Search found 52 matches
- 13 Mar 2017
- Forum: MultiCharts
- Topic: FX order sizing in MC for IB and Oanda?
- Replies: 7
- Views: 1986
Re: FX order sizing in MC for IB and Oanda?
No I have not coded anything yet, and enter all orders via the Oanda app for that specific sizing reason. If and when I move all trading to IB, then a solution in MC will need to be coded somehow. One irritation of the MC / Oanda API is that the stop & target values (orders) entered in the Oanda app...
- 11 Oct 2016
- Forum: MultiCharts
- Topic: FX order sizing in MC for IB and Oanda?
- Replies: 7
- Views: 1986
Re: FX order sizing in MC for IB and Oanda?
I imagine that these sort of order-to-broker conversions must be a common problem.
Anyone else have ideas here?
Anyone else have ideas here?
- 07 Oct 2016
- Forum: MultiCharts
- Topic: FX order sizing in MC for IB and Oanda?
- Replies: 7
- Views: 1986
Re: FX order sizing in MC for IB and Oanda?
The % will be standard e.g. 1% of account. The issue is e.g. 1) Buying Usd.Sek on IB. This is priced in Sek. Order amount needs to be provided in Sek not Usd. So I'm looking to effectively calculate # pips from current price to stop, use this difference to assign 1% of account to a $ per pip value, ...
- 07 Oct 2016
- Forum: MultiCharts
- Topic: FX order sizing in MC for IB and Oanda?
- Replies: 7
- Views: 1986
Re: FX order sizing in MC for IB and Oanda?
Hi - I mean the % of account equity at risk on the trade.
I.e. a tool to determine the FX position sizing (in $ exposure for IB, or # Units for Oanda) that equates to a [1%] risk from entry price to stop.
I.e. a tool to determine the FX position sizing (in $ exposure for IB, or # Units for Oanda) that equates to a [1%] risk from entry price to stop.
- 07 Oct 2016
- Forum: MultiCharts
- Topic: FX order sizing in MC for IB and Oanda?
- Replies: 7
- Views: 1986
FX order sizing in MC for IB and Oanda?
Hi all, I have been using Oanda to trial FX strategies (outside of MC) as Oanda have no minimum commission. The idea being that strategies graduate to IB once proven. I just realised that MC can connect to both, which is great! Both brokers calculate position sizes differently. For IB, FX sizing dep...
- 09 Sep 2015
- Forum: MultiCharts
- Topic: ATTENTION IB USERS
- Replies: 30
- Views: 11547
Re: ATTENTION IB USERS
Did you try to reduce the xPermSize with C:\Windows\syswow64\javaw.exe -cp jts.jar;total.2012.jar -Dsun.java2d.noddraw=true -Dswing.boldMetal=false -Dsun.locale.formatasdefault=true -Xmx512M -XX:MaxPermSize=128M jclient/LoginFrame C:\Jts I could not find the place to set those on my system (differe...
- 08 Sep 2015
- Forum: MultiCharts
- Topic: ATTENTION IB USERS
- Replies: 30
- Views: 11547
Re: ATTENTION IB USERS
I noticed that ram usage is strictly correlated to mc data stored, so use data range "bars back" option and try to limit this value lower as possible: https://gyazo.com/bc529bafbae419407ed31b028d47e207 So you will stop ram usage growing up. While it is true that I do use a lot of MC charts and have...
- 08 Sep 2015
- Forum: MultiCharts
- Topic: ATTENTION IB USERS
- Replies: 30
- Views: 11547
Re: ATTENTION IB USERS
I will have to try that, though I doubt that is the culprit.
I tried playing with the Java settings. I had a large max size for Java which I reduced. However TWS is still hogging just over 1GB.
Any further ideas welcome...
I tried playing with the Java settings. I had a large max size for Java which I reduced. However TWS is still hogging just over 1GB.
Any further ideas welcome...
