Search found 111 matches

by orad
18 Oct 2018
Forum: MultiCharts .NET
Topic: Pair Trading in Backtesting Not Working as Documented [SOLVED]
Replies: 5
Views: 105

Re: Pair Trading in Backtesting Not Working as Documented [SOLVED]

Solution: I had a support session with MultiCharts and it looks like the problem was due to incomplete data, and that I was trying backtesting in offline mode for the data to load faster, so it didn't try to load complete data. We added the charts for the two instruments in one window and plotted B...
by orad
14 Oct 2018
Forum: MultiCharts .NET
Topic: Pair Trading in Backtesting Not Working as Documented [SOLVED]
Replies: 5
Views: 105

Re: Pair Trading in Backtesting Not Working as Documented [SOLVED]

Notice in the logs that FB calculates bar 1 when other symbols are on bar 389. All signals running on the same thread. There is another big problem related to this: When the strategy with Data1=FB calculates bar 1, Bars.CloseValue on that strategy returns close value at bar 1 as expected, but getti...
by orad
12 Oct 2018
Forum: MultiCharts .NET
Topic: Pair Trading in Backtesting Not Working as Documented [SOLVED]
Replies: 5
Views: 105

Re: Pair Trading in Backtesting Not Working as Documented [SOLVED]

Hi Anna, Thanks for looking into this. I tried it again on another installation of MultiCharts.NET on another computer and at first glance, all the 3 signals were running sequentially like what you got. But when I cloned the strategy a few more times (total of 8 strategies) then it started to show t...
by orad
11 Oct 2018
Forum: MultiCharts .NET
Topic: Pair Trading in Backtesting Not Working as Documented [SOLVED]
Replies: 5
Views: 105

Re: Pair Trading in Backtesting Not Working as Documented [SOLVED]

Update 1: I noticed when adding multiple signals under the same strategy, they indeed run sequentially. But all of them have access only to the same instrument on Data1 and it cannot be used for pair trading. Update 2: I tried adding the thread number to the logs with Thread.CurrentThread.ManagedTh...
by orad
11 Oct 2018
Forum: MultiCharts .NET
Topic: Pair Trading in Backtesting Not Working as Documented [SOLVED]
Replies: 5
Views: 105

Pair Trading in Backtesting Not Working as Documented [SOLVED]

Hi, On the wiki about Pair Trading in Backtesting it says that in Portfolio Trader, strategies run sequentially. When you have GV on first series, you should be able to get those GV when script is calculated on next data series. The calculation of the script is sequential. It means that the script i...
by orad
10 Oct 2018
Forum: MultiCharts
Topic: Bitcoin trading with MC possible? [SOLVED]
Replies: 56
Views: 16097

Re: Bitcoin trading with MC possible? [SOLVED]

Thanks for adding cryptocurrencies to the new MultiCharts. This is exciting, but after playing a little bit with it, I'm left totally clueless about how the symbol settings and lot sizes should work for cryptocurrencies. Please let me know if I'm mistaken on any of my observations below. I have adde...
by orad
02 Aug 2017
Forum: MultiCharts
Topic: Imported symbol already exists... Replace? [SOLVED]
Replies: 1
Views: 260

Imported symbol already exists... Replace? [SOLVED]

Will this dialog also delete the data for the already existing symbol?

ImportingSymbol.png
ImportingSymbol.png (6.45 KiB) Viewed 260 times
by orad
31 Jul 2017
Forum: MultiCharts .NET
Topic: Market If Touched (MIT) order using the API [SOLVED]
Replies: 3
Views: 491

Re: Market If Touched (MIT) order using the API [SOLVED]

Hi, I use Gain Capital and Interactive Brokers.

Is the API to use to submit an MIT order different depending on the broker?!
by orad
28 Jul 2017
Forum: MultiCharts .NET
Topic: Creating tools for manual trading
Replies: 3
Views: 562

Re: Creating tools for manual trading

Thanks @darob. That's also a good option, which I may do if my described scenario is not possible, or use them together. Right now I'm specifically interested to know if the described scenario is technically feasible or not because my feeling is that it is not possible with the existing API.
by orad
28 Jul 2017
Forum: MultiCharts .NET
Topic: Creating tools for manual trading
Replies: 3
Views: 562

Creating tools for manual trading

Hi, is the following scenario possible to do in MultiCharts.NET? Let's say I want to create some tools that help me in manual trading. For example, I create a toolbar that receives some parameters and when I click a button it calculates a limit price and submits a LMT order, which I should see in th...
by orad
28 Jul 2017
Forum: MultiCharts .NET
Topic: Market If Touched (MIT) order using the API [SOLVED]
Replies: 3
Views: 491

Market If Touched (MIT) order using the API [SOLVED]

How would you implement MIT order in MultiCharts.NET? Is it done by using IOG mode and sending Market order?
by orad
11 Jul 2017
Forum: MultiCharts
Topic: How to combine data from two instruments into one [SOLVED]
Replies: 4
Views: 487

Re: How to combine data from two instruments into one [SOLVED]

Thanks all for the answers. Changing Data Source from the Edit Symbol dialog in QuoteManager did the trick.
by orad
01 Jul 2017
Forum: MultiCharts .NET
Topic: Set/Get PlotValue across two indicators? [SOLVED]
Replies: 8
Views: 2331

Re: Set/Get PlotValue across two indicators? [SOLVED]

Another caveat I noticed is StrategyInfo.GetPlotValue has to be called directly from the instance of Indicator that is plotted, and for some reason, if you call it from a base class it will return zero (0).
by orad
24 Jun 2017
Forum: MultiCharts
Topic: How to combine data from two instruments into one [SOLVED]
Replies: 4
Views: 487

How to combine data from two instruments into one [SOLVED]

