MultiCharts: Trading Software for Automated Trading and Backtesting

rrams

Yohyon, It is good to not be afraid to try to implement the strategy you want; but learning can be much less expensive using only one contract until you get the hang of it. Scaling into a position with multiple limit orders is going to be daunting to code the way you expect it to work. The buy order...

rrams

sforbes, If you still want the original Vwap-_bands_5 indicator fixed, I can edit it to behave better. Just realize that Volume Weighted Average Price is bombing with division by zero error because of missing volume data. Some symbols have historical volume available, some only have real-time volume...

rrams

Luto,
Try this and see if it is what you want:

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if Barstatus=2 and Symbol_Length-Symbol_CurrentBar<=9 then print("High: ", H);

rrams

Hi rc76, I don't have the ELCollections documentation with me to look at but I think you want this: vars: FileName("C:\Read123.txt"), ListC_ID(ListC.New), ListDate_ID(0), ListTime_ID(0), MyDate(""), MyTime(""); if CurrentBar = 1 then begin // Read entire file Value1 = ListC.ReadFile(ListC_ID, Filena...

rrams

leonng, That is a somewhat unusual exit style. If I understand correctly, you want to enter at any RSI cross-over, but only exit every fourth day of the month? So you might be in the trade one bar or up to 24 bars? MC trading sessions are defined by hours of the week and cannot span days of the mont...

rrams

hb7of9, The two reasons no exits are being triggered is because: 1. The TradeString is updated every bar and so the previous entry order name cannot be referenced. 2. The sell limit and stop orders use the current close times .7 or 1.3. This is not 30% profit or loss from the entry price. The close ...

rrams

Hello, Unfortunately, Interactive Brokers does not supply lists of stock symbols by exchange or index. You can download this information from several other sources such as https://www.barchart.com/stocks/indices/sp/sp500?viewName=fundamental&orderBy=marketCap&orderDir=desc . S&P500-Top-Ten.txt A...

rrams

krzysiaczek99, It is very possible I don't understand what it is that you are trying to do. I can't tell by the pictures. I have to assume you know that only the primary symbol (the symbol in the first data slot) can be traded. Those are the prices that show up in the backtest results. The AUDJPY pa...

rrams

Hi krzysiaczek99, The FAQ that TJ pointed out does have the correct information for handling multiple data series, including function calls. The topic is not the most apparent to figure out for an easy language. It is ok to ask how to write the code but you included a function from John Ehler that w...

rrams

scrichley, You must either copy the code from the ConnorRSI indicator into your signal and compile it there or turn the indicator code into a function and call that function from your signal. Creating a function out of the indicator code is easy, so it isn't always included. I have done it for you. ...

rrams

Hello exboy, I am thinking you want to record the change in profit per contract starting from a fixed price level target on a multi-contract position, but I don't completely understand your objective. Your use of Closedpositionprofit as a variable name confuses me because the profit on the last clos...

rrams

Airke07, The PowerLanguage date and time routines are based on legacy UNIX "Posix" structure and are thus not completely intuitive to remember. Hence, it is best to make a link to the MultiCharts64.chm help file in the MultiCharts directory and keep that open to search for the proper keyword to use ...

rrams

zanna,
Are you using realtime Synchronous AutoTrading mode? If that is the case then the EntryDate() keyword is going to give you trouble and a different solution is necessary.

rrams

Hello Zanna, The TradesToday function does work as intended, (although it should more appropriately be called EntriesToday). It may not have worked for you because of any of the following reasons: 1. You forgot to reset the condition1 back to false after every bar. 2. You didn't get enough signals t...

rrams

Yes, Oanda is now unusable for me. Relying on Microsoft Edge was a complete disaster. Whereas using the API token is seamless, reliable and secure.

rrams

fltngpnt, "crosses under" applies to a plottable number series. You should just use "<" or ">" instead. ...and check using a printout of the Portfolio_OpenPositionProfit at each step.

rrams

You can input a static data series and refer to that throughout your indicator or signal code.