- 07 Sep 2015
- Forum: MultiCharts
- Topic: ATTENTION IB USERS
- Replies: 30
- Views: 11547
Re: ATTENTION IB USERS
For sure something is off there. That is way too much memory usage. How many symbols are you following within TWS? Unfortunately I cannot say much more since I closed my IB account and moved to another broker. About 40 symbols. Mostly Spot FX pairs. The usage barely reduces when MC is shut down, so...
- 07 Sep 2015
- Forum: MultiCharts
- Topic: ATTENTION IB USERS
- Replies: 30
- Views: 11547
Re: ATTENTION IB USERS
Hi Arnie and others, Reopening this thread as I have a Java memory hogging problem and have not been able to solve it despite the tips in this post. It's generally uses between 1-1.5GB. I gather it should be less than half of this. I'm using the latest MC-64 bit release (9.0 build 11210, using two D...
- 03 Sep 2015
- Forum: MultiCharts
- Topic: Maximum capacity of 7500 active GDI objects reached
- Replies: 7
- Views: 5901
Re: Maximum capacity of 7500 active GDI objects reached
Thank you TJ.
I discovered the MC Wiki and have been reading about Desktops. I think that appears to be the solution.
I discovered the MC Wiki and have been reading about Desktops. I think that appears to be the solution.
- 03 Sep 2015
- Forum: MultiCharts
- Topic: Connect Multicharts to IB without TWS [SOLVED]
- Replies: 6
- Views: 3053
Re: Connect Multicharts to IB without TWS [SOLVED]
I'm also interested in more detail of the solution.Problem solved , thanks
- 03 Sep 2015
- Forum: MultiCharts
- Topic: Maximum capacity of 7500 active GDI objects reached
- Replies: 7
- Views: 5901
Re: Maximum capacity of 7500 active GDI objects reached
Hi Henry, I have run into that 7500 GDI Object limit, which is quite a pain. I read the suggestion about starting 2 Multicharts instances (which seems to be the only solution?). If I were to do that, could I somehow save each instance separately so that my unique collections of charts in each instan...
- 11 Dec 2014
- Forum: MultiCharts
- Topic: Intermittent display of Active Orders [SOLVED]
- Replies: 4
- Views: 1559
Re: Intermittent display of Active Orders [SOLVED]
After much investigation, this problem was due ti IB's TWS version (Build 944). TWS was sending back duplicate order IDs for two different instruments. I have upgraded TWS and now hope the issue is gone forever. They have status of either "Submitted" or "sent". However, on careful examination I see ...
- 09 Dec 2014
- Forum: MultiCharts
- Topic: Order and Position Tracker window - column order not saved
- Replies: 4
- Views: 1313
Re: Order and Position Tracker window - column order not sav
Hello thutch, Do you mean you chnaged the order of the columns "Balance", "Equity" and "Open P/L"? Did you do this in service (View -> Show Order and Position Tracker) OPT or in a separate (File -> New -> Order and Position Tracker) OPT window? Did you save the workspace after you changed the order...
- 09 Dec 2014
- Forum: MultiCharts
- Topic: Intermittent display of Active Orders [SOLVED]
- Replies: 4
- Views: 1559
Re: Intermittent display of Active Orders [SOLVED]
Hello thutch, Are you able to see the orders in the Order and Position Tracker window on the Orders tab? If yes, what are their statuses? They have status of either "Submitted" or "sent". However, on careful examination I see that the orders I have for USD.CHF are being applied to the GBP.CHF chart...
- 09 Dec 2014
- Forum: MultiCharts
- Topic: Intermittent display of Active Orders [SOLVED]
- Replies: 4
- Views: 1559
Intermittent display of Active Orders [SOLVED]
HI, I'm using the latest Release of MC connecting to IB. On all charts my Open Positions marker displays correctly. However, on certain charts my Active Orders markers do not display. I'm looking at FX charts using IB's IdealPro venue. I can't see anything wrong with my settings and, again, most cha...
