MultiCharts: Trading Software for Automated Trading and Backtesting

AntiMatter

with symbol BLDP i get the "The Price Does Not Conform To The Minimum Price Variation For This Contract " problem.

The solution is here:
https://www.multicharts.com/trading-sof ... _Rejection

However, multicharts for TWS doesn't seem to have a QuoteManager feature....?

AntiMatter

"Option to use “Outside RTH” tag for orders for Interactive Brokers was added. This tag is applicable for stocks on real trading accounts – when it’s enabled order can be placed directly to the exchange outside of regular market hours. If it’s disabled, IB will return an error saying that it’s impos...

AntiMatter

Where would I find the "Data Vendor Supplied List"?

AntiMatter

Haha, very smart indeed!

AntiMatter

I add something from IQFEED, from exchange NASDAQ using the above method, e.g. ADBE. I then open a chart of ADBE. Next, I connect to Interactive Brokers. Then I attempt to Chart Trade BUY 100 MKT. The order gets rejected with the message: "No Security definition has been found for the request" Looki...

AntiMatter

I'm using IQFeed as datafeed and IB to trade. I want to replay market data, and make simulation trades which are locally simulated. However, it appears that for a rythmic local-sim account, I need to be subscribed to this datafeed! How do I go about locally simulating trades?

AntiMatter

So with my setup (data from IqFeed, trading with IB), what would be the "correct settings" for i.e. MSFT?

AntiMatter

Does this import actually have relevance for *symbol mapping* though?

AntiMatter

For example, with a new NASDAQ stock, the LHS of the symbol mapping will be correct, but the RHS (broker symbol) will just show "NASDAQ", which results in the order being rejected. If I manually change this to SMART;ISE;CHX;ARCA;ISLAND;IBSX;DRCTEDGE;NSX;BEX;CBSX;BATS;EDGEA;LAVA;CSFBALGO;JEFFALGO;BYX...

AntiMatter

We got this working with the help of the support, it works nicely

Thanks

AntiMatter

Is this a limitation of MC, or a limitation of TWS?

AntiMatter

No! Why can't we do this over the internet?

AntiMatter

I have IB TWS running in the cloud on AWS on Windows Server 2012 I can't seem to connect MC on a local computer to my TWS running on AWS. I have allowed the port within TWS, and I am trying to connect MC to the remote server. However, I am getting the error Interactive Brokers; Unable to connect to ...

AntiMatter

I thought orders could also be send on forced CalcBar() recalculation; with ExecControl.RecalcLastBarAfter().

Ah, will try this, thanks.

AntiMatter

OK Thanks.

This can be a problem in low and medium volume markets, where you could perhaps wait more than a minute before the order is processed. This could be the case even in some reasonably well traded stocks, but at a quite time of the day.

AntiMatter

On a 1-minute chart, this would be the previous close of the 1-minute bar. However, I would like to look at the previous tick. I can (for example) do this: Output.WriteLine(Bars.Ticks[1].ToString()) However, I would also like to be able to do something like this: Bars.TicksValue[0].ToString() Howeve...

AntiMatter

I thought that, with IOG, MarketThisBar would become 'this tick' (but you'll need to verify that yourself). No, it doesn't. As per my initial post: If we have a one minute chart, with IOGMode.Enabled, then OrderCreator.MarketThisBar waits until the close of the 1-minute bar before it is processed.

AntiMatter

Am I the only person to think that it be better to have a way to send an order *immediately*, or am I missing something here?

AntiMatter

I would like to look back at previous tick prices... How would I do this?

AntiMatter

I have IOGMode.Enabled I want orders to be sent as soon as a tick fulfills my condition. For example: if ( my_stop_loss >= Bars.Close[0] ) { sell_order.Send(); } 1) When I use OrderCreator.MarketThisBar, it actually waits until the close of the bar (e.g. on a minute bar, it could wait up to 1 minute...

AntiMatter

OK, thanks for the clarification.

AntiMatter

The situation I am dealing with here is that there is no data *yet* - but we do definitely expect data. Thus "just delete it from the chart" isn't really ideal for my use.... But never-mind. Thanks anyway.

