Search found 170 matches

by danilo
05 Sep 2013
Forum: MultiCharts .NET
Topic: Useful functions extensions
Replies: 0
Views: 840

Useful functions extensions

I have noted that in MC.NET the functions are declared as class. This mean that to pass the parameters to the function it's necessary to pass the parameters to the class. This makes the code less readable. Supposing to use the function "Stochastic", the following piece of code show how the function ...
by danilo
09 Jul 2012
Forum: MultiCharts
Topic: No security definition has been found fo the request.
Replies: 5
Views: 1947

Re: No security definition has been found fo the request.

Sometime I have the same problem (see: http://www.multicharts.com/discussion/viewtopic.php?f=1&t=10484 ), the main values to check are the values stored in the Broker Profile (not in QM). You should have one more exchange listed: MIBSX and you should also check that the future expiry is correct in t...
by danilo
30 Jun 2012
Forum: MultiCharts
Topic: Cloned Market Data source has the setting shareds
Replies: 2
Views: 648

Cloned Market Data source has the setting shareds

I'd like to duplicate the IB data source to create a connection to the IB demo account. I have named the new data source as "IB Demo". Moreover to avoid that the demo system overrides the market data with old data, I have changed the connection port to 7400. The problem is that when I change the por...
by danilo
28 Jun 2012
Forum: MultiCharts
Topic: IB=Unreliable real-time data in MC
Replies: 15
Views: 2603

Re: IB=Unreliable real-time data in MC

I have installed the final version of MC 8, configured the IB settings as suggested and now the problem has disappeared.

Thanks,
Danilo
by danilo
20 Jun 2012
Forum: MultiCharts
Topic: IB=Unreliable real-time data in MC
Replies: 15
Views: 2603

Re: IB=Unreliable real-time data in MC

please could you explain better the meaning of this option ? the new generated tick will have only a different volume ? and why it's necessary ?

thanks

P.S.
I will be able to test the proposed solution only the next week.
by danilo
15 Jun 2012
Forum: MultiCharts
Topic: IB=Unreliable real-time data in MC
Replies: 15
Views: 2603

Re: IB=Unreliable real-time data in MC

Danilo, JoshM, please install the attached fix for IB spike issue.

Please let me know if this solution helped you or not.
The fix doesn't work.
by danilo
14 Jun 2012
Forum: MultiCharts
Topic: IB=Unreliable real-time data in MC
Replies: 15
Views: 2603

Re: IB=Unreliable real-time data in MC

Could you provide some details on your PC software and HW configuration ?

Thanks
by danilo
14 Jun 2012
Forum: MultiCharts
Topic: IB=Unreliable real-time data in MC
Replies: 15
Views: 2603

Re: IB=Unreliable real-time data in MC

I have made more testing and I have added in parallel the TWS VB Sample (available in the API sdk). As example I have fund another spike at 18:01:32 (correspond to IB timestamp 1339689680) the price in MC was 142.32 (see file: GBL_QM_2012-06-14_18-02.jpg) while the correct one is 141.87 (see file GB...
by danilo
14 Jun 2012
Forum: MultiCharts
Topic: IB=Unreliable real-time data in MC
Replies: 15
Views: 2603

IB=Unreliable real-time data in MC

Testing some script in the real-time I have discovered that the IB API provide wrong trades to MC, this problem doesn't appear in TWS. I have attached 2 pictures, in the fist there is a screenshot of MC that show the problem, in the second a screenshot of TWS (running at the same time) that doesn't ...
by danilo
11 Jun 2012
Forum: MultiCharts
Topic: Unable to use autotrading on Eurex Bond Futures
Replies: 7
Views: 1235

Re: Unable to use autotrading on Eurex Bond Futures

ISSUE SOLVED !

I had to explicitly push the button "auto" and then the mapping worked. Apparently the only difference was on the exchange that changed from "DTB" to "DTB;MIBSX".
by danilo
11 Jun 2012
Forum: MultiCharts
Topic: Unable to use autotrading on Eurex Bond Futures
Replies: 7
Views: 1235

Re: Unable to use autotrading on Eurex Bond Futures

I was able to send an order using the following 3 different orders settings (TWS VB Sample). Please see attached screenshots...
by danilo
11 Jun 2012
Forum: MultiCharts
Topic: Unable to use autotrading on Eurex Bond Futures
Replies: 7
Views: 1235

Re: Unable to use autotrading on Eurex Bond Futures

The mapping was automatically performed by MC, please see attached images...
by danilo
11 Jun 2012
Forum: MultiCharts
Topic: Unable to use autotrading on Eurex Bond Futures
Replies: 7
Views: 1235

Unable to use autotrading on Eurex Bond Futures

I'm unable to use the autotrading on DTB (Eurex) Bond Futures. For example I have added in quote manager the future "FBTP SEP 12" (root symbol: BTP). Quote manager is able to receive the market data information, but when I enable the autotrading I receive a message that said that IB is unable to rec...
by danilo
22 Oct 2010
Forum: MultiCharts
Topic: InteractiveBrokers: error downloading Eurodollar futures
Replies: 1
Views: 2335

InteractiveBrokers: error downloading Eurodollar futures

I have problem downloading expired Eurodollar futures. For example when I try to download the following Future: GEU0 , QuoteManager display the following error: [10/22/2010 13:25:00] Data request for GEU0 GLOBEX FUT USD 2500 1 Day Trade [ 08/24/2010 16:00:00 - 10/21/2010 16:00:00 ] (Id= 1000035) [10...
by danilo
17 Oct 2010
Forum: MultiCharts
Topic: Feature request: Multiplier for Instrument on the same chart
Replies: 3
Views: 531

Re: Feature request: Multiplier for Instrument on the same c

Dear TJ thanks for the suggestion. The reason why we prefer that this ( simple ) feature is added in MC is to avoid the need to change studies. Try to think of what you should do to add a study of MA or MACD etc... to the chart, it would be impossible to use them without changing the existing studie...
by danilo
16 Oct 2010
Forum: MultiCharts
Topic: Feature request: Multiplier for Instrument on the same chart
Replies: 3
Views: 531

Feature request: Multiplier for Instrument on the same chart

Could be useful to add the possibility to add a multiplier to a instrument, when is added to a chart (insted of using the scale parameters). Supposing that you want to plot on the same chart the future on Gold (GC) and the ETF on Gold (GLD), even if the 2 data series are very similar you are unable ...
by danilo
25 Sep 2010
Forum: MultiCharts
Topic: Feature request: Multiple strategy backtester
Replies: 1
Views: 519

Feature request: Multiple strategy backtester

Should be nice to have a multiple strategy backester that allow to test at once an arsenal of well test strategies. Given the possibility to perform a multiple strategy optimization (with walk forward capability). Please find attached, as sample, the Bloomberg's implementation. I think that MC can d...
by danilo
11 Aug 2010
Forum: MultiCharts
Topic: Error building the Custom Future for Eurodollar (Globex)
Replies: 1
Views: 291

Error building the Custom Future for Eurodollar (Globex)

Hi have some problems in defining the custom future for the Eurodollar quoted non Globex: GE I'm getting the following errors messages: [08/11/2010 21:26:11] Connecting to real-time data for GEM0 GLOBEX FUT USD [08/11/2010 21:26:12] Connecting to real-time data for GEU0 GLOBEX FUT USD [08/11/2010 21...
by danilo
20 May 2010
Forum: MultiCharts
Topic: Feature request: add the next future expiry
Replies: 3
Views: 746

Feature request: add the next future expiry

should be possible to add in QuoteManager the feature to add the next future expiry (like in TWS) ?

thanks,
Danilo
by danilo
10 May 2010
Forum: MultiCharts
Topic: How build a continuos future for ZQ (fed fund future)
Replies: 11
Views: 2743

Ok, is working fine.