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input: DSerC(C Data2), DSerL(L Data2), DSerH(H Data2);  
if DSerC>DSerC[1] and DSerL>DserL[1] and DSerH>DserH[1] then print(DSerH:0:0);

rrams

After much experimenting, what I do is set the IB Gateway to restart at 21:30 MST (GMT-7) for connecting to the Chicago servers. HOWEVER, I also set a Windows Task Scheduler event to close the Gateway at 21:05 MST and open it back up at 22:05 MST. This is because during that time the Gateway tends t...

rrams

o2cool, Yes, MultiCharts needs a live data feed to autotrade because signals are processed at the end of a new bar. You can't just click the Automate Order Execution button once at the beginning or end of the session. I do not advise that you try to use IntraBarOrderGeneration until you have more ex...

rrams

Hi o2cool, You actually are learning the right way by starting with a simple trading strategy on a longer time scale with few symbols and forward testing on a demo account. Imagine if you wasted a year building and backtesting a sophisticated strategy only to discover how different it behaves in rea...

rrams

Yes. It takes so long for any window to appear that I sometimes think my mouse button didn't work and I click on multiple instances.

rrams

Idangy, Looks like you are making progress. One thing I noticed; there needs to be separate dynamic arrays declared to hold the short and long positions. array: strats_with_longs[](0), strats_with_shorts[](0); positionsLong=pmms_strategies_in_long_count(strats_with_longs); // indexes of strategies w...

rrams

Idangy, Yes the functions like pmms_strategy_is_paused(1) take a parameter that are the zero indexed numbered strategies in your portfolio from top to bottom. Zero is strategy one, one is strategy two. Strategies in your portfolio tree can have multiple signals in each of them. The PMMS functions ap...

rrams

Traditionally the spread refers to the difference between the bid and ask; not the close and ask/bid. var: Spread(0); // Forex must be calculated in either pips or percent. // (Ask-Bid)/(Ask)*100 = percent of spread if InsideAsk<>0 then // (InsideAsk-InsideBid)/(10*PointValue)=pips X 10 same as Oand...

rrams

// Portfolio Money Management Signal to pause trading from // second strategy if no open position from first strategy. if pmms_strategies_count<2 then RaiseRunTimeError("Must have at least two strategies."); if pmms_strategy_marketposition(0)<>0 then begin if pmms_strategy_is_paused(1) then begin p...

rrams

Yes, it's literally called All Data Everywhere. However, you should instead use ElCollections whenever possible because it is slightly more supported. They both are for the purpose of importing data structures like lists and vectors between charts.

rrams

rc76, You can indeed change symbols using that CommandLine(".csy name=" + SymName) and then if you want to start auto-trading; use another CommandLine(".at_toggle") to make it run. The exact code can be somewhat tricky, but I do it with all my charts relably. There must already be a dozen project ma...

rrams

rc76, I am not a spokesperson for ADE, but the GetBarInfo function is using the word "Interval" to mean a key that stores a map file. So even though seconds and quarter etc. charts are not explicitly supported; you can still store the map using the appropriate key that is generated from the ADE.BarI...

rrams

RadioactiveToy, can you specify what you mean by underlyings and how your Portfolio Trader is setup?
It seems to work normally for me.