Hi, since OpenECry was changed to Gain Capital I have a mix of instruments for futures contracts. For example, there are two ESZ6 instruments one from OpenECry and one from Gain Capital. How can I combine them together? Also when using Custom Futures of ES how can I make sure the recent data that wa...
by orad
13 Jun 2017
Forum: MultiCharts
Topic: TD Ameritrade Data Feed required
Replies: 18
Views: 5273

Re: TD Ameritrade Data Feed required

Could you please check again with TD Ameritrade now after 3 years things might have changed.
by orad
22 May 2017
Forum: MultiCharts .NET
Topic: TradeManager and Multi-Threading
Replies: 3
Views: 496

Re: TradeManager and Multi-Threading

Actually that didn't fix the first problem (initial read of TradeManager returns empty property values). But I added call to TradeManager.ProcessEvents(); at the beginning of the event ballback and that fixed the second issue (subsequent reads of TradeManager give updated values). I still don't know...
by orad
22 May 2017
Forum: MultiCharts .NET
Topic: TradeManager and Multi-Threading
Replies: 3
Views: 496

Re: TradeManager and Multi-Threading

Thanks, that seems to partially fix the problem. i.e. TradeManager values are populated now. However, the second issue still exists. For subsequent times that I read TradeManager properties their value stays unchanged. For example if there is an open position, the OpenPL does not change even though ...
by orad
22 May 2017
Forum: MultiCharts .NET
Topic: TradeManager and Multi-Threading
Replies: 3
Views: 496

TradeManager and Multi-Threading

Hi, I'm experimenting with TradeManager and trying to get a snapshot of the account status when some external event happens. So I'm seeing a threading issue but I'm not sure how to work around it. When the event is triggered, it calls a delegate to look up TradeManager. Always the first time, TradeM...
by orad
17 May 2017
Forum: MultiCharts .NET
Topic: Programming Custom Broker Profiles [SOLVED]
Replies: 1
Views: 417

Programming Custom Broker Profiles [SOLVED]

Hi, does MultiCharts .NET provide an interface to implement custom broker profiles in C#? Let's say I want to create a custom broker to talk to the Financial Information eXchange (FIX) protocol. It must be possible to fake it somehow using TradeManager to track the orders and positions and proxy tho...
by orad
20 Aug 2016
Forum: MultiCharts .NET
Topic: Occasional issue where MC deletes its compiled studies [SOLVED]
Replies: 3
Views: 2151

Re: Occasional issue where MC deletes its compiled studies [SOLVED]

Looks like in newer builds of MultiCharts the "Product" property of the MC processes are not set anymore, so the PowerShell command I gave above won't work anymore. With process properties we could easily filter out all MC processes with a command like this: Get-Process | where Product -li...
by orad
31 Jan 2016
Forum: MultiCharts .NET
Topic: Peper Trading in Playback mode
Replies: 8
Views: 4202

Re: Peper Trading in Playback mode

Henry MultiСharts wrote:Playback trading is not possible.


Well, I made it possible! This problem was that I needed to make sure orders where sent in the right thread, and now it works.

I posted the full code here under User Contributed Studies:

Simulate Manual Trading in Data Playback mode

Enjoy!
by orad
31 Jan 2016
Forum: User Contributed Studies
Topic: Simulate Manual Trading in Data Playback mode
Replies: 2
Views: 1736

Simulate Manual Trading in Data Playback mode

This study is a modified version of _ChartToolBar_Trading_ that sends orders as IOrderMarket orders similar to backtest orders. When you apply it on your chart, this allows you to simulate manual trading in Data Playback mode. You can then see the results in the Strategy Performance Report . This is...
by orad
29 Jan 2016
Forum: MultiCharts .NET
Topic: Peper Trading in Playback mode
Replies: 8
Views: 4202

Re: Peper Trading in Playback mode

Hi, I tried to modify _ChartToolBar_Trading_ strategy to do this by making it to send orders using IOrderMarket orders like how we do for automated trading and backtesting. However, even though the lines to send orders are called but for some reason they won't take effect. What I wanted to accomplis...
by orad
12 Jan 2016
Forum: MultiCharts .NET
Topic: Modifying the Open Position
Replies: 2
Views: 1411

Re: Modifying the Open Position

That works only when the order you're submitting is in the opposite direction of the current position. For example, if you want to set current position to +3, and you just send long entry 3, then if your current position is 1, it will become 4. Not what you want. If the current position is 5, it wil...
by orad
11 Jan 2016
Forum: MultiCharts .NET
Topic: Modifying the Open Position
Replies: 2
Views: 1411

Modifying the Open Position

Hi, let's say you want to set your open position to be a particular number such as long 3 contracts, regardless of what your current position is. To do that I can inspect the current PositionSide and calculate what order to send to close any opposite positions if needed or reduce/increase positions ...
by orad
07 Jan 2016
Forum: MultiCharts .NET
Topic: Buffered Lamda
Replies: 3
Views: 3340

Re: Buffered Lamda

Hi Henry, the code I posted above tries to encapsulates the logic you just explained. It uses a series variable to buffer the lambda result for each bar. It calculates once per bar, not per the whole series. The reason I wanted a functionality like this was that I noticed sometimes even the same bar...
by orad
03 Jan 2016
Forum: MultiCharts .NET
Topic: Peper Trading in Playback mode
Replies: 8
Views: 4202

Re: Peper Trading in Playback mode

Thanks. This would make a good feature specially for training purposes, and for manually trying strategies before writing code for them.
by orad
26 Dec 2015
Forum: MultiCharts .NET
Topic: Buffered Lamda
Replies: 3
Views: 3340

Buffered Lamda

Hi, When using the Lambda<T> type, the expression is evaluated on every call to the lambda object. For example for the following lambda var averagePrices = new Lambda<double>(bb => Bars.AvgPrice(bb)); If you call averagePrices[0] a 1000 times then Bars.AvgPrice(0) is evaluated a 1000 times. This is ...
by orad
24 Dec 2015
Forum: MultiCharts .NET
Topic: Peper Trading in Playback mode
Replies: 8
Views: 4202

Peper Trading in Playback mode

Hi, I'm trying to test my trades manually on Paper Trader profile when it is in playback mode, but trades get rejected. Is it possible to do manual trading in the playback mode (simulated) similar to Market Replay in OEC Trader?

