MultiCharts: Trading Software for Automated Trading and Backtesting

pschriber2

Hi, I'm trying to run automation on futures contracts on multiple graphs, but can't seem to do it properly (i.e. it doesn't take an independent count for the broker contracts and doesn't enter short/long correctly). I was looking through the Easy Language Essentials Programming Guide and found somet...

pschriber2

So I have developed some signals for LE/LX and SE/SX. I find that everything works fine for the most part, but over a odd stretch or two it misses a bunch of bars, and then starts calculating the strategy properly again. For example, say I currently have an current position of 2 long positions and t...

pschriber2

Thanks for the response TJ.

My code is quite long (30 functions with over 3000 lines) and complex.

But it works fine when use as an indicator.

I'm using TS as my data feed, only testing right now

pschriber2

So I have developed a strategy that takes both long and short positions. The issue I am having is that when a bar indicates that the market position should be switched from either a short to a long, or a long to a short on the next bar at market, it will close the current position out (cover short o...

pschriber2

Hey Evdl,

I have loaded the 1 minute and 60 minute data through the quotemanager, and also have a indicator on the 1 minute chart to obtain the higher resolution bars that make up the 60 min bar (i.e. what the bar magnifier is doing itself).

However, I still the get the same error issue.

pschriber2

Hey Dave, Here's what the ADE documentation says for ADE.DeriveBigBar() You can use this function to derive higher timeframe bars all the way up to monthly bars. However, if you derive daily, weekly, or monthly bars from intraday bars, you should be aware that the bars will probably not exactly matc...

pschriber2

Thanks for the response evdl. However, I am using a magnifier TF of 1min for a 60 min chart. I already have the data for the 1min chart being stored.

pschriber2

So, I've had success using the ADE.DeriveBigBar function when using intervals of a day or less. However, when I run a chart resolution of 1 day or 1 week and try to derive a monthly chart I keep getting a false value, and thus no data for the weekly or monthly bar. Has anyone else encountered this i...

pschriber2

Thanks TJ. I wanted to run it on one chart so that it would be easier to debug the code rather than monitoring the output text in the PowerLanguage Editor.

pschriber2

I'm calculating a few different strategies within one indicator and would like to be able to display each one on a separate plot (i.e. subplot). Is there a way to do this in MC? As of right now, it just places the plot on top of each other, giving me a cluttered chart that is hard to read/interpret....

pschriber2

Hi, So I've coded a indicator that uses the ADE library, and it works fine. However, when I try to use it as part of a strategy and turn on IOG (Intrabarordergeneration) and the intrabar magnifier I get the following error: Error in study: Error Locations: "EL Collections" Error Category: EL Collect...

pschriber2

So I put a True/False flag within the function that is set to true when conditional statement A is executed. Since my algo was only executing the function in conditional statement A, this flag doesn't get triggered and the function does not execute. It's odd but works.

pschriber2

Never mind, it still doesn't work. I thought it did but I still get the same issue

pschriber2

Thanks TJ. I simplified and seperated my statements and it seems to work.

pschriber2

Hey TJ,

Yes i have walked through all of the permutations but no luck. If I understand properly, Power Language executes the code from Top to Bottom. So it shouldn't be doing this looping thing.

pschriber2

Hi, I wrote some code that is conditional on whether the calculation is for real time data or historical data, and some conditional values. The issue I'm having is that when the values DH=0 and DL = 0 are true, the code executes the second statement (correct). But once it has done that, and changed ...

pschriber2

And as far as ExcelLink having a command to check if a spreadsheet is open, I'm not aware of any methods to do this. I browsed the documentation but couldn't see anything on it.

Being able to do this would be good since then you would only need one indicator.

pschriber2

Thanks for the input evdl and acandra. I am aware of the once keyword, but the issue is that I have to add the strategy for each subchart. The once only applies for running the indicator once for each chart, so it doesn't work. I ended up using a method similar to what acanedra described. Which cons...

pschriber2

I'm trying to use the ExcelLink Addon DLL from FX1.net to transfer data from MultiCharts to Excel. I'm having trouble sending data from multiple Charts, and different time frames. I believe that the ExcelStart( ) function is causing the problem. Since this function is called everytime the indicator ...

pschriber2

I was able to fix the error. I forgot to add "no_namespace" after the #import statement.

pschriber2

Hi, I'm trying to develop a simple program to perform various operations (add, subtract, divide, multiply). This is just something I'm trying to get a idea of how the whole SDK and PLKit.dll works. I'm getting the following errors: >c:\dlltest\testing\testing\testing.cpp(12): error C2065: 'IEasyLang...

pschriber2

Hi Henry,

I am referring to a indicator.

pschriber2

I need to peform a intrabar calculation on historical data to see if a new high or low was triggered first. Does anyone know how to do this?

