MultiCharts: Trading Software for Automated Trading and Backtesting

drolles

If not a in-build method, possible workaround: if (PositionSide != 0) { if (PositionSide == 1) { //long_exit_orders_market[exit_counter].Send(); long_exit_order.Send(CurrentPosition.OpenLots); exit_counter++; } else if (PositionSide == -1) { //short_exit_orders_market[exit_counter].Send(); short_exi...

drolles

Henry, I would agree with JoshM above. However, if you are how promoting MC .Net “for programmers”, and I bought the software as such then it needs to do the basics. We need workarounds at a minimum – a fix as soon as possible. Debugging a strategy developed for backtesting is almost impossible. Tha...

drolles

JoshM,

Thanks for the comments.

Thanks also for the summary of the development of MC over the last little while. It is enlightening and really helpful context.

Regards,

drolles

drolles

Henry,

As per your request, I’ve raised this as a PM item. I was going to provide a link, but I can’t seem to find it in the list anywhere. I’m assuming it has to be confirmed by the team in some way before it appears.

Regards,

drolles

drolles

Can I close all positions attached to a strategy?

Thanks and regards,

drolles

drolles

Henry,

Thanks very much for that.

I don’t particularly want to be involved in the Beta programme.

Can I please have a link to a stable version?

Thanks and regards,

drolles

drolles

Henry, Thanks for your reply. Can you please help your developer community grow? Can you please get someone senior in the organisation to jump on the thread to explain how this can be addressed? This is industry standard functionality to be able to see and manage the orders a strategy is generating....

drolles

PowerLanguage Backtester works differently from the broker simulators. On a study calculation a set of orders is generated. Orders live until the next study calculation. To continue sending orders they should be generated on each calculation. The orders are not actually sent, that is why there are ...

drolles

Thanks both for the reply here.

I’m wondering if the architects had something mind for the IROListObjectEx interface. This appears to have a GetEnumerator implemented, but how should it be used in conjunction with return value from Positions of the IROList return value.

Cheers,

drolles

drolles

I would have thought this would be the way to do it:

foreach (IMarketPosition x in Positions)
{

}

drolles

Can I please have some support here?

Please help me understand why the Positions collection does not have a definition GetEnumerator?

Thanks,

drolles

drolles

Henry,

Seriously, you can’t be serious right? You can’t have a algo trading platform were you can’t see the orders being generated by the strategy. No ... you can’ be serious... please let you not be serious...?!

drolles

drolles

Hi,

Can someone please give me some support here? I’m finding it tough to debug strategies when I can’t see what’s happening to the orders.

Thanks and regards,

drolles

drolles

Hi,

ProgramData\TS appears to have ended up on my C drive (not my E drive). Is there any way to move it?

Thanks and regards,

drolles

drolles

Syswizard,

If you are ok with VB you will probably be ok with .Net. In fact, you can use VB .Net a language.

Cheers,

drolles

drolles

What the fair assumptions on the “jump” to a stable version? As far as I understand it 8.1 is currently the stable version. Could we please have a link to download that version (32 & 64 bit)?

Thanks,

drolles

drolles

Thanks Henry. Looking forward to update on the documentation. In the meantime I'll try to post things as I come across them. I'm assuming that my questions will be relevant to anyone cutting over from any of the competing platforms so hopefully my posts will serve as a some reference. I appreciate y...

drolles

MK, I’ve looked further into this. I’ve found the order expiry property within the TradeManager class for orders. I’m a little confused here. In OpenQuant (and other platforms) the backtester simulator acts like a broker, the backtester here seems to be behaving like something else. What’s the funct...

drolles

Thanks MK. Ok, that does make sense. Perfect sense. I’ve looked these up in the PL Language Ref. Perfect. Can I control when these orders expire? The thing I don’t understand is how you determine what orders are being generated by your strategy: https://www.multicharts.com/discussion/viewtopic.php?f...

drolles

Hi MK, I’ve used arrays of orders in the past on other platforms. It helps when one is using multiple entries / exits. I had a friend who used to write trading platforms for large institutional, he showed me the trick. In fact he recommended ArrayLists, given their variable sizing feature; but what ...

drolles

Hi,

When I’m backtesting a stategy I want to see what orders were generated, cancelled, etc by that strategy, where can I do that?

In OpenQuant there is something called an Order Manager window (PSA); is there an equivalent for MC .Net?

Thanks and regards,

drolles

drolles

Does using GenerateProfitTarget (and associated methods) stop you exiting a position by another means? E.g. a timed exit via a market order?

Thanks and regards,

drolles

drolles

Henry, Thanks for your continued help on this. To provide you an update from my end... I’m now tested this on my Dev PC. It is running MC 8.0 and VS 2010. It appears to be working with the MC PB. However, the main MC window, I’m not sure of the expected behaviour here. Should it force an update if t...

drolles

MidKnight, Thanks for the reply. Possibly I’m coming at this with assumptions from OpenQuant but how do I know the conditions of each owner at the time of creation? Are we in a managed vs unmanaged situation here What about if I need to adjust a target level of a limit order? How do I do that in Cal...

drolles

Thanks MidKnight for the reminder. PSA.

Cheers,

drolles

drolles

Could someone please post the link to 8.1 beta? I have the link to the 32 bit version, but not the 64 bit version. Thanks, drolles

P.S. MC Support - just a heads-up - the download page from the 8.1 blog post links to the .Net download page, but then doesn't include a link to 8.1 - only 8.5.

drolles

Hi,

I’m getting an Null Object exception when creating an order type in the Create() method.

