Search found 170 matches
- 05 Sep 2013
- Forum: MultiCharts .NET
- Topic: Useful functions extensions
- Replies: 0
- Views: 1280
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 ...
- 09 Jul 2012
- Forum: MultiCharts
- Topic: No security definition has been found fo the request.
- Replies: 5
- Views: 3512
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...
- 30 Jun 2012
- Forum: MultiCharts
- Topic: Cloned Market Data source has the setting shareds
- Replies: 2
- Views: 1338
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...
- 28 Jun 2012
- Forum: MultiCharts
- Topic: IB=Unreliable real-time data in MC
- Replies: 15
- Views: 5091
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
Thanks,
Danilo
- 20 Jun 2012
- Forum: MultiCharts
- Topic: IB=Unreliable real-time data in MC
- Replies: 15
- Views: 5091
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.
thanks
P.S.
I will be able to test the proposed solution only the next week.
- 15 Jun 2012
- Forum: MultiCharts
- Topic: IB=Unreliable real-time data in MC
- Replies: 15
- Views: 5091
Re: IB=Unreliable real-time data in MC
The fix doesn't work.Danilo, JoshM, please install the attached fix for IB spike issue.
Please let me know if this solution helped you or not.
- 14 Jun 2012
- Forum: MultiCharts
- Topic: IB=Unreliable real-time data in MC
- Replies: 15
- Views: 5091
Re: IB=Unreliable real-time data in MC
Could you provide some details on your PC software and HW configuration ?
Thanks
Thanks
- 14 Jun 2012
- Forum: MultiCharts
- Topic: IB=Unreliable real-time data in MC
- Replies: 15
- Views: 5091
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...
- 14 Jun 2012
- Forum: MultiCharts
- Topic: IB=Unreliable real-time data in MC
- Replies: 15
- Views: 5091
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 ...
- 11 Jun 2012
- Forum: MultiCharts
- Topic: Unable to use autotrading on Eurex Bond Futures
- Replies: 7
- Views: 2569
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".
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".
- 11 Jun 2012
- Forum: MultiCharts
- Topic: Unable to use autotrading on Eurex Bond Futures
- Replies: 7
- Views: 2569
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...
- 11 Jun 2012
- Forum: MultiCharts
- Topic: Unable to use autotrading on Eurex Bond Futures
- Replies: 7
- Views: 2569
Re: Unable to use autotrading on Eurex Bond Futures
The mapping was automatically performed by MC, please see attached images...
- 11 Jun 2012
- Forum: MultiCharts
- Topic: Unable to use autotrading on Eurex Bond Futures
- Replies: 7
- Views: 2569
Re: Unable to use autotrading on Eurex Bond Futures
yes, here the link to IB page: http://www1.interactivebrokers.ch/contr ... Entities=YI think he means Long-Term Euro-BTP Futures (FBTP) (Italian fixed income) futures.
- 11 Jun 2012
- Forum: MultiCharts
- Topic: Unable to use autotrading on Eurex Bond Futures
- Replies: 7
- Views: 2569
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...
- 22 Oct 2010
- Forum: MultiCharts
- Topic: InteractiveBrokers: error downloading Eurodollar futures
- Replies: 1
- Views: 3566
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...
- 17 Oct 2010
- Forum: MultiCharts
- Topic: Feature request: Multiplier for Instrument on the same chart
- Replies: 3
- Views: 992
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...
- 16 Oct 2010
- Forum: MultiCharts
- Topic: Feature request: Multiplier for Instrument on the same chart
- Replies: 3
- Views: 992
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 ...
- 25 Sep 2010
- Forum: MultiCharts
- Topic: Feature request: Multiple strategy backtester
- Replies: 1
- Views: 823
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...
- 11 Aug 2010
- Forum: MultiCharts
- Topic: Error building the Custom Future for Eurodollar (Globex)
- Replies: 1
- Views: 596
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...