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rrams

soacm, The optimization Wiki page lists the available fitness function: https://www.multicharts.com/trading-software/index.php?title=Performing_Optimization You are welcome to start a new discussion or ask anybody a question in a new thread about the subject. Make sure to state the goal of your obje...

rrams

soacm, There are two ways to customize the optimization method. The one this thread is talking about is just called Custom Criteria and is written in JavaScript. To add your own code you start an optimization and under "Optimize by:", select "Custom Criteria", then hit the editor button that appears...

rrams

kdmezzo, A significant amount of work must have gone into TJ's FAQ; I find it very helpful. At least post code tags using the web page editor and thank the author if you appreciate the help by clicking the thumbs up icon. (it is free) inputs: StartTime(1700), OpenColor(Red), HighColor(Yellow), LowCo...

rrams

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if SessionLastBar then print("end of session");

rrams

tonyt, it is better to plot out what you are attempting in an indicator before you write a signal. That way you can make small changes to the code and see the results. Which one is closer to what you want or neither? inputs: nSess(5); var: hh(0), ll(0); // Not enough bar data for requested lookback ...

rrams

In both examples the use of '-.999999' for the initial value of a variable is because the greater than condition needs to evaluate to true THE FIRST TIME in order to seed that variable. Then each new bar iteration replaces that variable with a new value only if it is greater than the previous. So, v...

rrams

hi syswiz, If your signal is running in Portfolio Trader; you can create a Portfolio Money Management script to disable trading of all signals in the portfolio using the pmms_strategies_pause_all keyword or just stop taking new entries with pmms_strategies_deny_entries_all. If your signal is running...

rrams

Hello DanielFXS, If you wanted to just use currency conversion when needed; you could try: (Some Oanda pairs do not support currency conversion) if StrategyCurrencyCode<>SymbolCurrencyCode and StrategyCurrencyCode>0 then riskInCounterCurrency=Convert_Currency(DateTime, StrategyCurrencyCode, SymbolCu...

rrams

If you only care about the number of days in terms of 24 hours and not the number of session start times, then you could do something like: input:N(1); // days ago var: BarsPerDay(0), HighestBarAgo(0); if BarType_ex=2 then BarsPerDay=1440/BarInterval // minute time frame else if BarType_ex=3 then Ba...

rrams

Depending on the historical data, AvgTrueRange can return zero. Which would throw a division by zero error. Other than that it should work. Try setting the numContracts variable to fixed number and if that does not work then provide a screenshot of your signal property settings and what instrument y...

rrams

Here is a function you can add to your chart signal to determine whether daily profit target or max loss is reached. Daily_PnL_Limit.pla It only works on a single symbol. It would not be productive if I provided more complex code to handle multiple symbols with multiple position entries. That would ...

rrams

Hello kingin Hong Kong?, 1. You can code a condition in your signal not to enter a new position until after a certain number of bars past the last closing trade using: if (BarsSinceExit(1)>2 or MarketPosition(1)=0) // means two bars after exit or a flat position 2. You can either add logic to every ...

rrams

335, what you describe is called a ratchet stop. There are many ways to program it depending on if you are working with positions or entries, IOG or not, etc. George Pruitt has some good free lessons and books. I would do something like (untested): vars: PointAmount(-30); if MaxContractProfit>=40 th...

rrams

Not only do the holidays make the solution more difficult; you also need to code print statements to show that the exits are happening the way you want them to. In other words, proving you have it correct can be just as troublesome as writing the original code. Here is my attempt that just sells whe...

rrams

When you import the ascii data, try changing the first field from "Unchanged Ticks" to "Date" using the yyyymmdd format and then set the resolution to 1 Day.

rrams

If you need to calculate something or place an order at the close of a bar then use BarStatus to test the bar condition. [IntrabarOrderGeneration=true]; var: IntraBarPersist mp(0); if BarStatus(1)=2 then begin // will calculate at end of bar sell("JobName") next bar at xxx limit; end; if mp>0 and ma...

rrams

You need to add

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IntraBarOrderGeneration=True;

or set it in properties.

https://markplex.com/free-tutorials/tut ... variables/

rrams

You're welcome Ima. Hopefully I can clarify what I meant by switching to a more liquid instrument. I am not referring to the total trading volume. Imagine hypothetically, a world where a broker gets paid to provide good fills to dark pools which hide orders and also that broker provides realtime quo...

