Search found 162 matches

by Xyzzy
23 Aug 2018
Forum: MultiCharts
Topic: I busted the MC Momentum LE and SE script :-( Where can I find the orignal script? [SOLVED]
Replies: 5
Views: 658

Re: I busted the MC Momentum LE and SE script :-( Where can I find the orignal script? [SOLVED]

I believe that MultiCharts will reinstall the original scrips if you run the installer again and select "repair." Just be sure to make a backup before you do.

By the way, the MultiCharts "Backup" utility is a great way to backup your studies regularly.
by Xyzzy
31 Jul 2018
Forum: MultiCharts
Topic: Indicator using averages as an input [SOLVED]
Replies: 7
Views: 980

Re: Indicator using averages as an input [SOLVED]

Note that you can use the "[x]" notation for functions too. You can get rid of var0 and use:

Code: Select all


var1 = AverageFC( Price, Length )[1];
var2 = High[0];
var3 = ((var2 / var1)-1)*100;
Then, var1 is set to the average from the prior bar.
by Xyzzy
16 Jul 2018
Forum: MultiCharts
Topic: Why in 2018 still so difficult to access values from other DataN/indicators
Replies: 10
Views: 1253

Re: Why in 2018 still so difficult to access values from other DataN/indicators

I agree with you that MultiCharts should have better built-in support for global variables. I made this request *seven years ago* as a feature request. Feel free to vote for it if you agree with it. (MultiCharts people, this request has 50 votes! I love you, but you're killing me with the fact that ...
by Xyzzy
15 Jul 2018
Forum: MultiCharts
Topic: Indicator using averages as an input [SOLVED]
Replies: 7
Views: 980

Re: Indicator using averages as an input [SOLVED]

I do not want e.g. today to be included but only the days before. I tried to take the average of high(1), high(2),....etc. this works, but is not really flexible. That is way I tried : high(1), length (3) ....for example but this does not work. What you want is the the average as of yesterday. To d...
by Xyzzy
13 Jul 2018
Forum: MultiCharts
Topic: Why in 2018 still so difficult to access values from other DataN/indicators
Replies: 10
Views: 1253

Re: Why in 2018 still so difficult to access values from other DataN/indicators

Note also that you can also specify functions as your price series in indicators. For example, say you want to plot the moving averages of Data1, Data2 and Data3. You can use the "Custom 3 Lines" indicator with these three inputs: Average(Close, 100) of Data1 Average(Close, 100) of Data2 Average(Clo...
by Xyzzy
10 Mar 2018
Forum: MultiCharts
Topic: Portfolio Trader - Does not advance date to the current date
Replies: 17
Views: 1621

Re: Portfolio Trader - Does not advance date to the current date

I'll second (or third) this request. I'm using Portfolio Trader to trade US stocks, ETFs and futures through Interactive Brokers. (With IQFeed as my data provider.) I live on the West Coast of the US, which is three hours behind the New York trading hours (i.e., Pacific Time versus Eastern Time). My...
by Xyzzy
14 Sep 2017
Forum: MultiCharts
Topic: Max one trade per week
Replies: 2
Views: 446

Re: Max one trade per week

An update: I discovered that the second function won't work during backtesting since the FilledOrderAction event is only raised during live trading. Here's an alternative function that seems to work better: Variables: Positions(0); If Time = Sess1EndTime then begin _EntriesToday = 0; end; Positions ...
by Xyzzy
14 Sep 2017
Forum: MultiCharts
Topic: Prevent "undefined" symbols from being added to QuoteManager? [SOLVED]
Replies: 3
Views: 594

Re: Prevent "undefined" symbols from being added to QuoteManager? [SOLVED]

A belated thanks, Henry. My earlier question was a bit imprecise. My bigger question is: Why does MultiCharts add any instruments automatically from the command bar at all? Let's say that I want to backtest a strategy on AAL (American Airlines). I might do the following: 1. First, open QuoteManager ...
by Xyzzy
14 Sep 2017
Forum: MultiCharts
Topic: Max one trade per week
Replies: 2
Views: 446

Re: Max one trade per week

Here are some functions that I've written that count the number of filled entry orders each day. You can modify these to work on a weekly basis instead, and then do something in your signal like "If _EntriesThisWeek() = 0 then ...." The first approach iterates through the open positions and counts a...
by Xyzzy
12 Sep 2017
Forum: MultiCharts
Topic: Why can't signals plot?
Replies: 11
Views: 1323

Re: Why can't signals plot?

I actually raised the same issue many years ago. Henry from MultiCharts said that it was too difficult for them to make this happen (due to internal MultiCharts issues), so they added the i_... keywords as a compromise. Oh well.

https://www.multicharts.com/pm/public/m ... ues/MC-211
by Xyzzy
02 Aug 2017
Forum: MultiCharts
Topic: Prevent "undefined" symbols from being added to QuoteManager? [SOLVED]
Replies: 3
Views: 594

Prevent "undefined" symbols from being added to QuoteManager? [SOLVED]

One of my (few) pet peeves with MultiCharts is that it adds every "undefined" symbol to QuoteManager. For example, if you enter "APL" instead of "AAPL" to pull up a chart of Apple, QuoteManager will automatically create a new symbol for "APL" as a member of the "undefined" exchange. It will then sho...
by Xyzzy
21 Mar 2017
Forum: MultiCharts
Topic: Bulk Symbol Mapping
Replies: 4
Views: 991

Re: Bulk Symbol Mapping

I would definitely suggest using IQ Feed for backtesting. It's far, far better than IB's quote server. (It's rather annoying that IB doesn't provide a better quote service for its customers.) I also use IQ Feed for live trading, so I need the symbol mapping set up. However, this isn't strictly neces...
by Xyzzy
21 Mar 2017
Forum: MultiCharts
Topic: Closing Auction Session/ Hong Kong Stock Exchange / Market-on-Close and Limit-on-Close order types to IB [SOLVED]
Replies: 4
Views: 791

Re: Closing Auction Session/ Hong Kong Stock Exchange / Market-on-Close and Limit-on-Close order types to IB [SOLVED]

Will the broker accept a "sell" order placed after 4:00 (but before 4:10) as a MoC/LoC order? That would be necessary for the second solution to work. It's certainly worth trying.
by Xyzzy
21 Mar 2017
Forum: MultiCharts
Topic: Closing Auction Session/ Hong Kong Stock Exchange / Market-on-Close and Limit-on-Close order types to IB [SOLVED]
Replies: 4
Views: 791

Re: Closing Auction Session/ Hong Kong Stock Exchange / Market-on-Close and Limit-on-Close order types to IB [SOLVED]

Unfortunately, MultiCharts doesn't support custom order types like MoC or LoC. You can use SetExitOnClose() to simulate a market order at the closing price, but it doesn't work in live trading. https://www.multicharts.com/discussion/viewtopic.php?f=16&t=10811 The problem is that MultiCharts doesn't ...
by Xyzzy
21 Mar 2017
Forum: MultiCharts
Topic: Bulk Symbol Mapping
Replies: 4
Views: 991

Re: Bulk Symbol Mapping

This doesn't sound like a symbol mapping issue. Symbol mapping is used when you're (1) using a different data provider than your broker (2) for live trading. E.g., I use IQFeed for my data provider, so I need to map from IQFeed symbols to IB symbols for live trades. Note that IB has multiple version...
by Xyzzy
16 Nov 2016
Forum: MultiCharts
Topic: Snap cursor to valid prices? [SOLVED]
Replies: 1
Views: 538

Snap cursor to valid prices? [SOLVED]

When moving the cursor along the x axis on a MultiCharts chart, the cursor automatically "snaps" to the nearest bar. For example, if you have daily bars, it will snap to 11/15, 11/14, 11/11, etc. It won't show the cursor at some in-between date, like 11/14.639. This feature makes perfect sense. Is t...
by Xyzzy
14 Jul 2016
Forum: MultiCharts
Topic: Prevent multiple entries on same bar?
Replies: 6
Views: 1611

Re: Prevent multiple entries on same bar?

Hi Henry, Thanks for the suggestion. Unfortunately I do need to use pyramiding. Specifically, I'm using second-bars for Data1 to simulate IOG, and daily bars as Data2 that are used for the actual logic of my signal. I want to pyramid into the position, but with a maximum of one entry per day. My pla...
by Xyzzy
13 Jul 2016
Forum: MultiCharts
Topic: Prevent multiple entries on same bar?
Replies: 6
Views: 1611

Re: Prevent multiple entries on same bar?

Thanks very much Tony. I'll give that a try.
by Xyzzy
12 Jul 2016
Forum: MultiCharts
Topic: Prevent multiple entries on same bar?
Replies: 6
Views: 1611

Prevent multiple entries on same bar?