Thanks,
Danilo
by danilo
08 May 2010
Forum: MultiCharts
Topic: How build a continuos future for ZQ (fed fund future)
Replies: 11
Views: 2743

Mobiius,

The naming for the FED Fund futures quoted on CBOT is "FF mmm yy" and doesn't change the problem. Moreorever CBOT is an "open outcry" or "pit trading" market, while ECBOT is the "equivalent" electronic market and should be preferred.

Regards,
Danilo
by danilo
07 May 2010
Forum: MultiCharts
Topic: How build a continuos future for ZQ (fed fund future)
Replies: 11
Views: 2743

I'm using the last beta 3 of MC and IB as data provider.

Regards,
Danilo
by danilo
02 May 2010
Forum: MultiCharts
Topic: How build a continuos future for ZQ (fed fund future)
Replies: 11
Views: 2743

How build a continuos future for ZQ (fed fund future)

I'd like to build a continuos future for the 'FED funds future' symbol ZQ quoted on ECBOT, the problem is that the future code is built as follow: 'ZQ mmm yy' (I have used the microsoft's symbols' date), i.e. the future expirying in Jun is called 'ZQ JUN 10' insted of ZQM0, there is a solution to us...
by danilo
31 Dec 2009
Forum: MultiCharts
Topic: Holiday season news
Replies: 14
Views: 3235

Thanks for the gift, and Happy New Year !

Danilo
by danilo
23 Dec 2009
Forum: MultiCharts
Topic: TWS now deliver also Delayed Market Data
Replies: 2
Views: 849

TWS now deliver also Delayed Market Data

starting from build 900 the TWS has added the option to receive delayed market data for exchanges and instruments for which they do not current hold market data subscriptions. http://www.interactivebrokers.com/en/software/releaseNotes/TWS_Notes_900.php#900_delayedData Danilo P.S. available only for ...
by danilo
07 Oct 2009
Forum: MultiCharts
Topic: HPC support (CUDA)
Replies: 1
Views: 783

With DirectX11 is available the API DirectCompute() to access to the GPU computations, could be a nice way to start ...

Regards,
Danilo

P.S.
see:
http://en.wikipedia.org/wiki/DirectCompute
http://openvidia.sourceforge.net/index. ... ample_Code
by danilo
17 Sep 2009
Forum: MultiCharts
Topic: Wish list for upcoming releases
Replies: 8
Views: 1765

CUDA Site

You can find more informations on : http://www.nvidia.com/object/cuda_home.html

CUDA can speed-up the computations of almost a 100 factor, but unfortunally it's very heavy to program.

Regards,
Danilo
by danilo
16 Sep 2009
Forum: MultiCharts
Topic: DO NOT INSTALL LATEST VERSION
Replies: 26
Views: 5591

Andrew,

this patch will be included in the current version of MC 5.5 ? ie will be released a new build ?

Regards,
Danilo
by danilo
22 Aug 2009
Forum: MultiCharts
Topic: Goodbye from Marina Pashkova
Replies: 22
Views: 5292

Marina,

All the best for you !

Ciao,
Danilo
by danilo
27 Jun 2009
Forum: MultiCharts
Topic: IB TWS Workstation (Round the clock running)
Replies: 19
Views: 7014

Re: IB TWS Workstation (Round the clock running)

1) What is the purpose of using Method: "SDH: Alternate 1"? 2) Where can I set the Java Options? 3) Well, I have experienced a problem - the Username and Password can't be saved properly. 1 & 2) Please find attached some picture that show the TWSStart settings. 3) The login and passwords are saved ...
by danilo
13 Jun 2009
Forum: MultiCharts
Topic: IB TWS Workstation (Round the clock running)
Replies: 19
Views: 7014

Re: IB TWS Workstation (Round the clock running)

Hi, I am sure some of you have use other softwares (like TWSStart) to do that. I have tried to use TWSStart, but failed. Could anyone help me the settings by posting the image files to show the settings or PM me? Regards, Sa For me TWSStart (2.4.3.3460) works fine, the specific settings are: Data H...
by danilo
25 May 2009
Forum: MultiCharts
Topic: MC 6.0 chargable update question
Replies: 4
Views: 2095

Multichart 5.0 Gold Liftime license

The buyer of Multichart 5.0 Gold will be able to upgrade to MC 6.0 for free ? the lifetime license will enable to upgrade for free for all the future versions ?

Regards,
Danilo
by danilo
11 May 2009
Forum: MultiCharts
Topic: Is it possible to call a .NET object from EasyLanguage?
Replies: 2
Views: 1841

It's theoretically possible, but first you have to learn how to interface MC using C/C++, afterward you can give a look to the following link: http://exceldna.typepad.com/ that show how interface .NET with excel using the C interface.

Good luck !
Danilo
by danilo
24 Apr 2009
Forum: MultiCharts
Topic: Multicharts 5.0 Beta 6 is now available!
Replies: 13
Views: 4612

SUPER,

I have a lot of functions, indicators & signals and compiling all them on my PC (Core duo @ 2.13GHz) it's necessary more than 1 hour. But I do agree with Geoff.

+1 Vote for check-box

Kind Regards,
Danilo
by danilo
24 Apr 2009
Forum: MultiCharts
Topic: Multicharts 5.0 Beta 6 is now available!
Replies: 13
Views: 4612

I think that the installation process is taking already long time to complete, adding the compilation of the uncompiled study (on my PC) will add more than 1 hour, and it doesn't make sense for a simple installation process (the installation of Windows Vista require less time). Regards, Danilo -1 vo...
by danilo
10 Apr 2009
Forum: User Contributed Studies and Indicator Library
Topic: Phased Moving Average
Replies: 0
Views: 1621

Phased Moving Average

I have found this Phased Moving Average that is similar both to JMA and to Hull Moving Average, personally I don't think that the "holy grail" indicator does exist ...

Regards,
Danilo
by danilo
10 Apr 2009
Forum: MultiCharts
Topic: walk forward backtesting
Replies: 11
Views: 3364

In the next beta of version 6 I will hope to find also the look-inside-bar feature.

Thanks,
Danilo
by danilo
27 Mar 2009
Forum: MultiCharts
Topic: Merging market data
Replies: 1
Views: 1027

Merging market data

I have some symbols that have data collected to 1m resolutions, but contains gap in the data collection. I would like to merge the data series with another source using ascii data import. Under this scenario how MC will merge the data ?

Thanks,
Danilo
by danilo
01 Feb 2009
Forum: MultiCharts
Topic: Free Quotes request
Replies: 6
Views: 1882

Dear Marina, The new feature could be implemented just inside the FreeQuotes plugin, and to adapt MC to perform the adjustement for Yahoo's quotes, should be necessary to add the folowing 4 lines of code (2 minutes of programming resources): Open = Open * (AdjClose/Close) High = High * (AdjClose/Clo...
by danilo
29 Jan 2009
Forum: MultiCharts
Topic: Free Quotes request
Replies: 6
Views: 1882

Marina,

It's necessary to adjust even the Open, High and Low. Since the information is available for free during the Yahoo's quote download, the adjustement should automatically performed by MC.

I still hope that the fix will be available for the next release.

