Search found 100 matches

by geektrader
01 May 2010
Forum: MultiCharts
Topic: User Functions, Indicators and Studies Will Not Compile
Replies: 3
Views: 540

Do this:

1) Uninstall MC.

2) Search for all entries of "NtfsDisable8dot3NameCreation" in your registry (regedit.exe) and set them all to "0"

4) Reboot (important!)

5) Reinstall MC, now studies should compile fine.
by geektrader
08 Apr 2010
Forum: MultiCharts
Topic: Found this: Adaptrade Builder
Replies: 16
Views: 8273

Chaoshunter looks interesting, didn´t know this one yet! If anyone else knows some products like this, let the links flow :)
by geektrader
04 Apr 2010
Forum: MultiCharts
Topic: Found this: Adaptrade Builder
Replies: 16
Views: 8273

Found this: Adaptrade Builder

Hello, since I got this email a few days ago with this interesting Strategy Builder for Easylanguage and haven´t anyone seen discussing it here yet, I thought it might be interesting to most of us Multicharts users as well. Have a look at: http://www.adaptrade.com/Builder-main.htm Here is what it is...
by geektrader
30 Mar 2010
Forum: MultiCharts
Topic: Using Stop loss or custom EL code to reverse with extras
Replies: 11
Views: 1223

Here is a basic StopAndReverse that I´ve coded. Maybe it´s a starting point for you: input: StopAndReverseDollar(500); If MarketPosition=1 and positionprofit < -StopAndReverseDollar then Sell Short ("StopAndReverseL") Next Bar at Market; If MarketPosition=-1 and positionpro...
by geektrader
29 Mar 2010
Forum: MultiCharts
Topic: Expectancy custom fitness (please add to built-in options!)
Replies: 3
Views: 902

Thanks a lot, that´s a nice one, didn´t know you could code such complicated formulas in the custom optimization!

Do you have more custom fitness functions for MC?

Thanks a lot again!
by geektrader
16 Mar 2010
Forum: MultiCharts
Topic: Is it possible to control AT by power language?
Replies: 4
Views: 772

No. But I also would like this feature. This would for example be good to turn auto-trading on / off basing on equity curve momentum.
by geektrader
14 Mar 2010
Forum: MultiCharts
Topic: CurrentTime_s
Replies: 4
Views: 774

Yes, I do it this way: Add To Inputs Section: input: Pause_Start( 1650 ); input: Pause_End( 1739 ); input: Pause_Start2 ( 2350 ); input: Pause_End2 ( 2359 ); input: Pause_Start3 ( 0000 ); input: Pause_End3 ( 0039 ); var: Trade(false); Before yo...
by geektrader
05 Mar 2010
Forum: MultiCharts
Topic: IB daily forex bars only back to NOV 2008
Replies: 2
Views: 446

You are out of luck. Only in TWS you can display daily bars this far back. Multicharts has to get it´s data via the API of IB, and that provides only ~1 year of data for each currency pair.
by geektrader
05 Mar 2010
Forum: User Contributed Studies and Indicator Library
Topic: [Code] Daily Profit/Loss Target
Replies: 1
Views: 1636

[Code] Daily Profit/Loss Target

Hi, today I wanted to share a function that tells you the profit/loss you´ve made TODAY. It will reset at 0:00 to 0. The function is useful for daily profit/loss goals, just as an example. //Function: ProfitToday variables: var0( 0 ) ; var0 = 0 ; for Value1 = 0 to 50 begin condition1 = Entry...
by geektrader
04 Mar 2010
Forum: User Contributed Studies and Indicator Library
Topic: [Code] (Moving) Range Pivot Stop
Replies: 2
Views: 1624

Did anyone find it useful yet?
by geektrader
25 Feb 2010
Forum: User Contributed Studies and Indicator Library
Topic: Code for RVI
Replies: 11
Views: 3999

Function: RVI Inputs: Length(NumericSimple); Vars: Num(0), Denom(0), Count(0), RVI(0), Trigger(0); Value1 = ((Close - Open) + 2*(Close[1] - Open[1]) + 2*(Close[2] - Open[2]) + (Close[3] - Open[3]))/6; Value2 = &#...
by geektrader
23 Feb 2010
Forum: MultiCharts
Topic: Signal Error "Not enough series length"
Replies: 3
Views: 1432

In your case you need to DECREASE the Max Bars Back Setting. Your System doesn´t seem to require more than 200 Bars Back, so set the Max Bars Back to 300 (for safety). Now you should be able to get signals already with setting your days back about to 3 or 4 days. What happened in your case: since th...
by geektrader
13 Feb 2010
Forum: MultiCharts
Topic: Suggestion: Checkbox on/off for opt inputs
Replies: 12
Views: 2294