I'm running a strategy in the portfolio trader. I'm attempting to approximate IOG (which isn't supported in the portfolio trader) by using one-second bars as Data1 and daily bars as Data2. I'm trying to ensure that there's only one entry per day per symbol. Currently I have code like this: [AllowSen...
by Xyzzy
06 Jul 2016
Forum: MultiCharts
Topic: Documentation for Portfolio Money Management?
Replies: 7
Views: 2006

Re: Documentation for Portfolio Money Management?

Thanks TJ. Unfortunately, the FAQ points to the same wiki pages that I found already (plus some other materials like discussion posts). For someone from MultiCharts, is there any chance that you could update/expand on the documentation for the portfolio money management features? These seem like pow...
by Xyzzy
06 Jul 2016
Forum: MultiCharts
Topic: Documentation for Portfolio Money Management?
Replies: 7
Views: 2006

Documentation for Portfolio Money Management?

Hi, I'm trying to get my head around the Portfolio Money Management features in the Portfolio Trader. Are there any detailed writeups about how these features work? I found the two articles below on the wiki, but they seem rather cryptic. I'd prefer an introductory tutorial on these features, if one...
by Xyzzy
05 Apr 2016
Forum: MultiCharts
Topic: Calculating "Portfolio Entries Today"
Replies: 3
Views: 939

Re: Calculating "Portfolio Entries Today"

Thanks Felix. Unfortunately, I don't think that will work for me -- my code itself (rather than the PMM system) needs to know the number of portfolio entries today for calculating certain limit prices. My best option seems to be using All Data Everywhere. If anyone has a better suggestion, I'd certa...
by Xyzzy
04 Apr 2016
Forum: MultiCharts
Topic: Unnecessary data requests in Portfolio Trader? [SOLVED]
Replies: 4
Views: 1444

Re: Unnecessary data requests in Portfolio Trader? [SOLVED]

As a follow-up, this approach seems to be working now. I configured it to have a MaxBarsBack of 205 (the strategy needs 200 bars). With that change, it now only downloads the second data that it actually needs. I'm guessing that the problem above was just a random glitch. I'll keep an eye on it goin...
by Xyzzy
03 Apr 2016
Forum: MultiCharts
Topic: Calculating "Portfolio Entries Today"
Replies: 3
Views: 939

Calculating "Portfolio Entries Today"

I'm running a strategy on about 100 ETF symbols using the Portfolio Backtester. I'd like the strategy to "know" the total number of entries for the portfolio in the current day (for all symbols in the portfolio). In pseudocode, I'd like something like: If PortfolioEntriesToday() < 10 then begin (do ...
by Xyzzy
30 Mar 2016
Forum: MultiCharts
Topic: Unnecessary data requests in Portfolio Trader? [SOLVED]
Replies: 4
Views: 1444

Re: Unnecessary data requests in Portfolio Trader? [SOLVED]

Thanks very much, Henry. However, I'm still confused about why this is the expected behavior. Could you clarify this? I would expect this behavior if I had set the data range to "201 days back." However, in this case, I've set it to "201 bars back." My strategy doesn't need more than 201 bars for ei...
by Xyzzy
24 Mar 2016
Forum: MultiCharts
Topic: Rejected orders - how to insure they fill
Replies: 2
Views: 797

Re: Rejected orders - how to insure they fill

I had a similar issue with my code. I just fixed it by placing the order at the minimum of either the price calculated by my strategy or the current closing price. I first created a function _MinVal to calculate the smaller of two values: Inputs: ValueA(NumericSimple), ValueB(NumericSimple); _MinVal...
by Xyzzy
24 Mar 2016
Forum: MultiCharts
Topic: Unnecessary data requests in Portfolio Trader? [SOLVED]
Replies: 4
Views: 1444

Unnecessary data requests in Portfolio Trader? [SOLVED]

I have a project that trades ETFs using the Portfolio Trader with data from IQFeed. For each symbol, I have two instruments: 1. A one-second bar as Data 1. (This is so that I can simulate IOG using Portfolio Trader.) 2. A one-day bar as Data 2. I have the "Data Range" setting in Portfolio Trader set...
by Xyzzy
28 Feb 2016
Forum: MultiCharts
Topic: IB: Order being held and monitored
Replies: 4
Views: 1854

Re: IB: Order being held and monitored

Thanks for the responses. This might be default behavior for MultiCharts, but it isn't the behavior that's right for my system. My orders are quite far apart -- I'm trading on daily bars using modified Bollinger bands, with a "buy limit" order at about two standard deviations below the average, and ...
by Xyzzy
25 Feb 2016
Forum: MultiCharts
Topic: IB: Order being held and monitored
Replies: 4
Views: 1854

IB: Order being held and monitored

Hi, I have a strategy that places short trades on certain ETFs and futures through TWS. If a symbol is flat, the strategy places a sell-limit entry order. In TWS, the "status" column for this order shows green (i.e., active at the broker). If a symbol is currently in a short position, however, the s...
by Xyzzy
12 Feb 2016
Forum: MultiCharts
Topic: Retrieve Profit Factor value
Replies: 2
Views: 739

Re: Retrieve Profit Factor value

Here's how I implemented it in a signal for portfolio trading:

Code: Select all

ProfitFactor = Portfolio_GrossProfit / Portfolio_GrossLoss * -1;
For a single instrument, you could use:

Code: Select all

ProfitFactor = GrossProfit / GrossLoss * -1;
These are equivalent to JoshM's code, just using "*-1" to get the absolute value.
by Xyzzy
11 Jan 2016
Forum: MultiCharts
Topic: Questions re symbol mapping
Replies: 1
Views: 1403

Questions re symbol mapping

Hi, I have two questions concerning symbol mapping. I'm using data from IQFeed for trading NASDAQ stocks with Interactive Brokers/TWS using SMART routing. First, when MultiCharts creates default symbol mappings for Nasdaq stocks, they're always incorrect, which means that MC can't place orders throu...
by Xyzzy
01 Jan 2016
Forum: MultiCharts
Topic: Is linked-list available in Easy/Power Language?
Replies: 2
Views: 1676

Re: Is linked-list available in Easy/Power Language?

EasyLanguage isn't an object-oriented language, so I don't believe there's any way to implement a linked list directly. EasyLanguage is great for writing quick scripts for backtesting and automated trading, but not so great for doing really complicated stuff. It's a trade-off. Is this a feature that...
by Xyzzy
29 Dec 2015
Forum: MultiCharts
Topic: Conditional color in Market Scanner? [SOLVED]
Replies: 2
Views: 1436

Re: Conditional color in Market Scanner? [SOLVED]

Thanks very much, Josh! It would be nice, though, to have this feature available using built-in indicators. I'll submit a feature request to that effect in the project management section.
by Xyzzy
29 Dec 2015
Forum: MultiCharts
Topic: Conditional color in Market Scanner? [SOLVED]
Replies: 2
Views: 1436

Conditional color in Market Scanner? [SOLVED]

I've created a market scanner that includes a column for the built-in ADX indicator. The text for the indicator is set to a default color of grey. I'm looking for a way to have the text change to a different color (e.g., to green) if the ADX is in a certain range (e.g., above 20). Is there any way t...
by Xyzzy
08 Nov 2014
Forum: MultiCharts
Topic: Transmitting new order on close of bar?
Replies: 7
Views: 1584

Re: Transmitting new order on close of bar?

Thanks very much for the detailed response, Orion! I'll play around with the "AllowSendOrdersAlways" attribute.
by Xyzzy
07 Nov 2014
Forum: MultiCharts
Topic: Need code help
Replies: 1
Views: 734

Re: Need code help

I don't believe you can do this through the SetProfitTarget command. However, you can do this using sell limit orders using the "sell from entry()" syntax that's shown here: http://www.multicharts.com/trading-software/index.php/Sell For your example, just change the last two lines to: Sell from Entr...
by Xyzzy
07 Nov 2014
Forum: MultiCharts
Topic: Transmitting new order on close of bar?
Replies: 7
Views: 1584

Re: Transmitting new order on close of bar?

