minor difference of the Portfolio backtester and BLP connectivity. Or is there any other difference I am not aware of?

regards

Tobias

smashthepound

Thanks Dave.

smashthepound

In QM I can see Tenfore as supported Datafeed. MC representative may confirm this. Thanks.

smashthepound

I am a forex/fi expert and did not look at futures. But I checked my QM and indeed a lot is mapped to UNDEF. But I think it is possible to do the mapping of exchanges manually. Anyway - if you are just interested in listed products I am sure you can find a cheaper data providors. BLP is good for ana...

smashthepound

Here is a suggestion for PLE: I can remember that a long time ago microsoft had a nice feature in excel: Every parenthesis you wrote in a call was assigned with a difference colour by the program. The left and the right parenthesis always had the same colour so it was very easy to check if you forgo...

smashthepound

Besides the ability to adress the ProfitLoss of previous positions is there any difference between OpenPositionProfit and PositionProfit(0) ???? E.g. time of availability of information inside a bar or at the close of a bar? Furthermore how many previous positions can be referenced by PositionProfit...

smashthepound

Thanks Anastassia.

smashthepound

Here you go - this is from a fx hedge fund prospectus.

smashthepound

If you are short USDJPY, AND if your are long EURJPY. Both times you dealt the Yen amount of 100mio. 1. Convert all CCY amounts (EUR, JPY) other than your base CCY (USD) into the base CCY at the current rate (spot or forward). 2. Do the netting (e.g. JPY nets out in my example). 3. The bigger absoul...

smashthepound

I used it in the past and it works fine. You can backfill historical data given the limitation imposed by BLP (if I remember correctly 180 day of intraday data). As I used it just for a number of days I cannot make any judgement about stability, but speed and quality of data integration was good. If...

smashthepound

Thanks Anastassia. One last question:

With regards to step no. 1 (adding missing roots to the Symbol Dictionary). If a root already exist with the same name, e.g. GB for Euro/british Pound, can I add GB __-DT as root for the BUND. Please advise. Thank you.

smashthepound

Hi,

can anybody confirm if continuous contracts are now available for

- none US based exchanges
- with eSignal as data vendor
- using the suffix (e.g. Bund Future GB __-DT).

In case if availabe please advise if there is a desciption availabe in the forum.

Thank you.

regards

Tobias

smashthepound

Thanks Dave.

Would it make sense to limit the size because 60 MB are hard to send.

E.g. generate a short report and store more information on the users system about the crash, which can be obtained at a later stage.

regards

Tobias

smashthepound

Dave,

what size (in MB) is the average crash report. I can remember that it once was around 50 MB on my system.

regards

Tobias

smashthepound

Did you try to delete it? Or mark it as an comment: //

It might be that MC does not need this code ....

smashthepound

Thanks John. It is working

smashthepound

Hi, I hope this subject will be still read because it is a never ending story ... I just did download the dll and some easylanguage files and had a quick look at the code and also at the description. I seems like Global Variables is just good for retrieving the last value of e.g. a 200 day SMA from ...

smashthepound

FHTrader, can you tell me which changes you made? Thanks.

smashthepound

Thanks - I tried it also with currencies and had no luck either. So it must be definetely the volume. I will have a look at the code. Thanks.

smashthepound

$SPX from eSignal feed, 15 min bar chart.

Did you try it? Thanks and regards.

smashthepound

I found this indicator on the web: http://www.hightick.com/TS/Indicators/RibbonsPlotter/index.html It looks quite interesting so I did download and compiled it with no errors. But when I add this indicator I get a "floating point invalid operation" error message. Do you have any idea on this? Thanks.

smashthepound

HighTick

www.hightick.com/Tips.html

smashthepound

Thanks Andrew - countinues contracts for which support European postfixes is wonderful news.

Do you have any idea about the release date of the next v6 beta version? Thanks.

smashthepound

What is the Avg Trade (win loss) in pips, what instruments and what time frame are you trading?