- 09 Dec 2014
- Forum: MultiCharts
- Topic: Order and Position Tracker window - column order not saved
- Replies: 4
- Views: 1313
Order and Position Tracker window - column order not saved
Hi, In the Order and Position Tracker window, I like to save the account columns in a certain order. This is simply a matter of dragging them to the right place. However, on MC restart, the order is reset despite saving the page (I have the window set-up in a Tab). Is there anything that can be done...
- 20 Oct 2014
- Forum: MultiCharts
- Topic: Notification popup auto-hide? [SOLVED]
- Replies: 5
- Views: 2537
Re: Notification popup auto-hide? [SOLVED]
The option to hide these pop-ups will be added in MC 9.1. Hi, any idea when this will come along? I get these pop-ups for connectivity, IB data pacing reasons on start-up etc. I probably have to click away 30 of those boxes daily... In fact, can I revert to an older release till this is implemented...
- 19 Jun 2014
- Forum: MultiCharts
- Topic: "Show Active Orders" works intermittently [SOLVED]
- Replies: 6
- Views: 2271
Re: "Show Active Orders" works intermittently [SOLVED]
Update: following a live session with Andrew, the problem is that:
"The IB API doesn't return that there are any live orders at broker when MC connects to IB"
IB support have been contacted. Let's see what happens.
"The IB API doesn't return that there are any live orders at broker when MC connects to IB"
IB support have been contacted. Let's see what happens.
- 12 Jun 2014
- Forum: MultiCharts
- Topic: MULTICHARTS 9.0 BETA 1
- Replies: 80
- Views: 25880
Re: MULTICHARTS 9.0 BETA 1
I will not upgrade till there is an option to disable these Pacing Violation pop-ups. I have 40 charts and when starting MC they always hit the IB pacing violation data limit. Please add the disable option as suggested below! PS in general, MC is a great product. I understand each new feature leads ...
- 04 Jun 2014
- Forum: MultiCharts
- Topic: "Show Active Orders" works intermittently [SOLVED]
- Replies: 6
- Views: 2271
Re: "Show Active Orders" works intermittently [SOLVED]
Hi Henry,Hello thutch,
Please make sure the Chart Trading toolbar is open on your chart, the proper broker profile and the required account are selected.
Yes - I tried this but no change.
Guess its help desk to see if they can figure it out?
thanks
- 04 Jun 2014
- Forum: MultiCharts
- Topic: "Show Active Orders" works intermittently [SOLVED]
- Replies: 6
- Views: 2271
"Show Active Orders" works intermittently [SOLVED]
Sometimes my active orders do not show on my workspaces. I think this relates to IB's TWS rebooting daily (I use TWSStart), and after login the 'Active Order' markers do not reappear. Strangely however the 'Open Positions' marker is shown on every chart with a position. Does anyone know how to get t...
- 05 Apr 2014
- Forum: MultiCharts
- Topic: "Fill Limit Order when trade price goes beyond limit price" [SOLVED]
- Replies: 67
- Views: 33448
Re: "Fill Limit Order when trade price goes beyond limit pri [SOLVED]
I would like to comment on this discussion from a real-life markets perspective (as opposed to intended code behaviour). I too widely use limit orders for the subsequent bar's order (usually based on the current bar's Close-1 tick, if going long). In live markets, if a limit order is traded through ...
- 03 Feb 2014
- Forum: MultiCharts
- Topic: Pre MC 8.5 available? When introduced? [SOLVED]
- Replies: 4
- Views: 1550
Re: Pre MC 8.5 available? When introduced? [SOLVED]
Hello thutch, Since MultiCharts 8.8 that is possible to turn on the slippage support for all order types. Please see the respective PM entry for further information. Hi Henry, That is good news, and I am using MC 8.8 release. I read the link, but slippage is still not being calculated in my backtes...