- 20 May 2010
- Forum: MultiCharts
- Topic: Feature request: add the next future expiry
- Replies: 3
- Views: 1320
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
thanks,
Danilo
- 10 May 2010
- Forum: MultiCharts
- Topic: How build a continuos future for ZQ (fed fund future)
- Replies: 11
- Views: 4916
- 08 May 2010
- Forum: MultiCharts
- Topic: How build a continuos future for ZQ (fed fund future)
- Replies: 11
- Views: 4916
- 07 May 2010
- Forum: MultiCharts
- Topic: How build a continuos future for ZQ (fed fund future)
- Replies: 11
- Views: 4916
- 02 May 2010
- Forum: MultiCharts
- Topic: How build a continuos future for ZQ (fed fund future)
- Replies: 11
- Views: 4916
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...
- 31 Dec 2009
- Forum: MultiCharts
- Topic: Holiday season news
- Replies: 14
- Views: 4900
- 23 Dec 2009
- Forum: MultiCharts
- Topic: TWS now deliver also Delayed Market Data
- Replies: 2
- Views: 1345
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 ...
- 07 Oct 2009
- Forum: MultiCharts
- Topic: HPC support (CUDA)
- Replies: 2
- Views: 1515
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
Regards,
Danilo
P.S.
see:
http://en.wikipedia.org/wiki/DirectCompute
http://openvidia.sourceforge.net/index. ... ample_Code
- 17 Sep 2009
- Forum: MultiCharts
- Topic: Wish list for upcoming releases
- Replies: 8
- Views: 2957
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
CUDA can speed-up the computations of almost a 100 factor, but unfortunally it's very heavy to program.
Regards,
Danilo
- 16 Sep 2009
- Forum: MultiCharts
- Topic: DO NOT INSTALL LATEST VERSION
- Replies: 26
- Views: 8673
- 22 Aug 2009
- Forum: MultiCharts
- Topic: Goodbye from Marina Pashkova
- Replies: 22
- Views: 7813
- 27 Jun 2009
- Forum: MultiCharts
- Topic: IB TWS Workstation (Round the clock running)
- Replies: 19
- Views: 9427
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 ...
- 13 Jun 2009
- Forum: MultiCharts
- Topic: IB TWS Workstation (Round the clock running)
- Replies: 19
- Views: 9427
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...
- 25 May 2009
- Forum: MultiCharts
- Topic: MC 6.0 chargable update question
- Replies: 4
- Views: 2624
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
Regards,
Danilo
- 11 May 2009
- Forum: MultiCharts
- Topic: Is it possible to call a .NET object from EasyLanguage?
- Replies: 2
- Views: 2339
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
Good luck !
Danilo
- 24 Apr 2009
- Forum: MultiCharts
- Topic: Multicharts 5.0 Beta 6 is now available!
- Replies: 13
- Views: 6354
- 24 Apr 2009
- Forum: MultiCharts
- Topic: Multicharts 5.0 Beta 6 is now available!
- Replies: 13
- Views: 6354
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...
- 10 Apr 2009
- Forum: User Contributed Studies and Indicator Library
- Topic: Phased Moving Average
- Replies: 0
- Views: 2138
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
Regards,
Danilo
- 10 Apr 2009
- Forum: MultiCharts
- Topic: walk forward backtesting
- Replies: 11
- Views: 4514
- 27 Mar 2009
- Forum: MultiCharts
- Topic: Merging market data
- Replies: 1
- Views: 1386
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
Thanks,
Danilo
- 01 Feb 2009
- Forum: MultiCharts
- Topic: Free Quotes request
- Replies: 6
- Views: 2946
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...
- 29 Jan 2009
- Forum: MultiCharts
- Topic: Free Quotes request
- Replies: 6
- Views: 2946
- 28 Jan 2009
- Forum: MultiCharts
- Topic: Free Quotes request
- Replies: 6
- Views: 2946
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...
- 20 Dec 2008
- Forum: MultiCharts
- Topic: Feature Request: Percent change Chart
- Replies: 9
- Views: 4154
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)...
