MultiCharts: Trading Software for Automated Trading and Backtesting

Gaempi

To Smoky: "Renko backtest can't be reliable because the start point of data series can change all signals !" That is not correct: i get all the same correct signals despite different starting points! For backtesting strategies important is: 1. Use only closing prices, not bid or ask prices for strat...

Gaempi

I'm using a 43' 4K TV with a IPS panel (recommended!). Then you shoud take the PC mode in the TV software.

Gaempi

If you want to avoid the typical pitfalls optimizing strategies in Renko charts (what i do): 1. Use FlexRenko Charts 2: Resolution: 1 tick (very important!), do not use 1 Minute or more 3. Input: Close, Show Phantom Bars and Break on Session are on (!) 4. Programming signals: buy or sell on Bar Clos...

Gaempi

To dvdkite and Multicharts: 1. if condition1 and time < 1600 then sell 1 contract at 12538 stop. --> This order ist sent to the broker during the session before 1600. --> The condition1 is true and the stop is not filled to the end of the session (1600). So the order is activ (pending) at the broker...

Gaempi

To dvdkite:

Time based condition do not work, if you send orders (limit, stop) in the normal session time to broker, you have an after session market and there are pending orders (limit, stop orders) at the broker. Then you get orders you not want.

Gaempi

Hello 1. You have the trading session to set in the session template. So you see on your chart only the bars of this session. 2. If you have an automated trading system, the trades (you see) are made in the trading session on the chart. 3. You can limit the trading signals (new long or new short pos...

Gaempi

Yes. Clean data! I got all contratcs of th last 21 years of the Swissmarket Index (SMI) future tick by tick. But for optimizing you have to do: Stick togehther all this contracts to one endless contract.

Gaempi

Thanks Hughes! To be sure, it is better to work with AMD 3970 with 32 cores. I know. But some software (rendering, ...) can handle with 64 cores, can use all cores with 128 threads up to 100%.

What i like to know from Multicharts staff: Works Multicharts with all 64 cores at the same time?

Thanks

Gaempi

Look here: http://www.tickdatamarket.com/

Gaempi

MULTICHARTS is great for optimization of trading strategies. I work more then 10 years with MC. Now i want to buy a very fast workstation. I think AMD 3990X with 64 cores is the fastet CPU on the market. I know MC can work very good with a multicore CPU. I optimize now with 2 x 10 cores (Intel Xeon,...

Gaempi

Interesting ... But how to code renko logic into a regular bar chart. Has someone the code?

Thanks!

Gaempi

Hello

I had the same issue after updating windows 10.

Start the PowerLanguage Editor as administrator and you can (perhaps) fix the problem. After starting the programm like this compiling is as usual ok.

Gaempi

And please correct this: 1. In the optimization window: "Average fithness ..." =>> "Average fitness ...". 2. In the optimization report: the chaotic mix of the columns (% Profitable, input1, Avg Trade, input2, input3, Avg Bars in Loser, ...). If i have a lot of inputs to optimiz, in the optimization...

Gaempi

Yes, examples are very interesting!

Gaempi

Yes, switch off ransomware in Bitdefender and install MC. Don't forget to switch on ransome after that.

Gaempi

Hello

Can MC use the full performance of the AMD Threadripper 2990WX with 32 cores in optimizing strategies?

Yes, it should. But are there traders or developers of MC with experiences with this CPU?

Gaempi

Do you have some code examples?

Gaempi

Is it possible to send tradingsignals from one chart to another?

The idea is: Send a signal from a renko chart to a bar chart.
So it is possibel to value a strategy in renko chart in real bar chart.

Thanks

Gaempi

What i am missing in the new optimization window (opimization progress):

- total number of simulations
- elapsed simulations
- % elapsed simultion

Gaempi

I'm coding EasyLanguage and profitable systems more than 16 years. And i have not found a solution for this problem. If you (TJ) mean and advice us to learn how to code then you (or MultiCharts or other) traders can show us the way or show the code. There is till now no code to solve this problem be...

