MultiCharts: Trading Software for Automated Trading and Backtesting

syswizard

Hello Henry,

I think I've found a way in my code to keep the order alive for the correct amount of time. Hope it will work!

Thanks

Can you share this technique ?

syswizard

Since there seems to be interest in this indicator, I was able to contact the seller at this email address: nfs@nfsmith.net The price for the Jurik MA and a suite of other MA-based indicators was $205. For my purposes it was worth the cost. I would act fast, though, because they seem to be winding ...

syswizard

sgjohnson1981, If your data vendor provides Ask/Bid data, it should be available through DataLoader in MultiCharts .NET. You can check if data is available by plotting the chart with the Ask or Bid data series (Format->Instrument->Settings tab->Chart settings section). DataLoader is an indicator th...

syswizard

Something is really wrong with the computations. The plot of JMA based on my fix was not even close to the real JMA.
Something is "off" here. The prolific use of Power....does not indicate the BASE....BASE 2 or BASE 10 ?
I assumed BASE 10. That could be wrong.

syswizard

The docs are incomplete or faulty. First off, the Alpha calculation produced floating point errors (overflow).
So I changed it to this:
vAlpha = Power(10, vBeta) / 100; // /100 was missing from the docs.
Still, after making that change, the final JMA value was not correct

syswizard

I may not have been clear in the initial question. I presumed by combining cumulative delta from different symbols it would have to be an indicator, not a chart type. Correct. You'll need to create a chart with multiple symbols, each one representing Data(1), Data(2). Data(3), etc. Then you'll need...

syswizard

How does MC derive cum delta for historical data if bid and ask volume are not available on historical data? This is the problem with having these things as types of charts rather than indicators. I can't look inside them and see how they work in order to create my own. That is correct.... Bid/Ask ...

syswizard

Be careful when applying AI to trading. https://www.geekwire.com/2021/ibuying-algorithms-failed-zillow-says-business-worlds-love-affair-ai/ “What this says to me is that we need to stop over-applying technology in an effort to replace humans, and instead focus on applying technology to make humans b...

syswizard

Guys - I'm good-to-go now....it was a coding mistake.
All is well with GV.

syswizard

also auto trading driving me crazy - the system will buy/sell on the close UNTIL you enable real money auto trading, then it will enter the next bar at the previous close price. i honestly don't think mc can autotrade at all, please post sample code to prove me wrong. years this has been an issue. ...

syswizard

Yes, it can be done. You must use some fancy date arithmetic that takes into account the weekends and the holidays.
If Date < LastDateOf5 Then
SetstopLoss(ATR(5))
Else
SetstopLoss(500);

You must create a function that will determine the LastDateOf5 based on the CurrentDate.

syswizard

I have GlobalVariable.dll (version 2.2) installed in the MC main folder.
Somehow the variable values being Set cannot be fetched later in a different indicator via Get.
All I get are zeroes.
What could be causing this ?

syswizard

Internal Order and Position Tracker files cannot be read by a 3rd party program.

But Kate, YOU have a program to read them, right ?

Yes, that would be MultiCharts
There are no other special/separate programs to do that.

But we want to interact with those files from Power Language !!

syswizard

You are doing some really cool stuff...congrats !
Are any of these available with source code ?:
CUSTOM FILTER
Zscore Filter
bvc_buy volume
Amihuds Lambda
Kyles Lamda
Hasbroucks Lambda
Volume Synchronized Probability
Fractional Differenciation
Probability based betsizing
and many more.

syswizard

Nice compilation Mark. My criticism is the following: 1) MC developers should have named these built-in signals so they can be easily identified. ex: MC Stop Loss SX, MCTimeExit (Bars) LX, MCTimeExit (Bars) SX, etc. 2) there are no comments in the code 3) much of the code is "fugly".... a code beaut...

syswizard

MES-Profit Target Reached.PNG: (58.9 KiB) Not downloaded yet

syswizard

In the current release (14), one can determine the PnL and therefore the equity curve for any instrument...in real time.
The trick is to spin thru past trades and cumulate the PositionProfit for each trade. It would be great if MC developers could make this easier and more straightforward.

syswizard

Internal Order and Position Tracker files cannot be read by a 3rd party program.

But Kate, YOU have a program to read them, right ?

syswizard

Kevin Davey is pretty much the expert in OOS testing and walk-forward analysis. I know he has some special software to manage this as well.
https://kjtradingsystems.com/

syswizard

Can those files be read directly by any common database program/driver - or is their binary format released somewhere - in order to automatize the extraction process?

I would expect MC tech support to have a reader app for that. Whether they will release it to the public is another matter.

syswizard

This approach creates several MultiCharts.exe, but all of them share the same TradingServer.exe and TsServer.exe.

Why doesn't TradingServer.exe and TsServer.exe execute in separate cores from the desktop instance ?

syswizard

4. create several desktops and split the number of charts you have between MC desktops*.

*This approach does not split all MultiCharts processes between the cores.

Why doesn't MC split the processes ?

syswizard

I think it's possible to place separate MC processes into separate cores. It's called affinity, but I think it can only be done in Windows 10 or 11.
For instance, place tsserver.exe into it's own core and RTPServerProxy.exe into it's own core.
Not sure about the parallelization issue.

syswizard

I'll chime in here.... first of all, congrats on the great performance...$400k to $1 million....wow ! Secondly, how are you getting all of those signals coordinated for a single instrument ? For instance, one signal has you going long, but another signal wants to place a short....or place another lo...

syswizard

We’d also recommend using the Regular Chart type as a main data series, and other chart types as informational ones.