Thanks!
by orad
18 Dec 2015
Forum: MultiCharts .NET
Topic: Commission and commission rules
Replies: 3
Views: 3627

Re: Commission and commission rules

Dave Masalov wrote:Real commission at broker will be returned by a reserved word which will be added in the next version. It will work the samer way as PosTradeCommission in regular MultiCharts.


Hi, is this available also on MC.NET, i.e. to get the real commission charged by the broker from code?
by orad
24 Nov 2015
Forum: MultiCharts .NET
Topic: MultiCharts Study Life Cycle in Portfolio Trader [SOLVED]
Replies: 1
Views: 2641

MultiCharts Study Life Cycle in Portfolio Trader [SOLVED]

Hi, I've already read in the docs about the study life cycle (Create, StartCalc, CalcBar) on a chart. I was wondering how does the life cycle work in Portfolio Trader. Specifically, are Create() and Destroy() methods called for every test or only once per the whole optimization?
by orad
24 Nov 2015
Forum: MultiCharts .NET
Topic: How to feed series from one strategy to another strategy [SOLVED]
Replies: 1
Views: 2364

How to feed series from one strategy to another strategy [SOLVED]

I had a question that was answered by Henry in this other post , just adding here for reference: Hi, how is AddIndicator different from SetPlotValue / GetPlotValue ? Can you please point me to some docs on them in the wikis if there is any? Thanks! Hello orad, AddIndicator - allows your code to crea...
by orad
23 Nov 2015
Forum: User Contributed Studies
Topic: Looking for a fast function to calculate high and low [SOLVED]
Replies: 1
Views: 5442

Re: Looking for a fast function to calculate high and low [SOLVED]

Update: After some tests on this function, looks like it does significantly reduce the calculation time. I would like to propose this function to be included in MultiCharts, maybe with a different name like BufferedHighLowFC . If you're interested to test and include it in the product with any modi...
by orad
23 Nov 2015
Forum: User Contributed Studies
Topic: Looking for a fast function to calculate high and low [SOLVED]
Replies: 1
Views: 5442

Looking for a fast function to calculate high and low [SOLVED]

Hi, I have a minute chart and need to find the highest/lowest of an ISeries in the last 10 days (14400 bars). Since the Highest() and Lowest() methods iterate through all the bars it takes a lot of time to calculate the chart for long time frames. Is there any high performance function available to ...
by orad
18 Nov 2015
Forum: MultiCharts .NET
Topic: (ADX)AddIndicator("ADX") Can you specify which datastream ?
Replies: 7
Views: 3608

Re: (ADX)AddIndicator("ADX") Can you specify which datastrea

Hi, how is AddIndicator different from SetPlotValue/GetPlotValue? Can you please point me to some docs on them in the wikis if there is any? Thanks!
by orad
15 Nov 2015
Forum: User Contributed Studies
Topic: TradeManager example
Replies: 8
Views: 8455

Re: TradeManager example

Please support backtesting using TradeManager. That would make a great feature combined with the new simulated Paper Trader profile.
by orad
13 Nov 2015
Forum: MultiCharts .NET
Topic: How to get the specific order ID that was filled? [SOLVED]
Replies: 6
Views: 4828

Re: How to get the specific order ID that was filled? [SOLVED]

Henry MultiСharts wrote:In MultiCharts 9.1 we will add explicit methods for order control with the new auto trading / backtesting engine.


Is this shipped or going to next release?
by orad
13 Nov 2015
Forum: MultiCharts .NET
Topic: Simulating auto trade using a Broker Emulator [SOLVED]
Replies: 4
Views: 4756

Re: Simulating auto trade using a Broker Emulator [SOLVED]

Hi, I suppose this is supported now as of MC 9.1. Do you have a link to get me started on offline broker simulation?
by orad
13 Nov 2015
Forum: MultiCharts
Topic: Sharing MultiCharts database between multiple installations [SOLVED]
Replies: 10
Views: 2561

Re: Sharing MultiCharts database between multiple installati [SOLVED]

Hi, is this supported now in MultiCharts 9.1? (see original post #1)
by orad
13 Nov 2015
Forum: MultiCharts .NET
Topic: to have write access to "Discussion" part of wiki pages?
Replies: 3
Views: 2768

Re: to have write access to "Discussion" part of wiki pages?

Hi Henry, Could you please also forward this request to the management? In the recent years we have seen many small and large teams migrating their projects to GitHub. Microsoft has moved the core .NET framework and compilers to GitHub [ 1 ] [ 2 ]. I think MultiCharts can also benefit a lot by using...
by orad
11 Feb 2015
Forum: MultiCharts .NET
Topic: Debug.Assert in Studies not working [SOLVED]
Replies: 1
Views: 1030

Debug.Assert in Studies not working [SOLVED]

I'm trying to use the Debug.Assert method in my code to detect unexpected conditions, but for some reason it is not working in the studies. I expect the following code to create a "Assertion Failed" pop-up like this one , when the study is compiled in Debug configuration. protected overrid...
by orad
11 Feb 2015
Forum: MultiCharts .NET
Topic: Plot a point only on the last bar
Replies: 1
Views: 832

Plot a point only on the last bar

Hi,

I want to plot a point only on the last bar that is ticking, and when the bar steps forward, I don't want to get a track of the point on previous bars. Is it possible to do this?