Thanks everyone. Andrew, I tried the RecalcLastBarAfter technique today. However, the same situation happened again -- my old order remained active at the broker after the close of the bar, and the new order apparently won't be transmitted until the next bar opens. Are you sure that this should work...
by Xyzzy
07 Nov 2014
Forum: MultiCharts
Topic: Custom Futures Tick chart causes IB pacing violation [SOLVED]
Replies: 34
Views: 4494

Re: Custom Futures Tick chart causes IB pacing violation [SOLVED]

I've had many problems with pacing-violation errors with TWS. For the sake of asking, is there any way -- or could there be any way -- for MultiCharts to throttle the speed of its data requests so that it doesn't trigger the TWS pacing violation? Currently, my options are: 1. Request data incrementa...
by Xyzzy
06 Nov 2014
Forum: MultiCharts
Topic: Daily settlement price of ES [SOLVED]
Replies: 2
Views: 957

Re: Daily settlement price of ES [SOLVED]

Wait until the exchange publishes the closing price, then do a reload of your daily chart. This will only work if your data feed offers the settlement price (some don't). If you have a data feed from IQFeed, you can get the correct settlement price about one hour after the settlement time (e.g., at...
by Xyzzy
06 Nov 2014
Forum: MultiCharts
Topic: Transmitting new order on close of bar?
Replies: 7
Views: 1584

Transmitting new order on close of bar?

I have an automated strategy that's running on daily bars using IOG through Interactive Brokers. My strategy enters through long limit orders, and it calculates the long entry price for the next bar during the closing tick of the current bar. In code, it looks something like this: If BarStatus(1) = ...
by Xyzzy
28 Sep 2014
Forum: MultiCharts
Topic: Pyramiding out through stop loss?
Replies: 1
Views: 456

Pyramiding out through stop loss?

I have a question concerning stop losses when there are multiple entry orders (i.e., I've pyramided into a position). Let's say hypothetically that I'm currently long three shares of AAPL. One share was bought at $60, one share was bought at $65, and one share was bought at $70. Thus, my average ent...
by Xyzzy
17 Jan 2014
Forum: MultiCharts
Topic: Difference in IQ Feed Historical tick data vs Dukas Copy
Replies: 8
Views: 2052

Re: Difference in IQ Feed Historical tick data vs Dukas Copy

Xyzzy. Thanks for the tip about the futures! Any idea where I can dowload a few years of tick-data for the eurusd future in CSV format? Andy, I'm afraid I don't offhand. I believe there are some commercial services that sell tick data for the extended time periods you're thinking about, but they ar...
by Xyzzy
14 Jan 2014
Forum: MultiCharts
Topic: Place trades for next day after market has closed?
Replies: 5
Views: 1622

Re: Place trades for next day after market has closed?

Hi Andrew, Thanks for the tip. Unfortunately, it doesn't help -- I already had the "Use Outside RTH tag" option set. I've attached a screenshot that shows my broker profile. After digging into this some more, I found some more data about the cause of the problem. For reference, I've attached a scree...
by Xyzzy
14 Jan 2014
Forum: MultiCharts
Topic: "Are you sure" window for Closing MC
Replies: 15
Views: 3073

Re: "Are you sure" window for Closing MC

+1 for this request. (I've also voted in the feature request.)
by Xyzzy
13 Jan 2014
Forum: MultiCharts
Topic: Place trades for next day after market has closed?
Replies: 5
Views: 1622

Re: Place trades for next day after market has closed?

Thanks, but I've already tried that. I followed the instructions in this link: http://ibkb.interactivebrokers.com/video/1274 I'm able to place orders manually in TWS after the market has closed. However, MultiCharts is not allowing me to transmit new orders to TWS during this period. (Note that acco...
by Xyzzy
13 Jan 2014
Forum: MultiCharts
Topic: Place trades for next day after market has closed?
Replies: 5
Views: 1622

Place trades for next day after market has closed?

I'm developing an autotrade system that trades certain NASDAQ stocks through Interactive Brokers. It operates solely on daily bars, so it's basically a swing trading system. Ideally, I'd like to open MultiCharts once every evening (Pacific time), download the OHLC data for the past day, and then tra...
by Xyzzy
18 Dec 2013
Forum: MultiCharts
Topic: Format strings to be a consistent width? [SOLVED]
Replies: 2
Views: 1286

Re: Format strings to be a consistent width? [SOLVED]

Thanks Henry. It would be a nice feature if we could use the ":" operator for strings, so I could do something like:

Code: Select all

Print(Symbol:5, " ", CurrentEntries:10:0, Close:10:2);
This would be cleaner than calling a function inside the print statement. I'll submit a feature request for this.
by Xyzzy
17 Dec 2013
Forum: MultiCharts
Topic: Difference in IQ Feed Historical tick data vs Dukas Copy
Replies: 8
Views: 2052

Re: Difference in IQ Feed Historical tick data vs Dukas Copy

I'll second what MAtricks says. With FX trading, there isn't a centralized exchange like the CME or NYSE that provides a consistent source of trading data. Your data feeds are instead cobbled together from data from various sources. Note that IQFeed has two different feeds for FX spot, and they have...
by Xyzzy
17 Dec 2013
Forum: MultiCharts
Topic: Format strings to be a consistent width? [SOLVED]
Replies: 2
Views: 1286

Format strings to be a consistent width? [SOLVED]

I'll often use code like this to generate print logs in the output window: Print(Symbol, " ", CurrentEntries:10:0, Close:10:2); I use the ":" operator with numeric entries to help them line up in neat columns. However, the strings don't necessary line up (since they have different widths), so I end ...
by Xyzzy
11 Sep 2013
Forum: MultiCharts
Topic: Interactive Brokers gateway losing connectivity
Replies: 4
Views: 4260

Re: Interactive Brokers gateway losing connectivity

If your goal is simply to maintain a continuous connection with Interactive Brokers, there's another possible solution -- use TWS (rather than the IB Gateway) in combination with a helper app called TWSStart. TWSStart will log you into TWS automatically, and it will then restart TWS automatically an...
by Xyzzy
11 Sep 2013
Forum: MultiCharts
Topic: Same named variables used in 2 signals on one workspace [SOLVED]
Replies: 4
Views: 2400

Re: Same named variables used in 2 signals on one workspace [SOLVED]

For clarification, the term "Global Variables" in MultiCharts refers to a particular method of sharing data between different signals/indicators. To do this, you need to use the Global Variables dll. More information here: https://www.multicharts.com/discussion/viewtopic.php?f=16&t=10094 Unless you ...
by Xyzzy
09 Sep 2013
Forum: MultiCharts
Topic: how to set the number of cores to use [SOLVED]
Replies: 5
Views: 1648

Re: how to set the number of cores to use [SOLVED]

I don't think this is currently possible. (Someone else can correct me if I'm wrong.) However, it would be a very nice feature to have. I'll often be doing a lengthy optimization in Portfolio Backtester, and all of my cores are pegged at 100% usage. This makes my computer rather unresponsive if I'm ...
by Xyzzy
01 Sep 2013
Forum: MultiCharts
Topic: New, Beefy Mac to be purchased - how well does MC run? [SOLVED]
Replies: 2
Views: 1563

Re: New, Beefy Mac to be purchased - how well does MC run? [SOLVED]

+1 for using Bootcamp. I'm running MultiCharts on a Windows 8 partition on my Macbook Pro. It works great -- you'll be running MultiCharts at native speed, rather than being emulated using Parallels.
by Xyzzy
01 Sep 2013
Forum: MultiCharts
Topic: How to determine total number of open orders for strategy? [SOLVED]
Replies: 1
Views: 1132

How to determine total number of open orders for strategy? [SOLVED]

I have a strategy that I'll be running simultaneously on a number of charts for different symbols. I would like for the strategy to determine how many orders are currently open (across all of the charts/symbols), and only enter a new position if there are fewer than X orders that are currently open....
by Xyzzy
01 Sep 2013
Forum: MultiCharts
Topic: Rounding to nearest 5 [SOLVED]
Replies: 2
Views: 1035

Re: Rounding to nearest 5 [SOLVED]

Try this: Value1 = Round(Close / 5, 0) * 5; Print (Close:10:2, Value1:10:2); It returned the following values for a sample symbol: 465.25 465.00 464.98 465.00 461.01 460.00 454.45 455.00 467.36 465.00 489.57 490.00 498.50 500.00 497.91 500.00 502.33 500.00 507.74 510.00 501.07 500.00 502.36 500.00 5...
by Xyzzy
23 Aug 2013
Forum: MultiCharts
Topic: Why do the E-mini futures daily bars not match the 60 min
Replies: 15
Views: 2949

Re: Why do the E-mini futures daily bars not match the 60 mi

I don't view this as a negative. MultiCharts is simply displaying the data from your broker in an accurate manner. Incorrect data will create incorrect charts.
by Xyzzy
18 Aug 2013
Forum: MultiCharts
Topic: Why do the E-mini futures daily bars not match the 60 min
Replies: 15
Views: 2949

Re: Why do the E-mini futures daily bars not match the 60 mi

A correction: This doesn't quite work because the session template for "CME: Equity Index Futures [E-Mini] (Combined Session)" is defined in QuoteManager to have two sessions per day -- one for the day session, and one for the overnight session. This causes MultiCharts to plot two "daily" bars per d...
by Xyzzy
18 Aug 2013
Forum: MultiCharts
Topic: Why do the E-mini futures daily bars not match the 60 min
Replies: 15
Views: 2949