Regards,
Danilo
by danilo
28 Jan 2009
Forum: MultiCharts
Topic: Free Quotes request
Replies: 6
Views: 1882

Free Quotes request

Dear Marina, I have discovered that MC when import data from yahoo doesn't adjust the quotes for dividends or stock splits, if you give a look to the ETF FXI on the 23-Jul-08 the was a 3:1 stock split, in MC for this date is shown a big gap that doesn't make sanse. TS Support should add an option to...
by danilo
20 Dec 2008
Forum: MultiCharts
Topic: Feature Request: Percent change Chart
Replies: 9
Views: 3220

Marina, given a security A, you can plot a chart to compare it to several securities (supposing just B) in the reference settings you can set: 1) Vertical scale (V) as Percentage (%): VA(t) = A(t)/A(T) and VB(t) = B(t)/B(T) as Base 100: VA(t) = 100*A(t)/A(T) and VB(t) = 100*B(t)/B(T) as Price: VA(t)...
by danilo
08 Dec 2008
Forum: MultiCharts
Topic: Feature Request: Percent change Chart
Replies: 9
Views: 3220

Hi Marina,

I'm sorry the video was built using VMWare, you are able to play the video by installing the VMWare codec: http://download3.vmware.com/software/wk ... -45731.exe

Regards,
Danilo
by danilo
04 Dec 2008
Forum: MultiCharts
Topic: Feature Request: Percent change Chart
Replies: 9
Views: 3220

Hi Marina,

find attached a Movie that show the feature.

Regards,
Danilo
by danilo
03 Dec 2008
Forum: MultiCharts
Topic: Feature Request: Percent change Chart
Replies: 9
Views: 3220

Hi Marina,

please, give a look to the following software(*) : http://www.prorealtime.com/en/
Right click on the chart and select "Compare to security..." for a nice implementation of chart comparison and settings.

Regards,
Danilo

Notes:
(*) free for end-of-day
by danilo
27 Nov 2008
Forum: MultiCharts
Topic: Feature Request: Percent change Chart
Replies: 9
Views: 3220

Marina,

having the feature implemented as it is in TS is much better and faster. To do the same in MC you have first add the symbols second add the indicators (2 steps, in TS is faster) but in this way the scaling is not handled properly (in TS is better).

Regards,
Danilo
by danilo
27 Nov 2008
Forum: MultiCharts
Topic: Feature Request: Percent change Chart
Replies: 9
Views: 3220

Feature Request: Percent change Chart

It is possible to add the percent change chart as the one already available in TS2Ki/TS8 to track the relative performance of several symbols ?

regards,
Danilo
by danilo
16 Nov 2008
Forum: MultiCharts
Topic: New Strategy Ratio (K-Ratio)
Replies: 3
Views: 1556

Dear Marina,

Do you have any ETA for the implementation ? could be very useful to have this metric available also in the "Optimization Report" since my favorite equity curve is the one with greater K-Ratio value.

I have posted an equity simulator with the K-ratio calculations.

Regards,
Danilo
by danilo
15 Nov 2008
Forum: MultiCharts
Topic: Notes on Portfolio Correlation
Replies: 1
Views: 1326

Notes on Portfolio Correlation

Hi Marina, I have built a correlated equity curve portfolio simulator, to simulate the equity curve I have used 2 correlated random numbers draw from a standard normal distribution, and then used few portfolio statistics (%WinngTrade, AverageTrade, Profit factor) to build a equity curve (*). As you ...
by danilo
04 Nov 2008
Forum: MultiCharts
Topic: Please vote for a TrackingCenter-like feature request
Replies: 12
Views: 3213

+1 Support for Tracking centre (a must for test multi-strategy on the same symbol)
by danilo
29 Oct 2008
Forum: MultiCharts
Topic: New Broker's Initial Market Position Settings
Replies: 3
Views: 1196

Marina,

MC could ask to IB the position of the traded asset and perform automatically the synchronization ?

Regards,
Danilo
by danilo
29 Oct 2008
Forum: MultiCharts
Topic: New Broker's Initial Market Position Settings
Replies: 3
Views: 1196

New Broker's Initial Market Position Settings

Marina, could you explain better this new settings. Supposing that at the brokers I'm LONG 2 lots of ESZ8, I connect the strategy and on the chart I should be LONG of only 1 lot. I would have an option that automatically sell just 1 lot, set the marketposition=1, the EntryPrice=(Broker's)AvgPrice. I...
by danilo
29 Oct 2008
Forum: MultiCharts
Topic: TESTING: BackTesting & Autotrading
Replies: 6
Views: 1852

Marina, When the WS is reload for each bar are known only the OHLC values, MC guess the path that connect the OHLC, during real time MC know the exact path and then is able to execute correctly the stop-loss and stop-profit orders. That's the main reason why the real-time P/L could be different from...
by danilo
27 Oct 2008
Forum: MultiCharts
Topic: Hollow Candlestick proposal
Replies: 8
Views: 1920

Marina, I reflected on this issue and I would propose to use a single type of candles having the opportunity to set the following parameters: 1) If (c1 < c2) & (Open <= Close) the lines are colored "up" (eg. green) and the candle "up" 2) If (c1 < c2) & (Open >= Close) the lines are colored "up" (eg....
by danilo
27 Oct 2008
Forum: MultiCharts
Topic: Trading the new e-mini Russell 2000: TFZ8
Replies: 10
Views: 3338

Marina, I understood that as was implemented the data-feed for IB, the description is important. But would be useful to verify the possibility to use 2 descriptions, one which contains a hidden description necessary for IB (automatically build by QM), and one public that contains a description usefu...
by danilo
23 Oct 2008
Forum: MultiCharts
Topic: Hollow Candlestick proposal
Replies: 8
Views: 1920

Marina, In the book: " Candlestick and pivot point trading triggers ", by John L. Person. Published by John Wiley & Sons, Inc., 2007. I have found the following description (pages 188-189): "The components of a candlestick are derived from the open, the high, the low, and the close. In [...] we see ...
by danilo
22 Oct 2008
Forum: MultiCharts
Topic: Hollow Candlestick proposal
Replies: 8
Views: 1920

Hi Marina, I live in Milan, Italy, in the center of the city there is a beautiful gallery, on the gallery's floor there is a mosaic with the drawing of a bull. The tradition say that bring good luck crushing the balls of the bull, and so every year thousands of tourists are photographing while crush...
by danilo
21 Oct 2008
Forum: MultiCharts
Topic: BarsSinceExit / BarsSinceEntry bug ?
Replies: 3
Views: 1240

Marina, The problem has been solved, I was checking a long series of Buy/Sell deals opened at the close of a bar and reversed at the close of the bar next, in this way the value of BarsSinceEntry was always zero, but it's okay, I will use the keyword TotalTrades to help me to put a cap on the max nu...
by danilo
21 Oct 2008
Forum: User Contributed Studies and Indicator Library
Topic: POSITION SYNCHRONIZATION FOR AUTOTRADING
Replies: 11
Views: 4402

Marina,

If I disconnect the autotrading with positions not closed when I reconnect the autotrading the positions aren't closed.

Regards,
Danilo
by danilo
20 Oct 2008
Forum: MultiCharts
Topic: BarsSinceExit / BarsSinceEntry bug ?
Replies: 3
Views: 1240

BarsSinceExit / BarsSinceEntry bug ?

In the new beta the keywords: BarsSinceExit & BarsSinceEntry it seems that doesn't work when tested on an intraday strategy, could you check ?