Thanks!
by orad
10 Feb 2015
Forum: MultiCharts .NET
Topic: .NET APIs do not follow the C# Conventions
Replies: 18
Views: 5063

Re: .NET APIs do not follow the C# Conventions

I'm listing the MultiCharts.NET API issues that I notice, here: viewtopic.php?t=48114

Please feel free to add anything else that you find in there. Thanks!
by orad
10 Feb 2015
Forum: MultiCharts .NET
Topic: Listing MultiCharts.NET API Issues
Replies: 8
Views: 1893

Re: Listing MultiCharts.NET API Issues

The CStudyControl class has helper methods for creating VariableObject and VariableSeries . _simpleVar = (VariableObject<string>)CreateSimpleVar<string>(); _seriesVar = (VariableSeries<double>)CreateSeriesVar<double>(); which is the same as below, except that the helper methods will check if Variabl...
by orad
10 Feb 2015
Forum: MultiCharts .NET
Topic: Listing MultiCharts.NET API Issues
Replies: 8
Views: 1893

Re: Listing MultiCharts.NET API Issues

The PlotAttributes class has 6 constructors: public PlotAttributes(string name, EPlotShapes type, Color fgColor, Color bgColor, int width, EPlotStyle style, bool showLastPriceMarker) public PlotAttributes(string name, EPlotShapes type, Color fgColor, Color bgColor, int width, int style, bool showLas...
by orad
08 Feb 2015
Forum: MultiCharts .NET
Topic: Getting an instance of PowerLanguage.Bar
Replies: 5
Views: 1241

Re: Getting an instance of PowerLanguage.Bar

Thanks JoshM, it was helpful. I also found this article about tick charts very helpful that describes volumes and ticks:

http://emini-watch.com/emini-trading/tick-charts/
by orad
06 Feb 2015
Forum: MultiCharts .NET
Topic: Occasional issue where MC deletes its compiled studies [SOLVED]
Replies: 3
Views: 2151

Re: Occasional issue where MC deletes its compiled studies [SOLVED]

You can open PowerShell and run the following to close all MultiCharts processes: For MC 32-bit: Get-Process | where Product -eq "MultiCharts" | Kill -PassThru For MC 64-bit: Get-Process | where Product -eq "MultiCharts64" | Kill -PassThru For MC.NET 32-bit: Get-Process | where P...
by orad
04 Feb 2015
Forum: MultiCharts .NET
Topic: Getting an instance of PowerLanguage.Bar
Replies: 5
Views: 1241

Re: Getting an instance of PowerLanguage.Bar

OK, few questions: - Where are PowerLanguage.Bar objects used in MultiCharts? Only used internally? - If I want to create an instance of it myself from the data available in the study, then how can I get UpVolume , DownVolume and UnchangedVolume ? These properties are not available in study's Bars b...
by orad
03 Feb 2015
Forum: MultiCharts .NET
Topic: Getting an instance of PowerLanguage.Bar
Replies: 5
Views: 1241

Getting an instance of PowerLanguage.Bar

Is there any available method I can get an instance of PowerLanguage.Bar for the current bar in the Study? I want to use it as a snapshot of the bar price data at a point in time so that I can use it later in my calculations. Currently I'm using the following extension method which is not perfect: p...
by orad
03 Feb 2015
Forum: MultiCharts .NET
Topic: Listing MultiCharts.NET API Issues
Replies: 8
Views: 1893

Re: Listing MultiCharts.NET API Issues

MouseClickArgs is defined as: public struct MouseClickArgs { public Keys keys; public MouseButtons buttons; public ChartPoint point; public int data_number; public int bar_number; } Recommended interface would be: public struct MouseClickArgs { public Keys Keys {get; set} public MouseButtons Button...
by orad
02 Feb 2015
Forum: MultiCharts .NET
Topic: Listing MultiCharts.NET API Issues
Replies: 8
Views: 1893

Re: Listing MultiCharts.NET API Issues

Methods names should have a verb: GetCurrentEntries() instead of CurrentEntries() If it makes sense, make it a getter property . For example when viewing object in Visual Studio debugger, it does not show the object's methods but it shows its properties. If it makes sense that the value of the membe...
by orad
02 Feb 2015
Forum: MultiCharts .NET
Topic: Listing MultiCharts.NET API Issues
Replies: 8
Views: 1893

Re: Listing MultiCharts.NET API Issues

Hi JoshM, I would be happy even if only future code follows .NET conventions and I can live with existing API for the most part. One reason I opened this thread is because MC is working on new Auto Trading and Backtesting Engine for MultiCharts 9.1 that will come with a new API. So hopefully this ca...
by orad
02 Feb 2015
Forum: MultiCharts .NET
Topic: Listing MultiCharts.NET API Issues
Replies: 8
Views: 1893

Re: Listing MultiCharts.NET API Issues

Starting with C# templates. These are modified templates that follow C# naming conventions better (also attached). Function.cs.template using System; using System.Drawing; using System.Linq; namespace PowerLanguage.Function { public sealed class __CLASS_NAME__ : __BASE_TYPE_NAME__<__FUNC_TYPE__> { ...
by orad
02 Feb 2015
Forum: MultiCharts .NET
Topic: Listing MultiCharts.NET API Issues
Replies: 8
Views: 1893

Listing MultiCharts.NET API Issues

Just because I like MultiCharts.NET, and I want it to be the best trading platform I use, I'm creating this thread to list any minor issues and inconsistencies that I notice in the MC.NET API. This is going to be a follow up of .NET APIs do not follow the C# Conventions . I understand that some thin...
by orad
01 Feb 2015
Forum: User Contributed Studies
Topic: Bar Viewer - Great Tool for Debugging Studies
Replies: 1
Views: 1341

Bar Viewer - Great Tool for Debugging Studies

You can specify any .NET object for browsing, and customize it to your needs. This indicator uses Jeff Key's Object State Browser that you will need to download and reference in your study. http://www.multicharts.com/discussion/download/file.php?id=8665 BarViewer.Indicator.cs // Add a reference to J...
by orad
29 Jan 2015
Forum: MultiCharts .NET
Topic: Order to exit market [SOLVED]
Replies: 4
Views: 1479

Re: Order to exit market [SOLVED]

I modified my question in last post to sound less confused. Basically, is exit order info ignored for entry orders (even though the API allows entering them)?!
by orad
27 Jan 2015
Forum: MultiCharts .NET
Topic: How to see Strategy Positions in Playback Mode? [SOLVED]
Replies: 2
Views: 1209

Re: How to see Strategy Positions in Playback Mode? [SOLVED]

Hi JoshM,

Thanks for your answer. I created feature request MC-1846: Show Strategy Positions in Playback mode please vote if you think it would be useful.

