MultiCharts: Trading Software for Automated Trading and Backtesting

allenlowe

Hello All, I read some topics saying that now multicharts support IB 5-sec RT Bar time. I still don't get how to use the 5-sec RT. Is it for FX only? My future realtime with IB still not same when I reload it. A 5 sec reload is good enough to me provide that the stream still update in sec. However, ...

allenlowe

Hi Henry, I still don't get how to use the 5-sec RT. Is it for FX only? My future realtime with IB still not same as when I reload it. A 5 sec reload is good enough to me provide that the stream still update in sec. However, is it automatic to use this feature or I need to do some setting? Thanks a ...

allenlowe

I have tried before but seems the update of marketposition and currentcontracts are not update as fast as I expected. I end up having more contracts than I expected.

allenlowe

Dear All, My strategy is simple. Once the price is trigger, I would like to buy 10 contracts with the current bar bid price every 5 seconds until a total of 200 contracts. However, due to the OCO rules, some of my order will be cancelled before it has been executed. I search the wiki and cannot find...

allenlowe

Dear All, I have tested 2 times with real IB account and got the same result. If you use "Assign initial position at broker" and assign a non zero initial position, the setpercenttrailing will assume the stop trailing price reach immediately and a market order with exercise immediately. I think this...

allenlowe

Thanks a lot. I never notice the different. I will try to recode it and backtesting again.

Thanks

allenlowe

If I don't use LAST, how can I refer to the last trade tick? I did look at the wiki definition of "LAST", same as the help file. What is the different?

Dear All,

My question is any other code word I can use to replace the word "LAST" and can work in backtesting. Any other have idea?

allenlowe

My intention is to replace the stop order generate every minute, the code works in both backtesting and real. The only problem is it generate a stop order every minute without execute and IB doesn't allow. Therefore, if the last price >= mypresetprice with IOG on, buy at mypresetprice. The code work...

allenlowe

My coding is no problem in terms of trading with real time data. The problem is that it cannot backtesting because the keyword "last" is not supported in backtesting with IOG. I just want to know any work around. When I do the coding, I don't use a flow chart like you. However, I create an excel wor...

allenlowe

Thanks a lot. TJ

But I didn't get it, could you explain a little bit more?

allenlowe

Dear All, My original message was posted in the user contributed section but no one answer. Therefore, I post it again here to see anyone can give me some tips on how should I program my code. I got problem in converting my coding for IOG use with backtesting work. Can someone hints me how to do it?...

allenlowe

Thanks a lot. I am new to MC and chart trading programming. Never think of separate the signal and the coding for buying. You are right that if I separate like this, the problem should be solved. My original order was based on the moving average of minute bar and other indicator to create limit for ...

allenlowe

Increase the setting X-second wouldn't be a solution. Because the order cancel automatically at the end of the bar. Therefore, if the order generated at 10:56:59, it will automatically cancel next second no matter how many second I set in my limit to order setting. I think change the limit price aft...

allenlowe

Dear All, I am using 1 min bar with IOG on for my trade. Also, I have turned on the "limit to market order" with a setting of 5 seconds. My strategy is very simple. If condition1 then begin Buy ("Strategy 1") 1 next bar Price1 stop Price1 limit; end; if condition2 then begin Sell (Strategy 2") 1 nex...

allenlowe

Thanks a lot.

Don't know why but the error didn't reproduce anymore. I leave it at the moment. One quick question about a code time_s

If I turned on the intra-bar order generation, is that time_s will jump every second same even I am using a minute bar?

allenlowe

Is it possible because of the session break? The HKF exchange has changed the trading time, MC has updated it for HSI but not the MHI. I used MHI to test my strategy and therefore I have to create my own session to test my strategy.

allenlowe

I certainly enabled auto trade, the order was entered by my strategies and the connection was still on when I was watching it happened. For the real-time strategy, I didn't know there is a button for real-time strategy or real-time calculation. Was I missing something? As you may aware, I am the one...

allenlowe

The set percentagetrailing seems still not working. I watch the data on realtime today. The percentage trailing generate an signal immediate on the chart window. However, there is no order generated in the order and tracker window. I wait for one minute and finally close the position manually. It se...

allenlowe

Please ignore my previous post, I find the key after reboot.

allenlowe

Hi,

I just install 7.4. However, I cannot find the registry key you mentioned. Does it mean there is no autotradeoff by default? Or something wrong?

allenlowe

I didn't download the new multicharts yet. The reason is that I noticed that there is a new feature of autotrading switches off after many rejections. I am not sure I can turn off this feature or not. The reasons is under my scripts. It is possible to have 30 rejections in a row. Although I am using...

allenlowe

But I already disable the setpercenttrailing, is my log still useful for you? Or can I just backup the log on 9/9/2011. Can u tell me how to backup?

allenlowe

Also, I have check the trail stop order placed, it was based on a zero price tick.

allenlowe

Actually most of my order close within 100 points. This setting just safeguard for volatile market situation like last few weeks.