Janus, I absolutely second such a feature. Currently it´s a pain to just optimize one input out of 20 for example. You have to add the current values of all 19 other inputs and fix them, just to optimize one. Terrible and time consuming!
by geektrader
10 Feb 2010
Forum: MultiCharts
Topic: MultiCharts License
Replies: 13
Views: 3670

Don´t agree exactly because if the software has a good documentation support will be kept to a minimum. Which brings us to the the current biggest issue of Multicharts, the lack of a good documentation, that also is pretty much out of date. I agree that this will increase support needs because a lot...
by geektrader
10 Feb 2010
Forum: MultiCharts
Topic: MultiCharts License
Replies: 13
Views: 3670

While you are right Bruce, you cannot take it a given thing that everyone knows what he is doing upfront. If you buy a new car, are you directly thinking about what happens when you want to sell it at the time you purchase it? I find that true for software too. Most likely he never thought about the...
by geektrader
10 Feb 2010
Forum: MultiCharts
Topic: Native 64bit version anytime soon?
Replies: 6
Views: 873

I can tell you that most of my apps that did heavy calculations go a LOT faster in 64bit, because only then my 64bit CPU is actually used to it´s full extend, double the amount of iterations is possible per second compared to 32bit. And on a Quad Core this is massively noticeable. I for example just...
by geektrader
10 Feb 2010
Forum: User Contributed Studies and Indicator Library
Topic: [Code] For Optimizer: allow a specific MaxDrawDown only
Replies: 2
Views: 1707

I know all those words Andrew, thanks a lot. Problem still is, you can´t FORCE the optimizer to not allow Draw Downs Bigger than what you specify. One could set a Java-Script and take into account Draw Down by a custom optimization criteria, but even with that you cannot FORCE the optimizer to not a...
by geektrader
10 Feb 2010
Forum: MultiCharts
Topic: MultiCharts License
Replies: 13
Views: 3670

This is a pretty difficult topic, because courts see it different to your agreement (Autodesk as an example here):

http://www.tomsguide.com/us/AutoCAD-Aut ... -4806.html
by geektrader
10 Feb 2010
Forum: User Contributed Studies and Indicator Library
Topic: [Code] For Optimizer: allow a specific MaxDrawDown only
Replies: 2
Views: 1707

[Code] For Optimizer: allow a specific MaxDrawDown only

This it not a strategy on it´s own,but something to add when optimizing your strategy with the Optimizer. The purpose of this is to only optimize for results that have a Max Intraday Draw Down of XX Dollar (whatever you specify). Since the optimizer doesn´t allow such an option yet like MT allows it...
by geektrader
09 Feb 2010
Forum: MultiCharts
Topic: Native 64bit version anytime soon?
Replies: 6
Views: 873

Native 64bit version anytime soon?

I just wanted to know if there are any plans for a NATIVE 64bit version of MC yet? I think this will be pretty nice for backtesting-speed and especially memory-allocation problems with huge tick-charts.
by geektrader
07 Feb 2010
Forum: MultiCharts
Topic: Where is DATABASES folder in Windows 7
Replies: 3
Views: 990

I am on Windows 7 as well. Just run a search on your C drive for "TSSTORAGE.GDB", the folder where this file is in, is where the databases are in.
by geektrader
05 Feb 2010
Forum: User Contributed Studies and Indicator Library
Topic: [Code] (Moving) Range Pivot Stop
Replies: 2
Views: 1624

[Code] (Moving) Range Pivot Stop

I´ve just coded a Range Pivot Stop ( http://ripetrade.blogspot.com/2008/10/pivits-how-to-buy-and-sell.html ) as an exit strategy to an existing trading system. Please take note that the traditional Range Pivot Stop uses yesterdays High / Low to calculate the range. But since I trade intraday, I´ve f...
by geektrader
01 Feb 2010
Forum: MultiCharts
Topic: Iceberg Order Support
Replies: 7
Views: 2171

You could code Iceberg orders by yourself in Easylanguage, that shouldn´t be a problem as long as you set the max contracts high enough.
by geektrader
29 Jan 2010
Forum: MultiCharts
Topic: DRM vs Dongle
Replies: 49
Views: 11829

Happy with DRM, never had a problem and even if DRM didn´t work, Multicharts continued to work fine until DRM was back. Don´t want to hookup additional hardware as well and don´t pay anything extra for that. I´ve always hated dongles. And since I run Multicharts on a VPS, a dongle is anyway no optio...
by geektrader
25 Jan 2010
Forum: MultiCharts
Topic: entryprice(0)
Replies: 7
Views: 818

