That is correct, the built-in connection from MultCharts to CSI has default hard-coded settings.

Thanks for the follow-up. I am trying to use ASCII Mapping as an alternative.

-Mike

Mjm, we were not able to reproduce the issue on our end. Would you be able to do this on your PC one more time and create dump files of all MultiCharts processes at the moment when it stuck?

Sure, I will try to do this. Thanks for your help.

-Mike

I am trying to use ASCII Mapping to work with historical stock quote data from CSI. (See this thread on why I am not using the built-in interface to CSI: http://www.multicharts.com/discussion/viewtopic.php?f=1&t=11454 .) I used the CSI UnfairAdvantage program to define a portfolio of instruments and...

Have I correctly inferred the behavior of the Multicharts-CSI built-in connection? Is there any way to control the historical adjustment settings? I asked CSI technical support for help, and Rudi at CSI told me: Unfortunately, the Back Adjusted parameters for Multicharts are preset to the criteria ...

I am using MultiCharts QuoteManager to import instruments from the CSI data source. For example, I say: Instrument / Add Symbol / From Data Source / CSI (In a previous post I describe how my CSI account needed to have the API setting enabled for this to work.) In the CSI Unfair Advantage interface, ...

see post #13
viewtopic.php?f=16&t=10811

Thanks (the answer is no).

I am running a backtest with a large number of symbols. (For background, I described my approach in an older post: http://www.multicharts.com/discussion/viewtopic.php?f=1&t=10830 "portfolio backtester - single pass priority logic"). Is there any way to take advantage of multicore hardware while runn...

Thanks, Andrew. I will experiment with ASCII mapping.

-Mike

Is it possible to import ASCII data from CSV files into QuoteManager for more than one symbol at a time? I would like to import data for a few thousand symbols and I haven't found a way to do this all at once. I have read the wiki articles here: http://www.multicharts.com/trading-software/index.php/...

ps. look up the definition for TICKS . It is a legacy thing. :-( Wow, I never would have found that. It works! And to save others the confusion, here is the very helpful documentation for the 'Ticks' function: Returns the total volume for the current bar if Build Volume On is set to Trade Volume. ....

Use TICKS I'm not sure I understand ... In Portfolio Backtester I tried Format Instrument / Settings / Resolution "1 Tick", Quote Field "Trade", Built Volume On "Trade Volume". Now I see: ... AAON 20121015 1557 OHLC[18.89 18.89 18.89 18.89] Vol 50 AAON 20121015 1558 OHLC[18.87 18.87 18.87 18.87] Vo...

I am seeing strange Volume values for intraday bars using IQFeed. Rather than seeing the expected trading volume for the bar (say 1-minute), I get a constant large value. That value is equal to what QuoteManager says the "UpVol" is for the instrument, but the "TotalVol" field in QuoteManager looks l...

Henry,

Thank you for the explanation and suggestion.

-Mike

Please create a chart of the symbols you want to analyze.

On rereading your post, I see you recommending creating just one chart. Maybe I misunderstood your advice. Is it possible to create a chart for a large number of symbols?

-Mike

In order to do backtest, you must have back data. The back data can be something you have previously saved into your computer, or data you can fetch as you go. Please create a chart of the symbols you want to analyze. By creating the chart, MultiCharts will download the data from your provider into...

Hello tcat, Thanks for the suggestion, and I apologize I didn't reply to this right away. The proposed fix did not solve my problem. I found "File > Preferences > Data Server Mode > Offline: Use only the locally stored data" over in the main Multicharts64 application (which I normally don't use). Bu...

To crystallize the observations above, note that the following two strategies generate different trades: If BarNumber = 1 then Buy 10 shares this bar close; If BarNumber = 2 then Sell 5 shares total this bar close; If BarNumber = 3 then Sell 5 shares total this bar close; If BarNumber = 1 then Buy 1...

So "legging-in" to the position is not required to show the issue, but having two entries illustrates how the exit behavior depends on the composition of the existing position. A simple illustration of this is below: Once ClearPrintLog; if BarNumber < 10 then begin Print(Newline + "======== " + Get...

(Multicharts 64-bit version 8.0.5622.401) Given an existing position, I find that exit orders that "leg out" sometimes work but sometimes are partially ignored, depending on whether the exit orders come from the same or different PowerLanguage statement lines. It seems to me that the two variations ...

I am using IQFeed as a historical intraday quote source for Portfolio Backtester. In Quote Manager I have added a set of instruments using menu item Instrument / Add Symbol / From Data Source / IQFeed, and each of the instruments has "Collect R/T data without plotting" set to Off and "Fields to Coll...

PosTradeCommission returns commission + slippage for stop and market orders and commission for limit orders. Okay, but it still seems like both PosTradeCommission and PosTradeProfit are including only one-half of the cost they should be. In my Run 2 example (commission=0.01, slippage=0), the total ...

I ended up solving this using the two-pass approach with an intermediate dummy symbol where I make the global trading decisions. I used the "ELCollections" library for its more sophisticated global data structures. I highly recommend this package for programmers who are wondering why EasyLanguage is...

I have a question about the way the PosTrade* functions take account of the Commission and Slippage settings in the Portfolio Backtester. As an experiment I ran the same backtest with four different settings in the Strategy / Show Properties / Properties dialog (all given as per share/contract): Run...

It occurs to me that maybe I can do this by adding each symbol to the Instruments list twice, like {A, B, C, ..., A, B, C, ...}. On the first visit to symbol A it would calculate its candidate trades, and on the second visit it could decide whether to make the trade based on a review of all the oth...

what I really want is a way to produce the list of candidate trades in one pass, and then sort and filter that list in a second pass before submitting the trades for execution It occurs to me that maybe I can do this by adding each symbol to the Instruments list twice, like {A, B, C, ..., A, B, C, ...

I'd like to use the Portfolio Backtester to simulate a strategy where the decision whether to enter a new position depends on proposed trades this bar for other symbols. For example, I might want to limit the portfolio to holding no more than two stocks from each industry sector. Suppose my Signal s...

I talked with Bill at CSI and he found that API calls were not enabled for my account. He enabled them and now I am able to see CSI data in Multicharts.

Thanks!
-Mike

(Summary: unable to see CSI data in MultiCharts.) I have "CSI Unfair Advantage" (v2.10.7.119) installed on my machine. In CSI, I am able to view chart data without trouble (for example: Chart / New, symbol "AAPL"). I leave the CSI Unfair Advantage window open while working in MultiCharts. In MultiCh...