Gaempi

As i have said i use 10 min bar chart. If the 10 min bar closes at 6:00 pm the chart marks the end of the official session (no new bars after this time). At that point the open orders at broker are not new evaluated because MultiCharts don't do this (IOG = Off) and the session is over. I think it is...

Gaempi

Yes, that is the important point: IOG setting should be in the strategy ON. So the orders can be closed at the broker before the end of the bar closing and before the end of the market session. BUT this not the solution of the problem: My strategies work much better with the IOG is OFF. So we trader...

Gaempi

Yes, they are day orders! But after the official trading time till 06:00 pm the trading goes on 2 houres more. So the orders are open at IB till 8:00 (end of after trading session) and were closed by IB at that time. I want to close the open oders 1 minute before 6:00 pm because after this time the ...

Gaempi

My broker is Interactive Brokers (IB). I'm trading on the EUREX different futures.

Gaempi

By the way: If i time all orders till 5:58, all orders stay open at broker at 5:59, 6:00, 6:01, ...

Gaempi

Tell me, what's wrong here? I'm trading with a normal 10 min bar chart and the market is closing officially at 6:00 pm. After 6:00 we have after market trading with low volum. So all open orders should be closed at the time. The last bar on chart ends at 6:00 pm. My strategy has a timelimit to trade...

Gaempi

Yes, to activate orders by a timelimit is a way to go. Sure!

BUT: There should be a command (keyword) to deactivate all open orders at broker.

Gaempi

... I had the same problem!

Gaempi

Thanks, Anna!

Gaempi

Hello Anna Yes, i will come to the Live Chat after you examined this behavior (see down). I think a lot of your costumers have or will have the same problem. I tell you how i tried to solve to problem: 1. I want to export all historical data from SEPT contract in DEC contract 2. I exported the SEPT ...

Gaempi

Hello I have installed MC 11 R2 today. After that i got compile error:"line 0, column 0" compiling strategies. i have reinstalled (repaired) MC 11 R2 and rebooted the workstation, but i got the same error message again and again. What i have to do? What tony (above) recommend? how can i change the r...

Gaempi

Hello I have minute data back to 2001 and tick data back to 2012. Now the SEPT contract is expired and the DEC contract is now ready to trade. What i want to do and i have done in MC 10 every 3 months without any problem: Export all the data from SEPT contract (with data back to 2001) in ASCII and i...

Gaempi

Problem solved by new downloading and installing TWS 967.1 from IB!

Gaempi

I have installed IB TWS 967.1 to get the continuous contracts from IB to MC Quotemanager. But now i can’t start IB TWS with the program TWS-Start. So i got the massage « A Java Exception has occourred ». I installed the newest version for Java (1.80_144), but this update didn’t solve the problem. In...

Gaempi

Hello

I want to close all open orders at broker after a specific time:

... if time > 1720 then close all open orders at broker ...

How to code this?

Thanks!

Gaempi

Agreed? ... Why INTEL CPUs? Why not a Workstation with 2 x AMD Epyc CPUs with 64 processors (2x32) and 128 threads?

Gaempi

Why do you not expext a significant increase in optimizing Performance? Is working with a Intel Xeon Phi co-prozessorcard not an improving of CPU power?

Gaempi

Hello

MultiCharts is working with a multi CPU workstation. Is it possible to enhance the performance of optimizing with a Intel Xeon Phi card or not?

Gaempi

I had the same issue. Only a restart of the workstation helps.

Gaempi

Sure, Smoky, you need the order status from the broker. With MarketPosition_at_Broker you get the position status from the broker. So i think it can't be so difficult to get the order status from the broker to handle in a strategy. This is only a thing of programming a command or a keyword to cancel...

Gaempi

These is what i want too! We trader need a possibility to cancel orders at the broker. Please, give us a in the power language a command or a keyword to cancel orders. I say this since years. Not only for me it is very important to cancel orders at the end of the main session. Why? You can trade in ...

Gaempi

Can you tell me, where on my computer my IB-database is stored (folder/file)? Witch file i have to store to make a backup of my IB-database?