- 08 Dec 2008
- Forum: MultiCharts
- Topic: Feature Request: Percent change Chart
- Replies: 9
- Views: 4154
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
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
- 04 Dec 2008
- Forum: MultiCharts
- Topic: Feature Request: Percent change Chart
- Replies: 9
- Views: 4154
- 03 Dec 2008
- Forum: MultiCharts
- Topic: Feature Request: Percent change Chart
- Replies: 9
- Views: 4154
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
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
- 27 Nov 2008
- Forum: MultiCharts
- Topic: Feature Request: Percent change Chart
- Replies: 9
- Views: 4154
- 27 Nov 2008
- Forum: MultiCharts
- Topic: Feature Request: Percent change Chart
- Replies: 9
- Views: 4154
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
regards,
Danilo
- 16 Nov 2008
- Forum: MultiCharts
- Topic: New Strategy Ratio (K-Ratio)
- Replies: 3
- Views: 2171
- 15 Nov 2008
- Forum: MultiCharts
- Topic: Notes on Portfolio Correlation
- Replies: 1
- Views: 1875
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 ...
- 04 Nov 2008
- Forum: MultiCharts
- Topic: Please vote for a TrackingCenter-like feature request
- Replies: 12
- Views: 5000
- 29 Oct 2008
- Forum: MultiCharts
- Topic: New Broker's Initial Market Position Settings
- Replies: 3
- Views: 1676
- 29 Oct 2008
- Forum: MultiCharts
- Topic: New Broker's Initial Market Position Settings
- Replies: 3
- Views: 1676
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...
- 29 Oct 2008
- Forum: MultiCharts
- Topic: TESTING: BackTesting & Autotrading
- Replies: 6
- Views: 2712
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...
- 27 Oct 2008
- Forum: MultiCharts
- Topic: Hollow Candlestick proposal
- Replies: 8
- Views: 2974
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....
- 27 Oct 2008
- Forum: MultiCharts
- Topic: Trading the new e-mini Russell 2000: TFZ8
- Replies: 10
- Views: 4924
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...
- 23 Oct 2008
- Forum: MultiCharts
- Topic: Hollow Candlestick proposal
- Replies: 8
- Views: 2974
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 ...
- 22 Oct 2008
- Forum: MultiCharts
- Topic: Hollow Candlestick proposal
- Replies: 8
- Views: 2974
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...
- 21 Oct 2008
- Forum: MultiCharts
- Topic: BarsSinceExit / BarsSinceEntry bug ?
- Replies: 3
- Views: 1793
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...
- 21 Oct 2008
- Forum: User Contributed Studies and Indicator Library
- Topic: POSITION SYNCHRONIZATION FOR AUTOTRADING
- Replies: 11
- Views: 6045
- 20 Oct 2008
- Forum: MultiCharts
- Topic: BarsSinceExit / BarsSinceEntry bug ?
- Replies: 3
- Views: 1793
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
Regards,
Danilo
- 20 Oct 2008
- Forum: MultiCharts
- Topic: Trading the new e-mini Russell 2000: TFZ8
- Replies: 10
- Views: 4924
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
http://www.interactivebrokers.com/en/tr ... entity=llc
Regards,
Danilo
- 17 Oct 2008
- Forum: MultiCharts
- Topic: Hollow Candlestick proposal
- Replies: 8
- Views: 2974
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)...
- 16 Oct 2008
- Forum: MultiCharts
- Topic: Trading the new e-mini Russell 2000: TFZ8
- Replies: 10
- Views: 4924
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 ...
- 15 Oct 2008
- Forum: User Contributed Studies and Indicator Library
- Topic: POSITION SYNCHRONIZATION FOR AUTOTRADING
- Replies: 11
- Views: 6045
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...
- 15 Oct 2008
- Forum: MultiCharts
- Topic: TESTING: BackTesting & Autotrading
- Replies: 6
- Views: 2712
- 14 Oct 2008
- Forum: MultiCharts
- Topic: TESTING: BackTesting & Autotrading
- Replies: 6
- Views: 2712
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...
- 13 Oct 2008
- Forum: MultiCharts
- Topic: Trading the new e-mini Russell 2000: TFZ8
- Replies: 10
- Views: 4924
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
"No security defintition has been found for the request"
"Can't find EId with ticker id:522414"
Could you verify ?
Regards,
Danilo
- 13 Oct 2008
- Forum: User Contributed Studies and Indicator Library
- Topic: POSITION SYNCHRONIZATION FOR AUTOTRADING
- Replies: 11
- Views: 6045
- 08 Oct 2008
- Forum: MultiCharts
- Topic: MC Autotrading Engine
- Replies: 18
- Views: 7070
- 07 Oct 2008
- Forum: MultiCharts
- Topic: Request relating to Async vs Sync mode of Auto Trading
- Replies: 10
- Views: 4273
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...