So have a Data1 series - regular OHLC chart and Data2 series as Renko, etc. Trade on Data1, get your signals from Data2.
Correct ?

syswizard

Just looking for ideas on how to close the gap between the above. When I used Renko bars, the differences were incredible. However, when I replaced the Renko bars with FlexRenko using the same brick size and resolution, the differences were diminished, but not eliminated. https://www.multicharts.com...

syswizard

TradeNumber - a numerical expression, specifying the number of trade (zero-based). I've been told this value should be zero....almost always. To retrieve the total number of trades in specified position use PosTradeCount Wait ! I need a function to tell me how many TRADES were made so far in the se...

syswizard

syswizard,
in my opinion there is no need for these reserved words, as we can access a better granularity using PosTradeEntryDateTime and PosTradeExitDateTime already.

Whoa....I was unaware of the Pos... functions. Thanks for that.
However, how do I get the TradeNumber ?

syswizard

For the purpose of tracking high frequency trades, I need the time to be more granular....down to the second level.
Anyone else have a need for this ?

syswizard

Thanks much for that RRAMS.
This is what I was looking for: RaiseRunTimeError

syswizard

I know there is a way to effectively shutdown your system based on a condition.
Please refresh my memory on how to do this ?
Example: I reached my stop loss for the day and want my automated system to shutdown and no longer execute.

syswizard

Does this mean that one's code must distinguish between live trading and back testing ?
How to detect Live trading mode vs. Backtesting in Powerlanguage ?

syswizard

PS. I replace MarketPosition to MarketPosition_at_Broker, I think problem was there.

Do you have to use MarketPosition for backtesting and MarketPosition_at_Broker for autotrading in realtime ?

syswizard

Thanks for that clarification Tammy.....very important IMHO. I need see the EL source code from time-to-time.

syswizard

Does ADE.DLL have a 64 bit version ?

syswizard

See attached. I am perplexed as to when the TradingCenter and StudyServer folders get refreshed.
Apparently, it is not every day....as I was running yesterday.
So what triggers the updates ?

Multicharts-backups.PNG: (27.02 KiB) Not downloaded yet

These appear to be back-ups of some sort.

syswizard

IndexerOffOn.zip: (290 Bytes) Downloaded 108 times

Finally, here is the code to set the CPU hogging windows indexer off and on. Pass a "0" parameter to set it off, no parameter or any parameter to set it back on.

syswizard

"Put each of these into a separate core:" how to do that ? Not sure the core can change for server.exe and tsserver.exe, but it certainly can for multicharts.exe: Just substitute Multicharts.exe and it's path for IBGateway here: echo off START "" /HIGH /B /MIN /AFFINITY 0xC "C:\Jts\ibgateway\978\ib...

syswizard

so which one applies to you ? : !From Broker To Strategy MP Synchronizer! The strategy checks the market position at broker and then checks chart market position. If the positions are different, then the signal generates an emulated order with the number of contracts and average entry price as on br...

syswizard

Try and disable the synchronizers.

syswizard

Put each of these into a separate core:
1) multicharts.exe
2) server.exe
3) tsserver.exe

Make sure you have stripped-out all windows processes that are not essential. Example: windows indexer
https://www.computerworld.com/article/3 ... ws-10.html

syswizard

re: "and the two synchronizers"
Which are those ?

syswizard

Thanks for that AdtianP. That's the kind of information I was looking for.

syswizard

I am making an inquiry regarding this charting option and wondering what everyone's experience has been ?
And please, especially TJ, do not send me a link to the wiki page that has Flex Renko outlined and explained.
I just want to know if it's reliable and has no performance issues.

syswizard

DId you guys try to set the Multicharts windows priority to "High" from "Normal" ?
Just curious as to what effect that would have.

syswizard

1. Order flow based strategies that use sign of orders. Can I access this in Powerlanguage? What datafeed do I need to test properly and how far back can I get? Also, something like volume only execute a stop loss if > x contracts trade. Can I backtest this? I don't understand this: "sign of orders...

syswizard

You may want to try moving up the Windows execution priority for these processes:
server.exe
tsserver.exe
Just go to Taskmanager, find the above, right click on each of them, set priority, select "Above Normal" or "High"

syswizard

Your question quite frankly doesn't make sense ? TS data vs. TS Backfill data ? What's the difference ?

syswizard

Most important: which version of Multicharts are you running ?

syswizard

Hi Massimo, I 've checked your video , it's very interesting but i'm not sure it is possible to send orders from an indicator in multicharts. Maybe the support team can answer to that. I believe this is possible thru a clever implementation of the GlobalVariables DLL. This permits data communicatio...

syswizard

A couple of ideas here: 1) For the IB Gateway, don't run ancient releases....they are upgrading constantly. Keep up to date. Make sure the IB Gateway has high priority and executes in a separate core: START "" /HIGH /B /MIN /AFFINITY 0xC "C:\Jts\ibgateway\978\ibgateway.exe" I suggest you NEVER set i...

syswizard

Something is strange here. I was an IQFeed user for 2 years. Rarely there was a problem.
There's got to be something else to this.....settings, symbols, etc.