Re: Why do the E-mini futures daily bars not match the 60 mi

So along this lines I was thinking about a way to write a script to get the number of minute bars within a day and creating an output file that had the date and the number of minute bars for that date (not hard to do by any stretch). It then occurred to me that Friday will have a much lower number ...
by Xyzzy
17 Aug 2013
Forum: MultiCharts
Topic: Why do the E-mini futures daily bars not match the 60 min
Replies: 15
Views: 2949

Re: Why do the E-mini futures daily bars not match the 60 mi

I guess with that technique you describe it would automatically start at the correct alignment for the daily bars. As long as you count the number of minutes correctly, it works fine. It needs to match exactly the number of minutes in the specified session, not including any breaks/pauses between s...
by Xyzzy
17 Aug 2013
Forum: MultiCharts
Topic: Why do the E-mini futures daily bars not match the 60 min
Replies: 15
Views: 2949

Re: Why do the E-mini futures daily bars not match the 60 mi

You can create "daily" bars that match the minute bars using the technique that I described above. I.e., create a minute-based bar of X minutes long, where X equals the number of minutes in the combined session. MultiCharts is just creating bars based on the data that it is receiving from your data ...
by Xyzzy
16 Aug 2013
Forum: MultiCharts
Topic: Why do the E-mini futures daily bars not match the 60 min
Replies: 15
Views: 2949

Re: Why do the E-mini futures daily bars not match the 60 mi

This appears to be a case of bad data from your data provider. Are you receiving your quotes from Interactive Brokers? They are notorious for having unreliable data. I have accounts with both Interactive Brokers (for my broker) and IQFeed (for my data provider). I created a chart that shows daily ba...
by Xyzzy
26 Jul 2013
Forum: MultiCharts
Topic: Trading one instrument, multiple charts [SOLVED]
Replies: 7
Views: 3038

Re: Trading one instrument, multiple charts [SOLVED]

Thanks Henry. This is quite helpful.
by Xyzzy
24 Jul 2013
Forum: MultiCharts
Topic: Trading one instrument, multiple charts [SOLVED]
Replies: 7
Views: 3038

Re: Trading one instrument, multiple charts [SOLVED]

Thanks all. It's certainly possible to rewrite the strategies so that they both trade from the same chart. However, I'm a believer in the "keep it simple, stupid" method of coding -- the longer and more complicated your code becomes, the greater the likelihood that Murphy's Law will strike, regardle...
by Xyzzy
23 Jul 2013
Forum: MultiCharts
Topic: Trading one instrument, multiple charts [SOLVED]
Replies: 7
Views: 3038

Trading one instrument, multiple charts [SOLVED]

I have two different strategies (different logic for entries and exits) that I'd like to autotrade simultaneously in SA mode. It would be more convenient for me to trade each one from a different chart so that one strategy's logic doesn't get "mixed up" with the other. I've reviewed this wiki page, ...
by Xyzzy
02 Jul 2013
Forum: MultiCharts
Topic: daily, weekly, monthly bars
Replies: 4
Views: 4400

Re: daily, weekly, monthly bars

I like Arnie's proposed solution. I might suggest something like "Day (session time)" instead of "Day (minute)." Perhaps there's a better way to phrase it. Currently, I create RTH "daily" bars for the ES. To do this, I add a minute bar with 405 minutes, and select the appropriate session ("CME Equit...
by Xyzzy
17 Jun 2013
Forum: MultiCharts
Topic: Coding Position Size as a % of IB Account Balance
Replies: 3
Views: 1798

Re: Coding Position Size as a % of IB Account Balance

Another thanks for this post -- I'm doing something similar, and this was a big help. Just for the record, you can have the code automatically detect the account number by using the GetAccountID() function. Just make the following change: NetLiquidVal = GetRTAccountEquity(GetAccountID()); Then, you ...
by Xyzzy
08 Apr 2013
Forum: MultiCharts
Topic: Suggestions, annoyances, small bugs
Replies: 119
Views: 39586

Re: Suggestions, annoyances, small bugs

http://www.multicharts.com/discussion/download/file.php?mode=view&id=6051&sid=5292ced9e4ce960470ae06d3347bf4d9 http://www.multicharts.com/discussion/download/file.php?mode=view&id=6050&sid=5292ced9e4ce960470ae06d3347bf4d9 I actually submitted a feature request/bug report about this annoyance some t...
by Xyzzy
29 Mar 2013
Forum: MultiCharts
Topic: Can MC pyramid out of a strategy? [SOLVED]
Replies: 2
Views: 2792

Re: Can MC pyramid out of a strategy? [SOLVED]

Thanks Henry! This is very helpful.
by Xyzzy
28 Mar 2013
Forum: MultiCharts
Topic: Can MC pyramid out of a strategy? [SOLVED]
Replies: 2
Views: 2792

Can MC pyramid out of a strategy? [SOLVED]

I'm working on a strategy that pyramids into a market position by buying one contract per bar during a particular timeframe. I'd like it to then pyramid out of the position after a position has been open for X number of bars. For example, let's assume that the strategy is running on hourly bars. It ...
by Xyzzy
28 Mar 2013
Forum: MultiCharts
Topic: BackTesting Problem [SOLVED]
Replies: 13
Views: 3043

Re: BackTesting Problem [SOLVED]

Excellent. Thanks!
by Xyzzy
27 Mar 2013
Forum: MultiCharts
Topic: BackTesting Problem [SOLVED]
Replies: 13
Views: 3043

Re: BackTesting Problem [SOLVED]

You need to use MS office version that supports Visual Basic for applications in order to export the performance report. Report will be exported either in xls or xlsx format depending on the version of MS Office package that was installed last. I don't think this is entirely correct. I have MultiCh...
by Xyzzy
25 Mar 2013
Forum: MultiCharts
Topic: BackTesting Problem [SOLVED]
Replies: 13
Views: 3043

Re: BackTesting Problem [SOLVED]

I'm confused by the statement: It saves the Excel file with an ".xlsx" extension but that's not the correct format. It's really ".xls" The ".xls" format is an older format. The correct format for Office 2007 and higher is ".xlsx." If the performance reports are saved in ".xls" format, then they give...
by Xyzzy
23 Mar 2013
Forum: MultiCharts
Topic: Can't connect to IQ Feed with latest release
Replies: 3
Views: 1259

Re: Can't connect to IQ Feed with latest release

Thanks Arnie. This is the latest build of the 8.5 Release -- Build 6851. I tried a complete uninstall/reinstall of both MultiCharts and IQFeed, but it didn't help. I'll try connecting with MultiChart's LiveChat feature on Monday to see if they can diagnose the problem.
by Xyzzy
22 Mar 2013
Forum: MultiCharts
Topic: Can't connect to IQ Feed with latest release
Replies: 3
Views: 1259

Can't connect to IQ Feed with latest release

I installed the latest build of the 8.5 Release. Since doing so, MultiCharts can't connect to IQ Feed like it used to do. Specifically, when I attempt to use a chart that uses IQ Feed data, it shows the "IQ Connect Login" dialog box. However, that box just hangs there and doesn't actually log into I...
by Xyzzy
22 Mar 2013
Forum: MultiCharts
Topic: Plots in Signals ? [SOLVED]
Replies: 7
Views: 2127

Re: Plots in Signals ? [SOLVED]

I find this limitation to be a bit limiting and frustrating. I submitted a feature request a while ago to ask to make it possible to allow plotting in signal code. Feel free to vote for this if you'd like.

http://www.multicharts.com/pm/viewissue ... _no=MC-211
by Xyzzy
07 Jan 2013
Forum: MultiCharts
Topic: Get daily settlement price without reloading?
Replies: 5
Views: 2428

Re: Get daily settlement price without reloading?

Thanks for the tip, evdl. Unfortunately, I'm not sure if this would solve the problem. If the "prevclose" keyword simply returns the close of the last day's daily bar (as I assume), then I'd still have the same underlying problem -- the daily bar wouldn't reflect the correct settlement price unless ...
by Xyzzy
07 Jan 2013
Forum: MultiCharts
Topic: Get daily settlement price without reloading?
Replies: 5
Views: 2428

Re: Get daily settlement price without reloading?

Thanks Andrew. This would be a nice feature to have. E.g., perhaps there could be a setting so that MultiCharts automatically attempts to reload the daily data at a certain time, like 6:00 pm, to replace the minute-based daily bar with the settlement daily bar. I'll submit a feature request.
by Xyzzy
04 Jan 2013
Forum: MultiCharts
Topic: Get daily settlement price without reloading?
Replies: 5
Views: 2428

Get daily settlement price without reloading?