- 04 Oct 2008
- Forum: MultiCharts
- Topic: SetExitOnClose bug ?
- Replies: 1
- Views: 1235
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
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
- 04 Oct 2008
- Forum: MultiCharts
- Topic: Chart Window Loading...
- Replies: 10
- Views: 4094
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...
- 01 Oct 2008
- Forum: MultiCharts
- Topic: MC Autotrading Engine
- Replies: 18
- Views: 7070
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...
- 26 Sep 2008
- Forum: MultiCharts
- Topic: MC Autotrading Engine
- Replies: 18
- Views: 7070
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...
- 25 Sep 2008
- Forum: MultiCharts
- Topic: Feature request: Bar chart spike protection
- Replies: 3
- Views: 1716
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...
- 25 Sep 2008
- Forum: MultiCharts
- Topic: Strategy Performance Report: Feature request
- Replies: 3
- Views: 1509
- 25 Sep 2008
- Forum: MultiCharts
- Topic: Portfolio Backtester: Feature request
- Replies: 3
- Views: 1613
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...
- 25 Sep 2008
- Forum: MultiCharts
- Topic: TFZ8 issue with MC
- Replies: 7
- Views: 3069
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...
- 24 Sep 2008
- Forum: MultiCharts
- Topic: TFZ8 issue with MC
- Replies: 7
- Views: 3069
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...
- 23 Sep 2008
- Forum: MultiCharts
- Topic: TFZ8 issue with MC
- Replies: 7
- Views: 3069
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...
- 21 Sep 2008
- Forum: MultiCharts
- Topic: How to close a long position in 2 days ?
- Replies: 2
- Views: 1425
- 21 Sep 2008
- Forum: MultiCharts
- Topic: Charts: Feature requested
- Replies: 4
- Views: 1633
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...
- 20 Sep 2008
- Forum: MultiCharts
- Topic: Charts: Feature requested
- Replies: 4
- Views: 1633
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
Regards,
Danilo
- 20 Sep 2008
- Forum: MultiCharts
- Topic: How to close a long position in 2 days ?
- Replies: 2
- Views: 1425
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: ------------------------------------------------------------------------------ ...
- 20 Sep 2008
- Forum: MultiCharts
- Topic: Strategy Performance Report: Feature request
- Replies: 3
- Views: 1509
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
Regards,
Danilo
- 20 Sep 2008
- Forum: MultiCharts
- Topic: Portfolio Backtester: Feature request
- Replies: 3
- Views: 1613
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...
- 17 Sep 2008
- Forum: MultiCharts
- Topic: TO ALL FORUM USERS
- Replies: 2
- Views: 1532
Dear Marina,
could you give a look to the following post: http://forum.tssupport.com/viewtopic.php?t=5232
Regards,
Danilo
could you give a look to the following post: http://forum.tssupport.com/viewtopic.php?t=5232
Regards,
Danilo
- 14 Sep 2008
- Forum: MultiCharts
- Topic: MC Autotrading Engine
- Replies: 18
- Views: 7070
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...
- 13 Sep 2008
- Forum: MultiCharts
- Topic: Bug-Automation Sync mode
- Replies: 7
- Views: 2497
- 13 Sep 2008
- Forum: MultiCharts
- Topic: Bug-Automation Sync mode
- Replies: 7
- Views: 2497
- 10 Sep 2008
- Forum: MultiCharts
- Topic: MC Autotrading Engine
- Replies: 18
- Views: 7070
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...
- 23 Aug 2008
- Forum: MultiCharts
- Topic: Problem regarding 2 windows with 2 resolution
- Replies: 4
- Views: 1785
- 23 Aug 2008
- Forum: MultiCharts
- Topic: Problem regarding 2 windows with 2 resolution
- Replies: 4
- Views: 1785
- 22 Aug 2008
- Forum: MultiCharts
- Topic: Problem regarding 2 windows with 2 resolution
- Replies: 4
- Views: 1785
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
I'm unable to display correctly the same symbol having 2 different resoltution 1 day & 5 day.
regards,
Danilo
- 20 Jun 2008
- Forum: MultiCharts
- Topic: DLL TO PLOT EXPIRED CONTRACTS FROM IB
- Replies: 5
- Views: 3522
- 11 Jun 2008
- Forum: MultiCharts
- Topic: New autotrading bug ?