AntiMatter

Thanks for the help. If I do as you suggest above, and >Add symbol->From data source-> IB-> This appears to obtain the correct settings. However, when importing from a symbol list, it does not obtain the correct settings. I am trying to setup a long(ish) list of symbols correctly. Moreover, this can...

AntiMatter

On further clarification/investigation, my problem is as follows: I am trading on Interactive Brokers. Therefore, I would like to use exchange "SMART" (it has more comprehensive data, and improved price discovery than using exchange "LSE") On MultiCharts, the SMART exchange is setup with US exchange...

AntiMatter

Anyone? Another example of an instrument with no data is simply one in which the timeframe does not yet have any data. If there is no way to readily deal with this situation, can it please be added as a fix for future issues? e.g. if I chart a symbol with data (e.g. something frequently traded like ...

AntiMatter

I am trading both US and UK equities. Unlike the US, stocks on the LSE are denominated in pence. I load an LSE instrument (e.g. VOD) from Interactive Brokers, and then select "Use Exhchange & ECN's Settings:" LSE. Next, I set up Auto-Trading to trade 10000 Dollars Per Trade. However, the settings au...

AntiMatter

Examples might include new issues such as IPOs. The chart will display "No data". This is (of course) the only appropriate status. However, if we apply two Instruments to a series: #1 has some data #2 has no data Then the status is still "No data". We cannot even see the data for the first instrumen...

AntiMatter

If you open an account with Interactive Brokers, then you can also get a demo trading account. Then connect MC to the demo account, and trade exactly like you would with a real IB account. If you have a real IB account running on the same account, then all your subscribed datafeeds will also be avai...

AntiMatter

Hmmn, I thought I might struggle to convey what I am trying to do. Let me rephrase. I am really interested in point number (2) above. Forget about point (1). When I apply my Strategy/Indicator to a chart, I have a bunch of output - based on historical data - which is of interest to me. e.g the scrip...

AntiMatter

I have commentary enabled. I want to output information differently according to whether the strategy was accessed 1) by clicking on an expert commentary bar or 2) on initial startup (i.e. NOT by clicking on an expert commentary bar) For example, the first is easy: if ( ExpertCommentary.Enabled == t...

AntiMatter

Are the following 2 features possible from the command line? 1) Multiple request from the command line e.g by using a line separator such as ";". For example, we could do something like the following to both change symbol AND add indicator at the same time: .csy dnum=1, name=@ES#, df=IQFeed, res=1 m...

AntiMatter

Hello AntiMatter,

This issue has been confirmed. It will be resolved in MultiCharts .NET 8.8 Beta 1.

Out of interest, where can I find/download the latest beta?

AntiMatter

Thanks a lot! Just to clarify, for myself as much as other people: Bars.BarUpdateTime - provides second/millisecond timestamps on a e.g. minute chart. We need to use the Bar Magnifier and "Enable access to intra-bar time calculation in Intra-Bar Order Generation mode." However, Bars.BarUpdateTime do...

AntiMatter

Is there any sort of workaround? I could really do with second timestamps for tracking purposes....

AntiMatter

Ah yes, I just realised the reason for my confusion.

My chart is on minute data, but I am replaying tick-by-tick. However, I would like to know the timestamp for seconds, for each tick, but from a minute chart.

AntiMatter

Thanks! Hmmn, this must be the way I have something setup, as my output on tick-by-tick replay looks like: 15:35:00.000 15:35:00.000 15:36:00.000 15:36:00.000 15:36:00.000 15:36:00.000 15:36:00.000 15:36:00.000 15:36:00.000 15:36:00.000 15:36:00.000 15:36:00.000 15:36:00.000 15:36:00.000 15:36:00.00...

AntiMatter

Code: Select all


[IOGMode(IOGMode.Enabled)]

[UpdateOnEveryTick(true)]

[SameAsSymbol(true)]

While we are on the subject, is there a list somewhere of the various attributes that are available?

AntiMatter

Yes, it does sound like I am being pedantic (and I probably am

, but I do actually wonder if there is something I am missing/not understanding here.

I.e. Is there a good reason for UP VOL being the primary data? The decision to not use the total volume most have been made for some reason...

