MultiCharts: Trading Software for Automated Trading and Backtesting

faschim

I have a problem which I need help - and have not found other articles about it. I have two test strategies with more or less the same problem: I use 15 min data in data1, and 1 min data in data 2, same symbol and exchange. I have "Enable Intra day order generation" turned on. The trigger is an indi...

faschim

Thanks! This is very helpful

faschim

I seem to recall there was some discussion about this a couple of years ago and that at least at that time one could change a Registry setting for Multicharts/TSSuport to control the number of cores. However I can't find the previous posts nor can I find any such setting in the registry so perhaps I...

faschim

Is there a way to set the maximum number of processor cores that multicharts will use. For example in optimization. I want to limit it to a value less then the number of actual cores.

faschim

I am backtesting on historical data in regular mode, i.e. IOG disabled and bar magnifier disabled. At the end of one bar the conditions for order submission are no longer active so the limit order entry code is not executed. In which case, my understanding was that the order would be cancelled and n...

faschim

I recently had an issue with slow updating of orders and I tracked it down to my virus and spyware protection program. The communication traffic between multicharts and IB tws and IB tws to IB servers was really winding up the program. I turned off real-time protection on the anit virus/spware progr...

faschim

I don't recall seeing the "saving data" window. If it happens again I will make a note of what the circumstances were. Thanks Henry.

faschim

Just to throw in my 2 cents worth, I have also experienced slow shutdowns. Slower then with previous versions (I am running the latest 8.5 release). In the end I don't really care about the slow shutdowns. However, during some of the slowest of the shutdown periods, my workspace has been corrupted a...

faschim

I have just upgraded to the latest version of 8.5. It now seems to be working fine when compiling in "fast execution" mode. Thanks Henry.

faschim

I haven't had any issues since I changed all compilation to "fast compilation" mode. So its a workaround but not ideal. I have some rather computationally intensive strategies so I would rather do as many gcc optimizations as I can. Apart from going to Live Chat is there a solution that can be share...

faschim

There is no separate installation of mingw (gcc) compiler suite. It has never happened on that computer until upgrading to 8.5 rc. The 2 times it has happened it was initiated with the compilation of one particularly long (2000 lines) and involved program. After it get into its "messed mode" (for la...

faschim

I am using 8.5 rc. When trying to compile studies I am getting a windows dialog that sais "cc1plus.exe has stopped working". Once this error occurs I can't compile any study without the error window. the only way to solve it is to reinstall MC. I have had to reinstall twice already. After a reinstal...

faschim

In another dll I use I created an array of a specific object and I use a number in the easylanguage function to indentify which object in the array belongs to which multicharts window. It's a bit crude, but it works. This is in fact the same thing I do. It is indeed crude. Would be nice to have a s...

faschim

Would a dll with this code be threadsafe? I know a dll is only mapped once into the process space. Does making the vector sig a static variable give each process using the dll its own copy of sig?

faschim

Thanks TJ. If I switch data1 and data2 around and change the code accordingly it works ok. For completeness I have attached a screenshot during live simulated trading that shows the original issue. order levels.png Note that if I simply comment out the line statusOfBar_data = barstatus(2) without sw...

faschim

Untitled.jpg I will experiment a bit more on monday and try switching the data series around amongst other things. Keep in mind that the code I posted was only to illustrate the issue and as a strategy it doesn't do anything sensible. The real strategy has 2000 lines of code so wasn't about to post...

faschim

I have a strategy that uses intrabarordergeneration=true (and bar magnifier using 1 tick) and 3 data series, namely data1=5 minute bars, data2=5 second bars, data3=5 minutes bars again (overlaid on data2 chart for visual tracking only). Other pertinent info is: * Multicharts version 8.0 build 5620 *...

faschim

Below is an example of an error I am seeing fairly regularly in the order and position tracker log using autotrading (with mode=Synch). This error is occuring with placed limit orders.

"Didn't receive final status for order OrderID = 70 SE limit @ ..."

What does this error message mean exactly.

faschim

Yes. In fact I have the following line in the strategy code:
[IntrabarOrderGeneration = True]

faschim

I have a chart with data1 being 5 minute bars and data2 being 5 second bars. BarStatus(2) = 2 on every tick as opposed to only on the closing tick of the data2 bar. Also, as a side note, one is anywhere from 40-60 ticks into a new bar of data1 before BarStatus(1) = 2.

faschim

Thanks Henry! In regards to issue 2) above, the basic issue is to distinguish between periods where the market is open and there is continuous trading, e.g. main data series is say 5 minute bars and secondary IOG data series is say ticks, and periods where there is a trading gap, e.g. main data seri...

faschim

Thanks for the reply Henry. Two points: 1) The limit order might not be getting filled on last tick of bar After looking into this in more detail it turns out the issue is where the fill would have or rather should have happened on the last tick of bar. So perhaps there is some subtlety I am missing...

faschim

backtesting mode is classic (not bid/ask data) and I am using the bar magnifer with a backtesting precision of 1 tick. The data series is 5 minute bars that are aggregated up from ticks.