syswizard

website "solvelgmm.com" no longer exists. New site ?

syswizard

This thread prompted my thoughts about having a enumerated list of all of the tick-level data feeds that MC-14 now supports. https://www.multicharts.com/discussion/viewtopic.php?f=1&t=52763&p=135842&hilit=data+feeds+interactive&sid=06effdd56ad96dc45ed526cb70773942#p135842 More importantly is the cha...

syswizard

What happens if you use the ASCII format instead of QMD ?

syswizard

On our end the issue you described is not reproduced. Please revise your signal code and temporarily comment out other exits. Also you can try to apply this code on a new chart: buy next bar 52.62 limit; setstopcontract; setstoploss(10); Well, I think this one issue is still not fully addressed: 1)...

syswizard

Dude: re: because MC is not native c/c++, it runs on .NET and loads up all the trash with it up to memory. this is from the horses mouth... MC14-architecture.PNG I'm not a software engineer, but I am a data analyst which comes in real handy for dealing large volumes of market data and stats. Also, y...

syswizard

Also, this is not a complicated exercise. When we did it, it took about a month and a half to get it up live, and it's been running ever since. I'm just asking... MC is sooo good.. But is there, like, seriously no good and stable solution to this problem? And why am I, like, the first person to men...

syswizard

- I have some friends who are saying - just open everything on its own chart and it's going to be SUPER stable. You put the instrument, you put the strategy on it, you turn autotrading on, and it runs, on 50-100 charts, with 4 GB of RAM (!!) for literal years without ever having to touch it. Is thi...

syswizard

Just a comment Dude: I didn't know this was even supported: negnum+=Trades[loop]; loop+=1; Did you try ?: negnum=negnum + Trades[loop]; loop = loop + 1; It's been my experience that the interpreter parsing is weak. I remember banging my head against the wall on this one: Begin Once Value1 = 10; End;...

syswizard

Well, well, well....based on your feedback, it seems as though conditional execution of SetStopLoss is not really supported.
Also, you insist on using MarketPosition WHEN IN FACT YOU DON'T NEED IT.
SetStopLoss and the other internal stops "know" when there is a marketposition <> 0.

syswizard

Please correct if I am wrong. Thanks.

Dude, you're not just wrong, you're stupid.
We keep asking what is your IOG setting (IntrabarOrderGeneration) ..with no response ?

syswizard

So you are saying that the SetStoploss is working in real time, but not in back-test mode ?
You should post your code again.
And make sure you show your IntrabarOrderGeneration(IOG) statement.

syswizard

If there is no change to your price, MultiCharts will not withdraw and repost the order. Agreed for SetStopLoss. However, what about SetPercentTrailing(Profit,Percentage) ? It seems in that case, once the profit target is hit, then MC must issue cancel and replace orders as the Profit increases. Of...

syswizard

Check this out....right from tech support: Lots of rule to be aware of ..... When the special order is not under an IF statement- it is evaluated intra-bar (even if IOG is off). The special order will be placed and remain active while position is open automatically without additional programming. Wh...

syswizard

Did you do this ? : why dont you change custom session time to end, one minute before it closes

if sessionlastbar then buy next bar market;

syswizard

Thanks for the clarification Svetlana. However, perhaps the wording needs to change or to be enhanced a bit in the release notes.

syswizard

Nicely done....many valuable fixes here.
However, why on earth would you do this:
"IQfeed: maximum length of a tick data request is now limited to 1 day."

What was the rationale behind incorporating that limitation ?

syswizard

What happens when you try this ? :
[intrabarordergeneration = true];
If Open >= highest(o, len)[1] then sellshort this bar at Open - RB points stop;
if Open <=lowest(o,len)[1] then buy this bar at Open + RB points stop;

syswizard

i had the same problem can search here and when it did trade it doubled my order, i think it has to do with ib's crappy snapshot data. Interactive's IB Gateway has several logging options. I usually keep them disabled for performance reasons. However, when execution problems arise you must turn the...

syswizard

Fibdax -
Did you perform a Back-up of MC-12 and a restore to MC-14 ?
Did you perform an export of the Symbol Mappings and import them to MC-14 ?

syswizard

You have to contact support to get specific login credentials to post in bug/development section.

I concur, but I don't like this either.....credentials for the project management should be the same as the user forum IMHO.

syswizard

Good points TJ and here is a good article related to the issue: https://www.dnsstuff.com/free-network-m ... g-software
Traceroute NG appears to be one good solution.

syswizard

Besides having the latest and greatest releases installed, I think with a non-integrated, modular set-up like Multicharts (which has it's advantages and disadvantages), it's best to insure the execution/clearing platform has priority over the charting platform. So here is the start-up command for th...

syswizard

Well Dude, you just need to compute the time difference going back in time. Of course, this is trivial for time bars, but not so for Renko, Range, Tick, Volume bars. Always remember that DateTime is a double precision floating point value accurate to the millisecond. Input: iSecondsAgo(numericsimple...

syswizard

Since then I've tried fully disabling Avast (adding exceptions didn't seem to help) before starting MC14 and the problem occurred about 45 min after starting MC14. Others are having the same problem with different feeds so doesn't seem to be a feed provider-specific issue. Something is interrupting...