Well, I can only say that "entryprice" always works fine for me as my exit strategies are also based on it solely.That is for automated EUR/USD trading though. You can do this, let the system open a trade and add a print (entryprice); Then look at the output and see if it prints the correct entrypri...
by geektrader
24 Jan 2010
Forum: MultiCharts
Topic: !from strategy to broker mp synchronizer
Replies: 5
Views: 1980

Would also like to know how to use this and implement into existing strategies since I often have the problem that the auto-trading messes up positions sometimes.
by geektrader
24 Jan 2010
Forum: MultiCharts
Topic: entryprice(0)
Replies: 7
Views: 818

You are doing this a bit wrong, entryprice - 2 would, just as an example, for Forex mean Entryprice (let´s say 1.5242) - 2 = you want to sell when the price is at at -0.5. Which makes no sense. You need to use Entryprice - 2 points So your formula would look like: If marketposition = 1 then sell("My...
by geektrader
24 Jan 2010
Forum: MultiCharts
Topic: Best Data feed / Broker provider ?
Replies: 5
Views: 1395

I am pretty happy with Interactive Brokers. You can trade almost anything, including Forex, and the data-feed is good quality as well is the historical data for Forex (1 year of tick-data can be downloaded, bid and ask separated). Execution of orders is fast and slippage low + pricing fair.
by geektrader
22 Jan 2010
Forum: User Contributed Studies and Indicator Library
Topic: Full stochastics
Replies: 4
Views: 2793

There is no "Full Stochastic". Stochastic always consists of FastK SlowK FastD and FastK, if you combine them together, you will have 4 "lines" in the indicator. But there is no "single line" "full stochastic" indicator.
by geektrader
21 Jan 2010
Forum: MultiCharts
Topic: exit nBars from entries - not BarsSinceEntry
Replies: 4
Views: 825

I think with labeling the entries this should work fine. Try it out.
by geektrader
21 Jan 2010
Forum: MultiCharts
Topic: Serious Bug, Spread not taken into account on backtesting
Replies: 2
Views: 544

The "bug" has been fixed, I accidently had different session-times for Bid/Ask. Setting both of them to the same session-times, Ask/Bid is correctly taken into account for backtesting. Thanks TS Support Team for the quick help.
by geektrader
20 Jan 2010
Forum: MultiCharts
Topic: Anyone auto-trading Forex successfully?
Replies: 1
Views: 985

Anyone auto-trading Forex successfully?

Hi, I just wanted to know if there is anyone out there trading Forex automatic with Multicharts sucessfully? I find it really difficult to create a successful auto-trading strategy in MC, struggling with it one year already. In backtesting things always look perfect, but in reality the slippage and ...
by geektrader
20 Jan 2010
Forum: MultiCharts
Topic: Playback function mystery??
Replies: 2
Views: 572

It´s a mystery to me as well, just like VERY many functions introduced since 5.0. The documentation/help of MC is totally outdated and most of the new functions are really a mystery. I could go on with what the "Recalculate on Broker Event" settings do and how they affect auto-trading for example. T...
by geektrader
19 Jan 2010
Forum: MultiCharts
Topic: Serious Bug, Spread not taken into account on backtesting
Replies: 2
Views: 544

A strange thing I´ve just noticed is that on 1-Minute Bars it DOES calculate the backtesting corretly and using Ask/Bid makes a difference to just using a single series. However, from 2-Minute Bars and up it makes no difference which backtesting mode is used. Really strange bug. Has someone looked i...
by geektrader
19 Jan 2010
Forum: MultiCharts
Topic: Optimizing keep parameters please
Replies: 4
Views: 705

Yes, and that is actually the problem. Regardless what you do, after re-compiling the signal, even if the amount / names of inputs haven´t changed, the settings for optimization will be reseted. That should really be made more comfortable.
by geektrader
18 Jan 2010
Forum: MultiCharts
Topic: Adding a Stop and Target to a Buy Order
Replies: 3
Views: 657

You have to use different labels for all exits being used. E.g. you can´t use "My Target" as a label for an exit more than 1 time. This compiles and works correctly: var: MovingAverageFast(0); MovingAverageFast=xaverage(close, 10); buy("My Buy") next bar (MovingAverageFast) limit; sell("My Target") ...
by geektrader
18 Jan 2010
Forum: MultiCharts
Topic: Serious Bug, Spread not taken into account on backtesting
Replies: 2
Views: 544

Serious Bug, Spread not taken into account on backtesting

Hello, since MC 6 Beta 1 the "Extended Backtesting" (using Ask/Bid to base calculations for backtesting on) doesn´t seem to have any effect anymore. I always get the exact same backtesting-results down to the cent when using either Single Data Series OR Extended basing on Bid / Ask, though the sprea...
by geektrader
14 Jan 2010
Forum: MultiCharts
Topic: Can Multichart be supported by Windows 7
Replies: 9
Views: 2082