rrams

Hello Ima, Yes, everybody who uses IB for realtime data will eventually encounter that same situation. Historical data from them is less terrible. Yes, there are ways to mitigate the problem: 1. Use a better data provider (IQFeed). 2. Trade a higher timeframe (daily). 3. Trade a different instrument...

rrams

Hi McGeorge, What you did wrong was assign the current time of data1 to a variable and then try to reference it as if it was from data2. There is no data series associated with a variable other than the one you assign it to. If you want the time from data2 in a variable, then assign it to a differen...

rrams

Hello quantum777, Unless you are extremely unlucky, there are other people who have experienced the same problem and are just afraid to ask. So please take the time and effort to collect enough information to properly identify and catagorize the issue for the benefit of everyone. That is the hard pa...

rrams

Hello quod_erat, 1. The code: if marketposition=1 then var = 0; numentries = 1; is missing Begin and End statements which makes numentries = 1; ignore the if clause. 2. It is a crime against humanity to use the reserved word "var" as the name of a variable. (Also using numentries as a true/false fla...

rrams

Oh gosh Ben, that is probably a difficult thing to do with any charting platform. It's not just the lack of a programmable symbol import or hotkey that is the issue. MultiCharts is designed to work with streaming quote data. Instead; when you want to work with thousands of symbols, you normally requ...

rrams

bomberone1, I think Kate wants to know the data provider you are using and what symbol root they use for that product. She can add it if you specify. For instance, the data provider Interactive Brokers uses a symbol root of ESTX50 and it resides on the DTB exchange. https://contract.ibkr.info/v3.10/...

rrams

2 is always faster than 1 in every computer language. However in practical terms it doesn't make much difference. For MC it matters more that you don't do heavy file I/O or large array processing or reference the whole dataset every incoming tick. Under 1, MC is doing the same calcuation each time t...

rrams

Correct, there is still no way to programmatically check if additional data series are present on the chart. Querying Symbol_Length Data(N) will result in a run time error if no data series is found. Also, if a secondary data series is added and it doesn't have any data to load; then the primary dat...

rrams

Thank you MultiCharts development team for the quick fix for the Oanda logon change! The updater does allow correct connection to the broker and backfills for me. However; this fix causes MultiCharts version 12 to become unresponsive to window click requests. I get it that the file name has 14X64 bu...

rrams

Hi c0ntango, Hope you don't mind my opinion: I wouldn't technically call this a bug. This does give unexpected behavior, but a true software bug is if there is no way of producing an intended functionality. (Although in an academic setting there would be marks off for this design.) So the question b...

rrams

Hi Xurma, Please be aware that the CME settlement date is not the same as the rollover date that your data provider uses for continuous contracts. If you cannot backtest on each individual contract month in Portfolio Trader and must use a continuous contract, then you will have to construct your own...

rrams

Yes, the rollover date is important information to know if you are trading crude oil futures. Unfortunately that date is determined differently by each data vendor. Sometimes a fixed date and sometimes when more volume arrives in the next contract, or in the case of Interactive Brokers possibly just...

rrams

Yes, a function call uses a parenthesis and OpenS(0) is a valid function. The syntax of that part of your code is correct. Except HighD(o) is using the letter 'o' instead of the number zero '0'. You need to change that. Square brackets '[ ]' are used to reference array and series elements. You did t...

rrams

You forgot to add the input statement to the PtnBaseSA function:

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inputs: numeropattern(numericsimple);

rrams

Hi Claude, by "out of whack" do you mean it doesn't look like BarChart.com?

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or it doesn't look like the CME?

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I just use the settings that IB assigned upon adding through QuoteManager.