- Replies: 7
- Views: 3126
- 10 Jun 2008
- Forum: MultiCharts
- Topic: MC Autotrading Engine
- Replies: 18
- Views: 7070
- 10 Jun 2008
- Forum: MultiCharts
- Topic: New autotrading bug ?
- Replies: 7
- Views: 3126
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....
- 09 Jun 2008
- Forum: User Contributed Studies and Indicator Library
- Topic: Time Remaining Indicator for MC
- Replies: 11
- Views: 10197
- 09 Jun 2008
- Forum: MultiCharts
- Topic: TO ALL INTERACTIVE BROKERS USERS
- Replies: 9
- Views: 4418
- 09 Jun 2008
- Forum: MultiCharts
- Topic: MC Autotrading Engine
- Replies: 18
- Views: 7070
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...
- 09 Jun 2008
- Forum: MultiCharts
- Topic: Understanding intrabar order backtesting
- Replies: 4
- Views: 2499
- 14 May 2008
- Forum: MultiCharts
- Topic: TWS autotrading problems
- Replies: 23
- Views: 7815
- 08 May 2008
- Forum: MultiCharts
- Topic: Emulating old-style Limit orders
- Replies: 10
- Views: 3580
- 05 May 2008
- Forum: User Contributed Studies and Indicator Library
- Topic: POSITION SYNCHRONIZATION FOR AUTOTRADING
- Replies: 11
- Views: 6045
- 01 May 2008
- Forum: MultiCharts
- Topic: TWS autotrading problems
- Replies: 23
- Views: 7815
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...
- 29 Apr 2008
- Forum: MultiCharts
- Topic: Emulating old-style Limit orders
- Replies: 10
- Views: 3580
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...
- 28 Apr 2008
- Forum: User Contributed Studies and Indicator Library
- Topic: POSITION SYNCHRONIZATION FOR AUTOTRADING
- Replies: 11
- Views: 6045
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...
- 23 Apr 2008
- Forum: MultiCharts
- Topic: FEATURE POLL. PowerLanguage
- Replies: 8
- Views: 4108
- 23 Apr 2008
- Forum: MultiCharts
- Topic: Emulating old-style Limit orders
- Replies: 10
- Views: 3580
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...
- 22 Apr 2008
- Forum: MultiCharts
- Topic: Understanding intrabar order backtesting
- Replies: 4
- Views: 2499
- 22 Apr 2008
- Forum: MultiCharts
- Topic: Emulating old-style Limit orders
- Replies: 10
- Views: 3580
- 21 Apr 2008
- Forum: MultiCharts
- Topic: Emulating old-style Limit orders
- Replies: 10
- Views: 3580
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...
- 21 Apr 2008
- Forum: User Contributed Studies and Indicator Library
- Topic: POSITION SYNCHRONIZATION FOR AUTOTRADING
- Replies: 11
- Views: 6045
- 20 Apr 2008
- Forum: MultiCharts
- Topic: Innovation is Good, Compatibility is Better !
- Replies: 3
- Views: 1854
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...
- 19 Apr 2008
- Forum: MultiCharts
- Topic: Innovation is Good, Compatibility is Better !
- Replies: 3
- Views: 1854
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...
- 18 Apr 2008
- Forum: MultiCharts
- Topic: TWS autotrading problems
- Replies: 23
- Views: 7815
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...
- 15 Apr 2008
- Forum: MultiCharts
- Topic: TWS autotrading problems
- Replies: 23
- Views: 7815
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...
- 14 Apr 2008
- Forum: MultiCharts
- Topic: TWS autotrading problems
- Replies: 23
- Views: 7815
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)
I have attached the MC logs and the strategy source.