Regards,
Danilo
by danilo
20 Oct 2008
Forum: MultiCharts
Topic: Trading the new e-mini Russell 2000: TFZ8
Replies: 10
Views: 3338

The excel file was build using the informations available in HTLM format at the following page:

http://www.interactivebrokers.com/en/tr ... entity=llc

Regards,
Danilo
by danilo
17 Oct 2008
Forum: MultiCharts
Topic: Hollow Candlestick proposal
Replies: 8
Views: 1920

Hollow Candlestick proposal

In the new MC 4 beta has been introduced the Hollow CandleStick, as described the rules for Hollow Candlestick coloring and filling are as follows: The color of bars depends on the relation of Close for the previous bar (c1) and the current bar (c2): If c1<c2, the lines are colored ‘up’ (e.g. green)...
by danilo
16 Oct 2008
Forum: MultiCharts
Topic: Trading the new e-mini Russell 2000: TFZ8
Replies: 10
Views: 3338

Hi Marina, the problem has been solved following your suggestion (I had also to update the Autotrading symbol dictionary). Regarding your question you can find attached the current list of futures currently tradable at IB. Now I have a question for you: It's possible change the symbol's description ...
by danilo
15 Oct 2008
Forum: User Contributed Studies and Indicator Library
Topic: POSITION SYNCHRONIZATION FOR AUTOTRADING
Replies: 11
Views: 4402

Hi Danilo, Just to make sure that we are on the same page: which code did you use in the AA mode? Thanks for clarifications. I'm using the following code: [intrabarordergeneration = false]; var : intrabarpersist processed(false); if 1=getappinfo(aistrategyauto) and LastBarOnChart_s and not processe...
by danilo
15 Oct 2008
Forum: MultiCharts
Topic: TESTING: BackTesting & Autotrading
Replies: 6
Views: 1852

SUPER, only stop orders

Regards,
Danilo
by danilo
14 Oct 2008
Forum: MultiCharts
Topic: TESTING: BackTesting & Autotrading
Replies: 6
Views: 1852

TESTING: BackTesting & Autotrading

I have tested an intraday strategy on 7 futures. I have attached the results, the meaning of columns should be clear, the only one that needs an explanation are: Method= Async Autotrading with timeout = 30sec Trades = the numbers of round-trip (Buy + Sell) Market = the Market's P/L on TWS (true exec...
by danilo
13 Oct 2008
Forum: MultiCharts
Topic: Trading the new e-mini Russell 2000: TFZ8
Replies: 10
Views: 3338

Trading the new e-mini Russell 2000: TFZ8

I'm unable to use the autotrading for the future TFZ8, I receive the following IB messages:


"No security defintition has been found for the request"

"Can't find EId with ticker id:522414"

Could you verify ?


Regards,
Danilo
by danilo
13 Oct 2008
Forum: User Contributed Studies and Indicator Library
Topic: POSITION SYNCHRONIZATION FOR AUTOTRADING
Replies: 11
Views: 4402

Marina,

I have tested the code with the new beta using the AA mode, but It seems that doesn't work, could you verify ?

Regards,
Danilo
by danilo
08 Oct 2008
Forum: MultiCharts
Topic: MC Autotrading Engine
Replies: 18
Views: 4678

Marina,

Thanks for clarification, I had already asked the question several months ago, but then I had not received any response.

Regards,
Danilo
by danilo
07 Oct 2008
Forum: MultiCharts
Topic: Request relating to Async vs Sync mode of Auto Trading
Replies: 10
Views: 2875

Marina, There is another option: the "simulation" of stop/limit orders (as implemented in MC 2.1) is a good compromise since: 1) If IB was reliable 100% will be not necessary any Sync mode since AA mode should be enough. But we know that IB is not reliable 100% for the normal investors (Institutiona...
by danilo
04 Oct 2008
Forum: MultiCharts
Topic: SetExitOnClose bug ?
Replies: 1
Views: 835

SetExitOnClose bug ?

Marina,

I have found that under the following conditions the SetExitOnClose seems that doesn't work:

1) Intraday chart 30m
2) the Exchange close at 17:30 (ex: SPMIB future on IDEM)
3) autotrading is used in SA mode
--> the position isn't closed at the end of day

Regards,
Danilo
by danilo
04 Oct 2008
Forum: MultiCharts
Topic: Chart Window Loading...
Replies: 10
Views: 2738

Hi ppan, We have been able to reproduce the problem. This bug will be fixed in the upcoming release version. Thank you for reporting. Best regards. Marina, Another issue related to the same problem is that MC sometime frozen (maybe waiting for a hidden modal window) the conditions are the following...
by danilo
01 Oct 2008
Forum: MultiCharts
Topic: MC Autotrading Engine
Replies: 18
Views: 4678

Dear Marina, please reply on the question, I have tested both the method with the following conditions: 1) AA (timeout = 60) : in sync but the results are very differents from from backtesting since all the orders was executed "at market" 2) AA (timeout = 0) : out of sync (no comment !) 3) SA : in s...
by danilo
26 Sep 2008
Forum: MultiCharts
Topic: MC Autotrading Engine
Replies: 18
Views: 4678

Marina, I would you like that you help me to understand what happen under the following scenario: BAR: 5-min 10:00 -> signal: buy next bar at 7.85 limit (close of the bar) Market scenario for the next 5-min (next-bar): 10:00:00 BID=8.70, ASK=8.85,TRADE=8.85 (A) 10:01:00 BID=8.50, ASK=8.65,TRADE=8.50...
by danilo
25 Sep 2008
Forum: MultiCharts
Topic: Feature request: Bar chart spike protection
Replies: 3
Views: 1121

Feature request: Bar chart spike protection

Recently I had big quality problems getting historical data from IB regarding the OMX futures, I wrote to IB and I have received the following answer: The big bars you can see in your charts are coming from miss trades reported on the exchange, unfortunately we can not remove the these miss trades o...
by danilo
25 Sep 2008
Forum: MultiCharts
Topic: Strategy Performance Report: Feature request
Replies: 3
Views: 922

Marina,

maybe should be better to add a new percentage chart, where the 2 equity curves can be compared.

Thanks,
Danilo
by danilo
25 Sep 2008
Forum: MultiCharts
Topic: Portfolio Backtester: Feature request
Replies: 3
Views: 985

Hi danilo, We are planning to add portfolio analysis breakdown by symbols to our Portfolio Report. We will also consider adding a page where all the equity curves will be compared. As for the correlation matrix, we had this idea a while ago, however it was not clear what to base this matrix on. Sho...
by danilo
25 Sep 2008
Forum: MultiCharts
Topic: TFZ8 issue with MC
Replies: 7
Views: 2118

i installed the api for tws but i don't see anything like in the pictures, should i configure something? regards you can find the tool in the directory: <TWS Api Root>\TWSAPI_VBSample.NET\bin\Release\TWSAPI_VBSample.exe The <TWS Api Root> is the root over you have installed the API, for me is "C:\J...
by danilo
24 Sep 2008
Forum: MultiCharts
Topic: TFZ8 issue with MC
Replies: 7
Views: 2118

Danilo i see your first image. where could i find so many menu in tws? i have never seen it. what kind of feauters is it in TWS? thanks You can find the tool in the TWS's API toolkit, that you can find at the following url: http://individuals.interactivebrokers.com/en/p.php?f=programInterface&ib_en...
by danilo
23 Sep 2008
Forum: MultiCharts
Topic: TFZ8 issue with MC
Replies: 7
Views: 2118

Dear Marina, I have the same problem with TFZ8, starting from the end of september all the Russell's Index futures moved from GLOBEX to NYBOT (now ICE), but there are problems getting quotes from NYBOT (that is not defined in QuoteManager so I had to add the definition). I was able to get historical...
by danilo
21 Sep 2008
Forum: MultiCharts
Topic: How to close a long position in 2 days ?
Replies: 2
Views: 922

Thanks 2haerim, it does works !
by danilo
21 Sep 2008
Forum: MultiCharts
Topic: Charts: Feature requested
Replies: 4
Views: 1097

TJ, I think that there is a misunderstanding, what is missing is a "Theme Template" (like the Theme in Windows), where are saved only the colors set, the fonts size, the arrows colors and size and so on... Supposing that you want to switch from a black backgrount to a gray or white background, all t...
by danilo
20 Sep 2008
Forum: MultiCharts
Topic: Charts: Feature requested
Replies: 4
Views: 1097

Charts: Feature requested

Could be possible to add custom-charts color templates ? so to be able to switch easly and quickly from a color-charts to a black-white charts ?