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rrams

I am going to guess that this problem is caused by not having a Brazilian real currency to choose from when you add the BOVESPA exchange to the Exchanges & ECNs and/or Security Definition in QuoteManager. The API call to IB TWS needs to use BOVESPA as exchange name and BRL as currency, not USD, for ...

rrams

I encourage you to try writing your own 2 dimensional sort routine.
Maybe this can help you: https://www.usingeasylanguage.com/sksort/

rrams

Margin? That thing traders use which most determines their risk of ruin? If you're going to dream then dream big. Since you are unlikely to get those PowerLanguage keywords ever; why not submit a new request to have the current margin of your choice automatically filled in to the QuoteManager field ...

rrams

{ Keltner Channel bands appear above and below the market. Prices that are within these bands are said to be normal prices. A setup is established upon the breakout above the upper Keltner band. Once the breakout has occurred, a buy stop order is placed at the high of the bar on which the breakout ...

rrams

It could be from the !From Strat to Broker MP Sync. That was why I chose to only use the !From Broker to Strat MP Sync. It doesn't have any problems. However your strategy code can also cause that behaviour. Even the famous Art Collins Cups-Caps Overnight with Stops and Targets code from Beating the...

rrams

turbofib, what you are asking for is somewhat complicated. You can accomplish it with code something like this: variables: dayfraction(0), nextsession(0); switch(BarType_ex) begin case 2: dayfraction=BarInterval/1440; // minutes case 3: dayfraction=BarInterval/24; // hours case 9: dayfraction=BarInt...

rrams

Hello,
If you just want the function to exit without an error, you use the PowerLanguage keyword:

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#return;

If you want the function to abort with an error message you use the PowerLanguage keyword:

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RaiseRunTimeError("Message");

rrams

No Object Oriented Easy Language available, thankfully. But yeah, it is a little kludgy that there isn't a function with an additional parameter to specify which subchart(s) to apply the drawing to. Not a big deal though; just make sure to replace in the code TL_New with TL_New_Self and add the indi...

rrams

There is no bug. You don't have a valid set of initial conditions to allow a first trade.
Just write it simply:

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if (MarketPosition=0 and BarsSinceExit(1)>3) or MarketPosition(1)=0 then buy next bar market;

rrams

1. It's pre Y2k, uncommented, garbage code that is forced onto our system every time we do an update even after being deleted because a self managed code repository or even directory system with branches for anything other than signal, function and indicator has not been implemented yet. 2. The auth...

rrams

Hi Doctor AI, It requires more than the code to determine what happened. The time and sales for that period and the logs as a start. Was the stop order rejected or just not sent? Did the broker connection or market data stop transmitting at any time? nq.png Also, SetStopLoss(c2); should not be insid...

rrams

Hi Powen, You don't want to program any kind of condition for the SetStopLoss command. Just issue the SetStopLoss. MultiCharts does have a bug in the SessionEndTime and SessionStartTime functions where it will give you the incorrect time if your charts are set to Local time and your PC is set NOT to...

rrams

After finally being able to read the article by Pawel Kosinski, I can see that his trading method is more complicated than the included TS code someone else wrote and his system is designed to be run on all the stocks in the S&P 500; not futures. Not even his NT script is written how he describes in...

rrams

Greetings rokanten, You have to add a variable for every holiday. You can hard code this year's day and month for every holiday or you can do it the difficult way and lookup online the formula to calculate the day of the holiday for any year. For instance, in the U.S., markets are closed for Thanksg...

rrams

I didn't have access to read the article, so I don't know what lesson the author is trying to teach.
I assume you wanted the signal to test.

rrams

Hi multichartsUser23, I really don't want to take any sides on this issue. I will try to stick to the facts. I'm not an equity trader, so I can't comment on if MBT's low flat fee commission structure makes enough of a difference. I don't even see how you stock people can trade without using All-Or-N...

rrams

I have used MBTrading with Multicharts in the past for autotrading futures only. When they were acquired by TradeKing then Ally.com I moved my account. I am also familiar with programming the MBTrading api with its single threaded, asynchronous, event-driven order handling mechanism in Delphi Pascal...