Thanks,
orad
by orad
27 Jan 2015
Forum: MultiCharts .NET
Topic: How to see Strategy Positions in Playback Mode? [SOLVED]
Replies: 2
Views: 1209

How to see Strategy Positions in Playback Mode? [SOLVED]

Hi,

When playing back the strategy on the chart, nothing is shown in the Order and Position Tracker! Where can I see the list of positions of the strategy that is being played back?

Thanks!
by orad
26 Jan 2015
Forum: MultiCharts .NET
Topic: Order to exit market [SOLVED]
Replies: 4
Views: 1479

Re: Order to exit market [SOLVED]

Hi, Just made a feature request ( MC-1844 ) for adding Special Orders to generate Exit at bar close and immediately at the call. the description for exitInfo parameter of SOrderParameters is not very clear. Does the exitInfo indicate contracts to be exited before this order is taken place or is it t...
by orad
26 Jan 2015
Forum: MultiCharts .NET
Topic: PLEditor.NET restores any files that I delete [SOLVED]
Replies: 6
Views: 1783

Re: PLEditor.NET restores any files that I delete [SOLVED]

I think I found out what was the issue with deleted files coming back to PLEditor.NET. It was due to some weird configuration on my computer that I had shared the source folders of two MC.NET instances (32-bit and 64-bit) using symbolic links and that caused the problem. I removed that and it fixed ...
by orad
25 Jan 2015
Forum: MultiCharts .NET
Topic: Public Functions for Comparing [SOLVED]
Replies: 3
Views: 1745

Re: Public Functions for Comparing [SOLVED]

Issue MC-1842: System.Double is not the recommended C# type for monetary calculations

Also see this related StackOverflow question: http://stackoverflow.com/q/693372/450913
by orad
24 Jan 2015
Forum: MultiCharts .NET
Topic: MutiCharts Community Chat Room on Jabbr
Replies: 0
Views: 670

MutiCharts Community Chat Room on Jabbr

I created an open chat room here on Jabbr for MultiCharts users. Please join: https://jabbr.net/#/rooms/MultiCharts I will transfer the ownership of this chat room to MultiCharts if I'm given a valid Jabbr username from the Support Team. Please note that this room is not supported by MultiCharts or ...
by orad
23 Jan 2015
Forum: MultiCharts .NET
Topic: GenerateProfitTarget() and GenerateStopLoss() lifetime
Replies: 7
Views: 3089

Re: GenerateProfitTarget() and GenerateStopLoss() lifetime

Henry, In your post #4 above, Price orders are valid at broker while they are sent by the strategy. That means the conditions for order generation should be met in your code on each bar close or each tick (if IOG=ON) calculation while you need to keep your orders active. Did you mean "Special O...
by orad
23 Jan 2015
Forum: MultiCharts .NET
Topic: Generate Trailing Stop on the same bar as entry order [SOLVED]
Replies: 3
Views: 1319

Re: Generate Trailing Stop on the same bar as entry order [SOLVED]

Hi Henry, The documentation page for Special Orders does not say anything about the lifetime of Special Orders. I think the confusing part is that the Generate prefix in special order method names may be perceived as new order being sent upon method call, whereas what it does is really to keep the s...
by orad
23 Jan 2015
Forum: MultiCharts .NET
Topic: How to refresh the referenced assembly cache? [SOLVED]
Replies: 4
Views: 4671

Re: How to refresh the referenced assembly cache? [SOLVED]

Speaking of the internals of StudyServer, the MC.NET development team may also find this useful:

Project-less scripted C# with ScriptCS and Roslyn
by orad
22 Jan 2015
Forum: MultiCharts .NET
Topic: How to refresh the referenced assembly cache? [SOLVED]
Replies: 4
Views: 4671

Re: How to refresh the referenced assembly cache? [SOLVED]

Hi Henry, Thanks for the reply. When investigating this I found out that .NET Framework 4 has something for this called Collectible Assemblies . It's something that has to be implemented at StudyServer level. Collectible assemblies are dynamic assemblies that can be unloaded without unloading the ap...
by orad
22 Jan 2015
Forum: MultiCharts .NET
Topic: PLEditor.NET restores any files that I delete [SOLVED]
Replies: 6
Views: 1783

Re: PLEditor.NET restores any files that I delete [SOLVED]

For the second issue, on PLEditor.NET folders getting lost, it might be happening since I removed the StudyServer's cache files (tech_storage.bin, tech_storage.backup.bin and CompAssms directory) but I'm not 100% sure about it since custom folder structures should probably be stored in somewhere bet...
by orad
22 Jan 2015
Forum: MultiCharts .NET
Topic: How to get the specific order ID that was filled? [SOLVED]
Replies: 6
Views: 4828

Re: How to get the specific order ID that was filled? [SOLVED]

Wonderful! I'm very happy with MultiCharts.NET and your great support. Keep up the good work. :)
by orad
22 Jan 2015
Forum: MultiCharts .NET
Topic: Order to exit market [SOLVED]
Replies: 4
Views: 1479

Order to exit market [SOLVED]

Hi, Is there an order type to exit all positions on bar close? Or do I need to always check current positions at the broker and send the appropriate exit (LX or SX) orders? The name of the special order GenerateExitOnClose() is confusing as it does not denote that it is order to exit on session clos...
by orad
22 Jan 2015
Forum: MultiCharts .NET
Topic: Why is FunctionSimple Indexed? [SOLVED]
Replies: 4
Views: 1260

Re: Why is FunctionSimple Indexed? [SOLVED]

By the way, I think there is a workaround for this. You might be able to use the new keyword on the derived class to hide it by changing it's access modifier to private. I'm not sure if this is recommended but you can try.