I am using trade price instead of bid/ask.

Yes, backtesting work perfect.

allenlowe

Hi TJ, The code is not working. The setpercenttrail order immediate fill once it turn on by normal parameter. I believe this is because the setpercenttrail engine calculate the maxium contract profit based on the dirty zero price during lunch which never exist. In backtesting, the setpercenttrail wo...

allenlowe

Dear All,

Thanks for all advice. Just confirmed that change the opening hours in Quote Manager doesn't work. I still got strange orders after opening hour.

Now is the lunch time of HKFE. I am going to try my original time exclusion with TJ's modification. Will let you all know the result.

allenlowe

Yes, they do change the time. That's why I already set the price based on volume change and filter all zero price and zero volume. I didn't set the time in Quote manager because I need to merge the data before HKEX change their opening hour with data after change for backtesting. My data on the char...

allenlowe

Thanks, will try tomorrow

allenlowe

Hi TJ, Not in any condition as I mentioned, I don't think end of code or beginning makes any different as I am using minute bar. Also, if u look at my gif file, the code works perfect until the market close for lunch. Also, based on the calculation I shown above, that is cause by a zero price tick. ...

allenlowe

Sorry TJ,

I mean condition, my code is right after variable declaration.

allenlowe

Hi TJ, Thanks but my code is at the beginning not inside the strategy. The problem is that the stop loss and stoppercenttrailing execute when it got a zero price noise from IB data even I set the price based on volume change. That's why I believe the setpercenttrailing function got the data from IB ...

allenlowe

Thanks, I never try to set stop loss to zero. Hi Henry, Did u see the attached gif file? It is the actual order generated by the code I quote. Also, your coding not work, I have tested the same logic today. Unlike other coding, the setpercenttrailing will valid until the related order is closed or t...

allenlowe

Hi, I think there is some bugs in the setstoploss and setpercenttrailing working with IB data. I am using TWS to trade HSIF. In my data source setting, I already set generate new tick if volume change. Also, in my chart, I am using the 1 minute trade price based on volume change. My chart showing da...

allenlowe

Yes, I am testing with demo at the moment. I ask it just because I saw a few comments about intra bar order generation is not stable and therefore want to confirm my coding logic inline with the intra bar logic.

allenlowe

Hi, I am currently using 1 minute bar for my trading. My strategy would like to place a stop limit order good until end of the 1 minute bar but not next tick once the condition is met. I am not sure the effect of Intra bar generate within signal. Here is the sample of code I would like to use. Can s...

allenlowe

No, the problem I have is the order was submitted by MC at 19755 in the morning and exactly executed at 19755. The stop loss order at broker and MC were 19605 and all of a sudden changed to 19625 and the chart suddenly showing long at 19780 which is not true at all. After closing, I reload the chart...

allenlowe

I have set my stoploss for HSI at 150 points which work well for the pass. All my trading is automated with a remote private server. This morning my strategy exercise a long at 19755, which at the same time generate a stop order 19605 in my TWS. Everything seems fine. However, at around 2:00 pm HK t...

Search found 37 matches

How to use IB 5-sec RT

Re: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]

Re: Progressive Trade

Progressive Trade

Setpercenttrailing Bugs

Re: Converting coding into IOG coding

Re: Converting coding into IOG coding

Re: Converting coding into IOG coding

Re: Converting coding into IOG coding

Re: Converting coding into IOG coding

Converting coding into IOG coding

Re: IOG with Stop limit order

Re: IOG with Stop limit order

IOG with Stop limit order

Re: SetStopLoss and IB Data

Re: SetStopLoss and IB Data

Re: SetStopLoss and IB Data

Re: SetStopLoss and IB Data

Re: Autotrading switches off after many rejections

Re: Autotrading switches off after many rejections

Autotrading switches off after many rejections

Re: SetStopLoss and IB Data

Re: SetStopLoss and IB Data

Re: SetStopLoss and IB Data

Re: SetStopLoss and IB Data

Re: SetStopLoss and IB Data

Re: SetStopLoss and IB Data

Re: SetStopLoss and IB Data

Re: SetStopLoss and IB Data

Re: SetStopLoss and IB Data

Re: SetStopLoss and IB Data

Re: SetStopLoss and IB Data

SetStopLoss and IB Data

Re: Intra bar generate on and off

Intra bar generate on and off

Re: SetStopLoss not working properly

SetStopLoss not working properly