Regards,
Danilo
by danilo
20 Sep 2008
Forum: MultiCharts
Topic: How to close a long position in 2 days ?
Replies: 2
Views: 922

How to close a long position in 2 days ?

I want to write a code that is able to close a long position in differents trades, for example if I by 4 shares at time T I'd like to sell them at time T+n and T+n+1, I wrote the following piece of code but doesn't work: ------------------------------------------------------------------------------ ...
by danilo
20 Sep 2008
Forum: MultiCharts
Topic: Strategy Performance Report: Feature request
Replies: 3
Views: 922

Strategy Performance Report: Feature request

In the "Buy & Hold Return" could be possible to add also the strategy's equity curve, in this way could be easy to compare the effectiveness of the strategy.

Regards,
Danilo
by danilo
20 Sep 2008
Forum: MultiCharts
Topic: Portfolio Backtester: Feature request
Replies: 3
Views: 985

Portfolio Backtester: Feature request

At the moment it's impossible to know which are the best and worst perfomance asset in the portfolio and how the P/L are correlated. It's possible to add the correlation matrix calculated on equity line of portfolio assets ? It's possible to add a page that details the performance of each asset insi...
by danilo
17 Sep 2008
Forum: MultiCharts
Topic: TO ALL FORUM USERS
Replies: 2
Views: 1141

Dear Marina,

could you give a look to the following post: http://forum.tssupport.com/viewtopic.php?t=5232

Regards,
Danilo
by danilo
14 Sep 2008
Forum: MultiCharts
Topic: MC Autotrading Engine
Replies: 18
Views: 4678

As it's possible to see reading the posts, there are many user of the autotrading engine and we know the merits and defects of such engine and we are perfectly okay with Danilo. I would also like to clarify that we are not asking to clone a defect of TS, because the system works well and there are a...
by danilo
13 Sep 2008
Forum: MultiCharts
Topic: Bug-Automation Sync mode
Replies: 7
Views: 1615

SUPER,

If MP and CC aren't defined IntrabarPersist the value will be updated only at the close of the bar even if MarketPosition and Current contract are updated every tick, this is my understanding of IntrabarPersist keyword.

Regards,
Danilo
by danilo
13 Sep 2008
Forum: MultiCharts
Topic: Bug-Automation Sync mode
Replies: 7
Views: 1615

SUPER,

I think that you should define as IntrabarPersist also MP and CC.

Regards,
Danilo
by danilo
10 Sep 2008
Forum: MultiCharts
Topic: MC Autotrading Engine
Replies: 18
Views: 4678

Dear Marina, In TS8 there is a nice option under the strategy Automation Tab: "Strategy will fill non-historical orders ONLY when the TradeManager reports them as filled" I know that the TradeManager has not implemented yet, but I think that is not mandatory to implement this feature. The current im...
by danilo
23 Aug 2008
Forum: MultiCharts
Topic: Problem regarding 2 windows with 2 resolution
Replies: 4
Views: 1157

I was using the UNDF template that actually isn't 24h template, using a 24h resolution it does works.

thanks,
Danilo
by danilo
23 Aug 2008
Forum: MultiCharts
Topic: Problem regarding 2 windows with 2 resolution
Replies: 4
Views: 1157

You can find the screen-shot attached to this post
by danilo
22 Aug 2008
Forum: MultiCharts
Topic: Problem regarding 2 windows with 2 resolution
Replies: 4
Views: 1157

Problem regarding 2 windows with 2 resolution

Please find attached the workspace with a sample. On MC 3.1.1353.400
I'm unable to display correctly the same symbol having 2 different resoltution 1 day & 5 day.


regards,
Danilo
by danilo
20 Jun 2008
Forum: MultiCharts
Topic: DLL TO PLOT EXPIRED CONTRACTS FROM IB
Replies: 5
Views: 2673

Marina,

This patch has been included in the last 3.1 beta3 ?

regards,
Danilo
by danilo
11 Jun 2008
Forum: MultiCharts
Topic: New autotrading bug ?
Replies: 7
Views: 2023

Hi Marina,

the problem has been solved, I had to remove and then re-add the symbol in the dictionary for some reason was missing but after having re-added the symbol all the parameters has been properly set.

regards,
Danilo
by danilo
10 Jun 2008
Forum: MultiCharts
Topic: MC Autotrading Engine
Replies: 18
Views: 4678

Hi guys,

The bug has been confirmed.

As soon as it's fixed, we'll release a new beta with the fix.

Regards.
Hi Marina,

could you explain how the bug will be fixed ? i.e. what will be the new behaviour of autotrading engine when the timeout is set to zero ?

Danilo
by danilo
10 Jun 2008
Forum: MultiCharts
Topic: New autotrading bug ?
Replies: 7
Views: 2023

New autotrading bug ?

I have installed the patch to donwload historical data from expired futures, the patch is working fine, but now the autotrading engine is not working, I receive a message like : "Error validating request:-'qb' : cause - Please enter a local symbol or an expiry" (Error)". I have attached the MC logs....
by danilo
09 Jun 2008
Forum: User Contributed Studies and Indicator Library
Topic: Time Remaining Indicator for MC
Replies: 11
Views: 7570

The new MC version has a more improved syntax checking, in the previous version of MC would allowed to don't put a semicolon at the end of a statement that precede the keyword "end" now the compiler will issue a error message, I think that a lot of custom strategies would need to be fixed. :wink:
by danilo
09 Jun 2008
Forum: MultiCharts
Topic: TO ALL INTERACTIVE BROKERS USERS
Replies: 9
Views: 3410

Marina,

it's possible to sticky this post till the end of voting period ?

regards,
Danilo
by danilo
09 Jun 2008
Forum: MultiCharts
Topic: MC Autotrading Engine
Replies: 18
Views: 4678

MC Autotrading Engine

Marina, starting from release 3.0 of MC (last beta included) my strategies go often out of sync, ie the TWS report a number of positions that are different from the MC positions, I'm using the timeout for unfilled strategy & order replacement to zero, and sometimes (almost once for session) the orde...
by danilo
09 Jun 2008
Forum: MultiCharts
Topic: Understanding intrabar order backtesting
Replies: 4
Views: 1839

Andrew,

Even with last beta the bug has been fixed yet ! could you tell me when will be corrected ?

regards,
Danilo
by danilo
14 May 2008
Forum: MultiCharts
Topic: TWS autotrading problems
Replies: 23
Views: 5175

Dear Marina,

This is the best solution! It isn’t necessary to be as big as Microsoft to develop a great software like Multichart.

Kind Regards,
Danilo
by danilo
08 May 2008
Forum: MultiCharts
Topic: Emulating old-style Limit orders
Replies: 10
Views: 2292

Marina,

could you tell me if the functions SetProfitTarget and SetStopLoss, that are a special type of limit/stop order, setting the timeout=0 will behave in the same way ?

Regards,
Danilo
by danilo
05 May 2008
Forum: User Contributed Studies and Indicator Library
Topic: POSITION SYNCHRONIZATION FOR AUTOTRADING
Replies: 11
Views: 4402

Dear Marina,

This is a great improvement, thanks to have understood the importance of the problem.