Any help would be appreciated.

pschriber2

Okay I will try that out. I also noticed that when a trigger has been hit during the playback mode it works fine but when it is applied to historical data the plot doesn't change colour. I am using the close price to compare to new lows and highs within a bar. So when the close bar ends within the p...

pschriber2

Thanks for the reply guys. I'm trying to use BarStatus (1)=1 and BarStatus (1)=2 to distinguish between the two. For example when checking for a new high compared to the previous bar I'm trying to use the following: if ( (Close > High[1]) and (BarStatus(1) = 1) and (Low > Low[1])) then begin PlotPai...

pschriber2

Hi thanks for the response. Then how would I able to distinguish with the current close of the security (tick) and the close for the time resolution identified (i.e. 1 day). I need to use different logic on the different closes so is there a way to do this?

pschriber2

I was wondering how I would reference the current price for a security within a bar for a indicator. The manual only says you can reference the open, close, high and low.

pschriber2

The entry/exit is supposed to be given by using the crossover/crossunder on the first chart, and confirming it by checking if the bottom chart (data2) confirms this trend. The top chart uses a higher resolution. If both confirm that the faster moving average is above the slower moving average, then ...

pschriber2

Okay, I will keep that in mind. There still seems to be a issue with the timing of the entry/exit points for the indicators and signals. All of the indicator points seem to be correct now but a few of the signal ones seem to be off. I have attached a labeled screen capture.

pschriber2

Hey TJ, I was using resolutions of 60 minutes and 1 day. I was able to solve the problem. It had to do with me not explicitly stating which variables were associated with data2. i.e. vars: price1(0,data1), var0(0,data1); var1(0,data1); var2(0,data2); var3(0,data2); var0= MVA(close of data2, length) ...

pschriber2

Hi yes I did. Some of the buy/exit signs lineup but others are off. For example the short signal is 2 or 3 ticks before the short indicator.

pschriber2

I'm programming a signal that utilizes two Simple Moving Averages for different time frames to determine the buy/sell decision. I am taking both short and long positions and for some reason I am getting a short signal without any crossover on the shorter time horizon SMA. I was wondering if this iss...

pschriber2

Hi Henry,

When I change the contracts to say 1000, I still only get a cash requirement of around $500. The performance report says it bought 1000 contracts at a price of 1.44485 each, so I can't figure out why it is giving me such a low cash requirment when I'm not leveraging my position.

Thanks

pschriber2

Hi, I was running a backtest for a strategy based on a data stream from Interactive Brokers. However, when I run the backtest and look at the performance report it gives me a large value for number of contracts (>4000) even though the maximum capital I have allocated for trade is $5000. Since ForEx ...

pschriber2

Thanks. However, from what I've read it's only been truly tested with TS and MT. I have read that it gave some users issues when used with Multicharts because of the multi-threading. Anyone have any issues with ELExcel.dll?

pschriber2

Hi, I'm trying to send data (i.e. price, signals, indicators, high, etc.) from MultiCharts to an Excel spreadsheet. However, from what I've seen so far, I'm only able to do use a DDE to send data from a broker platform like IB to MultiCharts and then to Excel. Does anyone know if this is possible to...

Search found 36 matches

U-Turns for futures

Signals not filling positions properly

Re: Issue with Signals

Issue with Signals

Re: Using ADE in a Strategy

Re: Issue with the ADE.DeriveBigBar(Interval) function

Re: Using ADE in a Strategy

Issue with the ADE.DeriveBigBar(Interval) function

Re: Using Multiple ShowME Plots [SOLVED]

Using Multiple ShowME Plots [SOLVED]

Using ADE in a Strategy

Re: Issue With Conditional Statement Execution

Re: Issue With Conditional Statement Execution

Re: Issue With Conditional Statement Execution

Re: Issue With Conditional Statement Execution

Issue With Conditional Statement Execution

Re: ExcelLink Addon [SOLVED]

Re: ExcelLink Addon [SOLVED]

ExcelLink Addon [SOLVED]

Re: Using SDK in Visual Basic C++ 2010

Using SDK in Visual Basic C++ 2010

Re: Intrabar Calculation on Historical Data

Intrabar Calculation on Historical Data

Re: Intrabar Price

Re: Intrabar Price

Re: Intrabar Price

Intrabar Price

Re: Eazy Language Indicator and Signal

Re: Eazy Language Indicator and Signal

Re: Eazy Language Indicator and Signal

Re: Eazy Language Indicator and Signal

Eazy Language Indicator and Signal

Re: FOREX Contract Sizes in Portfolio BackTester

FOREX Contract Sizes in Portfolio BackTester

Re: Using DDE to send data from MultiCharts to Excel

Using DDE to send data from MultiCharts to Excel