- 01 Feb 2014
- Forum: MultiCharts
- Topic: Pre MC 8.5 available? When introduced? [SOLVED]
- Replies: 4
- Views: 1550
Pre MC 8.5 available? When introduced? [SOLVED]
For years I have been running backtests using both slippage and commissions assumptions. I redo backtests regularly to estimate how non-traded strategies have been performing. Given that I use limit orders that are updated regularly, I have found that backtest performance is not correct without incl...
- 28 Jan 2014
- Forum: MultiCharts
- Topic: Best way to test backtest fill prices within a bar? [SOLVED]
- Replies: 2
- Views: 1175
Best way to test backtest fill prices within a bar? [SOLVED]
I'm backtesting a strategy based on a custom future with 30-min bars. I realise that bar magnifier is not available for custom futures, and I need to look back over a longer period than a month (future rolls monthly) so want to use the custom future. I also have IntrabarOrderGeneration = True in the...
- 12 Feb 2013
- Forum: MultiCharts
- Topic: MULTICHARTS 8.5 RELEASE CANDIDATE
- Replies: 46
- Views: 16903
Re: MULTICHARTS 8.5 RELEASE CANDIDATE
Hello eztraderjr, Which data source do you use? Which intraday resolution do you use (tick or minute based)? It is minute based from IB...as an aside, if I select to display "Last" in the status line from the format window options, then the correct last price is displayed. So the data can get to th...
- 03 Feb 2013
- Forum: MultiCharts
- Topic: Weekly chart for Custom Futures
- Replies: 4
- Views: 1518
Re: Weekly chart for Custom Futures
I second that
- 02 Nov 2012
- Forum: MultiCharts
- Topic: Custom indicator into MC Discretionary Trader?
- Replies: 2
- Views: 1030
Re: Custom indicator into MC Discretionary Trader?
What a pity. I realise that you don't want people running strategies in this version, but not allowing the import of indicators is a real pityHello thutch,
That is not possible to import any custom indicators into MCDT.
PowerLanguage Editor does not come with this version of MultiCharts.
- 02 Nov 2012
- Forum: MultiCharts
- Topic: Custom indicator into MC Discretionary Trader?
- Replies: 2
- Views: 1030
Custom indicator into MC Discretionary Trader?
I have a couple of indicators I created in my full licence version of MC 8. I also use discretionary trader separately to not mess with my automated models in MC8 (as I don't want the trades in the same IB account). Does anyone know if it is possible to import my own custom indicators into MCDT? The...
- 18 Jul 2012
- Forum: MultiCharts
- Topic: disconnect at night and Limit Order sync
- Replies: 25
- Views: 6052
Re: disconnect at night and Limit Order sync
Finally, if I follow what I write above, I will have something like 16 charts that could each hold a position. It seems to be a bit of a pain to manually reconcile open positions at the start of each day (many of these may hold overnight). So do/would you trust MC to run all week? If so, would the ...
- 17 May 2012
- Forum: MultiCharts
- Topic: Why unique strategy name in MC backtest XML export?
- Replies: 3
- Views: 1051
Re: Why unique strategy name in MC backtest XML export?
I don't know what the hex number is about but I am curious as to how you are ready the file? What do you use to pull the information out and what extra information are you finding? Neil. Its simply an option when exporting a strategy backtest report to d/l it as XML rather than Excel. You can then ...
- 16 May 2012
- Forum: MultiCharts
- Topic: Why unique strategy name in MC backtest XML export?
- Replies: 3
- Views: 1051
Why unique strategy name in MC backtest XML export?
I exported an MC strategy backtest using the rina XML format (not Excel), and found that the strategy name is given a unique hexadecimal code, found close to the top of the file. And far more information is included in this export than the Excel version. Now, how could this hex identifier be assigne...
- 14 May 2012
- Forum: MultiCharts FAQ
- Topic: What compiler
- Replies: 8
- Views: 5225
Re: MultiCharts 64 bit resources
It does work. My mistake.