I'm running an automated strategy for certain futures (e.g., @ES#). Each chart contains both a one-minute bar as Data1 and a one-day bar as Data2. My strategy depends on the closing settlement price of the prior day, which I obtain by referencing the closing price of Data2. (My data provider is IQFe...
by Xyzzy
20 Dec 2012
Forum: MultiCharts
Topic: 52 week high and 52 week low [SOLVED]
Replies: 9
Views: 2139

Re: 52 week high and 52 week low [SOLVED]

For what it's worth, there's also a discussion here about how to build a similar indicator -- one that calculates the high/low of a set time period. http://markplex.com/free-tutorials/tutorial-45-finding-highest-high-period-start-times/ It deals with similar issues, such as what happens if there isn...
by Xyzzy
19 Dec 2012
Forum: MultiCharts
Topic: 52 week high and 52 week low [SOLVED]
Replies: 9
Views: 2139

Re: 52 week high and 52 week low [SOLVED]

It should be possible to calculate these values in your code. One way would be to attach a Data2 series for the same instrument, but with weekly bars. You can then get the highest and lowest values for the last 52 weeks through something like the following (not tested): value1 = Highest(High of Data...
by Xyzzy
23 Aug 2012
Forum: MultiCharts .NET
Topic: Would it be possible to add Folder in VS and MC NET ?
Replies: 4
Views: 1877

Re: Would it be possible to add Folder in VS and MC NET ?

Good thinking. I was planning to submit a feature request about the same issue. More specifically, you can organize your code in folders in the PowerLanguage .Net editor. However, those folders don't show up in Visual Studio when you open the PLStudies2010.sln file. Instead, all of the functions, in...
by Xyzzy
21 Aug 2012
Forum: MultiCharts .NET
Topic: Sample Functions
Replies: 11
Views: 3359

Re: Sample Functions

Thanks TJ. For what it's worth, it's possible to "reverse engineer" the functions for now by running a decompiler on the file \StudyServer\Techniques\CS\bin\Debug\PLBuiltInFunctions.dll. I've had reasonably good results using ILSpy: http://wiki.sharpdevelop.net/ILSpy.ashx Of course, the functions ar...
by Xyzzy
21 Aug 2012
Forum: MultiCharts .NET
Topic: Side effects when calling functions?
Replies: 3
Views: 2696

Side effects when calling functions?

In EasyLanguage, series functions (e.g., AverageFC) are automatically recalculated once per bar. This means that the function will automatically calculate the correct value every bar, regardless of how many times you call it during each bar in your client code. Should this still be the case with MC....
by Xyzzy
21 Aug 2012
Forum: MultiCharts .NET
Topic: Sample Functions
Replies: 11
Views: 3359

Re: Sample Functions

Ditto for the request.

Better yet, could you just make all of the C# source code for the built-in functions available? The PowerLanguage source code for the functions has always been available in the "regular" version of MultiCharts, and it's been a helpful resource to study.
by Xyzzy
04 Aug 2012
Forum: MultiCharts .NET
Topic: Use of Lambda object? [SOLVED]
Replies: 7
Views: 3395

Re: Use of Lambda object? [SOLVED]

I have a few follow-up questions... First, is it necessary to use lambda functions here? It seems a bit complicated. Wouldn't it be easier for the signal (e.g., MovAvg_Cross_LE) just to pass its "length" value to the function? E.g., something like: protected override void StartCalc(){ ... m_averagef...
by Xyzzy
04 Aug 2012
Forum: MultiCharts .NET
Topic: Use of Lambda object? [SOLVED]
Replies: 7
Views: 3395

Re: Use of Lambda object? [SOLVED]

Thanks very much riverTrader! That's a great explanation, and very helpful.
by Xyzzy
03 Aug 2012
Forum: MultiCharts .NET
Topic: Use of Lambda object? [SOLVED]
Replies: 7
Views: 3395

Use of Lambda object? [SOLVED]

I'm trying to get my head around the new syntax for MC .Net strategies. I'm not really familiar with the Lambda object, or with lambda expressions in general. The following lines are from the MovAvg_Cross_LE signal. Could someone please explain what the "= new Lambda" line is doing? Is there a way t...
by Xyzzy
03 Aug 2012
Forum: MultiCharts .NET
Topic: MC .Net performance
Replies: 5
Views: 5377

MC .Net performance

Out of curiosity, has anyone performed any benchmark tests that compare regular MultiCharts to MC .Net, such as backtesting time? If I understand correctly, the EasyLanguage code is compiled down to C++. I'm curious if there's a significant performance difference either way between the EasyLanguage ...
by Xyzzy
03 Aug 2012
Forum: MultiCharts .NET
Topic: Simplified syntax for input properties
Replies: 7
Views: 2764

Re: Simplified syntax for input properties

RiverTrader, I'm not sure if that's correct. There are two ways of declaring properties in C#. The first is the verbose way: private int m_length = 9; public int length{ get { return m_length; } set { m_length = value; } } The second is the auto-implemented way: public int length{ get; set; } The au...
by Xyzzy
03 Aug 2012
Forum: MultiCharts .NET
Topic: PlStudies file location [SOLVED]
Replies: 2
Views: 2444

Re: PlStudies file location [SOLVED]

I previously posted a link about how to move the StudyServer folder in "regular" MultiCharts to another location (a DropBox folder) using symbolic links in Windows. The same technique should also work for MC.Net.

viewtopic.php?f=1&t=9316&hilit=dropbox+folder
by Xyzzy
01 Aug 2012
Forum: MultiCharts .NET
Topic: Simplified syntax for input properties
Replies: 7
Views: 2764

Simplified syntax for input properties

I've been playing with MC.net. It looks great! I have one nit. I noticed that the code for the built-in indicators and signals generally uses this style for properties, like this code from MovAvg_Cross_LE: private int m_length = 9; [Input] public int length{ get { return m_length; } set { m_length =...
by Xyzzy
13 Jun 2012
Forum: MultiCharts
Topic: MultiCharts.NET advantages
Replies: 55
Views: 6279

Re: MultiCharts.NET advantages

You will get complete documentation and 30 day trial. The built-in indicators will be available since we've converted them into MC. NET. Sorry, I'm late to this discussion... One thing that I like about MultiCharts is that it's possible to review the code for the existing indicators/functions/signa...
by Xyzzy
19 Apr 2012
Forum: MultiCharts
Topic: Closing position at end of day
Replies: 7
Views: 2836

Re: Closing position at end of day

Thanks JoshM. I suspected as much, but I was hoping that there'd be some way to make it work.
by Xyzzy
18 Apr 2012
Forum: MultiCharts
Topic: Closing position at end of day
Replies: 7
Views: 2836

Re: Closing position at end of day

Thanks. I'm familiar with the limitations on SetExitOnClose. That's why I have this code: If Time >= TimeToExit then begin sell ( "EOD LX" ) this bar on close; buytocover ( "EOD SX" ) this bar on close; end; The problem here is that I lost internet connectivity before "TimeToExit" rolled around, so ...
by Xyzzy
18 Apr 2012
Forum: MultiCharts
Topic: Closing position at end of day
Replies: 7
Views: 2836

Closing position at end of day

I currently have a signal that's applied to one-minute charts. It uses a bracket order for exiting the position (profit target and stop loss). If the strategy doesn't hit either of the exit conditions during the day, then it places an "exit at market" order five minutes before the session close, usi...
by Xyzzy
18 Apr 2012
Forum: MultiCharts
Topic: Portfolio Trading
Replies: 47
Views: 13152

Re: Portfolio Trading

I'm very happy to hear this! I've been looking forward to this feature for some time. Here's my "wish list" of features for a portfolio auto-trading system (sorry that it's so long): 1. The portfolio trading strategy is organized and controlled within something like the scanner window (perhaps just ...
by Xyzzy
04 Apr 2012
Forum: MultiCharts
Topic: Trading same symbol from multiple charts [SOLVED]
Replies: 6
Views: 3081

Re: Trading same symbol from multiple charts [SOLVED]

Answering your question: yes, you can use SA mode on each chart (technically as well as AA, but SA is much better in this case, see below why exactly), but since each chart with strategy is a separate trading system, when, let's say, the first chart stops auto trading by afternoon with position +3 ...
by Xyzzy
30 Mar 2012
Forum: MultiCharts
Topic: Trading same symbol from multiple charts [SOLVED]
Replies: 6
Views: 3081

Trading same symbol from multiple charts [SOLVED]

I'm hoping to implement an auto-trade strategy that would be applied to the same symbol on two different charts. I'm trying to sort out the best approach between synchronous and asynchronous mode for this situation. I've reviewed these wiki pages: https://www.multicharts.com/trading-software/index.p...
by Xyzzy
24 Mar 2012
Forum: MultiCharts
Topic: Automatically syncing studies between two computers
Replies: 5
Views: 2030

Re: Automatically syncing studies between two computers

An update: This page has a good summary of different ways to sync folders outside of your Dropbox folder using Dropbox: http://www.dropboxwiki.com/Sync_Other_Folders I did it pretty quickly from the command line with the "mklink" command (which is built-in to Windows Vista and Windows 7). To do this...
by Xyzzy
20 Mar 2012
Forum: MultiCharts
Topic: MULTICHARTS 8.0 BETA 2
Replies: 127
Views: 18579

Re: MULTICHARTS 8.0 BETA 2

When I turned autotrading on for IB tonight, I received a weird audio voice, "Connecting... Connected." Was this part of MC 8.0 Beta 2? If so, please please please turn this off! This is incredibly annoying. I don't need a speech synthesizer to tell me whether or not I'm connected to my broker. It s...
by Xyzzy
19 Mar 2012
Forum: MultiCharts
Topic: Multiple signals for synchronous auto-trading?
Replies: 2
Views: 699

Re: Multiple signals for synchronous auto-trading?