I haven't come across a good auto trading system for Forex in the past 10 years so I still stick to the discretionary decision making process ;-(

And this means sometime pain ...

smashthepound

Thanks Bruce. Good idea ... please see below how I solved this issue:

*****************************************************
if Marketposition(0) <> 0 and BarsSinceEntry(0) > 0
then counter = BarNumber of Data2 ;
if Barnumber of Data2 > counter then
barsback = CurrentBar of Data2 - counter ;

smashthepound

Normally 'BarsSinceEntry' is based on Data1. If I have a second instrument as Data2 which has a higher timeframe as Data1 can anybody confirm if the expression BarsSinceEntry (00) of Data2 will deliver the correct value? I know I can check myself but maybe somebody has already done before ... Thanks...

smashthepound

NiC72,

please ask TS Support ...

But please note that if there is no suffix in your symbol you most probably can work based on the example already documented higher by Andrew Kirillov.

regards

smashthepound

Dear All, maybe anyone has come across this problem: I would like to set a variable to a different value once a stop order has been executed, e.g. Variables: ... tStop (false) , tStop.jdw (0) ; ... if (@MarketPosition (00) = -01) then begin ... then begin sx.Price = LoLo + (EntryPrice - LoLo) * sx.T...

smashthepound

This comes from TSSupport:

"Custom futures for European symbols will not work in the nearest future, but we are working on it."

smashthepound

I found new chart types in MC 6 which I am not familiar with

Maybe my knowledge is out of date

so could you please enlight me about the following regular chart typs:

change
point
contract

Thanks

smashthepound

I searched the esignal web site and no success. The use of a suffix is something some data vendors use to adress international markets. Please see attachment. Maybe the MC team can have a look into this issue. It would be worth that MC can build continuous contracts for international future markets ...

smashthepound

TJ, I saw this explanation by Andrew. But what is the root for "GB H0-DT"? GB => Bund Future HO => March 2010 Expiry -DT => Eurex Normally I would expect something like GB for the Bund Future. But GB in eSignal is Euro/British Pound. This issue I am worried about is the suffix: "-DT" Only adding the...

smashthepound

Anyone else have a problem with Renko charts not going back far enough in history?

Yes.

I am using esignal. For PF, Renko and Kagi charts it seems to get only 14 days of data.

LB looks fine.

smashthepound

How does the continous contract feature in QM work with european futures in esignal. The root symbol for the Bund Future (GB H0-DT) is not displayed. Any idea? Thanks.

smashthepound

Hi, here is s study of Fibonacci Channels. You draw a trend line and the code will construct a parallel so you have a trend channel. Afterwards it will divide the Channel and will draw parallel lines based on the ratios you select (e.g. Fibonacci numbers). Unfortunately this works well in TS2ki but ...

smashthepound

:lol: I will love it :lol: Thanks Andrew !!! Keep up the good work !!! Once again - I am not sure if you have already implemented it - Can we have for point and figure the box size also in per Cent ??? The same could probably also apply to Renko ... The per cent should be calculated on the close of ...

smashthepound

:lol: :lol: :lol: I will love it :lol: :lol: :lol: Thanks Andrew !!! Keep up the good work !!! One recomendation - I am not sure if you have already implemented it - Can we have the box size also in per Cent ??? This will be of great advantage in Forex ... please see attached ... regards Tobias

smashthepound

No sure if that helps. But I have MC 5.5 Beta 5 running with Windows XP/x64 bit ...

and all works fine ...

smashthepound

Hi,

does anybody have this indicator on file?

regards

smashthepound

smashthepound

After 10 years of TS2ki I finally found MC - glad to be here... I have a issue which I never solved in TS2ki - but maybe someone from the community can give me some thoughts ... I have a chart with 2 symbols GBPUSD 10 min as Data1 GBPUSD 30 min as Data2 If I base an indicator on Data1 and a second i...

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