Kind Regards,
Danilo
by danilo
01 May 2008
Forum: MultiCharts
Topic: TWS autotrading problems
Replies: 23
Views: 5175

But there is an easier way to have the strategies executed the way they used to: just use market orders in your signal codes instead of limit/stop orders. Marina, I would stress the concept that is this way the strategy behaviour and performance will be different and usually worse respect to the re...
by danilo
29 Apr 2008
Forum: MultiCharts
Topic: Emulating old-style Limit orders
Replies: 10
Views: 2292

Dear Marina, the following post contains the main issues regarding the NEW market limit orders: 1) http://forum.tssupport.com/viewtopic.php?t=5019 2) http://forum.tssupport.com/viewtopic.php?t=5042 In Summary is known that the TRUE market limit orders aren't guarantee that are filled and this can ch...
by danilo
28 Apr 2008
Forum: User Contributed Studies and Indicator Library
Topic: POSITION SYNCHRONIZATION FOR AUTOTRADING
Replies: 11
Views: 4402

Hi Marina, When I read the code I had the suspect that was not working when IOG is set to true, but I have verified that it works even in this situation, so no problem ! I think that few people are testing the IOG and since I'm using this feature only to emulate the old-style limit orders, I would s...
by danilo
23 Apr 2008
Forum: MultiCharts
Topic: FEATURE POLL. PowerLanguage
Replies: 8
Views: 3136

Andrew,

Since the strategies are getting always more complex, could be possible to add to PowerLanguage the capability to use "Macros" or "Inline" functions inside a signal to embeed Buy/Sell stetements ?

Regards,
Danilo
by danilo
23 Apr 2008
Forum: MultiCharts
Topic: Emulating old-style Limit orders
Replies: 10
Views: 2292

Marina, It's OK, now that I have the old-style limit orders that are solid like a rock, I'm less worried regarding the back-compatibility. I have already "tested" HyperOrder for IB and I had the same problems that there are now on MC regarding the RELIABILITY of the TRUE limit orders, that it's so L...
by danilo
22 Apr 2008
Forum: MultiCharts
Topic: Understanding intrabar order backtesting
Replies: 4
Views: 1839

Andrew,

I have verified that the IOG back-testing problem has not been fixed yet. Since I cannot test a strategy if the back-testing is not working, I'd like know when will be released a fix.
by danilo
22 Apr 2008
Forum: MultiCharts
Topic: Emulating old-style Limit orders
Replies: 10
Views: 2292

SUPER,

"Next Bar at Market" is working !, I don't understand why in IOG mode "Buy this Bar" doesn't work since I believe that should send the order early.

thanks,
Danilo
by danilo
21 Apr 2008
Forum: MultiCharts
Topic: Emulating old-style Limit orders
Replies: 10
Views: 2292

Emulating old-style Limit orders

I'd like emulate the old-style limit orders, to do that I'm using the following piece of code: [IntrabarOrderGeneration = True] // old-style: Buy next bar at X limit if (Close <= X) Then Buy this Bar; // old-style: SellShort next bar at X limit if (Close >= X) Then SellShort this Bar; Since the clos...
by danilo
21 Apr 2008
Forum: User Contributed Studies and Indicator Library
Topic: POSITION SYNCHRONIZATION FOR AUTOTRADING
Replies: 11
Views: 4402

Marina,

a question :

why you set [intrabarordergeneration = false] and use intrabarpersist ?
by danilo
20 Apr 2008
Forum: MultiCharts
Topic: Innovation is Good, Compatibility is Better !
Replies: 3
Views: 1361

HaeRim Lee did a better job that "TS Support", because alt-z is missing as functionality in MC. It's important to understand that all the successful software company have a different approach regarding the compatibility, you can run on WindowsXP a software developed for Windows95 and will works !, b...
by danilo
19 Apr 2008
Forum: MultiCharts
Topic: Innovation is Good, Compatibility is Better !
Replies: 3
Views: 1361

Innovation is Good, Compatibility is Better !

Regarding the NEW auto trading engine, I have understood that big efforts has been made to have a more intelligent execution engine, MC parse and analyze the strategy and try to anticipate the orders, it's really a quantum leap head!, but to be complete need a more intelligent order management engin...
by danilo
18 Apr 2008
Forum: MultiCharts
Topic: TWS autotrading problems
Replies: 23
Views: 5175

Compatibility is good

Under the conditions above the price-order is replaced by a market order. No additional message boxes requiring the confirmation of the new orders will appear. If this is something you've experienced, that this is not a bug but a normal program behavior. Marina, If the timeout is zero, MC will send...
by danilo
15 Apr 2008
Forum: MultiCharts
Topic: TWS autotrading problems
Replies: 23
Views: 5175

IOG dosn't work

I have installed the FINAL release 3.0. but I have still problems, when MC is in IOG mode, the orders aren't sent to TWS ! I had to downgrade to beta2 (ver. 3.1180.4173), more in detail, the IOG mode is not working from beta3 (when was introduced the functionality to convert limit/stop order to mark...
by danilo
14 Apr 2008
Forum: MultiCharts
Topic: TWS autotrading problems
Replies: 23
Views: 5175

TWS autotrading problems

I have installed the last beta, but the autotrading feature is not working. I'm using a strategy that use IOG and set the conversion of limit order to market order after 5 secs.

I have attached the MC logs and the strategy source.
(the strategy has been tested on ESM8 future, 5-min bar)
by danilo
12 Apr 2008
Forum: MultiCharts
Topic: Market and Limit Oders in new Version 3.0
Replies: 23
Views: 6026

Danilo, Thank you for the great suggestion. It clearly demonstrates that you are serious about automated trading! Actually we came to the same idea a month ago and we decided to implement in the future version of MultiCharts, because it is the most realistic strategy trading algorithm. At the same ...
by danilo
12 Apr 2008
Forum: MultiCharts
Topic: Market and Limit Oders in new Version 3.0
Replies: 23
Views: 6026

Thanks for the good questions! I hope it will be helpful for other customers! I believe our auto-trading engine is one of the best in the industry, but a few customers understand its capabilities. Could help all us if was available a good description of new trading engine. If you need the old style...
by danilo
11 Apr 2008
Forum: MultiCharts
Topic: Market and Limit Oders in new Version 3.0
Replies: 23
Views: 6026

The problem related to the "simulated" market limit order, is the following: If I write the following line of code: Buy next bar at 10.5 limit (market -> BID=10.5, ASK=11.5, TRADE-=10.5 since was a sell) The "simulating" limit order engine will wait to see 10.5 on the Market but if the price matched...
by danilo
11 Apr 2008
Forum: MultiCharts
Topic: used resolution with backtesting of intraday strategies
Replies: 5
Views: 2327

Andrew,

do you have any ETA for this IMPORTANT feature ?