syswizard

I actually see that as a good thing. The more feedback MC get from the real world users the better. It alerts MC support to fix issues that would otherwise not be possible to detect using their own tests. Actually I think Mark is right on this....rule of thumb: always provide the users an option......

syswizard

Dude - did you not see this post ?: "That's true, TradingView does not allow connections with other software (either on your computer or other online apps). You can send data in TradingView to other apps, but not the other way around. Bomberone1, there's a feature request for MultiCharts <-> Trading...

syswizard

I am now posting to https://github.com/biffhero/mcExport/ in the issues section. Should a WIKI be established there ?

syswizard

Rob - I think we need to take this offline for sure. Where should we do it ? Github ?

syswizard

Dude - I think you are "losing it" ! ELD is a horrible extension....it's encrypted or BASE64 encoded or something. PLEASE, PLEASE DEFAULT TO ".txt" instead. That's known as Plain Text. Here is the NotePad++ rendition of the contents of an ELD file: MWRKArea.wrk ORCMP =‹ .T, á Äð` ÿ 0H> ø<@¿Ûþºû÷...

syswizard

One more thing.....please add a second parameter to specify the output filetype/extension. The current filetype is unsearchable in Windows. I had to use the Bulk File Rename utility to rename all files to ".txt". Note: other users may want an extension of "esl" or something else. Reason : A dictiona...

syswizard

I just want to say..."Bravo" Dude. This is something I've always wanted...and this provides the ability to search thru the source code of thousands of functions, indicators, signals, etc. to find keywords and strings. Wow ! That being said, here is some feedback. After installing Python 3.8 (3.9 wil...

syswizard

I see they have an SDK, but I am not sure that can be used to integrate with MC. It appears this company can take Easy Language source code and translate that into their own proprietary code. Also, it seems as though they will run that system on their own servers. So as long as you have a broker the...

syswizard

Bomberone1, there's a feature request for MultiCharts <-> TradingView integration here: https://www.multicharts.com/pm/public/multicharts/issues/MC-2337. I don't know if it's on the horizon to be implemented soon. Well, first of all, it's not a trivial task despite the fact that MC has built many i...

syswizard

TradingView uses PineScript as it's programming language. https://www.tradingview.com/pine-script-docs/en/v4/Introduction.html However, it reviewing the documentation, it appears not to support a DLL interface like Multicharts does. Thus, because of this limitation, there is no easy way to communica...

syswizard

Mark - One thing you may want to experiment with is setting the Windows execution priority for a particular process or exe. I know I was having occasional problems with the IB Gateway not processing orders from MC. However, once I elevated it's execution priority over that of MC, the problem never s...

syswizard

I tried various market position options and found that MarketPosition_Checked allowed the auto signal generation to continue despite manual orders being executed. Well, thanks for that. The sparse documentation doesn't even the mention the difference between MarketPosition_Checked and MarketPositio...

syswizard

Thanks for that Super. Here are the details: aiStrategyAuto - specifies return of a numerical value, indicating whether the calling application is using Automated Trade Execution GetAppInfo will return a value of 1 only if the calling application is using Automated Trade Execution, and a value of 0 ...

syswizard

Thanks for the response Bowles. At least I know now that someone else has encountered this problem.
I'll keep on experimenting with this.
I wish there was an Easy Language keyword like "IsLiveTrading" indicating there is an active data feed sending data when it is set to True.
That would be useful.

syswizard

You need to read Multicharts documentation about Auto Trading at https://www.multicharts.com/trading-software/index.php/Auto_Trading. I have read it and it does not address this issue specifically. If the SA button (synchronous mode) stayed green after placing an order to broker manually, then the ...

syswizard

Mark - I believe Rithmic is right up there with the best of them. However, they are expensive as they extract $0.50 per R/T for execution/routing. Also, for $100 per month they have an extensive tick-data historical database. I will be moving to them in December from IB and IQFeed simply because IB'...

syswizard

I just want to make sure these are the correct formulas: TicksPerPt = BigPointValue / ((minmove/pricescale)*BigPointValue) or ... PriceScale/MinMove. TickValue = BigPointValue/(Pricescale/MinMove) Here is a trace of the values below: Date=1201119.00 Time= 1655 @MNQ# 1 Point= 0.01 minmove= 25.00 BigP...

syswizard

re: "I would like to know how to get at it from within MC."
It should have been put in the Help menu as a drop-down option....i.e. "Help File-CHM".
Better yet, two options: "Help File-CHM", "Help File-PDF".

I'll put in an enhancement request.

syswizard

Wow, thanks for that Bowles.....I had no idea there was a .chm help file. Hopefully, it is up-to-date with the Wiki docs unlike the PDF file that I use all of the time which dates back to 2016. I really love the PDF format because with Acrobat Pro it can be modified and with Acrobat Reader it can hi...

syswizard

Bowles, Along the lines of this BidSize/AskSize topic, do you know if a Level I data feed for the CME E-Mini's provides for the BidPrice and AskPrice ? I know of course that Power Language does not support those keywords.....but I've always wondered if they should ? I'd like to know the volume of tr...

syswizard

Not surprised. I don't use tick charts (do tick charts have a bar that collects multiple ticks? Could that be the issue you experience?). Yes, of course...the end of bar should come at tick #200. That's not happening. IMHO that should not be happening with software this mature. I use bars that are ...