Although this question has been asked many times here already, I confirm again that MC runs fine for me on Windows 7 X64 Ultimate.
by geektrader
14 Jan 2010
Forum: MultiCharts
Topic: Optimizing keep parameters please
Replies: 4
Views: 705

He means something different: each time you optimize a strategy and then return at a later time to optimize again, the values for optimization are saved. However, IF you recompile the study in-between 2 optimizations, the second time all values previously used for optimization are lost and have to b...
by geektrader
04 Jan 2010
Forum: User Contributed Studies and Indicator Library
Topic: Exit Strategy after X-Bars taking in account Profit
Replies: 2
Views: 1726

Exit Strategy after X-Bars taking in account Profit

Hi, today I wanted to share a exit strategy with you that has greatly improved overall performance for almost any system I am using. My recommendation is: add it to your existing trading-strategy and then use the Genetic Optimizer to find optimal values for both optimizable inputs for improving your...
by geektrader
25 Dec 2009
Forum: MultiCharts
Topic: Download non-session hours ticks (IB error)
Replies: 2
Views: 720

Solution is pretty easy:

1) Open QuoteManager
2) Click on Tools - Data Sources
3) Select Interactive Brokers and press "Settings" on the right side.
4) Check "Regular Trading Hours" and "Don´t request Data for empty periods".

Much fun backfilling and merry christmas:)
by geektrader
21 Dec 2009
Forum: MultiCharts
Topic: TWS Now Available 24/7
Replies: 3
Views: 874

TWS Now Available 24/7

"Log into your IB accounts at any time of the day or night (including weekends) with uninterrupted access to TWS, 24 hours a day, seven days a week. For information on scheduled updates during which TWS may be unavailable for several minutes, see the System Status page under the Help & Contacts ...
by geektrader
19 Dec 2009
Forum: MultiCharts
Topic: Bug(?) when backfilling EURUSD Tickdata on IB
Replies: 2
Views: 1486

Yes, this was indeed the problem with the IB Server. Now everything backfills fine:)
by geektrader
19 Dec 2009
Forum: MultiCharts
Topic: Can I copy the MC6.0 datafiles to computer2 for offline work
Replies: 4
Views: 757

I am not sure as for the copying, BUT, I can tell you that since a few weeks, IB has the historical market data server turned on all weekend. Currently it´s saturday and I have just downloaded the last 2 weeks of tick-data for EURUSD from Interactive Brokers. The Market Data Farm + Historical Data S...
by geektrader
18 Dec 2009
Forum: MultiCharts
Topic: Bug(?) when backfilling EURUSD Tickdata on IB
Replies: 2
Views: 1486

Bug(?) when backfilling EURUSD Tickdata on IB

In version 6.0 Beta 1 the following happens when trying to backfill recent tick-data (1 second) from Interactive Brokers for EUR.USD via IdealPro (worked fine in 5.5 just an hour ago): [12/19/2009 05:47:20] Data request for EUR.USD IDEALPRO CASH USD 1 Day Ask [ 12/15/2009 04:47:20 - 12/19/2009 04:47...
by geektrader
07 Dec 2009
Forum: MultiCharts
Topic: Print(Close), only 2 digits on on Forex
Replies: 1
Views: 449

Print(Close), only 2 digits on on Forex

Hi,

I am testing a strategy on EURUSD (5 digits), and using a simple

print(close);

When now looking at the Output the print command generates, it only shows

1.48

while it is supposed to show 1.48XXX

How can I manage it displays all digits behind the dot?

Thank you.
by geektrader
06 Dec 2009
Forum: MultiCharts
Topic: JMA or better smoother
Replies: 4
Views: 1080

Hull Moving Average for Multicharts is over here:

http://trader.online.pl/ELZ/t-i-Hull_Mo ... erage.html

Works fine for me.
by geektrader
05 Dec 2009
Forum: MultiCharts
Topic: GA Linear Equity Custom Fitness
Replies: 1
Views: 638

Have a look at http://forum.tssupport.com/viewtopic.php?t=6828 it gives pretty linear equity curves.
by geektrader
04 Dec 2009
Forum: MultiCharts
Topic: GA Custom Fitness Functions for Indicator Development
Replies: 3
Views: 718

+1 Vote for such a feature!
by geektrader
26 Nov 2009
Forum: MultiCharts
Topic: What is causing this PRINT behavior ?
Replies: 9
Views: 1376

I had a similiar problem before in a "FOR X"-loop. It was not with print command though. Might be a bug in the FOR loop within MC.
by geektrader
15 Nov 2009
Forum: MultiCharts
Topic: Function request: TradeTime_s additional to TradeTime
Replies: 8
Views: 2026