See screen shot below.

Thanks,

drolles

drolles

The ordercreator method seems to be protected and unable to be called in CalcBar

I want to be able to create Order objects on the fly, how do I do that?

Thanks and regards,

drolles

drolles

Hi,

Could you please let me know how to determine the open positions for a strategy?

In OpenQuant it is done like such:

foreach (Position p in Positions)
{...}

What is equivlient for MC .Net?

Thanks and regards,

drolles

drolles

Additionally, where does it take the 1500 from? If it is element 0 of the array (ISeries) it will always reach past the Max number of Bars.

drolles

Hi, Thanks for that. Though, I’m looking at this. It doesn’t make sense as one of the overloads is to Highest(ISeries, int length, int barsback). So we are saying that you can pass in a longer ISeries yet specify that you only want it to go a X number of bars back into the ISeries, great. Do you hav...

drolles

In the Highest function there is a “length” parameter.

What is that the length of? I’ve used it like this:

channel_high = PublicFunctions.Highest(BarsOfData(1).High, BarsOfData(1).CurrentBar, mintues_back);

Is that correct?

Thanks and regards,

drolles

drolles

Henry,

Thanks for that.

I was meaning how to access a bar at a specific time in the past? E.g. 7am in the morning on the current date?

Thanks,

drolles

drolles

Hi,

How do I retrieve a Close of a bar at a previous time?

Thanks,

drolles

drolles

Henry, Thanks for the reply. I wanted to confirm that I understood correctly that you are saying that the properties are being made “private”. I.e. they have been moved from public to private? I now understand that I wasn’t clear in my question. I’m aware of the logic in C# design (and OO programmin...

drolles

Henry, Thanks very much for the reply. Just to clarify you have made the property values “private” in the later versions? Thanks for clarifying what the design decision is not (i.e. not like NT). Great. Can you possibly elaborate more on what the design decision is? I have looked at the examples and...

drolles

Hi, I’ve been looking at the structure of an indicator like Bollinger Band. Could you please help me understand a design decision? I’m wondering why the property values (like m_testpricelband) public so they could be retrieved via a Signal / Strategy? Don’t we want to access those values? Sorry if I...

drolles

Hi,

I’ve not seen this notification before in VS.

Just FYI as it might be related.

drolles

drolles

Hi, I just did some additional tests here. I created a new Signal (called testsig), it seem to compile fine. I think edited in VS2008, the edits were not picked up. I then closed all instances of MC (PowerEditor, Main, QuoteManager, Backtester), then reopened the file. It showed up the edits. Again,...

drolles

Hi, The PowerLanaguge editor appears to be picking up the wrong version of an edited file. I’m playing with getting this working: https://www.multicharts.com/discussion/viewtopic.php?f=19&t=11586 And I’ve been editing the file in VS2008. When I compile in VS2008 I get a build successful. I then open...

drolles

Hi, Thanks again all for the responses. If CalcBar() only fires for how do you signal from a higher timeframe to a lower one? E.g. if I have a Bollinger Band strategy that signals at a higher timeframe of 1 hour and I want to backtest on 1 min data to get a better simulation of fills? Thanks, drolles

drolles

Hi MidKnight, Thanks very much for the reply. My starting assumption is that you don't know timeframe is in the data order, which is the usual assumption you make in OpenQuant as you don't know (when you have multiple instruments) when the events are going to fire to fire the OnBar event. You explan...

drolles

MidKnight, Thanks very much for your reply. I appreciate you stepping in – I love these forums when the users collaborate. My post a suggestion and a question. Firstly, the suggestion; was that there should be an introductory example of this. Secondly, the question; (which you have in part answered ...

drolles

Hi,

Is there an example of a multi timeframe strategy anywhere? Or a description of how to do this in MC .Net?

I’ve found a lot of examples of how to do it in std MC, but none for .Net.

Any assistance greatly appreciated.

Thanks and regards,

drolles

drolles

Hi,

Is there any overview or “anatomy” of a strategy? I’m cutting over from OpenQaunt which uses an event driven framework – they have an introduction that explains how a strategy fits together. Is there something equivalent?

Thanks,

drolles

drolles

Hi,

Very excited about the prospect of MultiCharts .Net.

Do you guys intent to grow a 3rd party developer ecosystem around MultiCharts .Net?

Thanks and regards,

drolles

drolles

Ok, perfect.

Thanks very much for the reply and good news.

It looks like I’m safe to assume one can access the order lists as well (as per your reply to the other thread – via trademanager - viewtopic.php?f=19&t=11488)?

Thanks and regards,

drolles

drolles

Hi, Firstly, thanks very much for these profiles of your broker implementations! This is the most open and clear that I’ve ever seen a software vendor detail their capabilities of their integration with a brokers. Well done. Secondly, could you please help me understand using the integration with LM...

drolles

Hi,

Sorry if this is answered elsewhere, but is PowerLanaguage a C# implementation of EasyLanaguage?

Thanks and regards,

drolles

drolles

Could you please help? I’m looking at cutting over from OpenQuant. They unfortunately are looking to charge significantly more for their product. They (like NT) use event driven structure for their strategy scripts. I’m not understanding from the documentation how this works in PowerLangauge. For in...

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