- 11 May 2012
- Forum: MultiCharts FAQ
- Topic: What compiler
- Replies: 8
- Views: 5225
Re: MultiCharts 64 bit resources
2. Plkit.dll to write 64 bit DLLs Sorry TJ, I'm illiterate in these matters. What does the above actually mean, and what do I need to do? I have spent ages setting up MC on a 64-bit system, and ELCollections is the only thing that doesn't work. I have copied over the 64-bit ELCollections.dll, and i...
- 10 May 2012
- Forum: MultiCharts FAQ
- Topic: What compiler
- Replies: 8
- Views: 5225
Re: MultiCharts 64 bit resources
2. Plkit.dll to write 64 bit DLLs You need to use Plkit.dll to write 64 bit DLLs. This dll can be found in MultiCharts folder. Sorry TJ, I'm illiterate in these matters. What does the above actually mean, and what do I need to do? I have spent ages setting up MC on a 64-bit system, and ELCollection...
- 26 Apr 2012
- Forum: MultiCharts
- Topic: External inputs / values into strategies? e.g. csv lookup? [SOLVED]
- Replies: 11
- Views: 4654
Re: External inputs / values into strategies? e.g. csv looku [SOLVED]
The ELCollections.dll, which is free on the Internet and can be found here: https://www.multicharts.com/discussion/viewtopic.php?t=2483 ... adds a bunch of new commands to EasyLanguage which can be used to retrieve data from .csv files and search it quickly. I've written several strategies that use...
- 23 Apr 2012
- Forum: MultiCharts
- Topic: External inputs / values into strategies? e.g. csv lookup? [SOLVED]
- Replies: 11
- Views: 4654
External inputs / values into strategies? e.g. csv lookup? [SOLVED]
Hello everyone, I hope someone here will have useful ideas. External to MC, I am calculating Kelly fractions (% to invest) for different strategies, which considers both returns and their covariances. I have a whole bunch of strategies, and would like each of them to somehow look up this external va...
- 13 Dec 2011
- Forum: User Contributed Studies and Indicator Library
- Topic: exit next day code - tips please
- Replies: 0
- Views: 1670
exit next day code - tips please
I have a simple line of code that checks for an exit condition using: "if marketposition<>0 and date > entrydate(0) then ..." I had a booboo recently where I had to restart MC intraday and then manually input the position at the broker for the strategy, which meant that the above code read 'entrydat...
- 22 Nov 2011
- Forum: MultiCharts
- Topic: disconnect at night and Limit Order sync
- Replies: 25
- Views: 6052
Re: disconnect at night and Limit Order sync
Do you mean-which of the words will help to automatically reconcile open positions for each chart at the start of trading? I'll try to be as clear as I can: 1) Intraday trading I'm primarily concerned that positions are correctly assigned to strategies during the trading day when I have 3 charts li...
- 22 Nov 2011
- Forum: MultiCharts
- Topic: disconnect at night and Limit Order sync
- Replies: 25
- Views: 6052
Re: disconnect at night and Limit Order sync
Partially filled position means that 2 of 3 orders are filled at the broker and you are assigning the market position at this moment. When autotrading is assigned with the flat position, and the strategy buys 2 of 3 limit order contracts, MultiCharts knows that it should buytocover 2 contracts. Tha...
- 21 Nov 2011
- Forum: MultiCharts
- Topic: disconnect at night and Limit Order sync
- Replies: 25
- Views: 6052
Re: disconnect at night and Limit Order sync
Unfortunately you cannot assign a partially filled position. You need to wait until the position will be filled and then turn on auto trading. I'm not sure I follow you. Would you clarify 'partially filled position"? I see that when assigning an initial position you can choose to enter the number o...