(the strategy has been tested on ESM8 future, 5-min bar)
- 12 Apr 2008
- Forum: MultiCharts
- Topic: Market and Limit Oders in new Version 3.0
- Replies: 23
- Views: 8478
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 ...
- 12 Apr 2008
- Forum: MultiCharts
- Topic: Market and Limit Oders in new Version 3.0
- Replies: 23
- Views: 8478
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...
- 11 Apr 2008
- Forum: MultiCharts
- Topic: Market and Limit Oders in new Version 3.0
- Replies: 23
- Views: 8478
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...
- 11 Apr 2008
- Forum: MultiCharts
- Topic: used resolution with backtesting of intraday strategies
- Replies: 5
- Views: 3146
- 11 Apr 2008
- Forum: MultiCharts
- Topic: Market and Limit Oders in new Version 3.0
- Replies: 23
- Views: 8478
- 07 Apr 2008
- Forum: MultiCharts
- Topic: Message to Multicharts : CLARITY IS NEEDED
- Replies: 6
- Views: 2770
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...
- 31 Mar 2008
- Forum: MultiCharts
- Topic: New Strategy Ratio (K-Ratio)
- Replies: 3
- Views: 2171
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...
- 27 Mar 2008
- Forum: MultiCharts
- Topic: How to chart expired contracts with IB data
- Replies: 11
- Views: 4832
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...
- 27 Mar 2008
- Forum: MultiCharts
- Topic: Registry settings to Enable trades log
- Replies: 4
- Views: 2141
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...
- 26 Mar 2008
- Forum: MultiCharts
- Topic: FEATURE POLL. Charting, scanning, backtesting, & ATE (3)
- Replies: 8
- Views: 3701
- 26 Mar 2008
- Forum: MultiCharts
- Topic: Registry settings to Enable trades log
- Replies: 4
- Views: 2141
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 ?
- 24 Mar 2008
- Forum: MultiCharts
- Topic: Multicharts 3.0 Beta 2 is now available (Now with Hot Fix!)
- Replies: 32
- Views: 13139
- 24 Mar 2008
- Forum: MultiCharts
- Topic: Multicharts 3.0 Beta 2 is now available (Now with Hot Fix!)
- Replies: 32
- Views: 13139
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...
- 23 Mar 2008
- Forum: MultiCharts
- Topic: Multicharts 3.0 Beta 2 is now available (Now with Hot Fix!)
- Replies: 32
- Views: 13139
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...
- 03 Mar 2008
- Forum: MultiCharts
- Topic: Stop Loss and Profit Target Functions Problem
- Replies: 10
- Views: 4225
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...
- 27 Feb 2008
- Forum: MultiCharts
- Topic: Setting for Japanese Yen future with opentick data
- Replies: 7
- Views: 3111
For working settings give a look to the following forum post:
http://forum.tssupport.com/viewtopic.php?p=11614
http://forum.tssupport.com/viewtopic.php?p=11614
- 25 Feb 2008
- Forum: MultiCharts
- Topic: Unable download Historical data from IB for Expired Futures
- Replies: 21
- Views: 8482
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: --------------------------------------------------------------------...
- 22 Feb 2008
- Forum: MultiCharts
- Topic: Unable download Historical data from IB for Expired Futures
- Replies: 21
- Views: 8482
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.
- 20 Feb 2008
- Forum: MultiCharts
- Topic: Using IntraBarPersist
- Replies: 6
- Views: 2473
- 19 Feb 2008
- Forum: MultiCharts
- Topic: Using IntraBarPersist
- Replies: 6
- Views: 2473
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...
- 19 Feb 2008
- Forum: MultiCharts
- Topic: Using IntraBarPersist
- Replies: 6
- Views: 2473
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...
- 16 Feb 2008
- Forum: MultiCharts
- Topic: Understanding intrabar order backtesting
- Replies: 4
- Views: 2499
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...
- 15 Feb 2008
- Forum: MultiCharts
- Topic: [Advanced Topic] EasyLanguage Extension SDK
- Replies: 7
- Views: 3428
- 14 Feb 2008
- Forum: MultiCharts
- Topic: [Advanced Topic] EasyLanguage Extension SDK
- Replies: 7
- Views: 3428
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...