rrams

Hi Joe, you are very close. Arrays are always indexed starting with zero, not one. array: Indexes[1, 10](0); is a two dimensional array with eleven elements of value zero in each of the dimensions. So instead you want: array: Indexes[9](0), Indexes_C[9](0); When you copy the array you start at index...

rrams

Adrian make sure to use string comparisons. If you insert this code into your indicator or signal if Category()=0 and InStr(Symbol, "@CL")>0 then print("Found Oil") else print("Found ", Symbol); and compile and run it on a futures symbol chart; What shows up in the output tab of the PowerLanguage Ed...

rrams

Hi AdrianP, I can't tell from your limited code why you need to differentiate between futures and forex. The SymbolRoot() function provides the shortened name of any type of chart symbol to match with. If you need to know which type of financial instrument then Category() returns an integer equal to...

rrams

Thank you for fixing the Portfolio Trader Forward Performance Graph so that it shows a line now in Real-time Auto Trading.

Is there a way to set the default scale of the graph to hourly or minutes instead of what looks like three days?

rrams

I also wish there was an easy way to run a slideshow of charts (as a livestream), but it's not a built-in feature. Scanning thousands of stocks quickly for a particular chart pattern is something better suited to other programs like Wealth-Lab because of the way that exchange lists are pre-loaded an...

rrams

Ironman, I feel your pain; but I don't know what MC could do to know when to reload the continuous contract data. DTN.IQ software is programmed to use it's own data, so it is aware of the rollover methodology that it uses. You are going to have to keep reloading all data around rollover day as well ...

rrams

chipeur le renard is there any reason why you can't just use the original code from crazynasdaq and set Build Volume On: Trade Volume ?

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rrams

Hello synonym. The function name itself acts as a variable that can be referenced without declaring in the code. You have to make sure the function name is spelled exactly the same as the variable you reference. TJ is a wiser man and a better teacher than I. He would send you to the proper links to ...

rrams

PVO.png It works fine. // PVO - Percent Volume Oscillator - Function Inputs: Series(NumericSeries), // Volume or Ticks FastLen(NumericSimple), SlowLen(NumericSimple); Vars: AvFast(0), AvSlow(0); AvFast=XAverage(Series, FastLen); AvSlow=XAverage(Series, SlowLen); if(AvSlow>0) then PVO=(AvFast-AvSlow...

rrams

I would like to see more people succeed at semi-unattended auto trading and hear about their experiences. I won't ridicule any attempt no matter how modest the objective. I think the risk versus reward is there and has to be less dangerous than say being a passenger in a self driving car. I wish I c...

rrams

I meant to say that the AT dialog box does display, but doesn't start in AT mode. I'm sorry for that confusion. This is actually easy for you to duplicate now that I figured out the cause. I am using a secondary data symbol with 300 daily bars, but trading off the primary symbol with only 10 bars of...

rrams

I don't think they will ever allow you to mix symbols from different time zones on Exchange time.

You can run multiple instances of Portfolio Trader on Exchange time.

rrams

I am trying to get my charts to remember the Automate Order Execution enabled status so when I restart Multicharts it opens in Synchronous Automatic Trading mode. On some intraday charts it correctly remembers the setting and asks on startup "Do you want to enable Auto-Trading for next strategies:"....

rrams

Well it's not as easy to make it look right with volume based bars. So try a range bar chart first: Data#1 - YM DEC 17, Interval - 10 Points, SubChart#1 Data#2 - YM DEC 17, Interval - 2 Min, SubChart Hidden 10pointYM.png The Volume based charts (Contracts) work in reverse order: Data#1 - YM DEC 17, ...

rrams

Just insert another copy of the same instrument to the next data number in time based format. They are magically synchronized. If the first is say range bars (points) and the second is minutes; then during slow periods the candle bars of the first will be spaced farther apart.

rrams

Because that would be trivial code. Once you know SessionLastBar, the begining of the next session would be the next bar. Other people have gone through the learning process and contributed to this discussion before. https://www.multicharts.com/discussion/viewtopic.php?t=10647 You are doing fine.

