MultiCharts: Trading Software for Automated Trading and Backtesting

shadrock55

t is a mix of a coding problem and not completely understanding unfilled strategy order replacement and limit order cancellations. The problem occurs when I get the change in price exactly right. When my price point is hit, I enter a limit order to enter the market at that price to avoid slippage fr...

shadrock55

I am paper trading a strategy, and I need to understand how limit orders work. I issued a limit order, and it was not filled. Eventually, it was cancelled, but my strategy just stopped doing anything at that point. It left and open position that I had to close manually. It looks like it closed the o...

shadrock55

I think this should be possible.

Chart 1 is the Trade data series
Chart 2 is the Ask data series
Chart 3 is the Bid Data Series

My biggest problem is that I cannot find the bid and ask data series for ES. Doe anyone know where I can find that data? If I had it, I could run the test.

shadrock55

I have a Renko based strategy that I'd like to backtest using precise backtesting. I've read the wiki, but I need more assistance to make sure it trades the same as live testing. I don't think I can build the Renko bars themselves on bid/ask and have the Renko bars build correctly. Wouldn't they be ...

shadrock55

Talked to support. Here was the solution: 1. Please close QuoteManager 2. Go to Windows Start button and launch regedit.exe 3. Please go to this path : HKEY_CURRENT_USER\Software\TS Support\MultiCharts64\QuoteManager\ in the registry tree please make a right click on the Position folder and click De...

shadrock55

Yes, I only have two.

shadrock55

Desktop, Windows 10

shadrock55

I just upgraded to MultiCharts64 Version 10.0 Release (Build 14188) after not using MC for a year or so. After the update, the quote manager window will not display. I see the icon show up on the toolbar, but the screen never maximizes. Is this a known bug with a fix? I have restarted the computer, ...

shadrock55

I got the solution in chat. You need to use this link.

http://www.ampfutures.com/platforms/mul ... -language/

shadrock55

This is not solved. I still cannot connect. QuoteManager says "Establishing connection to CQG: DataFeed Version = 1.0.12010.400". I am using the sim server: wss://demoapi.cqg.com:443 in the Data Feed Configuration. I have tried multiple symbols, but I am currently trying TFEH16. When I try to make a...

shadrock55

Thanks, I will try Monday.

shadrock55

I generally trade Forex, but every now and again I would try to put together a strategy for Futures. I would always get a free CQG demo, but I'm having problems with it. Does getting a demo from the link below still work? If not, where can I get a free demo of Futures data for MC version 9.1? http:/...

shadrock55

I want to know is there any easy way to save your own data series into an array and feed it to function instead of a built in price series. Here is an example of what I mean. Current Psuedo Code: Value1 = BollingerBand (Close, 50, 2); New Pseudo Code: Arrays: CalcClose[50](0); {Save a Series of valu...

shadrock55

Yeah, that is what I did. I was wondering if there was a setting that would do it easily. I guess not. Thanks.

shadrock55

Yes, that is what I mean.

shadrock55

Is there a setting that lets you set the EntryPrice function to be set on strategy values instead of the actual Entry price? I can rewrite the code, but I was wondering if there was an easy solution. It seems like a common problem that slippage would throw off stop losses leading to a vastly differe...

shadrock55

Here is what I found out. I just didn't understand how Forex works opposed to Futures, etc. "Currency data only provides the quotes 'bid' and 'ask' values for Forex since there is no one central exchange that can provide definitive trade data. When constructing Open/High/Low/Close bars, you need to ...

shadrock55

Henry, do you have any references for this? O wanted to try the import and back testing this weekend.

shadrock55

I'm using Tickstory to pull free historical Forex data from the Dukascopy website, and I have a kind of dumb question. The data comes in BID and ASK. Which series do I use to get the actual traded price for backtesting? Is there a way that I am supposed to import both series to get the best results?

shadrock55

I think the variable didn't start computing until after 200 bars. It was 200 bars for maxbarsback then another 200 bars for it to calculate correctly. That's why it looked right at bar 400.

shadrock55

It wasn't the maxbarback. I was something even weirder or maybe related indirectly. I was assigning the closing price to a variable in case I wanted to change the formula. When I used the assigned variable in the average calculation, it was wrong. When I changed the average calculation to the word c...

shadrock55

Yes, I've tried that. I set them both at 200, but I got the same affect. It was slightly different than when I had it set to automatic, but it was not correct from the first bar that I could see the moving average.

shadrock55

I'm sure there is a simple reference guide for this, but I can't seem to find it. I have an indicator that utilizes a 50 and 200 period moving average. All it does is colors the bars when its in the middle. To check the indicator, I put on the built in indicator (Mov Avg 2 lines) in conjunction with...

shadrock55

Thanks. I expect slippage, but code using IOG simply goes off at the wrong place. I'll mess with it this weekend, since you are implying that it should be an exact match +/- slippage.

I scrolled up, and I feel dumber for it since its there.....