Function request: TradeTime_s additional to TradeTime

Would it be possible to add a function TradeTime_s which returns Hours + Minutes + SECONDS additional to the already existing TradeTime which only returns Hours + Minutes? I do need this for one of my strategies but don´t want to use currenttime_s since the computer-clock could run slightly differen...
by geektrader
14 Nov 2009
Forum: MultiCharts
Topic: Problem in creating new function - a beginner question
Replies: 6
Views: 874

var: DayTrueHigh(0);

if CloseD(1) > HighD(0) then
DayTrueHigh = CloseD(1)
else
DayTrueHigh = HighD(0);
by geektrader
12 Nov 2009
Forum: MultiCharts
Topic: Memory limitations
Replies: 7
Views: 1740

MC is still a 32bit application (even if you run it on a 64bit system, I do as well) it can only use max of around 3,5gig of memory since that´s the limit of 32bit allocatable address-space. Hence I hope for a 64bit version of MC as well as it would remove those memory-limits for real complex indica...
by geektrader
31 Oct 2009
Forum: User Contributed Studies and Indicator Library
Topic: A Good Custom Fitness Function
Replies: 4
Views: 2691

A Good Custom Fitness Function

Just wanted to share the Fitness Function which I am using with nice results for a while (high net profit with very "clean" and straight equity curve, low draw-downs): if (StrategyPerformance.MaxStrategyDrawDown != 0) { if (StrategyPerformance.GrossLoss != 0) { return 1000000 * StrategyPerformance.N...
by geektrader
31 Oct 2009
Forum: MultiCharts
Topic: SEVERE BUG: Autotrading - Complete Breakdown
Replies: 27
Views: 7451

That is to bad that they don´t take such a serious bug seriously. Gonna have to look for another trading-software if nothings changes soon...
by geektrader
29 Oct 2009
Forum: MultiCharts
Topic: SEVERE BUG: Autotrading - Complete Breakdown
Replies: 27
Views: 7451

Long time no reply to this thread, but I see the bug hasn´t been fixed. Today there was a typical situation which shows this bug again. My automated strategy was running and submitted a "buy 80000" order at 11:15:28, then a Profit-Target (Sell 80000) order at 11:19.38. The Sell order didn´t get fill...
by geektrader
27 Oct 2009
Forum: MultiCharts
Topic: windows 7 upgrade
Replies: 4
Views: 1145

Although this has been asked like 20 times in the last month, I can only answer it again and say that MC 5.5 is rock-stable for me with Windows 7 Ultimate X64 (using it every day for live trading).
by geektrader
15 Oct 2009
Forum: MultiCharts
Topic: Window 64-Bit
Replies: 1
Views: 706

Though MC is only available in 32bit at the moment, I can confirm that it runs absolutely fine on Windows 7 X64.
by geektrader
06 Oct 2009
Forum: MultiCharts
Topic: Orcal error
Replies: 1
Views: 968

MC works fine here on Windows 7 Ultimate X64. Looks like you are having a problem with TS rather than MC.
by geektrader
04 Sep 2009
Forum: MultiCharts
Topic: MC 5.5 - Windows7 build 7100 64bit
Replies: 8
Views: 1806

After a week on Windows 7 Ultimate X64, I can only say that Multicharts has been running countinously for 4 days now, optimizing, auto-trading, etc, everything works perfectly here.
by geektrader
03 Sep 2009
Forum: MultiCharts
Topic: Vista x64 Quad Core CPU affinity
Replies: 6
Views: 2790

You can download Tradesignal for trial on their website. Will post screenshots ASAP.
by geektrader
02 Sep 2009
Forum: MultiCharts
Topic: Vista x64 Quad Core CPU affinity
Replies: 6
Views: 2790

This is not normal. Tradesignal does use all 4 cores of my Quad Core for the same Strategy as in Multicharts and it is definetely calculating faster in Tradesignal. Should be addressed in my opinion, since currently all the cores are only used when optimizing.
by geektrader
26 Aug 2009
Forum: MultiCharts
Topic: MC 5.5 - Windows7 build 7100 64bit
Replies: 8
Views: 1806

I can confirm that MC 5.5 Beta 5 works like a charm in Windows 7 Ultimate X64
by geektrader
19 Aug 2009
Forum: MultiCharts
Topic: [Bug] MC 5.5 Beta 5, Still Wrong Max Drawdown
Replies: 3
Views: 1105

Andrew, just have a look at the Equity Curve with Drawdown, there is no Drawdown bigger than 500$.
by geektrader
17 Aug 2009
Forum: MultiCharts
Topic: [Bug] MC 5.5 Beta 5, Still Wrong Max Drawdown
Replies: 3
Views: 1105