rrams

Hello turbofib. Session times can be tricky to program so that the outcome is exactly the way you expect; but the code syntax is straight forward. Session Numbers are pre-assigned in the Symbol Dictionary for each time-block a security trades during the week. Some instruments have just one number pe...

rrams

I see you have been asking about this several times in the past. I don't understand the problem. You do NOT need to first invoke a shellexecute "open" command in order to use the MultiCharts FileAppend function to write to a file. inputs: FileName("testfile"); vars: Path_and_FileName("G:\Users\Utili...

rrams

I agree this is a strange behavior to add undefined symbols to Quote Manager. I think it first checks the symbol Root in the Default Data Source of the Symbol Dictionary for a match and then assigns "undefined" to the exchange if it can't find one. (Which would be every time for stocks.) What I woul...

rrams

Either your Order and Position Tracker -> Positions History is showing rejected orders or the Strategy Properties are denying more entries. The code loop with a market order gets executed as the print shows. Sorry, I can't help more. I don't get why your 3 point Russell 2000 range bar chart has some...

rrams

Because you are using a negative offset in the plot function, it is trying to move the plot forward to future bars. Which is okay, but you have to make sure the chart has free space to the right. No code change is needed just choose Format Window, X - Time Scale on the chart and set Chart Shift to a...

rrams

It should connect right away during market hours unless there is a problem with your permissions. VIX.png Are you subscribed to CBOE Market Data Express Indices? Does it chart in TWS? Did you add VIX as an index to the Quote Manager? Is Quote Manager using the custom settings of 1/100 price scale or...

rrams

It's probably a late hour which is causing you not to realize that HoursFromDateTime requires a DateTime not a Time.

rrams

You have to format the window Chart Shift 26 bars.

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rrams

Margin is not a calculable, static number, it can change during the day if a high volitility event occurs like Brexit. It is also a different number for holding overnight. You have to manually type in every contract's margin field in order to keep track. Here is a sample of my historical initial ove...

rrams

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plot9(Text(LeftStr(description, InStr(description, "Continuous Contract")-1), RightStr(description, 7)), "Description");

rrams

H, That seasonal indicator for TS makes (unnecessary) use of an object oriented language extension which MC does not support. You could easily replace the vector creation function call with an ordinary array; however, the indicator is meant for monthly or weekly bars and MC only supports daily or le...

rrams

compiled with MC 10b2 64bit. Let me know if there is a problem.

rrams

It compiles fine on MC. You do need the functions _CE_DateToString and _CE_TimeToString.

rrams

The fourth parameter is just a reference to a variable that will hold a number indicating whether the trend is up or down. The function itself returns the trend value. vars: strend(0), st(0); st=SuperTrend(10, 3, 10, strend); Plot1(st, "Up"); { plot this hidden } Plot2(st, "Down"); { plot this hidde...

rrams

I haven't been able to get any of the Economic Event Indicators to work with MC64 version 10 Beta 1, Build 12709. (Like A_Economic_1Min) I have correctly modified the EE.ReadFile. No error message; it just won't print any events. It still works okay with MC64 version 9. Has anyone else successfully ...

rrams

The code is simple but the different modes of operation need to be understood. You absolutely cannot use SetExitOnClose for real-time trading. You must use something like: if MarketPosition>0 and time>=1545 then sell next bar at Market; onclose orders may or may not work with your broker but they wo...

rrams

Hi svopex! The EntriesToday function is correct as written, however; I think your code logic using SessionEndTime as an entry signal is problematic. A backtest will ignore Sunday, since it is not within the session times, but real time trading might produce some quotes and your logic is looking back...

rrams

Thank you Henry. Yes, I added the symbol to the QM in exactly the manner you suggested and reloaded. I also turned off "filter bars with zero volume" in the IB Data Feed settings to see if that helped. Although I can plot the Bids and Asks perfectly - I cannot plot Trades correctly. It appears to be...

