Search found 52 matches

by thutch
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...
by thutch
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?
by thutch
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, ...
by thutch
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.
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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.
by thutch
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]

Problem solved , thanks
I'm also interested in more detail of the solution.
by thutch
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...
by thutch
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 ...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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.
by thutch
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 ...
by thutch
04 Jun 2014
Forum: MultiCharts
Topic: "Show Active Orders" works intermittently [SOLVED]
Replies: 6
Views: 2271

Re: "Show Active Orders" works intermittently [SOLVED]

Hello thutch,

Please make sure the Chart Trading toolbar is open on your chart, the proper broker profile and the required account are selected.
Hi Henry,

Yes - I tried this but no change.

Guess its help desk to see if they can figure it out?

thanks
by thutch
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...
by thutch
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 ...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
03 Feb 2013
Forum: MultiCharts
Topic: Weekly chart for Custom Futures
Replies: 4
Views: 1518

Re: Weekly chart for Custom Futures

I second that
by thutch
02 Nov 2012
Forum: MultiCharts
Topic: Custom indicator into MC Discretionary Trader?
Replies: 2
Views: 1030

Re: Custom indicator into MC Discretionary Trader?

Hello thutch,

That is not possible to import any custom indicators into MCDT.
PowerLanguage Editor does not come with this version of MultiCharts.
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 pity
by thutch
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...
by thutch
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 ...
by thutch
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 ...
by thutch
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...
by thutch
14 May 2012
Forum: MultiCharts FAQ
Topic: What compiler
Replies: 8
Views: 5225

Re: MultiCharts 64 bit resources

It does work. My mistake.
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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, ...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...
by thutch
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...

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