syswizard

I tried this a few months back: SA (Sales Automation) was turned on for a chart and orders from my signal would be triggered. However, when I attempted to enter a manual order, the signal would stop firing off orders if the manual order was executed. In effect, the automated signal became disabled a...

syswizard

Wow, Bowles...thanks for that extensive discourse on MC's execution process. Here is the link to the new drawing directive: https://www.multicharts.com/trading-software/index.php/RecoverDrawings Re: BarStatus....you should be aware I have an outstanding support ticket regarding this. What I discover...

syswizard

Thanks Bowles. I see the RecalcLastBarAfter insures the sending of the data via GV Set call. However, does it mess-up the other code in the calling function or indicator ?

syswizard

Just a few more observations regarding MC-14:
1. Optimization runs surprisingly fast - even with the "exhaustive" option.
2. Saving a Strategy Performance Report to Excel is really slow.

syswizard

Good stuff KH.
Do you know if there is any documentation for swedll64.dll ?
What are the functions that it performs ?

syswizard

Wow, thanks a ton Bowles for those declarations.
Final questions:
1) How do you handle the synchronization between the sending app (MC) and receiving app (Access) ?
2) Why did you see the need to make "wrapper" functions for the DLL calls ?

syswizard

Someone said they are here: However, you must register first from what I understand.
https://download-pdfs.com/v6/preview/?p ... Book%2040)#

syswizard

Just a couple of comments on your problem: 1) You are 3 releases behind in MC and at least 2 releases behind with the IB Gateway. Its tough to get technical resolution on old releases. 2) Do you have both logs turned on in the IB Gateway ? They will tell you a lot. I know I keep mine turned off for ...

syswizard

Very interesting. I'd love to know how you poked the GV's into MS Access. I'd like to do the same for Excel. BTW: I see you were using SetNamedInt instead of SetNamedDouble. It is my understanding that all system and user variables in MC are of double-precision floating point and that even declarati...

syswizard

Yeah, and I too am having the same problem implementing the TypeZero.lib.
It seems like the documentation on this just abruptly ended early in the PDF file....LOL.
I tried to get on the TS forum to get some hints on this, but I could not without a brokerage account.
Know of any TS users ?

syswizard

Guys - I have to report on a wild day like today with E-Mini ES futures coming in a 2.5 million contracts for volume and reaching upwards of 100 ticks per second, my workstation's CPU barely went above 5% utilization. And I had several charts with indicators set to "Update On Every Tick". For this f...

syswizard

Never mind.....I finally discovered the TYPEZERO bar.
I have to admit that ADE is pretty powerful.

TJ - I have an ADE setup.exe file dated 2006. Does that version support 64 bit Windows ?

syswizard

I've been reading the documentation carefully and noticed this: The data for a particular symbol and bar interval is stored in a sub-map, which in ADE is called a DataMap. A DataMap contains the following elements: • A list of numeric Bar IDs (calculated as Date + Time / 10000). Each Bar ID identifi...

syswizard

Gang - I want to inform everyone that this problem has been identified and acknowledged by MC's fine tech support and will be resolved in the next service pack release for MC 14.

syswizard

OK, see attached for the proof. Carefully note that BarStatus=0 SOMETIMES follows BarStatus=2, but not always. In fact, it's a rarity.
Something is really wrong here. I think the internal "new tick" event handle in MC is not working right and thus BarStatus is not being set properly.

syswizard

Here is the official word from IQFeed: I am running a 200 tick E-mini chart in Multicharts. However, when I go to count the ticks for every bar, they are much less than 200.....like 50 to 100. However, the MC tick countdown indicator seems to catch all 200 ticks. How can this be ? Is there a hidden ...

syswizard

Interactive is not the only one who compresses data. Check the small print in your data provider's spec. You might be surprised. Naw....something else is wrong. If that was the case, then MC's tick countdown calculation would reflect the compressed ticks. Only other explanation is that MC is able t...

syswizard

Who is your data provider? Did you know most of the data provider streams compressed quotes? I have IQFeed. I am aware that Interactive's data stream is compressed. I'll be moving to Rithmic soon, so that will be interesting comparison. ie. they are not true tick-by-tick streams. They are snapshots...

syswizard

Guys, after much testing of this, I've come to the conclusion that something is seriously wrong when it comes to tick charts. When I go to count the ticks in an indicator or function with Update On Every tick, my count is far below the tickcount setting for the bar. When the end of the bar occurs (B...

syswizard

Using the latest release of MC14, I wanted to experiment with Bidsize and Asksize on a realtime chart. I built a simply indicator with a IntrabarPersist variable called vTIckCount. Indicator of course has "Update Every Tick" set to on and "Skip Identical Ticks" set to off. The charts where I placed ...

syswizard

I too have witnessed this as well and I have an Interactive Brokers execution platform thru the IB Gateway.
I believe the problem is specific to the Interactive Brokers API calls from MC.

Note: I reported this months ago during the MC14 beta program.

syswizard

Interesting. I have not experienced the slowdown in MC 14 that you have. I have 4 charts running 200 tick charts in the same workspace for live trading. I use one Desktop configuration for live trading and another one for backtesting. I think even more important than keeping open workspaces to a min...

syswizard

Thanks for that TJ....especially valuable was the definition of the two different break-downs. Is Volume Delta available to Power Language studies ? I see this for BidSize and AskSize.....re: "Quote Fields cannot be referenced historically." So it appears these cannot be aggregated and that one must...

syswizard

I've been researching this topic and it's confusing to me on how it's calculated with a Level 1 data feed.
From what I've been reading, it appears that a Level 2 data feed is required to calculate it properly.
After all, it's supposed to be an order flow indicator.