See on MSDN: Hiding through inheritance
by orad
22 Jan 2015
Forum: MultiCharts .NET
Topic: Why is FunctionSimple Indexed? [SOLVED]
Replies: 4
Views: 1260

Re: Why is FunctionSimple Indexed? [SOLVED]

Thank you Henry. This clarifies that we should not use indexers on FunctionSimple<T> or VariableObject<T>.
by orad
21 Jan 2015
Forum: MultiCharts .NET
Topic: PLEditor.NET restores any files that I delete [SOLVED]
Replies: 6
Views: 1783

Re: PLEditor.NET restores any files that I delete [SOLVED]

Another problem: also when I create folders in PLEditor.NET (under Functions, Indicators or Signals) and move study files in them, the folder I created sometimes get lost and their files go back to the root folders.
by orad
21 Jan 2015
Forum: MultiCharts .NET
Topic: PLEditor.NET restores any files that I delete [SOLVED]
Replies: 6
Views: 1783

PLEditor.NET restores any files that I delete [SOLVED]

Hello, I've put the Techniques\CS directory in my source control repository (I use Git) to track my changes. I had created a bunch of test files under Functions, Indicators and Signals folders which I deleted later. I noticed that every once in a while all those deleted files are restored and pollut...
by orad
21 Jan 2015
Forum: MultiCharts .NET
Topic: How to get the specific order ID that was filled? [SOLVED]
Replies: 6
Views: 4828

Re: How to get the specific order ID that was filled? [SOLVED]

Hi Henry, I'm trying NOT to heuristically find the order that was filled (using current time or avg_fill_price for example), instead get a definite reference to the order that was filled. By looking at the collection of orders, how can I say which one is the one that I just got a notification for? W...
by orad
21 Jan 2015
Forum: MultiCharts .NET
Topic: Simulating auto trade using a Broker Emulator [SOLVED]
Replies: 4
Views: 4756

Re: Simulating auto trade using a Broker Emulator [SOLVED]

Thanks, yes by "broker emulator" I meant a totally offline simulator. I probably can do what I need with Data Playback.
by orad
20 Jan 2015
Forum: MultiCharts .NET
Topic: How to refresh the referenced assembly cache? [SOLVED]
Replies: 4
Views: 4671

How to refresh the referenced assembly cache? [SOLVED]

Hi, When modifying a referenced assembly, recompiling does not reload the assembly until I close MC.NET and open PLEditor.NET again. A similar question about this problem is posted here: https://www.multicharts.com/discussion/viewtopic.php?t=24190 Is there any easier way to refresh the referenced as...
by orad
19 Jan 2015
Forum: MultiCharts .NET
Topic: Why is FunctionSimple Indexed? [SOLVED]
Replies: 4
Views: 1260

Why is FunctionSimple Indexed? [SOLVED]

Hi, I was working on a FunctionSimple<T> class and I hit exceptions. When I did more debugging I figured that I was referencing bars back and had to use FunctionSeries<T> instead. But I'm wondering if FunctionSimple<T> class is supposed to not reference values of previous bars, then why does it have...
by orad
16 Jan 2015
Forum: MultiCharts .NET
Topic: How to get the specific order ID that was filled? [SOLVED]
Replies: 6
Views: 4828

How to get the specific order ID that was filled? [SOLVED]

Hi, I can use the OnBrokerStategyOrderFilled method to get notified about an order that was filled at the broker. It tells me if the order was buy or sell, the quantity and average fill price, but how can I get the specific order ID, or reference to the Order object that was filled? protected overri...
by orad
16 Jan 2015
Forum: MultiCharts .NET
Topic: Please put all PowerLanguage and MC.NET techniques to GitHub
Replies: 0
Views: 751

Please put all PowerLanguage and MC.NET techniques to GitHub

I wanted to open a new issue on this but I noticed it is already suggested. here: https://www.multicharts.com/pm/viewissue.php?issue_no=MC-1690 I highly suggest moving all PL and MC.NET techniques to a GitHub repository, including all C# and VB functions, indicators and studies. This allows people t...
by orad
16 Jan 2015
Forum: MultiCharts .NET
Topic: Algorithmic orders, OCO, OSO, TRSTP [SOLVED]
Replies: 3
Views: 1220

Re: Algorithmic orders, OCO, OSO, TRSTP [SOLVED]

Hi Andrew, All orders generated at a particular calculation are in the same OCO group. I'm not sure if I understand. Does this mean that if there is a market order and stop order generated on the same bar then they are sent as a OCO bracket? What if there are two limit orders generated on the same b...
by orad
16 Jan 2015
Forum: MultiCharts .NET
Topic: Generate Trailing Stop on the same bar as entry order [SOLVED]
Replies: 3
Views: 1319

Generate Trailing Stop on the same bar as entry order [SOLVED]

How can I generate Trailing Stop on the same bar as entry order? I tried the following and the call to GenerateDollarTrailing does not create any orders. I tried it both with Intra-bar Order Generation (IOG) mode enabled and disabled. Also in the strategy properties I have "Allow up to 2 entry ...
by orad
16 Jan 2015
Forum: MultiCharts .NET
Topic: Simulating auto trade using a Broker Emulator [SOLVED]
Replies: 4
Views: 4756