Henry,

Thank you very much for the information.
by Xyzzy
19 Mar 2012
Forum: MultiCharts
Topic: Multiple signals for synchronous auto-trading?
Replies: 2
Views: 699

Multiple signals for synchronous auto-trading?

Hi, I'm attempting to set up an autotrading system that uses multiple signals, with multiple entry-exit orders, on a single chart. The system will use synchronous mode. Is this possible? To give a specific example, assume that I have two signals on a chart, "SignalA" and "SignalB." Both SignalA and ...
by Xyzzy
19 Mar 2012
Forum: MultiCharts
Topic: How to get previous days high, low
Replies: 3
Views: 1265

Re: How to get previous days high, low

A possible alternative: Add the same symbol to your chart as a second instrument, Data2. It should be added as a minute-based chart, using a session that matches the time period of the daily session (5:00 PM to 4:59 PM in your case). Then, change the number of minutes for the chart to the number of ...
by Xyzzy
13 Mar 2012
Forum: MultiCharts
Topic: Daily bar custamization trouble
Replies: 11
Views: 2529

Re: Daily bar custamization trouble

Here's the feature request:

https://www.multicharts.com/pm/viewissu ... _no=MC-856

Feel free to vote for it if you agree.

I couldn't attach a screenshot to the issue request itself, but I've attached it to this post.
by Xyzzy
13 Mar 2012
Forum: MultiCharts
Topic: Daily bar custamization trouble
Replies: 11
Views: 2529

Re: Daily bar custamization trouble

Happy to help -- the same issue bugged me until I figured out the workaround. The workaround isn't ideal, since you have to compute the length of the bars manually. If you change the length of your session, then you'll need to change the length of those bars again. I'll put in a feature request for ...
by Xyzzy
13 Mar 2012
Forum: MultiCharts
Topic: Daily bar custamization trouble
Replies: 11
Views: 2529

Re: Daily bar custamization trouble

I think I know the reason for this. The short answer is that this just the regular way that daily bars are handled. You can't "customize" daily bars, per se (unless there's a trick that I'm missing), but there's a workaround. There's only a single daily bar per day (of course). When you ask MultiCha...
by Xyzzy
19 Feb 2012
Forum: MultiCharts
Topic: IB 5 second update data
Replies: 10
Views: 2741

Re: IB 5 second update data

TJ,

I understand. I was trying (perhaps too subtly) to explain that the problem is not with Multicharts, per se. However, it would still be great if Multicharts could support the new 5 second bars, which would alleviate many of these problems.
by Xyzzy
18 Feb 2012
Forum: MultiCharts
Topic: IB 5 second update data
Replies: 10
Views: 2741

Re: IB 5 second update data

This is really interesting. I've had similar issues with subtle differences between one-minute charts that are based on IQFeed tick data versus IB data, but I didn't fully understand why. If you look at the IB tick data for a particular instrument in Quote Manager (e.g., the tick data for ES), you'l...
by Xyzzy
18 Feb 2012
Forum: MultiCharts
Topic: Maths error?
Replies: 6
Views: 851

Re: Maths error?

For the sake of asking, does MultiCharts store numeric variables internally as floating point numbers, or does it store them as precise decimal numbers? I know there are tradeoffs with each -- the potential of imprecision and rounding errors with the first, and slower performance/increased memory us...
by Xyzzy
18 Feb 2012
Forum: MultiCharts
Topic: Portfolio backtester?
Replies: 6
Views: 1112

Re: Portfolio backtester?

D'oh! Good catch.
by Xyzzy
18 Feb 2012
Forum: MultiCharts
Topic: Problems with custom futures
Replies: 2
Views: 847

Problems with custom futures

I've created a custom continuous-contract futures symbol for EMD (S&P Midcap 400 e-mini) based on data for individual contracts from Interactive Brokers, which I'm attempting to use for minute-based charts. I'm having two problems. First, I can't get the rollover dates to work correctly. The most re...
by Xyzzy
18 Feb 2012
Forum: MultiCharts
Topic: Portfolio backtester?
Replies: 6
Views: 1112

Re: Portfolio backtester?

I have a simple signal to do this, called "_Close Last Trade." It just has four lines of code: If LastBarOnChart AND MarketPosition = 1 then begin Sell this bar at close ; BuyToCover this bar at close ; end ; You can just add this additional signal to your existing portfolio, rather than having to a...
by Xyzzy
19 Dec 2011
Forum: MultiCharts
Topic: Less data in optimization reports with the Backtester
Replies: 2
Views: 647

Re: Less data in optimization reports with the Backtester

I agree. A while ago, I posted a feature request to the project management forum to ask that the portfolio optimization report for the portfolio backtester be updated to included all of the fields that normally included in a strategy optimization report. The request is currently listed as "under rev...
by Xyzzy
18 Dec 2011
Forum: MultiCharts
Topic: Chrome is messing up the forum
Replies: 13
Views: 1603

Re: Chrome is messing up the forum

It might not be unique to MultiCharts, but it still might be worth fixing if possible. From this thread, a number of us have had this problem, and with all of the major browsers. Perhaps there's something that could be fixed or redesigned to make the problem go away. (I'm not an HTML expert, but it'...
by Xyzzy
18 Dec 2011
Forum: MultiCharts
Topic: Chrome is messing up the forum
Replies: 13
Views: 1603

Re: Chrome is messing up the forum

Thanks Martin. That works! Your English is great, by the way -- far better than my French skills (which are none). :-) To the Multicharts team: It would still be a good idea to fix this, if possible. It doesn't create a great first impression for new people if they visit your site and see some weird...
by Xyzzy
17 Dec 2011
Forum: MultiCharts
Topic: Chrome is messing up the forum
Replies: 13
Views: 1603

Re: Chrome is messing up the forum

Ditto here with Chrome -- although F5 fixes it. Can this be fixed permanently, so that F5 isn't necessary?
by Xyzzy
09 Dec 2011
Forum: MultiCharts
Topic: Portfolio sizing question
Replies: 6
Views: 1450

Re: Portfolio sizing question

Good point Furytrader. Thanks.
by Xyzzy
09 Dec 2011
Forum: MultiCharts
Topic: Portfolio sizing question
Replies: 6
Views: 1450

Re: Portfolio sizing question

Thanks everyone. Furrytrader, I had thought about something like you suggested. It's workable for four symbols, although it would get exponentially more difficult if I try to expand my strategy to trade more than four symbols. I'll play with ADE for now to see if I can cobble together something that...
by Xyzzy
09 Dec 2011
Forum: MultiCharts
Topic: Prioritize execution of strategy for multiple symbols?
Replies: 1
Views: 607

Prioritize execution of strategy for multiple symbols?