- 21 Nov 2011
- Forum: MultiCharts
- Topic: disconnect at night and Limit Order sync
- Replies: 25
- Views: 6052
Re: disconnect at night and Limit Order sync
Yes that is correct. If you know the exact position for the strategy on each chart-you can assign the market position before turning on the auto trading, and it will keep each strategy independent. Please do the following: Format-> Strategy properties-> Auto trading-> Assign the initial market posi...
- 19 Nov 2011
- Forum: MultiCharts
- Topic: disconnect at night and Limit Order sync
- Replies: 25
- Views: 6052
Re: disconnect at night and Limit Order sync
Thanks to both of you for your replies. I will investigate both ways further i.e. flowchart & combining strategies in a single chart, and storing positions in a file. Initially manually inputting positions each day should suffice I believe. Specifically, if each strategy & chart knows its position, ...
- 18 Nov 2011
- Forum: MultiCharts
- Topic: disconnect at night and Limit Order sync
- Replies: 25
- Views: 6052
Re: disconnect at night and Limit Order sync
Assume the following when autotrading: 1. The same symbol cannot be traded from more than one strategy or chart. Trading the same symbol from two or more strategies/charts will cause a market position conflict between the strategy and broker. 2. The market position at the broker must be 0 at the ti...
- 06 Oct 2011
- Forum: MultiCharts
- Topic: Simple Question - Close at 1615pm on a 24 hours chart?
- Replies: 11
- Views: 2484
Re: Simple Question - Close at 1615pm on a 24 hours chart?
Thanks TJ.
I need to think about this a bit. Its not bad, but not ideal either. The risk is you change the bar resolution and then it wouldn't work...
I need to think about this a bit. Its not bad, but not ideal either. The risk is you change the bar resolution and then it wouldn't work...
- 05 Oct 2011
- Forum: MultiCharts
- Topic: Simple Question - Close at 1615pm on a 24 hours chart?
- Replies: 11
- Views: 2484
Re: Re:
Hi TJ I found this thread after posting on this other one first: https://www.multicharts.com/discussion/viewtopic.php?f=1&t=7194 The example here is very close to my issue. I'm trying to find the close for prior sessions (but not just the last one). As I understand it, in your posted solution 'clos...
- 05 Oct 2011
- Forum: MultiCharts
- Topic: Close Price of Prior Day at selected time
- Replies: 10
- Views: 2953
Re: Close Price of Prior Day at selected time
Hi TJ Its Crude oil (QCL# in IQfeed) using a 15 min bar resolution. I'm still having troubles. thanks for any help Please post your effort for debug. I have found a closer problem example and have stated my issue there (more clearly hopefully). Please refer to https://www.multicharts.com/discussion...
- 05 Oct 2011
- Forum: MultiCharts
- Topic: Simple Question - Close at 1615pm on a 24 hours chart?
- Replies: 11
- Views: 2484
Re:
Hi TJ I found this thread after posting on this other one first: https://www.multicharts.com/discussion/viewtopic.php?f=1&t=7194 The example here is very close to my issue. I'm trying to find the close for prior sessions (but not just the last one). As I understand it, in your posted solution 'close...
- 04 Oct 2011
- Forum: MultiCharts
- Topic: Close Price of Prior Day at selected time
- Replies: 10
- Views: 2953
Re: Close Price of Prior Day at selected time
Hi TJ Its Crude oil (QCL# in IQfeed) using a 15 min bar resolution. I'm still having troubles. thanks for any help Hi all, I'm fairly new to MC and am trying to do as the original poster, namely to compare the current bar's price to that of the session close X days ago. E.g. compare the closing pric...
- 28 Sep 2011
- Forum: MultiCharts
- Topic: Close Price of Prior Day at selected time
- Replies: 10
- Views: 2953
Re: Close Price of Prior Day at selected time
Hi all, I'm fairly new to MC and am trying to do as the original poster, namely to compare the current bar's price to that of the session close X days ago. E.g. compare the closing price of the current bar (on a Monday say) to the closing price of the bar ending 17:15 ET last Thursday. I have follow...