Can someone clarify this ?

syswizard

MultiCharts.NET.14.0.20947.400_Release_x64 is still buggy. I have to roll back to MC12.NET. The issues are - Symbol link randomly broken. - Study randomly error after change symbol by .csy command line. Two things: 1) that .NET version is still in Beta 2) why post here ?....there is a separate foru...

syswizard

When will MC14 be rolled-out to the FCM's/Brokers ?

syswizard

I received the attached error when exiting MC 14 Beta 5.

syswizard

Any projection for when we get out of beta and go live with MC 14 ?
It seems like forever.....sorry for the impatience.

syswizard

Recent message from MC 14...see attached.
CPU utilization running no more than 10-15% of total CPU. Trading activity light, so no reason for the delay.

MC14-Test Message-Order Position Tracker.PNG: (8.21 KiB) Not downloaded yet

syswizard

Beta 3 has been out for quite a while. Is Beta 4 forthcoming ?

syswizard

Thanks for that Svetlana......now I am aware of the overhead involved with retrieving tick data....even from the "Database".
Going with my definition of "compressed" data would really save a ton of processing time IMHO.

syswizard

'Compressing' here means 'compressing to an internal database format for storage'. Why not just open QuoteManager and have a look at the database data for your symbol? Thanks for that suggestion. I had a funny feeling that our definitions of "compression" were different. It does appear that MC's co...

syswizard

When you close MultiCharts, QuoteManager and Portfolio Trader, the cached data is compressed and saved to the local database. In MultiCharts 12 we have also added an option to “Flush Cached Data to Database” manually (MultiCharts->File tab, QuoteManager->Edit tab). I just want to make sure we are o...

syswizard

You have mistaken the computer operation. Nothing is "Compressed". When you create a 200-tick bar, the process is not called "Compression". Sorry to disagree. Ticks are converted to OHLC bars and that "compresses" the data from milllions of ticks to thousands of bars. Why on earth would there be a ...

syswizard

I read this: https://www.multicharts.com/trading-software/index.php/Data_Cache I am still confused. This all seems to work like magic with the Database. When opening a chart, how does MC know to use the database vs. the raw data from the data source ? In other words if I open the same chart in anoth...

syswizard

I need to do some backtesting and optimization utilizing tick data. Is there any performance advantage towards compressing the tick data down to "x" number of ticks.....say 200 ? Or does MC save the compressed tick data automatically in the cache ? For 2 million ticks, I'd be reducing the number of ...

syswizard

No question this is a serious problem. Any chance you can start running on the new version of MC ? Version: MultiCharts64 OpenBeta Version 14.0 (Build 19285) Taking that action will more likely result in this being resolved in the upcoming edition of MC rather than the current version. Another idea ...

syswizard

I am getting a socket error message related to Interactive Broker's Gateway - version 978.1b.
This occurs on start-up, but does not appear consistently from day to day.
See attached.

syswizard

Possible reasons for the delay: - too many updates in Order and Position Tracker. This includes orders, positions, alerts, logs, etc. Everything that's displayed in Order and Position Tracker passes through this channel. That is required to decrease the number of the clients (Order and Position Tra...

syswizard

I am getting two yellow error messages in right lower corner of my screen: #1: Order and Position Tracker Test Error Message: The channel of sending to the Order and Position Tracker window is blocked or the messages queue is too long for the test messages to be handled within 10000 ms. #2: Order an...

syswizard

Thanks for that, but that code must be rewritten to calculate things based on PointValue and CurrentContracts so that it is expressed in terms of ticks. Also, this code has nothing to do with how Multicharts implemented their trailing stop logic based on the specification of profit and loss for each...

syswizard

I need to start using the trailing stop exit strategy. However, I am confused over the specification of multiple levels. Is the tick/percent specification to be based on the prior level or is it based on the tick/percent movement from the price where the exit strategy was placed ? Example: Level 1: ...

syswizard

I have changed the location of the directories (File, Preferences, Misc). Will this be a problem with installing Beta 2 ?
Also, will my studies need to be recompiled ?

syswizard

Volume Delta is available since MultiCharts 8.5.

How is it invoked ? Can it be customized at all ?

syswizard

Does this release support "footprint charts" ?

syswizard

So is that a YES or a NO ? I don't really care about the speed aspect.

syswizard

Will the new Volume Profile work on tick charts or are there limitations ?

syswizard

Sorry, but I discovered BUY and BUYTOCOVER act differently as does SELLSHORT vs. SELL. Remember: gotta start the day with 2 contracts BUY or SELL.....then BUY or SELL the rest of the day 4 contracts into the close. At close, BUY or SELL 2 contracts to close-out the position. You are missing the whol...

syswizard

Good luck Anna ! I do my best LOL It works fine when trading manually via Trade Panel. Note: there was nothing wrong with my code.....it starts with 2 contracts at start of day and then trades 4 contracts till the end of the day.... 2 long, 4 short, 4 long, 4 short, etc. As I had mentioned, MarketP...