[Bug] MC 5.5 Beta 5, Still Wrong Max Drawdown

Hi, in MC 5.5 Beta 5 the Max Drawdown is still being reported wrong in the Strategy Performance Report. As you can see, it says for "All Trades" the Max Drawdown is $5XX, but for Long/Short it says $11000 / $14000 Max Drawdown. Though neither in the List of Trades nor in the Equity Curve such a Draw...
by geektrader
17 Aug 2009
Forum: MultiCharts
Topic: MC 5.5 Beta 4 - where has Offspring Number gone?
Replies: 5
Views: 1116

Yes, we had a thread about that, about that GA only used 4 cores at the start, then only 1 after a few percent of optimization. You are indeed right that it uses all 4 cores now all the time, VERY nice! Thank you.
by geektrader
14 Aug 2009
Forum: MultiCharts
Topic: Best use of Core 2 Quad Processor in MC
Replies: 13
Views: 2947

You anyway can´t open MC more than 1 time. But it utilizes all available cores of the CPU, so all good:)
by geektrader
14 Aug 2009
Forum: MultiCharts
Topic: Bug? Crash/Hang when using Custom Fitness Function
Replies: 14
Views: 2078

VERY nice and this is exactly my setup indeed, IE8 and Quad Core CPU. So we will see a fix soon?
by geektrader
14 Aug 2009
Forum: MultiCharts
Topic: MC 5.5 Beta 4 - where has Offspring Number gone?
Replies: 5
Views: 1116

Interesting, you mean multi-CPU-core compatible? Well, I´ve used "One" and it still always used all my 4 cores of my CPU most of the time.

One did bring better NetProfit values quicker than Two, whyever that is.
by geektrader
11 Aug 2009
Forum: MultiCharts
Topic: MC 5.5 Beta 4 - where has Offspring Number gone?
Replies: 5
Views: 1116

MC 5.5 Beta 4 - where has Offspring Number gone?

Hello,

in MC 5.5 Beta 4 the "Offspring Number" (one or two) in the Genetic Optimizer has disappeared for user-choice and now seems to be fixed to "Two". However, I´ve always used "One" with better results for the Offspring Number. Can you bring that option back please?

Thank you.
by geektrader
11 Aug 2009
Forum: MultiCharts
Topic: Strategy Backtesting Slippage on Limit Orders?
Replies: 1
Views: 706

Strategy Backtesting Slippage on Limit Orders?

Hi, when backtesting a strategy that uses only(!) limit orders for the buy/sell orders, the slippage set in the "Strategy Properties" shouldn´t have any effect since limit orders are only filled at the price they are limited to OR better! Still, when backtesting, the slippage set in the "Strategy Pr...
by geektrader
07 Aug 2009
Forum: MultiCharts
Topic: EL ability to delete every type of tool.
Replies: 9
Views: 1575

Have you tried using "CurrentBar" or "Time" for your morning-startup routine? You could do something like if time=0845 then begin indicator1=0; indicator2=0; indicator2=0; end; or the same with Currentbar: if currentbar=1 then begin indicator1=0; indicator2=0; indicator2=0; end;
by geektrader
06 Aug 2009
Forum: MultiCharts
Topic: Logic Bug Slippage
Replies: 1
Views: 833

Logic Bug Slippage

Hi, when running a automated strategy live and having "Sync" mode enabled, the entry/exit prices displayed in the "Strategy Performance Report" are actually the real prices that the order was executed at by the broker. But still the Slippage that was entered in the "Strategy Properties" is being sub...
by geektrader
31 Jul 2009
Forum: MultiCharts
Topic: SEVERE BUG: Autotrading - Complete Breakdown
Replies: 27
Views: 7451

I am also using Bid/Ask for the Auto-trading, if that might be the cause...
by geektrader
30 Jul 2009
Forum: MultiCharts
Topic: SEVERE BUG: Autotrading - Complete Breakdown
Replies: 27
Views: 7451

It can easily be reproduced this way for example: Turn on "Pre-Cautions" within TWS and also enabled those for the API. Then run a strategy and once it sends it first order, TWS will ask if you want to turn off "Pre-Cautions" for the API. Wait about 5 Minutes and then click "Yes" and see what happen...
by geektrader
29 Jul 2009
Forum: MultiCharts
Topic: [Bug Report] MC 5.5 Beta 3 Intrabar Optimization
Replies: 4
Views: 1002

Oh I actually got this bug confirmed by Dennis. What´s up now?
by geektrader
28 Jul 2009
Forum: MultiCharts
Topic: Bug? Crash/Hang when using Custom Fitness Function
Replies: 14
Views: 2078