This question is somewhat related to another question that I just posted, but is distinct. I have a gap-open strategy that executes at the close of the first bar, based on the following pseudo-code: If Date <> Date[1] then begin If Condition1 then Buy Next Bar at Market end ; It's applied to four se...
by Xyzzy
09 Dec 2011
Forum: MultiCharts
Topic: Portfolio sizing question
Replies: 6
Views: 1450

Portfolio sizing question

I'm developing a strategy that currently trades four e-mini futures symbols (@EMD, @ES, @NQ and @YM). It's a gap-open strategy that sometimes opens a position, and sometimes does nothing, depending on whether the "buy" criteria are met for any given symbol at the open of the day session. I would lik...
by Xyzzy
02 Dec 2011
Forum: MultiCharts
Topic: why does every future i load on MC need to be fixed in quote
Replies: 9
Views: 4625

Re: why does every future i load on MC need to be fixed in q

I just had a thought... You could try turning on the Bar Magnifier (under Strategy Properties: Backtesting). That might allow you to correctly simulate a trailing stop on a renko chart. I don't know if that would work, but it's worth a try.
by Xyzzy
02 Dec 2011
Forum: MultiCharts
Topic: New Symbols Entered with IQ Feed
Replies: 2
Views: 626

Re: New Symbols Entered with IQ Feed

For what it's worth, I'm also using IQ Feed. I've installed MultiCharts on three separate machines, and I've always just added every symbol in QuoteManager using the "*" wildcard. I've never had any memory errors or other problems when doing so. You might want to use MultiChart's LiveChat feature ne...
by Xyzzy
02 Dec 2011
Forum: MultiCharts
Topic: why does every future i load on MC need to be fixed in quote
Replies: 9
Views: 4625

Re: why does every future i load on MC need to be fixed in q

I haven't used trailing stops using renko charts. To me, it seems counterintuitive. I view each renko block as an individual "unit" of price, and I don't try to subdivide that further (e.g., by setting a trailing stop for half of a block). My strategies just trade at the close of a block if the pric...
by Xyzzy
02 Dec 2011
Forum: MultiCharts
Topic: why does every future i load on MC need to be fixed in quote
Replies: 9
Views: 4625

Re: why does every future i load on MC need to be fixed in q

greenroomhoo, I haven't had any problems backtesting strategies on renko charts in MultiCharts. The one "gotcha" is that your strategy needs to be set to open or close a position "this bar at close" rather than "next bar at market." I.e., it opens or closes a position immediately after the block is ...
by Xyzzy
01 Dec 2011
Forum: MultiCharts
Topic: Symbol mapping with continuous contracts?
Replies: 2
Views: 1281

Symbol mapping with continuous contracts?

I have a strategy that is auto-trading the e-mini S&P 500. I am using IB as both the broker and the data provider. In QuoteManager, I've imported individual contracts for ES, such as ESZ1 (the current contract). I've also created a custom continuous contract for ES, which I've named "E-Mini S&P 500....
by Xyzzy
30 Nov 2011
Forum: MultiCharts
Topic: Automatically syncing studies between two computers
Replies: 5
Views: 2030

Re: Automatically syncing studies between two computers

For what it's worth, I managed to set this up using Dropox. I only syched the contents of the StudyServer folder, not the databases. It seems to work fine. One tricky issue is that by default, Dropbox will only sync items that are stored within the Dropbox folder. However, MultiCharts expects the st...
by Xyzzy
27 Nov 2011
Forum: MultiCharts
Topic: Incorrect backtesting results with SetProfitTarget?
Replies: 13
Views: 1563

Re: Incorrect backtesting results with SetProfitTarget?

Josh, Thanks very much for the help! This is a great idea. I made a few modifications and tested it. First, when in backtesting mode, the commission needs to be subtracted from the "real" profit target amount, rather than added. It also needs to use double the commission, since the commission amount...
by Xyzzy
22 Nov 2011
Forum: MultiCharts
Topic: Incorrect backtesting results with SetProfitTarget?
Replies: 13
Views: 1563

Re: Incorrect backtesting results with SetProfitTarget?

Thanks. For what it's worth, the strategy generates the correct backtesting results if I set commissions to zero in strategy properties (except that it doesn't calculate commissions, of course). When I set a commission, then the backtesting result do not match the actual results. Put another way, th...
by Xyzzy
22 Nov 2011
Forum: MultiCharts
Topic: Incorrect backtesting results with SetProfitTarget?
Replies: 13
Views: 1563

Re: Incorrect backtesting results with SetProfitTarget?

Henry, Thank you for the response. I think I understand now what is happening. However, this seems to be incorrect behavior for how SetProfitTarget is determined in backtesting. In actual live trading, the SetProfitTarget keyword appears to set a limit order for the amount of profit before commissio...
by Xyzzy
21 Nov 2011
Forum: MultiCharts
Topic: Incorrect backtesting results with SetProfitTarget?
Replies: 13
Views: 1563

Re: Incorrect backtesting results with SetProfitTarget?

By the way, I realized that my math was wrong about the second issue above concerning commissions. In fact, MultiCharts is correctly deducting the $4.00 commission from the Profit Target orders -- i.e., it's calculating a total of $237.50 in profit, less $4.00 in commission, which equals the $233.50...
by Xyzzy
21 Nov 2011
Forum: MultiCharts
Topic: Incorrect backtesting results with SetProfitTarget?
Replies: 13
Views: 1563

Re: Incorrect backtesting results with SetProfitTarget?

TJ, Thanks for asking. I normally backtest this strategy on two-minute bars, without tick precision. However, I just re-ran the backtesting under two different conditions: (1) on one-tick bars, and (2) on two-minute bars with the bar magnifier enabled. In both cases, the same thing occurred -- the s...
by Xyzzy
18 Nov 2011
Forum: MultiCharts
Topic: Incorrect backtesting results with SetProfitTarget?
Replies: 13
Views: 1563

Re: Incorrect backtesting results with SetProfitTarget?

By the way, here's the complete strategy code for reference. It's based on a strategy from the book "Seven Trading Systems for the S&P Futures" by David Bean (highly recommended). For this strategy, Data1 and Data2 are both set to the ES continuous contract. Data1 is a two-minute chart with a custom...
by Xyzzy
18 Nov 2011
Forum: MultiCharts
Topic: Incorrect backtesting results with SetProfitTarget?
Replies: 13
Views: 1563

Incorrect backtesting results with SetProfitTarget?

I've coded a strategy to trade the S&P 500 e-mini. It uses a bracket order like this: If ... then begin SellShort ("Partial Up SE") next bar at close limit ; end ; if ... then begin Buy ("Partial Down LE") next bar at close limit ; end ; SetStopContract ; SetProfitTarget( 225 ) ; SetStopLoss( 350 ) ...
by Xyzzy
11 Nov 2011
Forum: MultiCharts
Topic: Holes in custom contract data?
Replies: 1
Views: 628

Holes in custom contract data?

I have a collection of ASCII files with historical tick data for ES, for the contracts of March 2003 through September 2009. I've imported the data into QuoteManager as individual contracts (using "ASCII Files" as the data provider), and then created a custom futures symbol. Screenshots are attached...
by Xyzzy
31 Oct 2011
Forum: MultiCharts
Topic: Adjusted historical data with IQFeed?
Replies: 4
Views: 841

Re: Adjusted historical data with IQFeed?

Thanks TJ. It was my understanding that IQ Feed data for equities was back-adjusted for splits and dividends. I think I'm mistaken -- it looks like it is back-adjusted for splits, but not dividends.
by Xyzzy
31 Oct 2011
Forum: MultiCharts
Topic: Adjusted historical data with IQFeed?
Replies: 4
Views: 841

Re: Adjusted historical data with IQFeed?

By the way, I also exported the historical data for SPY using QuoteManager (file attached), and compared it to the adjusted Yahoo data. This confirms that QuoteManager is loading the actual historical prices, rather than the adjusted prices.
by Xyzzy
31 Oct 2011
Forum: MultiCharts
Topic: Adjusted historical data with IQFeed?
Replies: 4
Views: 841

Adjusted historical data with IQFeed?

I created a chart for SPY based on daily bars, using data from my IQFeed account. I then noticed some differences between this chart and an equivalent chart that I created using StockCharts.com. This appears to be because StockCharts.com is using back-adjusted data, while the MultiCharts chart is no...
by Xyzzy
10 Oct 2011
Forum: MultiCharts
Topic: Automatically syncing studies between two computers
Replies: 5
Views: 2030

Automatically syncing studies between two computers

I'm running MultiCharts on two computers -- a notebook for coding and performing "lightweight" tests that aren't too processor-intensive, and a desktop with a faster CPU for running longer tests, like large portfolio backtests and optimizations with lots of symbols. The problem is that I have to man...
by Xyzzy
04 Jul 2011
Forum: MultiCharts
Topic: Maximum number of symbols in Portfolio Backtester v7?
Replies: 5
Views: 1278

Re: Maximum number of symbols in Portfolio Backtester v7?

Thanks Stan. I'll try to create some examples with reproducible results for you to test.
by Xyzzy
04 Jul 2011
Forum: MultiCharts
Topic: Maximum number of symbols in Portfolio Backtester v7?
Replies: 5
Views: 1278

Maximum number of symbols in Portfolio Backtester v7?