syswizard

Sorry Smoky - it wouldn't work for me...I'd open with 2 long, then go 4 short and then 4 long.....and the marketposition was then zero !!! WRONG !!!
Should have been 2 long. Why did they create ChangeMarketPosition ? I would say for this very reason.

syswizard

Thanks Guys.....but the MarketPosition system variable is not working correctly in this context. I start the day buying 2 contracts, and then I just buy and sell 4 contracts the rest of the day.....a no-brainer. However, in my signal......After I buy the 2 contracts and sell 4 contracts, and then bu...

syswizard

I am unable to create a signal that starts off the day with 2 contracts long or short (depending on the indicator value) and then stays constantly in the market by selling or buying 4 contracts to reverse the initial and previous positions. I tried BuyToCover and SellShort to no avail. Do I need to ...

syswizard

I don't think that's when the tick gets multicharts to catalog it as up, down or something else. Please contact technical support on this. They must handle sideticks in this fashion....as there is no other way other than to ignore them. If they did that then Total Ticks would not match Upticks+Down...

syswizard

Since you are dealing with tick resolution, I think the problem is side ticks. There are upticks, downticks, and sideticks where the price is the same for subsequent trades. No one counts the sideticks as the standard is to consider them as either a downtick or an uptick based on the most recent upt...

syswizard

re: "The substance is that the code is executed twice."
Just put a boolean variable in there or a counter so that it exits before the second execution occurs.

syswizard

Henry / Svetlana -
please re-establish my account in Project Management as I can no longer log into it.

syswizard

Guys - thanks for the feedback. The Dot-Net option is not possible.....there are only 9000 Dot net posts relative to 75000 posts on this forum.
I really like the DLL option.....but only if MC support can provide the details of modifying the Chart Trading Panel via DLL.
That sounds great !!!

syswizard

MultiCharts Project Management Please contact us directly if you don't have a PM account. Henry - I HAD a PM account, but your system admins removed my ID likely due to inactivity. I suggest this setting be changed....to 1 YEAR. No activity after that period and then the account is removed. Not bef...

syswizard

I have also been looking for this enhancement. Would it also be possible to adjust the wording of the Alert as well? Dude - the wording of the alert is already possible. That's not the issue. Making the alerts differentiated is exactly what I want. Alert(Text("Day of week is ", DayOfWeek(Date)));

syswizard

Hi syswizard, sounds like you want .net with its access to toolbar controls. Of course, but I want PowerLanguage extended instead. Otherwise, I'll be homeless learning C# and the entire Dot Net platform.....I've been told it's a 1 year journey. Oh, and then I have 10,000 lines of code in PowerLangu...

syswizard

What happens if the buttons are "Disabled", and you want to get out immediately? :lol: eg. the market has turned against you . . . and your logic has locked your buttons. TJ, you are smarter than that....just use keyboard shortcuts in an emergency. https://www.multicharts.com/trading-software/index...

syswizard

Always agree to make more POWER in Powerlanguage ! Absolutely. I am arguing for a extension to access the chart trading panel's basic functions. This provides much needed functionality for traders who are semi-automated.....and eliminates yet another set of rules that must be followed manually. The...

syswizard

Hello syswizard,

Thanks for your suggestions. They were forwarded to the management and will be taken into consideration in the future.

Ok Henry....send that link to your Project Mgmt tracking system...I'll enter the specifics there.

syswizard

"set the # of contracts based on market volatility". I'd like to see that one. Maybe use a percent of ATR. Remember: With PowerLanguage any and all kinds of logic can be applied. Setting the bet-size based on current volatility makes a lot of sense. So all we need is a few getters and setters: CTP ...

syswizard

I can still exit using the feature of clicking on the instrument on the chart. I never use this technique on a regular basis.

syswizard

Dude - why are you reinventing the wheel ? Use this: SetPercentTrailing Closes out the entire position or the entry if the specified percentage of the maximum profit is lost after the profit has reached the specified value; generates the appropriate Stop order depending on whether the position is lo...

syswizard

Sorry Dude, I couldn't follow that code at all....no annotations, no indenting.....
Also, on a 1 tick chart, isn't TICKS always 1 ?
I don't quite "get it".

syswizard

I use Alerts a lot..and that's the problem....they all look the same and distinguishing them clearly in rapidly moving markets (think E-Mini) becomes difficult....even with sounds. I wonder how difficult it would be for MC Engineers to provide an extension for Alerts to be able to change: 1) backgro...

syswizard

I just wonder if anyone thinks this is useful idea: Having the ability to control certain aspects of the Chart Trading Panel from within Power Language. I would like the ability to: 1) disable Buy/Sell buttons under certain conditions 2) set the # of contracts based on market volatility Right now th...

syswizard

Ah....thanks for that Smoky...and I so I just need to create a separate workspace with the same charts and indicators so I can set-up text boxes as I review each trade. The goal is to create some scripts to show the indicator values at the time of each trade. This would be great analysis. Reason: I ...

syswizard

Is there any way I can review past trades that were placed manually ?
In other words, I need to see the buy/sells based on the trade history....and determine what the value of my indicators was at the time of the buy or sell.

syswizard

Henry - this is the only change/improvement I see:

BUGS FIXED & IMPROVEMENTS:

Charting/Data Handling

OANDA: updated the connection to meet the new data request limits introduced by the vendor.