faschim

I am backtesting with IOG and 1 tick BarMagnifier setting (on 5 minute bars created from the tick data) and some of my limit orders are not getting filled when they should be. As one example, I have a limit sell at a price of 1.22940 (EURUSD w/ 1/2 pip precision) active for an entire bar. The last 2...

faschim

Thanks Henry. Since it is 5 second OHLC data, one has to reformat the data in order to import properly as tick data, i.e. only "price" is available as an import option and not OHLC (which of course makes sense). Not difficult to reformat the data in R or Matlab. If I am thinking about this correctly...

faschim

One can create charts with a resolution of seconds, .g. 5 second bars, but it doesn't appear that one can import data in QuoteManager using a resolution of seconds? Is a "second resolution" option going to be available in the import dialogue at some point?

faschim

Sorry, I didn't clearly clarify that this is a new problem encountered with version 7.2.

faschim

I am having problems running optimizations on a strategy that calls an external dll, i.e. a custom dll that I created myself. It has run fine with all versions up through 7.1. Multicharts freezes. If I check the rescource monitor it shows multicharts is not doing any processing. I can still run opti...

faschim

Is there a way to get more resolution then GetAppInfo(aiAppId) can provide. In other words, I want not only a unique chart identifier (which GetAppInfo(aiAppId) provides) but I want to be able to identify which subchart on the chart.

faschim

Many thanks for the workaround Dave. That fixed the issue. What I ended up doing was in the "dummy indicator" I use GVSetNamedInt to store the aiAppId (with a silly long name for the "named" bit that would never be accidently used elsewhere). I then have an easylangue function (returning true/false)...

faschim

Thanks for the suggestion. What I was describing above is a different situation, i.e. I am using the recalculate() function to run through historical data numerous times (for example to calculate various statistics over the entire time period and then use these values in a subsequent pass through th...

faschim

I had some indicator code in which I was using the recalculate() function on the last bar in such a way that all data was run through the indicator code twice. This is done by using some of the functionality of GlobalVariable.dll (specifically GVGetNamedInt and GVSetNamedInt) to keep track of the nu...

faschim

I believe Dll_context is considered a legacy function (along with Dll_Add and Dll_Free). Correct me if I am wrong. Is there a new way of getting the "context". Perhaps in IEasyLanguageObj? The context of this question is that I have a DLL which contains an entry function that for any particular call...

faschim

Thanks for your reply, however I was asking of code examples in relation to interfacing with the IB automatic trading - ie check position (if filled) and all sort of other instances that can happen.

faschim

Hi all, Could someone please post an example easy language code of how to code automatic trading using Multicharts and IB? I am playing around with it now but I am sure there are a lot of angles that I have forgotten about. (Check market posisiton if limit was not filled while Multicharts thinks its...

faschim

Ah. That explains a few things. Many thanks.

faschim

If I create indicator and signal scripts with the only line in each being the following: Print(" Date ", Date:7:0, " Time ", Time:4:0, Open:11:6, High:11:6, Low:11:6, Close:11:6); then when I inspect the print output I see that the first 50 bars for the output from the signal script is missing. What...

Search found 37 matches

Data1 & Data 2 - IOG backtest vs real life trading

Re: how to set the number of cores to use [SOLVED]

Re: how to set the number of cores to use [SOLVED]

how to set the number of cores to use [SOLVED]

limit order not cancelled on correct bar (in backtest)

Re: MC and IB Gateway on 64b Windows

Re: Is it normal to wait 10 minutes to exit Multicharts ?

Re: Is it normal to wait 10 minutes to exit Multicharts ?

Re: cc1plus.exe stops working [SOLVED]

Re: cc1plus.exe stops working [SOLVED]

Re: cc1plus.exe stops working [SOLVED]

cc1plus.exe stops working [SOLVED]

Re: IEasyLanguageObject C++ question

Re: IEasyLanguageObject C++ question

Re: orders are using buy and sell levels from previous bar

Re: orders are using buy and sell levels from previous bar

orders are using buy and sell levels from previous bar

exact meaning of "Didn't receive final status for order ..."

Re: BarStatus(datanum) not working with IOG and data1 and da

BarStatus(datanum) not working with IOG and data1 and data2

Re: limit order problems with IOG and BarMagnifier=1 tick

Re: limit order problems with IOG and BarMagnifier=1 tick

Re: limit order problems with IOG and BarMagnifier=1 tick

limit order problems with IOG and BarMagnifier=1 tick

Re: importing second bar data

importing second bar data

Re: optimization not working

optimization not working

how to get more resolution then GetAppInfo(aiAppId) provides

Re: signal versus indicator code and use of globalvariable.d

Re: signal versus indicator code and use of globalvariable.d

signal versus indicator code and use of globalvariable.dll

replacement for Dll_context in IEasyLanguageObj

Easylanguage example of autotrading with IB

different data view depending if indicator or signal??