AntiMatter

"Bar Magnifier is unavailable during data playback"

AntiMatter

[IOGMode(IOGMode.Enabled)]
...
protected override void CalcBar(){

Output.WriteLine(Bars.Time[0]);
...

I then replay tick-by-tick, but the timestamps always show e.g. 15:29:00 for every tick between 15:29-15:30. How do I get the second timestamp for each tick?

AntiMatter

yes, that's what I'm doing... But I just don't understand the reasoning/logic for this!

Bars.Volume should be the volume, no!?

AntiMatter

I can get the actual bar volume by e.g. using the code from the Volume Indicator.

However, I'm not sure I understand the reasoning/logic for why Bars.Volume gives the UP VOL?

AntiMatter

Ah yes - now I am starting to get this - thanks.

AntiMatter

Oh yes, seems to work, but if I don't do some sanity checks myself, it throws this:

AntiMatter

This seems like an elementary task, but I can't see an obvious way to achieve it. Lets say I have a list of 20 symbols, which I have (for example) just got from a scanner. I want to run the same signal (or group of signals) against all of these symbols. However, the signals are single instrument onl...

AntiMatter

Noob Question, but how would I check that m_arrw has a value before deleting it, e.g. something like....

if (m_arrw.Value.Exist) m_arrw.Value.Delete();

AntiMatter

My apologies, I should of stated "the recently released *Interactive Brokers* euro small-cap share CFDs, for example". So, If I can trade these via the IB workstation, then I should be able to trade them via MultiCharts, correct?

AntiMatter

Could I just confirm that these versions will allow trading of all CFD products (e.g. the recently released euro small-cap share CFDs, for example)?

AntiMatter

viewtopic.php?t=2483

AntiMatter

Hmmmn, further investigations, I don't understand what is going on here. I am simply trying to count bars through the course of a day. I have a 5min bars chart. I am replaying tick-by-tick. My Study is updated on every tick. if ( Date <> Date[1] ) then current_day_bar = 0; if ( BarStatus = 2 ) then ...

AntiMatter

You shouldn't be seeing more than one barstatus=2 tick in a row for studies that update on every tick; that's odd. lol, i'm an idiot. I had a study inserted on a RT Market scanner, and then a linked chart, with the same study inserted. Doh. Thanks very much for the informative reply. Believe it or ...

AntiMatter

OK thanks for the help people. Hmmmn... When I do this: if ( LastBarOnChart = True ) and ( BarStatus = 2 ) and ( my_bar_count = 1 ) and ( Close > Open ) then ... print some stuff to a file... Sometimes it gets evaluated twice - e.g. I get two print statements with the same date/time/bar stamp. I rea...

AntiMatter

Question 1) E.g. I do something like if close > open then begin do something..... However, I don't want it to "do something" when loading historic bars. Only on real-time bars. e.g. something like if (close > open ) and ( data != historic) then.... Question 2) I applied a script to a 5 min resolutio...

AntiMatter

Ah yes, I'm an idiot. Thanks very much.

AntiMatter

I installed ECollection and the ADE as above on MC 6.1 It all seemed to compile fine. ADE wanted to overwrite some of the ECollection functions. I have tried both overwriting and not-overwriting them, but I get the same problem both ways. When inserting the study "ADE Plot OHLCV" into a graph, I get...

AntiMatter

Ah yes, that was easy. Tyvm.

AntiMatter

Googling around, it seems the only way to read from a file in easy language is to use a custom made external dll.

Wtf, this seems crazy. I can play videos but I can't read a few numbers from a file....?!

AntiMatter

Thanks for the useful links. If I am looking at a graph, and insert a study, then I can have data1(intraday) and data2(daily) and get the daily average volume. However, I want to insert the study into my RealTimeMarketScanner (which has a long list of stocks, at a resolution of 5 minutes). Basically...

AntiMatter

Good point,

What I really want is 2) the average of 100 days of daily volume.

However, failing that, I could probably "make do" with the other option.

AntiMatter

My study is on 1 minute data. However, I would like to know the average volume of the last 100 days, as a filter (e.g. to avoid trading those stocks with too low a volume). The function DailyVolume (so that I could average DailyVolume[0....100]) would appear to help, but seems to return only "0". Th...

Search found 60 matches