Simulating auto trade using a Broker Emulator [SOLVED]

Hi, Is there any way to do the following in MultiCharts? I need to playback an old trading session and simulate my automated trading strategy using a broker emulator. For example let's say it's Saturday and markets are closed but I want to test my code. Even though I have a simulation/demo account a...
by orad
15 Jan 2015
Forum: MultiCharts .NET
Topic: Why an Order Was or Was Not Executed [SOLVED]
Replies: 2
Views: 1470

Re: Why an Order Was or Was Not Executed [SOLVED]

Thanks JoshM, I was confused because the confirmation of 'order to buy is generated' was printed before the Buy order was sent. I think your equivalent C# code should be included in the wiki. Thanks again for your great answer.
by orad
15 Jan 2015
Forum: MultiCharts .NET
Topic: Question about Limit Order Execution Assumptions [SOLVED]
Replies: 1
Views: 887

Question about Limit Order Execution Assumptions [SOLVED]

When setting Limit Order Execution Assumptions , we have the following options: Backtesting Assumptions: - Fill limit order when trade takes place at limit price or better - Fill limit order when trade price goes beyond limit price by [0] points In the second option, what is exactly a 'point'? In te...
by orad
15 Jan 2015
Forum: MultiCharts .NET
Topic: Are Special Orders executed at this bar or next bar? [SOLVED]
Replies: 1
Views: 860

Are Special Orders executed at this bar or next bar? [SOLVED]

The Special Orders page does not indicate if the order is executed on this bar or next bar. Can you please provide this information here and in the documentation?

Thanks!
by orad
15 Jan 2015
Forum: MultiCharts .NET
Topic: How to check if an order is filled at the broker [SOLVED]
Replies: 2
Views: 1026

How to check if an order is filled at the broker [SOLVED]

Hi,

Do you have any example code for MC.NET to show how to track an order is filled at the broker and then send a second order when the first order is filled?

Thanks!
by orad
15 Jan 2015
Forum: MultiCharts .NET
Topic: Algorithmic orders, OCO, OSO, TRSTP [SOLVED]
Replies: 3
Views: 1220

Algorithmic orders, OCO, OSO, TRSTP [SOLVED]

In the Supported Brokers page it indicates that for most of the brokers OCO and Trailing Stops are tracked by MultiCharts, and sent when appropriate. Does that mean that the strategy developer has to do the monitoring in the CalcBar method and send orders or is it totally handled by MC.NET? I haven'...
by orad
29 Dec 2014
Forum: MultiCharts .NET
Topic: Trailing Stop Strategies [SOLVED]
Replies: 2
Views: 1198

Re: Trailing Stop Strategies [SOLVED]

Thank you JoshM for the detailed response. I also found out that we can use "Study Templates" to group together different strategy building blocks and apply them as a group on the chart. We can also export them to file, for example to check-in to source control. Now with these concepts, ma...
by orad
29 Dec 2014
Forum: MultiCharts .NET
Topic: Creating Trailing Stops [SOLVED]
Replies: 2
Views: 1323

Re: Creating Trailing Stops [SOLVED]

That makes sense, a regular STP that is replaced by a TRSTP would do this. Thanks!
by orad
29 Dec 2014
Forum: MultiCharts .NET
Topic: Public Functions for Comparing [SOLVED]
Replies: 3
Views: 1745

Re: Public Functions for Comparing [SOLVED]

I typically use type 'decimal' (System.Decimal) for anything that has to do with money. It is less prone to the floating point problem, but currently MultiCharts.NET does not support it as Input type. When I use decimal type for an input I get: "The property 'xyz' with attribute "InputAttr...
by orad
29 Dec 2014
Forum: MultiCharts .NET
Topic: Trailing Stop Strategies [SOLVED]
Replies: 2
Views: 1198

Trailing Stop Strategies [SOLVED]

I'm trying to understand how trailing stops work in MC.NET. I see there are some signals related to trailing stops such as Dollar_Trailing, Percent_Trailing that generate the relevant trailing stop order on every CalcBar(). How is this supposed to work? Does that mean that when I apply this strategy...
by orad
29 Dec 2014
Forum: MultiCharts .NET
Topic: Why an Order Was or Was Not Executed [SOLVED]
Replies: 2
Views: 1470

Why an Order Was or Was Not Executed [SOLVED]

Can someone please translate the PowerLanguage code in this wiki page Why an Order Was or Was Not Executed to C#?

I don't understand why...

Code: Select all

Condition1 = close > close[1];
when 'true' means 'order to buy is generated'.

Thanks!
by orad
28 Dec 2014
Forum: MultiCharts .NET
Topic: Public Functions for Comparing [SOLVED]
Replies: 3
Views: 1745

Public Functions for Comparing [SOLVED]

Is there any reason I should use any of the value comparison methods PublicFunctions.DoubleEquals() PublicFunctions.DoubleGreater() PublicFunctions.DoubleGreaterEquals() PublicFunctions.DoubleLess() PublicFunctions.DoubleLessEquals() instead of C# operators: ==, >, >=, <, <= I suppose the only reaso...
by orad
27 Dec 2014
Forum: MultiCharts .NET
Topic: Creating Trailing Stops [SOLVED]
Replies: 2
Views: 1323

Creating Trailing Stops [SOLVED]

I saw this other thread about trailing stops but wanted to open a new topic for this question. I'm trying to use the MC.NET API to create Trailing Stops and I have the following question. In Trailing Stops we usually have 4 components: 1. The initial stop distance from the entry price 2. The trigger...
by orad
24 Dec 2014
Forum: MultiCharts .NET
Topic: Tooltip points on the chart [SOLVED]
Replies: 1
Views: 940

Tooltip points on the chart [SOLVED]