That´s not what I tried to say, I believe that you can´t reproduce it, but for me it really happens with any strategy, that´s the problem for me. What else could it be on my end that is causing this? I am really out of ideas.
by geektrader
28 Jul 2009
Forum: MultiCharts
Topic: Bug? Crash/Hang when using Custom Fitness Function
Replies: 14
Views: 2078

Hi Andrew, the funny thing is, it happens for EVERY strategy I use, whatever indicator, just doesn´t matter. For any strategy I optimize with a custom fitness function this occurs for me since version 5.0. You can for example take the MACD LE and MACD SE, there it happens for me as well. Really for ...
by geektrader
28 Jul 2009
Forum: MultiCharts
Topic: Incorrect Max Drawdown
Replies: 4
Views: 3574

You should provide some more details and possibly a screenshot, otherwise I am sure noone can help or fix the bug if it is a bug if you don´t provide a bit more detailed description.
by geektrader
27 Jul 2009
Forum: MultiCharts
Topic: Bug? Crash/Hang when using Custom Fitness Function
Replies: 14
Views: 2078

Bug? Crash/Hang when using Custom Fitness Function

Hi, can someone confirm that when using a Custom Fitness Function for Genetic Optimization that Multcharts crashses/hangs after the Optimization has finished and after applying the settings of any combination from the Optimization Report? Because thats the case for me since 5.0 Optimization runs thr...
by geektrader
24 Jul 2009
Forum: MultiCharts
Topic: [Bug Report] Different Trades when changing Days Back
Replies: 5
Views: 1585

Marina, I see what you are saying, but apart from Trades entered on Bar 1 and on the last Bar of the test-range, the inbetween trade should be identical. Look at my 2 screenshots, there are trades that are somewhere in-between for both "days back" values and should hence be identical, which they are...
by geektrader
24 Jul 2009
Forum: MultiCharts
Topic: Backtesting questions
Replies: 2
Views: 960

And a simple example code for that would be:

-----------------------

input: ADXperiod(30), ADXTrigger(30);

condition1=false;
condition1=ADX(ADXperiod) > ADXTrigger;

If condition1 then buy next bar at market;
if condition1=false then sell next bar at market;
by geektrader
24 Jul 2009
Forum: MultiCharts
Topic: Very simple backtesting question...
Replies: 12
Views: 2013

Yes, there should be a better manual, but I though find it nice to see them working on the functionality so hard as this is the most important thing and there are still enough bugs (just only today I posted 3 bug reports hehe);)

Good luck Synonym.
by geektrader
24 Jul 2009
Forum: MultiCharts
Topic: Very simple backtesting question...
Replies: 12
Views: 2013

The default parameters like the exit signal are always there, even if the strategy doesn´t use any. It´s just for setting the "look" of the entry + exit signal, SHOULD the underlying strategy have any.
by geektrader
24 Jul 2009
Forum: MultiCharts
Topic: [Bug Report] MC 5.5 Beta 3, Genetic Optimizer "overload
Replies: 1
Views: 703

[Bug Report] MC 5.5 Beta 3, Genetic Optimizer "overload

Hello. In MC 5.5 Beta 3 there is a bug with the Genetic Optimizer with "VERY MUCH" combinations. When having to many combinations, the Genetic Optimizer doesn´t optimize correctly anymore. In MC 5.5 Beta 2 this bug was not present, just Beta 3 did introduce it. As you can see on Screenshot 1, my str...
by geektrader
24 Jul 2009
Forum: MultiCharts
Topic: Very simple backtesting question...
Replies: 12
Views: 2013

You DO need a exit strategy or at least a Long + Short Trigger. If you only have a Long OR a Short Trigger, you will only get 1 trade as you have it now because the position never changes.
by geektrader
24 Jul 2009
Forum: MultiCharts
Topic: [Bug Report] Different Trades when changing Days Back
Replies: 5
Views: 1585

P.S.: The last trade on the "missingtradescompare.gif" can be ignored since it of course is a open trade.
by geektrader
24 Jul 2009
Forum: MultiCharts
Topic: [Bug Report] Different Trades when changing Days Back
Replies: 5
Views: 1585

[Bug Report] Different Trades when changing Days Back

Hello, this is a bug I wanted to report for a long time, just didn´t have the time to do so as it is a somewhat complicated one. I noticed it from Multicharts 5.0 and up. This bug applies for almost ANY strategy and ANY timeframe, so you can easily test it by yourself. My setup is this: a custom str...
by geektrader
24 Jul 2009
Forum: MultiCharts
Topic: [Bug Report] MC 5.5 Beta 3 Intrabar Optimization
Replies: 4
Views: 1002