syswizard

I am considering to use Playback mode to sharpen my trading skills.
I am just wondering if anyone has some tips or best practices on doing this.
For instance, should I establish a new workspace just for this purpose ?
What else should I do ?
BTW: I am using 200 tick bars on ES/NQ Emini futures.....

syswizard

It's important to note that the ELD function wrappers are limited to the LastBarOnChart.
One must call the DLL directly to get Collection to operate on historical data.

syswizard

This has been resolved as Realtime PnL is not accurate unless you have a realtime data feed subscription with your broker. In my case that would be Interactive Brokers. I am using DTN IQFeed for the realtime data. The only possible workaround is to compute the PnL via script and display it in the st...

syswizard

Thanks for that TJ....so always a one bar delay. I think I can live with that.
So one very important issue is to insure the receiving chart has the exact same time/tick interval.....
Or the receiving chart must be equal to or LOWER than the sending chart in terms of interval.

syswizard

I am trying to pass indicator values from a workspace to another workspace and another chart. How can I be assured my GVGet calls are getting the latest GVSet data since they are both firing off at the Close of the bar with the same bar interval ? In other words if the GVGet fires before the GVSet, ...

syswizard

I will do so. I tried all 3 broker profile options and got the same delayed behavior.

syswizard

Where can I find the ELCollections.ELD ? I have the DLL, but not the ELD.

syswizard

So ELCollections and the other DLL's do not need to be registered in Windows ?

syswizard

Thanks - but where is the documentation for all of those supplemental DLL's ? TickTock, etc. ?

syswizard

I copied the DLL per this post:
viewtopic.php?f=5&t=9870
But when I tried to register it using regsvr32.exe (64 bit) I received this error message: (see this).https://1drv.ms/u/s!An9kUrKPe0Whgc4HEQmJ2e27HiPMFw
What's the problem here ?

syswizard

No, I finally determined that the documentation for the SELF functions is confusing because it defines the parameter as being PRICE, but instead it's the INDICATOR VALUE that must be passed. Sheesh.....finally its working. However, I have only 1 indicator in it's own subchart. What about the case wh...

syswizard

Ah....so it automagically associates the PRICE with the indicator VALUE.....that makes sense.

syswizard

I understand all of that....but the implementation of arw_setlocation_s is the big issue....as a subchart with an indicator does not have price, only a value.
I'll test this weekend to see if it relates the price parameter to the corresponding indicator value.

syswizard

So using Arw_New_self_s would do it ?
However, Arw_SetLocation_s (ObjectID, BarDate, BarTime_s, PriceValue)
indicates a Price, not an indicator value.
So this is confusing...as the arrow should be associated with the indicator value, not the price on the chart.

syswizard

I'd like the ability in PowerLanguage to place text and graphics objects on subcharts that contain indicators.
Does anyone else think this has value ?
Is there any way this can be done now....via DLL's or other methods ?

syswizard

Last Trade DEFINITELY didn't work.
I tried other options as well.
I think this is an IB API interface bug.
The PnL should be updated after every bar close.
Guess what ? It's NOT.
Maybe every 5 bars....that's my estimate.

syswizard

I have amended the request to include a search across all scripts feature

syswizard

Thanks Anna - I just was confused as to the differences between the 3 VWAP indicators....that's all.
In the case of day trading, would not the VWAP_noreset indicator be more appropriate ?

syswizard

I read most of the relevant posts like this one: https://www.multicharts.com/discussion/viewtopic.php?f=20&t=46112&p=102764&hilit=VWAP#p115750 But it is still not clear to me if this is possible: Is it possible to get the VWAP for a 200/400/1200 tick chart ? I'd like to base my studies / signals on ...

syswizard

AvgEntryPrice
Returns a numerical value, indicating the average entry price for all open entries in
a pyramided position.

syswizard

Wow - thanks for that TJ.
So Once can execute statements once conditionally or unconditionally.

syswizard

I saw this in the Synchronizer code:

Once Begin
.......
End;
What is the purpose of Once ? Is that for initialization stuff ?

syswizard

I read this thread: https://www.multicharts.com/discussion/viewtopic.php?f=1&t=50344&p=124220&hilit=OCO+orders#p124220 I just want to be sure that one must use the twslink DLL in order to accomplish this. How will the the strategy know which attached order got triggered and which got cancelled ? I s...

syswizard

Thanks for that TJ !

syswizard

Uh...where exactly is the PowerLanguage Editor Dictionary located ?

syswizard

5000 symbols in realtime is a lot of data to handle. IMHO your internet connection should be gigabyte speed, your CPU should be at least 8 cores, and memory at least 32 gigs....with a solid state hard drive.

syswizard

I am aware of that fact. However, the Bug Genie portal is all messed-up...won't recognized my userid or email for a password reset.
Something is wrong with it's authentication mechanism.

syswizard

I tried, but I was unable to login to the Project Management portal....and I could not reset my password.
Something is wrong here....it didn't recognize my Userid.

syswizard

I've added this request to the project management dashboard.
This cannot be all that difficult to implement....and it has vast implications for code analysis.

syswizard

For a future enhancement, will you please consider this as a new Export option: Export-to-Text ?

syswizard

My trading goes through a rental server! home computer - to optimize strategies. thanks for the information! I have always been a strong supporter of Intel processors. But after reading about the new AMD processors, I realized that I was ready to change - to speed up the calculations. so I want to ...

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