Gaempi

Hello I'm working with two workstations, one with 2 x 6 cores (24 threads) and one with 2 x 10 cores (40 threads). So i have a lot of experiences with optimization and developing strategies. I see the % use of the cores depending of the number of the inputs. For using 100% of the cores you have to t...

Gaempi

MC support team confirmed my solution would be in v9.1 release. I would like to wait for it, which is expected by the end of this year. Apparently there has been some misunderstanding. That is correct that MultiCharts 9.1 will have new backtesting/auto trading engine with direct order control from ...

Gaempi

Thank you JoshM I limit the orders in my trading systems by time. All orders can only be sent before the close of trading session. But this is not the problem. The problems are the open limit orders (sent during the official trading session) in the after trading. If official trading session is over,...

Gaempi

Is there a command or a way to close all limit orders at the broker after a specific time? The problem: MC sends from my trading systems limit orders to the broker (IB) in the official session. That's ok. But there is a after session market with low liquidity. It happens in after session time that o...

Gaempi

Thank you, Dru! Great work!

Gaempi

Hello Hendry Yes, I do not want the order to be kept at broker (market) waiting for price level. I want instead sent at limit/stop price level a market order. Why? The problem is in premarket trading and aftermarket trading the volume is thin. The bigger traders move the price to my stop or limit or...

Gaempi

I work with different autotrading systems with limit an stop orders, but i prefer that MC not send the orders to the market. I want MC only supervise the orders at market and send buy or sell orders, only if a limit or stop is reached. How can i program this in PowerLanguage?

Gaempi

Hi danilo

What do you mean with Bond future BTP: Bund Future or Bobl Future or Schatz Future?

Gaempi

I want to be sent stop and limit orders (exits) from a strategy only during main sessio n, not in pre market time and not in after market time. So I said each strategy part (StopLoss, Profit Target, …) only to act in specific time (main session): Simple example: Inputs: EntryTime(0900), ExitTime(173...

Gaempi

Hello Henry I have installed MC 64bit on WIN 7 64bit (Pro) on a workstation with 12 CPUs. I tried to backtest on different charts on different workspaces: No problem to backtest on 3 inputs and an error message ("unknown error") backtesting with 4 inputs and with 0 in polulation size (see pic). If i...

Gaempi

WIN 7 64, 12 cpus, 24 threads: Using MC 8 (Beta2) i have a serious problem with backtesting strategies: If i have in a strategy only 3 inputs to backtest, there is no problem. But if i take more than 3 inputs to backtest, then i see the following: In the genetic algorithm properties the value of the...

Gaempi

Thank you Henry!

The option "Save data to local database" was not enabled. The problem is solved.

Gaempi

Hello

Can anybody explain, why loading a workspace with 4 charts in MC 7.4 takes more than 30 minutes ... 4 times longer than in MC 7.0 ?

Gaempi

Hi I'm working with TS GlobalServer and have updated MC to 7.4 from 7.0. After that the loading of my charts lasts much longer than before. Loading a 30min-chart (range: 16 years back) lasts more than 15 minutes ... yes, one chart! The loading process of the charts is mach longer then before. I don'...

Gaempi

Hello Dave

Modifying the code is a way to solve the problem too. Can you give me a short sample code of a condition the strategy to send only orders to the broker if the actionlevels are filled?

Regards

Lucius

Gaempi

Hi Mike You are wright. Slippage is a very important point of view. But your slippage cost calculations are not really a matter of fact, if i have one trade in a hour or two or only one or two trades a day. Your scenario of get filled ervery minute is absolutly not seen in real life trading. So i ha...

Gaempi

Hello I want to trade an easy strategy, but I'm confronted with the following problem: If i work with a breakout system depending on volatility, the buy and sell levels are changing from bar to bar. So Multicharts sends automatically every bar new action levels to my broker (IB). But this produces a...

Gaempi

MultiCharts is working with multi processor PCs. That's great! But can MC working with cluster computing ... cluster cards (Tesla C1060) in a PC?

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