[Bug Report] MC 5.5 Beta 3 Intrabar Optimization

In MC 5.5 Beta 3 a bug I´ve previously reported is still there. I am optimizing a strategy that is running on the 1 minute chart and have the Bar-Magnifier enabled and set to 1 Tick resolution. Now when running a genetic optimization, I get very "nice" (unfortunately to nice!) results (see Screensho...
by geektrader
24 Jul 2009
Forum: MultiCharts
Topic: Very simple backtesting question...
Replies: 12
Views: 2013

It´s clear that you only get one entry, that´s because you haven´t defined any exits. Your Strategy currently enters a position when the MA crosses whatever you specified, but then nothing more happens since you didn´t specify an exit and this initital position stays open forever. You need to add at...
by geektrader
23 Jul 2009
Forum: MultiCharts
Topic: How to clear cache?
Replies: 7
Views: 4214

I can confirm this as well, whenever I cleared the cache and use "Delete Data" afterwards, then opened "Edit data" in Quotemanager and it was not showing any data anymore for the symbol, it still had data left when re-plotting the chart afterwards. There is definetely something wrong here with MC no...
by geektrader
23 Jul 2009
Forum: MultiCharts
Topic: Walk Forward Optimizer Bug 5.5 Beta 3?
Replies: 1
Views: 864

Walk Forward Optimizer Bug 5.5 Beta 3?

Hi, I´ve tried several times to use the Walk Forward Optimizer in Genetic-Mode. I did set Population Size to 100 and Max Generations to 1000, nevertheless when the Optimization starts it shows like 1 Trillion of combinations it wants to test. In normal mode, when using no walk forward, it is correct...
by geektrader
20 Jul 2009
Forum: MultiCharts
Topic: Possible performance bug in Portfolio Backtester / Optimizer
Replies: 12
Views: 1930

Great to hear that this will be worked on. Basic Optimization is not an option for me as I have combinations in the Trillions range;) Thanks Andrew.
by geektrader
19 Jul 2009
Forum: MultiCharts
Topic: Custom Fitness Function not working in 5.5 Beta2
Replies: 1
Views: 765

Custom Fitness Function not working in 5.5 Beta2

Hi,

the custom fitness function I´ve always used in Multicharts (5.0) is no more working in 5.5 Beta 2, it says "Unknown Char" when entering my fitness function I´ve always used just fine with 5.0. See screenshot.
by geektrader
18 Jul 2009
Forum: MultiCharts
Topic: Possible performance bug in Portfolio Backtester / Optimizer
Replies: 12
Views: 1930

Yes, I also only use the Genetic Optimizer since my Neural Network Strategy has heaps of inputs. Anyway, you can try this on a smaller-input strategy and compare it. The "Exhausive Search" always uses all 4 Core´s from the start to the end of Optimization, only the "Genetic Optimizer" is having this...
by geektrader
18 Jul 2009
Forum: MultiCharts
Topic: Possible performance bug in Portfolio Backtester / Optimizer
Replies: 12
Views: 1930

No it´s not OCed and the computer is self-built. However, other applications, as well as the "Exhausive Search" from Multicharts do utilize all 4 Core´s permanently without problems. Only the Genetic Optimizer within Multicharts creates this problem, and not only for me as you see.
by geektrader
18 Jul 2009
Forum: MultiCharts
Topic: Help with tick and second/minute chart reading
Replies: 2
Views: 681

With this low time-frames you usually do scalping (e.g. having a profit target and stop loss of just a few pips). That being said; I trade a Neuronal Network Strategy on the 5 Seconds chart on the EURUSD through Interactive Brokers.
by geektrader
18 Jul 2009
Forum: MultiCharts
Topic: Possible performance bug in Portfolio Backtester / Optimizer
Replies: 12
Views: 1930

Attached are 2 screenshots where you can see that for the first few percent of genetic optimization all 4 Core´s are being used. Then after some percent, it drops down to only 25% load and estimated time left increases. Interesting is: this doesn´t happen with Exhausive Search! There all 4 Core´s ar...
by geektrader
17 Jul 2009
Forum: MultiCharts
Topic: SEVERE BUG: Autotrading - Complete Breakdown
Replies: 27
Views: 7451

I am having this problem as well. Sometimes when TWS is disconnected from Market Data Server, TWS still tries to send an order and if it doesn´t get executed within a few seconds, it resends this order over and over. Then when TWS is back online, it executes ALL the orders TWS sent in the inactive p...
by geektrader
17 Jul 2009
Forum: MultiCharts
Topic: Possible performance bug in Portfolio Backtester / Optimizer
Replies: 12
Views: 1930

I can absolutely confirm this. I am having a Quad Core CPU as well and for about the first 10 to 20% of Genetic Optimization all 4 Core´s are being used, then only 1 core and Estimated Time Left from this point does about quadrable. I´ve already reported this a while ago as a bug but never got an an...

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