rrams

Just replace all occurances of DateTimeToStr with the built in function DateTimeToString. Make sure you also have the StrToChopUp function: { This function "chops up" a string in separate pieces, where each space (" ") is replaced by a new line. Changelog 3-5-2012 First version. } inputs: StrToChopU...

rrams

First, I want to say that I have used MultiCharts every day for several years and am happy with it. Occasionally I have an issue and I need to make sure I am following the correct procedure. I could not get a good MC chart in any timeframe for an ecbot futures symbol called AIGCI. The description is...

rrams

Here in Arizona we do not observe Daylight Saving Time either. I gave up trying to explain the issue a couple years ago and ended up writing work around routines to keep track of session times. It's difficult to reproduce and test fixes because you have to wait eight months for the exchange to switc...

rrams

I'm just trying to be helpful; but don't some negative values above (indicating that the tick timestamp arrived after the current computer datestamp) imply that your measurements are meaningless error and not a good way of calculating either latency of quotes or the time spent processing signals. If...

rrams

I was able to add the root of E7U5 Euro FX to the symbol dictionary of QuoteManager (for Interactive Brokers). However, I cannot check Use Symbol Dictionary Settings on the settings tab of that symbol. I get a "You must enter 'Daily Limit' value between 1 and 1000000" dialog box preventing me from a...

rrams

I have also suffered from this for three years. No, neither of these settings have any effect in stopping the rash of TWS connectivity messages. I can sometimes get the error popups to stop by killing the MessageCenter.exe process. I do not like to criticize someone else's hard work. But these popup...

rrams

Thanks for the reply Arnie. I use the standard futures templates. I forgot about the daylight savings time change. Arizona does not observe DST, so maybe there was an hour where the exchange fell back and this created a negative time difference in the CurrentSession function? If that is the case: it...

rrams

Since updating to latest MC 9, build 10013, 32bit and starting this Sunday I could not get the CurrentSession function to return a value for QMZ4 or ZB Dec 14. Still works for NQZ4. The return value for CurrentSession does not print -1 using NumToStr, so I don't know if it is even initialized proper...

rrams

I am using the 32 bit version of MC. The issue doesn't happen every time. Every now and then the chart displays correctly on MC. I also can't figure out how to "lock" the vertical scale to a user defined min and max. When this sub chart is combined with a chart that has a different vertical scale (s...

rrams

I value your opinion and sypathize with your feelings about IB data and order handling. I understand their limitations; however I don't want to jump to any conclusions or blame and complain. This is an non-tradable symbol that doesn't need to show every quote to be useful. I just wanted help to iden...

rrams

Can someone verify if they can get a 2 minute chart of the NYSE-TICK index from Interactive Brokers to display properly? Or what I might be doing wrong? I can't get any negative numbers to print even though it works on TWS and in MC using MB Trading as a data source. Also a tick chart of the TICK-NY...

rrams

Hi felixtjung, Are both the profit target limit and stop orders getting rejected? Is it when they are far away in price? Do you mind posting or email your trading code with the way you are implementing bracket orders? I would like to observe it reject an order and try to write a safer template to us...

rrams

The NYSE TICK represents the net number of stocks in the broad market that are trading at their offer prices minus those trading at their bids. Both Interactive Brokers and MB Trading will historical backfill this index onto a Multicharts window. I don't know what the index calculation update freque...

rrams

I agree. Four raid 0 SSD's eliminate the I/O bottleneck and are better than 64 bit or a ramdrive. To increase the life span of exspensive SSD's (about 1 year average for me); a small ramdrive would be good for holding the ever increasing amount of logfiles that these realtime programs constantly gen...

rrams

Don't be offended by a simple suggestion: check that the chart instrument datasource is set to real time and not history. For some reason Multicharts will default this setting back to history when you go to format instrument instead of leaving it on the current value (real time).

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