Hi, When I plot a point on the chart I want to make more information available for it so that when the user clicks on the point or hovers mouse over it, then it shows a small window or tooltip with details. Is there any way, or any plot type to do this? Thanks! P.S.: I wished MultiCharts.NET support...
by orad
20 Dec 2014
Forum: MultiCharts
Topic: Sharing MultiCharts database between multiple installations [SOLVED]
Replies: 10
Views: 2561

Re: Sharing MultiCharts database between multiple installati [SOLVED]

OK, I tried cross-referencing MC database directories and it didn't work. I tried pointing database directories of MC64, MC.NET and MC64.NET (all ver 9.0) in different ways and in all cases either symbols are not found or I get other errors. Related to this, I just created this feature to allow sync...
by orad
05 Dec 2014
Forum: MultiCharts
Topic: Sharing MultiCharts database between multiple installations [SOLVED]
Replies: 10
Views: 2561

Re: Sharing MultiCharts database between multiple installati [SOLVED]

One thing that I have tried and it works is to create a directory junction (using MKLINK command, it's like a link to a directory) in place of the MC database directory that targets a different location, for example to a MC database path on a virtual hard disk on another drive mounted in Windows. I ...
by orad
05 Dec 2014
Forum: MultiCharts
Topic: Sharing MultiCharts database between multiple installations [SOLVED]
Replies: 10
Views: 2561

Re: Sharing MultiCharts database between multiple installati [SOLVED]

One feature I would like to suggest is "Import from another MC installation", or even better, "Sync with another MC database", so you get a list of current installations of MC on your computer or over network, or give the path of the other database and it will sync the data for y...
by orad
04 Dec 2014
Forum: MultiCharts .NET
Topic: .NET APIs do not follow the C# Conventions
Replies: 18
Views: 5063

Re: .NET APIs do not follow the C# Conventions

I want to suggest the MC.NET team to take a look at Microsoft StreamInsight for designing the time series APIs. It provides a LINQ-style interface for processing complex events such as time series. If MC.NET supports it, or provide an adapter to connect to StreamInsight, that would make a huge advan...
by orad
04 Dec 2014
Forum: MultiCharts
Topic: Sharing MultiCharts database between multiple installations [SOLVED]
Replies: 10
Views: 2561

Sharing MultiCharts database between multiple installations [SOLVED]

Hi, I have MC64, MC.NET and MC64.NET installed on my computer. All installations are version 9.0 and my main database is in MC.NET. Assuming that I will only run one instance of MC at a time, is it possible to point the other two applications to the same database directory as MC.NET? Are these datab...
by orad
02 Jan 2014
Forum: MultiCharts .NET
Topic: Communicating from MultiCharts.NET with another .NET program [SOLVED]
Replies: 4
Views: 1797

Re: Communicating from MultiCharts.NET with another .NET pro [SOLVED]

Hi Henry, yes I have tried that but it's not what I'm looking for as it makes the PowerLanguage.NET project tightly coupled with the external program. I was wondering if anybody has tried a service model communication to send/receive data with the PL.NET project.
by orad
29 Dec 2013
Forum: MultiCharts .NET
Topic: Communicating from MultiCharts.NET with another .NET program [SOLVED]
Replies: 4
Views: 1797

Communicating from MultiCharts.NET with another .NET program [SOLVED]

Hi, Do you have any sample code or suggestions on how to make data communications from MultiCharts.NET to another program? For example I'm trying to use a WPF application to receive and display messages coming from MC.NET which I can use instead of the MC.NET's output window. I would prefer a commun...
by orad
27 Dec 2013
Forum: MultiCharts .NET
Topic: .NET APIs do not follow the C# Conventions
Replies: 18
Views: 5063

Re: .NET APIs do not follow the C# Conventions

I totally agree with the criticisms about not following .NET coding conventions. It seems to me that the development team coming from a C++ background has continued applying C++ conventions when designing the .NET API. This makes .NET developers uncomfortable in this environment, and I once even wan...
by orad
12 Sep 2013
Forum: MultiCharts
Topic: NYSE Composite Futures? [SOLVED]
Replies: 4
Views: 1071

Re: NYSE Composite Futures? [SOLVED]

OK, here's what I found: NYBOT introduced Revised NYSE Composite Index Future Contracts in 2003. NYBOT was renamed to ICE in 2007, so I could find the following notice in ICE website that tells this contract is terminated. https://www.theice.com/publicdocs/futures_us/exchange_notices/ExNot072911NYSE...
by orad
12 Sep 2013
Forum: MultiCharts
Topic: NYSE Composite Futures? [SOLVED]
Replies: 4
Views: 1071

Re: NYSE Composite Futures? [SOLVED]

I tried google, of course. Some websites indicate that NYSE Composite Futures Index is available for trading I couldn't find any info about where and which clearing house provides that. The best source I could find was this: http://www.danielstrading.com/resources/education/exchange-publications/nyb...
by orad
12 Sep 2013
Forum: MultiCharts
Topic: NYSE Composite Futures? [SOLVED]
Replies: 4
Views: 1071

NYSE Composite Futures? [SOLVED]

Hi, I was wondering if NYSE Composite Index ( http://finance.yahoo.com/q?s=%5ENYA ) is available for trading in the Futures market, and if there is a broker supported by MultiCharts that provides it? Also is there a good reference for finding all index futures that are available for trading? Thanks!
by orad
12 Aug 2013
Forum: MultiCharts .NET
Topic: StreamInsight, LinqPad and MultiCharts
Replies: 1
Views: 1656

StreamInsight, LinqPad and MultiCharts

StreamInsight is a Microsoft API for programming complex event processing (CEP) applications. One of the scenarios of CEP is real-time analysis and trading of financial markets, however SteamInsight does not provide adapters to connect to data. But it looks like that it can be integrated in other pl...

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