Thanks

shadrock55

I'm assuming you mean turn on intrabar order generation and use that statement, right? Otherwise, it will hardly ever execute... or did the response go completely over my head? The problem is that I can never get the code to match using IOG. If you are saying that I should be able to replicate the b...

shadrock55

I am using a limit order to buy at a price lower than the current price. I don't actually want it to act like a limit order though. I want it to change to a market order at that price and execute immediately so that the order doesn't wait in line. What is this best way to do that? I thought I could ...

shadrock55

I have been trying to test a strategy using a MBTrading demo account. I have successfully gotten it to connect to the account and load charts. The issue that I am having is that the connection is very shaky. I haven't been able to load a chart since last night(EUR/USD and GBP/USD), and it keeps gett...

shadrock55

I don't fully understand the response. Are you saying that after the first labeled bar ends on Data 1, it does not matter that the state changes in Data 2 or Data 3 because the next bar has already begun in Data 1? If I issue a command to "buy next bar" Multicharts will assume it is the bar after wh...

shadrock55

I have a lot (and I mean a lot) of code. Here is a picture and a snippet of the code. Captioned Bar 1 (in Data1): The conditions are false Captioned Bar 2 (in Data2): The conditions are now true, and a buy stop is issued above the high of this bar. Captioned Bar 3 (in Data3): The conditions continue...

shadrock55

200 tick bars.

shadrock55

I should be fine there. 200 is the lowest resolution.

shadrock55

I have an odd issue. I am using three data series. Series 1 = 200 Bars Series 2 = 1,000 Bars Series 3 = 15,000 Bars I initially wrote the strategy with just Series 2 and Series 3, and I got it to compile and run successfully. I then decided to add a lower data series (Series 1), so that I could get ...

shadrock55

Thanks. The support chat helped too. I found the problem, but it still bothers me that I didn't get the error even though my maxbarsback was greater than the user defined 50. I guess its in the nuance of how it works.

Marc

shadrock55

Ok, here is another test I ran to try to figure it out. Both currentbar and barnumber are offset by six bars. I don't care about the offset, but the issue is that the barnumbers on the chart are offset by six bars. Here is the complete code with no indicators. I ran it on a 3 minute chart. If date =...

shadrock55

I'm using the EurUSD on a 3 minute chart. I think that the issue is that the barnumber is also really, really off. I ran this code and I got Two different barnumbers for the same time and neither coincides with the chart. I closed and reopened everything, and this is the only chart and workspace ope...

shadrock55

In my original entry, I said that I had already check max bars back. I had already read the reference material, and the my longest indicator is less that 50 bars back (It is user defined). Unless I don't understand it, Max bars back should not be the reason for two full months of data not to display...

shadrock55

I have an indicator that is only displaying about 25 days back. I have 60 days back data loaded, and none of the things that I have prohibit the indicator from displaying. When I print out the bar numbers, they appear to be wrong too. If I put on a simple indicator (like a pivot) it displays the ent...

shadrock55

Wanted to bump this because I think one of my questions got lost. If I want to backup (or change) between databases, all I need to do is save the 3 .GDB files to a new location now. When I want to use them again, I need to shut down MultiCharts and replace them in the databases folder, right? Do I n...

shadrock55

Thanks, 1. Yes, I mean import. I'll have to import the data again and check my database sizes in order to see if that was the problem. I think you can have multiple databases. This topic in the knowledge base discusses it, but I can't figure out how to do it in Windows 7. None of the directories are...

shadrock55

I finally got this working, and it was spectacular. It loaded fast, and really worked well. The problem is that it only worked for about 15 minutes, and then my computer crashed. I think it was my fault, but I have some questions that may have caused it. 1. I completely loaded one symbol with about ...

shadrock55

I can break it up, but is there a way of getting the two files on one chart? I'm trying to use tick data, but 4 GB is not even a year's worth. My trades can last from a few minutes to months, and I don't know what to do with the trades across the break.

shadrock55

I thought I read that you could now map ASCII files up to 16GB. Is this now possible, or is it the total MC database that can contain 16GB? I keep getting "No Data" when I map a file that is around 14GB. Is there something that I need to change in order to get this to work? I'm running Windows 7, 64...

shadrock55

Back when I was on TS, I ran a line break strategy. There are a few coding intricicies that existed there that I believe exist here as well that may close the gap. 1. Make sure that all orders in the backtest are executed "On Close". Any other order type will be innaccurate. "At the market" orders e...

shadrock55

The rough filtering is what I've been doing, and it seems like an application here could avoid the necessity for outputting. The main reason why I want to do this is for walk forward testing. To use the built in WF test, you need MC to select the top set of variables for you. For example, I'm curren...

shadrock55

Thanks Josh, A couple of questions. 1. Instead of optimizing on one parameter, do you have a version that uses some results as filters or have you come up with a scored weighting system? Rather than exporting to Excel, there should be a way to get the best system without an export. 2. Here are a cou...

shadrock55

Thanks, its not possible to look at multiple tick charts in replay mode though, is it. If I wanted a 233 tick and a 699 tick chart to replay in sync, it wouldn't work right?

shadrock55

I trade tick charts, and I want to replay the session exactly as it happened. I load up my 233 tick chart and I select tick by tick, but I get an error message stating: High Resolution data Could not be loaded. Data Playback Will be performed in As Is mode. Is there any way to get pure replay of the...

shadrock55

Are Regular Points charts in Multicharts the equivalent of Range Bar charts in other packages? When I do a comparison with other packages they look different. It actually looks like this is better because it has gaps in it and doesn't automatically fill them in which creates a better backtest result...

shadrock55

I think I answered my own question last night.

shadrock55

Thanks. That's excellent, and, of course, I'll demo the heck out of it before turning it on. One more question. Will the performance report reflect the true account size required? For example, since the Renko charts don't show all price action, the price could've traded above or below the actual box...

shadrock55

I'm a former TS user, and I wanted to understand the differences between Renko charts here and there because they seem to perform slightly different. 1. In order to do proper backtesting, do I need to use "buy this bar on close" or can I use "buy next bar at the market"? 2. If I need to use "this ba...

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