Hi, I am getting duplicate broker ID errors fairly often and want to know why the system is doing this. The limit order I had today got filled at broker but MC did recognise the trade on the chart as being filled. I have the mapping correct and a previous trade was done a few hours ago with no probl...

what i do is export all my backtested trades to excel and then filter for trades that are stops; I then incorporate an ATR and take a % of that. eg: 1500 stops / 5000total trades = 30% ATR * 30% * 25% = average slippage per trade. http://www.automated-trading-system.com/slippage-backtesting-realisti...

Hi All,

Did IB ever fix this issue?
I am using 924.2e and still getting the accounts switching on TWS.

Cheers

THanks Henry, But this only gives information on trades on the current chart - correct? What if I have 10 charts open and want to see the portfolio performance of the 10 charts? I dont think I can see this info - hence why I need to download in excel the orders and calculate the PnL from there. Any ...

Hi Henry,

When trading I am finding it very difficult to track PnL on live strategies.
I would like to be able to calculate the PnL from the exported orders file in excel.

Or if MC could create a portfolio report of actual trades that would be great.
Cheers
Andrew

Please let me know the following information: -Is your PC time zone specified properly YES - Eastern Time US& Canada -Are your PC clock correct - YES -Are you running MultiCharts and IQfeed software under the same user - can you clarify this pls -Are you running them as administrator - YES -Do you ...

Hey Martin,

Check this out:

https://www.fx1.net/excellink.php

Pretty easy to use.

Cheers
Andrew

Hi There,

I have a signal that I wish to calculate the running standard deviation of PnL.
Has anyone got any suggestions on how to code this up?

Cheers

Hi There, I am referring to the position orders tracker , as I assume this is the only place where you get to see all of your trades. From that I am looking to download to excel then create a trading performance report for the portfolio. I am wondering if anyone has created an excel tool that will d...

Hi Henry, still is not working properly. I have noticed however that if charts are set to Local time they seem to have the data correctly displayed.

Hi All,

just wondering if anyone has created a portfolio P&L report in excel from the data that is available in the positions manager?

I am finding it difficult to track PnL by strategy and wanted to see if anyone had any solutions to this problem?

Many thanks.

Hi Henry,
Thanks for this.

However it did not work and bars are still not forming properly.
Could you pls advise what needs to be done to fix this.
Cheers
Andrew

This is a great idea and look forward to its release.
Any idea on ETA?

Hi All, I am using IQ Feeds and the data doesn't seem to be feeding through properly when on the autotrading is turned on. I have attached USDJPY as an example - but all ccys pairs are doing this and as you can see the prices are gapping and not correct. When reloading the data they display properly...

Henry if I update data in the CSI downloader then will it automatically update in the charts?
I cannot see to get the data to update on the charts automatically when the data has come through into the QM.

I have to Reload the chart to get the chart to update with the new data.

Thanks

Hi Andrew, Katrin solved the issue. Just for everyone else out there, you need to have the instrument set to Real Time data and the data must be updated after the close of the instrument session. Also note when you change the existing line in the ASCII it means that you are changing a historical dat...

Hi Andrew,

All of these things you have listed have been met.

Do you want to connect remotely to look at things?

Cheers

Hi All, I have mapped some ASCII files in the Quote Manager and have been testing them to check when the file is changed if they update on the charts automatically. They are not doing this. If I reload all data in the chart it updates but it then stops the autotrading. Could you please let me know w...

ok thanks Henry.

What about setting up continuous futures in CSI?
Can we then get them to feed out to MC?

Hi All,

Just wanted to find out how to import the cash FX data from CSI in to the Quote manager. I can only see tabs for Stock, Index, Future, Option.

Cheers

Hi All,

when loading the bar magnifier using EUR.USD from IB it tells me it is loading the data on the top of the chart but nothing happens. (see attached)

Any idea on how to get this working?
Cheers

Hi All,

Is there any further development on this concept?
As I am needing to implement it to manage my portfolio risk.

Cheers
Andrew

that worked, thanks very much

The strange thing is i can return the daily bid and offer data but not the trade data!

Hi Henry, I have not had any luck in solving this issue; I can see the data in TWS (see attached chart) But it is only returning 9 days of daily data (in quote manager). When changing the resolution to 1min in the quote manager I can get 82275 records back. I will send the Quote manager trade log in...

Hi There,

I would like to know if you can put correlation indicator of two stocks onto the market scanner?

Cheers
Andrew

ok thanks,

So if i want to trade say MSFT vs IBM in the same script I can do this with what you have listed below?

Hi All, Just want to see if the following is possible: I wish to trade a stock on data1 (XYZ Ltd) and on data2 i have another stock (ABC Ltd). I would like the code to buy and sell on data1 and realise that I cannot trade on data2, however is it possible to tell the system buy/sell the hard coded AB...

Hi All, I have an issue trying to import the history of the emini (ESZ1) I can see the bid / offer O,H,L,C but not the history; I do have the Professional US Commodities Exchanges subscription from IB Please see file attached for the chart output. Any help getting the historic data to display would ...

thanks i have got it working
appreciate your help

Hi All, I have a function that I have created and wish to use it in an indicator and have it returns 0; Any help would be appreciated: inputs: N(NumericSimple),PriceA(NumericSeries),PriceB(NumericSeries); vars: ATR_B(0); ATR_B = XAverage(PriceA-PriceB,N); Indicator: inputs: N(100),PriceA(High),Price...