Thanks for your answer,
Danilo
by danilo
11 Apr 2008
Forum: MultiCharts
Topic: Market and Limit Oders in new Version 3.0
Replies: 23
Views: 6026

I DO AGREE ! Please don't release the FINAL version without the option to use "simulated" or "market" limit order, this behaviour is available even in HyperOrder, give a look to attached screen-shoot to have an idea.
by danilo
07 Apr 2008
Forum: MultiCharts
Topic: Message to Multicharts : CLARITY IS NEEDED
Replies: 6
Views: 1949

Hi autotrade, in the past I have used HyperOrder to place limit order on IB, and also I have found that some times the order, even if accepted by IB, was never executed, after some trial I have discovered that IB never execute the order if the price is not an exact multiple of tick size (the EL func...
by danilo
31 Mar 2008
Forum: MultiCharts
Topic: New Strategy Ratio (K-Ratio)
Replies: 3
Views: 1556

New Strategy Ratio (K-Ratio)

Would be very nice to add a strategy ratio that evaluate the stability of a equity curve (ie growth regularly). This kind of ratio has been indicated by Lars Kestner in the book "Quantitative Trading Strategies". Could be very useful to add this metric also in the "Strategy optimization report". I h...
by danilo
27 Mar 2008
Forum: MultiCharts
Topic: How to chart expired contracts with IB data
Replies: 11
Views: 3351

I have the same problem, check the following post for details: http://forum.tssupport.com/viewtopic.php?t=4824&start=0&postdays=0&postorder=asc In summary, it looks like that IB chenge the policy for the delivery historical data, for current futures you can download historical data to 1-min resoluti...
by danilo
27 Mar 2008
Forum: MultiCharts
Topic: Registry settings to Enable trades log
Replies: 4
Views: 1407

Hi danilo, To enable logs, you need to set the following parameters in the registry: [HKEY_CURRENT_USER\Software\TS Support\BugSlayer] "Error\\Enable"="True" "Trace\\Enable"="True" Dear Marina, to trace just the trading order it's possible to set only: [HKEY_CURRENT_USER\Software\TS Support\BugSlay...
by danilo
26 Mar 2008
Forum: MultiCharts
Topic: FEATURE POLL. Charting, scanning, backtesting, & ATE (3)
Replies: 8
Views: 2661

It's possible to add the capability to back-test using tick or 1-min data even if the resolution of chart is bigger (eg. 5-min. 30-min) ?
by danilo
26 Mar 2008
Forum: MultiCharts
Topic: Registry settings to Enable trades log
Replies: 4
Views: 1407

Registry settings to Enable trades log

Currently my logs folder is empty, since is missing a Tracking Center, which are the registry setting to set true to enable the logs of executions request made by MC to TWS ?
by danilo
24 Mar 2008
Forum: MultiCharts
Topic: Multicharts 3.0 Beta 2 is now available (Now with Hot Fix!)
Replies: 32
Views: 10227

Intra-Bar Order Generation settings are lost every time the workspace is closed and the reopened
by danilo
24 Mar 2008
Forum: MultiCharts
Topic: Multicharts 3.0 Beta 2 is now available (Now with Hot Fix!)
Replies: 32
Views: 10227

We confirm the reported problems. We are preparing a quick fix. The release notes could be found in the installer what's new page. Andrew, in the release notes is written that there is a new trading engine: That’s mean that the limit order are not more emulate ? Was added new keywords ? what do you...
by danilo
23 Mar 2008
Forum: MultiCharts
Topic: Multicharts 3.0 Beta 2 is now available (Now with Hot Fix!)
Replies: 32
Views: 10227

In the last beta is specified: "All-new auto-trading engine. You can now be sure that your trade will be executed at a specified price because the limit order command can be written in a script. The program will automatically use OCA orders when it is important to avoid triggering the remaining orde...
by danilo
03 Mar 2008
Forum: MultiCharts
Topic: Stop Loss and Profit Target Functions Problem
Replies: 10
Views: 2879

The implementation of slippage in MC is GOOD! is the only way to simulate the spread ask/bid. When there is a trade on the market you don't know if was matched a bid or ask price. If you are a buyer and the last trade was a bid execution at $10 and the spread ask/bid is 0.10$ when you send the order...
by danilo
27 Feb 2008
Forum: MultiCharts
Topic: Setting for Japanese Yen future with opentick data
Replies: 7
Views: 2065

For working settings give a look to the following forum post:

http://forum.tssupport.com/viewtopic.php?p=11614
by danilo
25 Feb 2008
Forum: MultiCharts
Topic: Unable download Historical data from IB for Expired Futures
Replies: 21
Views: 5546

I'm sorry, but the problem still exist. Please find attached the screen-shot for symbol YM on ECBOT, even if I have added the Future from Data Source is flagged as "Not expired" also the message log show the following informations: --------------------------------------------------------------------...
by danilo
22 Feb 2008
Forum: MultiCharts
Topic: Unable download Historical data from IB for Expired Futures
Replies: 21
Views: 5546

Unable download Historical data from IB for Expired Futures

I'm not more able to download historical data from IB regarding expired futures but I was able to download using the VB API sample (see attached screnn shot). I thing that is necessary to specify the flag expired during the request and limit the download to 30 mins bars.
by danilo
20 Feb 2008
Forum: MultiCharts
Topic: Using IntraBarPersist
Replies: 6
Views: 1645

Andrew,

the IntraBarPersist works properly, It was a my mistake don't have specified as IntraBarPersist all the involved variables.

Regards
by danilo
19 Feb 2008
Forum: MultiCharts
Topic: Using IntraBarPersist
Replies: 6
Views: 1645

Actually the correct piece of code is: vars: barcount(0), lastTime(0), IntraBarPersist count(0), IntraBarPersist intraBarcount(0); // (A) if (Date <> Date[1]) and (lastTime <> Time) then begin count = 0; lastTime = Time; barcount = 0; intraBarcount = 0; end; // (B) if (lastTime <> Time) then begin b...
by danilo
19 Feb 2008
Forum: MultiCharts
Topic: Using IntraBarPersist
Replies: 6
Views: 1645

Using IntraBarPersist

is the word "IntraBarPersist" supported ? I have tested this piece of code: ------------------------------------------------------------------- vars: IntraBarPersist intraBarcount(0), lastTime(0); if (Date <> Date[1]) and (lastTime <> Time) then begin lastTime = Time; intraBarcount = 0; end; if (las...
by danilo
16 Feb 2008
Forum: MultiCharts
Topic: Understanding intrabar order backtesting
Replies: 4
Views: 1839

Understanding intrabar order backtesting

Supposing to have set on the intrabar order Generation, I'm doing back testing on 5-min bar. The current bar has the following values: O=8, L=5, H=15, C=12. The strategy contains the following code: if (close > =10) the buy this bar; I would expect the order filled at 10, since when the condition is...
by danilo
15 Feb 2008
Forum: MultiCharts
Topic: [Advanced Topic] EasyLanguage Extension SDK
Replies: 7
Views: 2273

Now is working ! the *.DEF file is mandatory to have the dll working in MC, the dllexport is not compatible (add an underscore before the name) with MC.

Many Thanks for the Help.
by danilo
14 Feb 2008
Forum: MultiCharts
Topic: [Advanced Topic] EasyLanguage Extension SDK
Replies: 7
Views: 2273

Dear Marina, I have problems to run even the simplest sample that i have already posted, the message that is showed by MC (latest beta) is: -------------------------------------------------------------------------------- <<EXCEPTION>> Address: 0x6C041405 ( 1812206597 ) Code: 0xC0000005 ( -1073741819...
by danilo
08 Feb 2008
Forum: MultiCharts
Topic: [Advanced Topic] EasyLanguage Extension SDK
Replies: 7
Views: 2273

[Advanced Topic] EasyLanguage Extension SDK

I'm using the latest beta. I have built a simple project (included) and then I have imported the custom function as follow: -------------------------------------------------------------------------- EXTERNAL: "TestDLL.dll", float, "fl_GetXaverage", float, float, float; Inputs: price(NumericSimple), ...
by danilo
31 Jan 2008
Forum: MultiCharts
Topic: Multicharts 3.0 Beta 1 now available
Replies: 27
Views: 6668

historical data download

For some symbols on IB I have problem to download historical data when the description is changed. For example if I add the symbol 6BH8 the description that is automatically built is "USD MAR08 Futures 6BH8", now if I change the description in "GBP/USD MAR08 Futures", when I add the symbol in MC is ...
by danilo
27 Jan 2008
Forum: MultiCharts
Topic: Multicharts 3.0 Beta 1 now available
Replies: 27
Views: 6668