Hi, I know that in version 6, the Portfolio Backtester is capped at 100 symbols. Is there such a limit for version 7? As far as I can tell, there isn't a "hard cap," but I'm running into unexpected results when I push it over 100 symbols using Beta 5. More specifically, I've been playing with the ne...
by Xyzzy
30 Jun 2011
Forum: MultiCharts
Topic: Series functions with multiple time frames?
Replies: 4
Views: 953

Re: Series functions with multiple time frames?

Thanks everyone! Exactly what I needed. I'll try it this evening.
by Xyzzy
30 Jun 2011
Forum: MultiCharts
Topic: Series functions with multiple time frames?
Replies: 4
Views: 953

Series functions with multiple time frames?

Hi, I'm working on a strategy that uses both daily bars (as data1) and weekly bars (as data2). The weekly bars are used to determine setups based on the long-term trend, and the daily bars are used to determine specific entry points. I would like to be able to determine the EMA of both the daily bar...
by Xyzzy
27 Jun 2011
Forum: MultiCharts
Topic: Change default colors for all signals?
Replies: 2
Views: 842

Re: Change default colors for all signals?

Thanks Stan. I started with MultiCharts using the default background color. However, I'm also using StockCharts.com for other charting needs, and it feels "weird" to switch between a white background (for StockCharts) to a black background (for MultiCharts). This isn't a high priority, but I'll subm...
by Xyzzy
24 Jun 2011
Forum: MultiCharts
Topic: Change default colors for all signals?
Replies: 2
Views: 842

Change default colors for all signals?

I've changed the background color for my charts from the default color (dark grey) to white. I have one problem: by default, the text for all of the signals (i.e., the "signal label" and "number of contracts") is also set to white, along with the arrows for exits. This results in text and exit arrow...
by Xyzzy
10 May 2011
Forum: MultiCharts
Topic: Renko on daily charts?
Replies: 2
Views: 1163

Re: Renko on daily charts?

Thanks TJ! I'll give this a shot.
by Xyzzy
10 May 2011
Forum: MultiCharts
Topic: Renko on daily charts?
Replies: 2
Views: 1163

Renko on daily charts?

I'm exploring the possibility of using renko charts in a swing trading setup. Specifically, I'm hoping to test something like is described here: http://breakpointtrades.com/controls/preview.php?nl_id=267 The StockCharts.com website allows you to create renko charts on daily charts, as shown here: ht...
by Xyzzy
29 Apr 2011
Forum: MultiCharts
Topic: Cash flow management with Portfolio Backtester
Replies: 4
Views: 934

Re: Cash flow management with Portfolio Backtester

Stan, I'm sorry -- I spoke too soon. Changing these settings reduced the problem, but didn't eliminate the problem. I ran some more backtests and exported the results to Excel. I sliced and diced the list of trades so that each buy or sell order is shown in chronological order. It is still showing t...
by Xyzzy
28 Apr 2011
Forum: MultiCharts
Topic: Cash flow management with Portfolio Backtester
Replies: 4
Views: 934

Re: Cash flow management with Portfolio Backtester

Stan,

Thank you very much. Somehow my Max Potential Loss was set to much lower. I set it to 100%, and it solved the problem.
by Xyzzy
28 Apr 2011
Forum: MultiCharts
Topic: Cash flow management with Portfolio Backtester
Replies: 4
Views: 934

Re: Cash flow management with Portfolio Backtester

I should add that I don't believe that I had this problem in Version 6. I asked about a related question with the Portfolio Backtester earlier this month, but I had the opposite problem -- the backtester was being too precise with limiting orders to the portfolio value. https://www.multicharts.com/d...
by Xyzzy
28 Apr 2011
Forum: MultiCharts
Topic: Cash flow management with Portfolio Backtester
Replies: 4
Views: 934

Cash flow management with Portfolio Backtester

I'm confused by the money management system in the Portfolio Backtester. I created a portfolio in Beta 3 with a value of $100,000 for "initial portfolio capital." The strategy has a "Dollars per Trade" value of $10,000, and does not allow multiple entries per symbol. It has 100 symbols, trades on da...
by Xyzzy
22 Apr 2011
Forum: MultiCharts
Topic: Screening symbols dynamically in EL?
Replies: 3
Views: 699

Re: Screening symbols dynamically in EL?

Thanks TJ! I was hoping that there would be an easier way, but I'll give this a shot. If anyone can point me to sample code where this has been done before, I'd be much obliged.
by Xyzzy
22 Apr 2011
Forum: MultiCharts
Topic: Screening symbols dynamically in EL?
Replies: 3
Views: 699

Screening symbols dynamically in EL?

This might be a "newbie" question. I'd like to develop a strategy that selects which symbols to trade for any given day or week based on certain criteria. This would be like using the Market Scanner, but selecting the symbols to trade algorithmically. To give an example, I might want to define a por...
by Xyzzy
14 Apr 2011
Forum: MultiCharts
Topic: Money management in Portfolio Backtester
Replies: 5
Views: 2492

Re: Money management in Portfolio Backtester

Thanks Stan. I really appreciate the information. I'll submit a feature request for this capability in your project management forum.
by Xyzzy
12 Apr 2011
Forum: MultiCharts
Topic: Money management in Portfolio Backtester
Replies: 5
Views: 2492

Re: Money management in Portfolio Backtester

Thank you very much Stan. I appreciate it. Is there any way -- either automatically in the Portfolio Backtester, or manually through some money-management EL code in the strategy -- to prevent partial fills? I would like to make a binary decision -- don't make a purchase unless there's enough availa...
by Xyzzy
12 Apr 2011
Forum: MultiCharts
Topic: New symbol for QQQQ
Replies: 8
Views: 1653

Re: New symbol for QQQQ

That's great news, Stan. Than you. I just reinstalled Windows and Multicharts, and it was a minor annoyance to have to keep re-entering the same information for similar exchanges. This will make things easier. For what it's worth, here are the official exchange symbols for Nasdaq-related exchanges i...
by Xyzzy
11 Apr 2011
Forum: MultiCharts
Topic: MULTICHARTS 7 BETA 1 RELEASE
Replies: 63
Views: 13511

Re: MULTICHARTS 7 BETA 1 RELEASE

Good point. I wasn't clear, but I was referring to the program icons for the applications in Windows (e.g., for the Portfolio Backtester and the Quote Manager), not the internal icons in the toolbars. The toolbar icons do look very nice.
by Xyzzy
09 Apr 2011
Forum: MultiCharts
Topic: Money management in Portfolio Backtester
Replies: 5
Views: 2492

Re: Money management in Portfolio Backtester

I'm getting a bug when I tried to download my screenshot. Here it is in a TIFF format.
by Xyzzy
09 Apr 2011
Forum: MultiCharts
Topic: Money management in Portfolio Backtester
Replies: 5
Views: 2492

Money management in Portfolio Backtester

I'm having some difficulty understanding the various "Portfolio Settings" options in the Portfolio Backtester. The help files don't seem to shed much light. I'm particularly confused about the "Margin per Contract" and "Potential Loss per Contract" settings. Could someone please explain what these v...
by Xyzzy
09 Apr 2011
Forum: MultiCharts
Topic: MULTICHARTS 7 BETA 1 RELEASE
Replies: 63
Views: 13511

Re: MULTICHARTS 7 BETA 1 RELEASE

Kudos to MultiCharts! I installed the beta and it looks very promising. I had one problem, however: I tried using the Portfolio Backtester, and it ran very slowly. In particular, the cores on my CPU were never stressed -- they hovered around 25%-50% utilization. I've attached a screenshot. (This is ...
by Xyzzy
30 Mar 2011
Forum: MultiCharts
Topic: Is there any "free" SMS alert?
Replies: 3
Views: 911

Re: Is there any "free" SMS alert?

You might want to check out Google Voice. I believe they have a free email-to-SMS feature (along with SMS-to-email) called "Text Forwarding." You can create a new Google Voice account to get a free forwarding phone number. Then set it up so that any emails to a particular address get forwarded as SM...
by Xyzzy
30 Mar 2011
Forum: MultiCharts
Topic: [feature request] - MC cloud
Replies: 4
Views: 1047

Re: [feature request] - MC cloud

I'm using DropBox. I highly recommend it. It creates a subfolder within your "documents" folder. Anything that you place into that folder automatically gets copied to "the cloud," and is then automatically synchronized with any other computers that you have that are also running DropBox. It works re...
by Xyzzy
30 Mar 2011
Forum: MultiCharts
Topic: New symbol for QQQQ
Replies: 8
Views: 1653

Re: New symbol for QQQQ

For what it's worth, I believe that IQFeed is listing all of the NASDAQ symbols now under "NGM," which is odd. However, I worked around this by going into QuoteManager and changing the abbreviation for the NASDAQ exchange from "NASDAQ" to "NGM." All of the symbols them imported correctly, without ne...

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