- 08 Feb 2008
- Forum: MultiCharts
- Topic: [Advanced Topic] EasyLanguage Extension SDK
- Replies: 7
- Views: 3428
[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), ...
- 31 Jan 2008
- Forum: MultiCharts
- Topic: Multicharts 3.0 Beta 1 now available
- Replies: 27
- Views: 9413
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 ...
- 27 Jan 2008
- Forum: MultiCharts
- Topic: Multicharts 3.0 Beta 1 now available
- Replies: 27
- Views: 9413
- 15 Jan 2008
- Forum: MultiCharts
- Topic: Feature requests topic and poll
- Replies: 231
- Views: 132012
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.
- 30 Dec 2007
- Forum: MultiCharts
- Topic: Multi data stream
- Replies: 1
- Views: 1119
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...
- 29 Dec 2007
- Forum: MultiCharts
- Topic: Autotrading PercentTrailing issue
- Replies: 3
- Views: 1481
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...
- 28 Dec 2007
- Forum: MultiCharts
- Topic: Autotrading PercentTrailing issue
- Replies: 3
- Views: 1481
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...
- 21 Dec 2007
- Forum: MultiCharts
- Topic: QuoteManager backfill problem
- Replies: 1
- Views: 1260
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...
- 19 Dec 2007
- Forum: MultiCharts
- Topic: DLL for TWS 878
- Replies: 11
- Views: 5067
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...
- 09 Nov 2007
- Forum: MultiCharts
- Topic: Feature requests topic and poll
- Replies: 231
- Views: 132012
Percent Change Chart
Would be nice add the "Percent Change Chart" feature like in TS.
- 25 Sep 2007
- Forum: MultiCharts
- Topic: QuoteManager problem
- Replies: 5
- Views: 2994
- 13 Jun 2007
- Forum: MultiCharts
- Topic: MC SDK vs Powerlanguage [SOLVED]
- Replies: 1
- Views: 1526
- 31 May 2007
- Forum: MultiCharts
- Topic: MC SDK question
- Replies: 11
- Views: 5210
Beta 2.1
I have tested the example with current 2.1 beta but is not working yet, any suggestions ?
- 31 May 2007
- Forum: MultiCharts
- Topic: QuoteManager problem
- Replies: 5
- Views: 2994
Beta 2.1
This bug has been fixed in the current beta ?
- 31 May 2007
- Forum: MultiCharts
- Topic: SetPercentTrailing
- Replies: 7
- Views: 3010
Beta 2.1
This feature has been implemented in the current MC 2.1 beta ?
- 29 Apr 2007
- Forum: MultiCharts
- Topic: MC SDK question
- Replies: 11
- Views: 5210
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 ...
- 28 Apr 2007
- Forum: MultiCharts
- Topic: MC SDK question
- Replies: 11
- Views: 5210
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...
- 15 Apr 2007
- Forum: MultiCharts
- Topic: Feature requests topic and poll
- Replies: 231
- Views: 132012
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.
The montecarlo simulation engine should able to generate simulated paths having the same volatility and correlation of portfolio assets.
- 15 Apr 2007
- Forum: MultiCharts
- Topic: Feature requests topic and poll
- Replies: 231
- Views: 132012
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...
- 12 Apr 2007
- Forum: MultiCharts
- Topic: Feature requests topic and poll
- Replies: 231
- Views: 132012
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.
- 09 Apr 2007
- Forum: MultiCharts
- Topic: QuoteManager problem
- Replies: 5
- Views: 2994
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...
- 23 Feb 2007
- Forum: MultiCharts
- Topic: TradingStation 2000i
- Replies: 1
- Views: 1658
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...
- 20 Feb 2007
- Forum: MultiCharts
- Topic: SetPercentTrailing
- Replies: 7
- Views: 3010
- 19 Feb 2007
- Forum: MultiCharts
- Topic: SetPercentTrailing
- Replies: 7
- Views: 3010
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 ?
- 05 Jan 2007
- Forum: MultiCharts
- Topic: Unable to use Data Source Lookup
- Replies: 4
- Views: 2327
- 02 Jan 2007
- Forum: MultiCharts
- Topic: Unable to use Data Source Lookup
- Replies: 4
- Views: 2327
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 ?