During the optimization process the commission and slippage are not more taken into account differently from the previous version.
by danilo
15 Jan 2008
Forum: MultiCharts
Topic: Feature requests topic and poll
Replies: 231
Views: 85262

Basket Object

Would be nice extend Quote Manager to define custom Basket symbols, i.e. a weighted sum of underlyngs (standard symbols), the Quote manager have to fill all the columns (open, close, high, low, volume). In this way could be easy replicate or create new index.
by danilo
30 Dec 2007
Forum: MultiCharts
Topic: Multi data stream
Replies: 1
Views: 740

Multi data stream

I have put in a chart the same symbol with 2 different time-frames 5m and and 30m, then I have used the indicator "Price < Avg" using as data stream the "close of data2". I was expecting to have the same behviour of the second subchart (on second data stream) that use just the close. But the 2 subch...
by danilo
29 Dec 2007
Forum: MultiCharts
Topic: Autotrading PercentTrailing issue
Replies: 3
Views: 934

RE: Autotrading PercentTrailing issue

Dear Marina, I can change the code in such way: Buy next bar at 10.5 but I think that the problem still exist, MC will wait to see 10.5 on the Market but if the price mached was a BID, and I'm a buyer, when MC will issue an order at Market the ASK price will be mached that usually is more high (supp...
by danilo
28 Dec 2007
Forum: MultiCharts
Topic: Autotrading PercentTrailing issue
Replies: 3
Views: 934

Autotrading PercentTrailing issue

I'm testing your autotrading feature, Is not so bad, the only observation that I have to issue is regarding how the TRUE execution price are handled by the system. I will describe the broblem using an example. 1) I send an order like: Buy next bar at Close 2) now supposing that the Close is 10.5, MC...
by danilo
21 Dec 2007
Forum: MultiCharts
Topic: QuoteManager backfill problem
Replies: 1
Views: 814

QuoteManager backfill problem

I have troubles to update daily data from IB for some symbol. For example yesterday I have added the following symbols : DXSP, DBXD traded on DTB, and I was able to get the historical data till 20-Dic-07. Today I'm not able to read the daily data for 21-Dic-07. The only workaround I have found is to...
by danilo
19 Dec 2007
Forum: MultiCharts
Topic: DLL for TWS 878
Replies: 11
Views: 3288

TWS 878.6 Backfill problem

I have troubles to update daily data from IB for some symbol. For example yesterday I have added the following symbols : DXSP, DBXD traded on DTB, and I was able to get the historical data till 18-Dic-07. Today I'm not able to read the daily data for 19-Dic-07. The only workaround I have found is to...
by danilo
09 Nov 2007
Forum: MultiCharts
Topic: Feature requests topic and poll
Replies: 231
Views: 85262

Percent Change Chart

Would be nice add the "Percent Change Chart" feature like in TS.
by danilo
25 Sep 2007
Forum: MultiCharts
Topic: QuoteManager problem
Replies: 5
Views: 1997

I have tested the last version 2.1, the big point value as been increased to 10,000,000 but is not enough for the future on JPY since the contract's multiplier is 12,500,000. Could you increase at least to 15,000,000 ?
by danilo
13 Jun 2007
Forum: MultiCharts
Topic: MC SDK vs Powerlanguage
Replies: 1
Views: 1153

actually MC SDK is not so powerfull since has not been fully implemented yet !
by danilo
31 May 2007
Forum: MultiCharts
Topic: MC SDK question
Replies: 11
Views: 3394

Beta 2.1

I have tested the example with current 2.1 beta but is not working yet, any suggestions ?
by danilo
31 May 2007
Forum: MultiCharts
Topic: QuoteManager problem
Replies: 5
Views: 1997

Beta 2.1

This bug has been fixed in the current beta ?
by danilo
31 May 2007
Forum: MultiCharts
Topic: SetPercentTrailing
Replies: 7
Views: 2161

Beta 2.1

This feature has been implemented in the current MC 2.1 beta ?
by danilo
29 Apr 2007
Forum: MultiCharts
Topic: MC SDK question
Replies: 11
Views: 3394

danilo, I haven't actually tried it myself yet (it's on my to do list). Where did you get the "GetAsDouble" from? The original example uses "AsDouble". Have you tried the original text of the example? The PLKit.dll exposes some methods and properties, you can found them when the dll is imported in ...
by danilo
28 Apr 2007
Forum: MultiCharts
Topic: MC SDK question
Replies: 11
Views: 3394

MC SDK question

I have written a little sample using the SDK and importing the PLKit.dll, but the following piece of code is not working yet: / ///////////////////////////////////////////////////////////// // Calculate simple moving average value __declspec( dllexport ) float f_GetAverage(IEasyLanguageObject * pELO...
by danilo
15 Apr 2007
Forum: MultiCharts
Topic: Feature requests topic and poll
Replies: 231
Views: 85262

Backtesting improvement

It would be very nice add Monte Carlo simulation and allow Portfolio level backtesting.

The montecarlo simulation engine should able to generate simulated paths having the same volatility and correlation of portfolio assets.
by danilo
15 Apr 2007
Forum: MultiCharts
Topic: Feature requests topic and poll
Replies: 231
Views: 85262

PowerLanguage extensions

It would be very nice add the capability to change the primary series, with command like: SetPrimaryData(Data2) so to be able to use then command like buy next bar at Market (using the symbol of Data2) also could be very usefull to load dynamically other series as hidden and with the same parameters...
by danilo
12 Apr 2007
Forum: MultiCharts
Topic: Feature requests topic and poll
Replies: 231
Views: 85262

QuoteManager improvement

It would be very nice add to quote manager the capability to download historical data (with backfill) without the need of open a multitude of charts.
by danilo
09 Apr 2007
Forum: MultiCharts
Topic: QuoteManager problem
Replies: 5
Views: 1997

QuoteManager problem

I have tried to add the future on JPY USD exchange rate, the main information on IB TWS are: TWS Symbol: JPY Currency: USD Multiplier: 12500000 Expiry: 20070618 Increment: .000001 then I have filled in QuoteManager the following values: PriceScale: 1/1000000 (Increment) Min.Movement: 1 (Increment) B...
by danilo
23 Feb 2007
Forum: MultiCharts
Topic: TradingStation 2000i
Replies: 1
Views: 1208

TradingStation 2000i

I have tested the same strategy on MC 2.0 and TS2Ki using the same data source (Global Server) but the results that the 2 program give are differents. Did you tested the program against TS2000i ? did you know If there are reasons why the programs give different results using the same code (EL) and t...
by danilo
20 Feb 2007
Forum: MultiCharts
Topic: SetPercentTrailing
Replies: 7
Views: 2161

And when MC 2.1 will be available ?
by danilo
19 Feb 2007
Forum: MultiCharts
Topic: SetPercentTrailing
Replies: 7
Views: 2161

SetPercentTrailing

I know that the function SetPercentTrailing as not be implemented yet, since i think it's a very important function for Trading Automation, it's possible to know when will be implemented ?
by danilo
05 Jan 2007
Forum: MultiCharts
Topic: Unable to use Data Source Lookup
Replies: 4
Views: 1449

The Data Source are all active, I have also deactivate and reactivate the Data Source, but the problem is still unsolved. I have contacted the help desk but the was networking problems. I would suggest to use MS Messanger for help desk chat, and use VNC only when the control of PC is necessary.
by danilo
02 Jan 2007
Forum: MultiCharts
Topic: Unable to use Data Source Lookup
Replies: 4
Views: 1449

Unable to use Data Source Lookup

I have installed last beta version of MC (2.0.717.1171) and I'm unable to use the data source lookup feature in quote manager since in the "Symbol->Add Symbol->From Data Source" doesn't show-up any data source. Is this feature lost in the la version ?

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