MultiCharts: Trading Software for Automated Trading and Backtesting

maisatomai

Hi I do not want to set default session on the symbol as different strategies may use different time on same symbol

maisatomai

I create a workspace with 20 symbols and each symbol use different session template. When I send this workspace to another PC and open it, the session template will be set to default. I think it because I don't have the required session template in the new PC. Is there any way to overcome this probl...

maisatomai

I wanted BollingerBand(c,5,1) for daily value and thus I put i on a daily chart.

Now I am migrating to a 5minute chart. If I put BollingerBand(c,5,1) then it will refer to the 5 minutes bars.

maisatomai

Hi, I am using the session template (Format instrument->Format->Settings->Session) in the workspace. Say I have a session template called US hours 1530-2215. When I transferred this workspace to another PC without the session template and open the workspace with the other PC, the session template wi...

maisatomai

I know net profit can be retrieved by the keyword netprofit. is there any way to get ROA?

maisatomai

is there any elegant way to do it rather than a multiple if? I googled and cannot find anything about it

maisatomai

Capture.JPG: (21.58 KiB) Downloaded 592 times

For example in here, the session timing is set from 0800-2200

I wanted to place a signal in this instrument and find out the session time of the instrument.

I tried using print(NumToStr(sessionstarttime(1,1),0)) and it will give me 0005-2355 which is the session time in quotemanager.

maisatomai

Format instrument->Setting->Chart Setting->Sessions?

I tried to do

Code: Select all

NumToStr(sessionstarttime(1,1),0)

but that give me the session time in quotemanager

maisatomai

I don't think this is a bug, just standard program behavior. You could check for the date of the current last bar, specifically to make sure that it's the same as on data1. You can also write code to check if there is a holiday on the data symbol or on a regular trading day. Regards, ABC yes. same ...

maisatomai

yes. same 5 minutes resolution.

For example, 22/2/2016, data 1 is trading and data 2 is a holiday.

If you try print(c of data2) when data 2 has no bar, it will give you the closeD of data2 of 21/2/2016 which is very misleading. This is a bug in multichart.

maisatomai

Let say at time 1200 data 1 has a bar and data 2 has a null bar. How do you check data2 has a null bar?

is there something like "bar of data2=null"

maisatomai

Thanks but it don't really work.

I have your code and it don't work
::
Is this all your code?

yes you can try it on your side. and I think you will get the same result.

maisatomai

Thanks but it don't really work. I have your code and it don't work if (Random(10)>9.9) then begin if (marketposition>=0) then buy 1 Contract next bar at market else if (marketposition<0) then buy to cover 1 Contract next bar at market; end; if (Random(10)<0.1) then begin if (marketposition>0) then ...

maisatomai

Hi I allow multiple entry for my signal. let say i buy this bar at close 4 times at 4 different timing and now my net position is 4.

If I has a code saying sell this bar at close, then it will sell all 4. How do I sell 1 by 1 instead of all 4?

maisatomai

I agree with what OP has stated

maisatomai

It only recognise the file as one min resolution 01/26/2015,0005,0.7867,0.7871,0.7858,0.7868 01/26/2015,0010,0.7866,0.7868,0.7855,0.7856 01/26/2015,0015,0.7856,0.786,0.7851,0.7852 01/26/2015,0020,0.7852,0.7852,0.7845,0.7847 01/26/2015,0025,0.7848,0.7848,0.7843,0.7847 01/26/2015,0030,0.7848,0.7853,0....

maisatomai

I have 16GB here. Realistically how many MC charts can I run? Have anyone run a test on it?

Does drawing the ticks consume a lot of resources? If we make the bars invisible, will it help?

maisatomai

With strategy on each chart? I tried running 30 and it seems fine.

Was thinking whether it can take 300?

maisatomai

Is it possible? Is this? MultiCharts Data API - Call 1-888-340-6572 for more details The MultiCharts Data API allows you to connect any third-party real-time and historical data feeds to our MultiCharts package. When data feeds you want are not supported originally, you can use this API to make use ...

maisatomai

dedicated server. Spec is multicore with 3 Ghz and 16GB of RAM. No firewall and antivirus enabled.

maisatomai

Thanks for the replies. 1) So if you are short 11 and you have a code buy to cover next bar at market (note no contract size is input) , will you get a flat position? 2) if you are already long 3 and you have a code buy 5 contracts next bar at market , will you get position of +5 or +8? Actually I w...

maisatomai

Let say you have a short position of 5 and will there be a difference between

1) "buy to cover 10 contracts at next bar"
2) "buy 10 contracts at next bar"

maisatomai

Hi I rented a server with Centos and installed virtual box and run windows 7.

Strangely MC become very slow and unstable. Anyone have any idea why?

maisatomai

Code: Select all

[intrabargeneration=true]

if t[0]=XXXX then

     buy this bar at close

if t[0]=YYYY then

     sell this bar at close

maisatomai

when I do a .rld, do multichart reload tick data too? I am confused about 3 questions 1) I have CQG pro feed using API and retail feed using IC. Both are showing a high of 2017 while MC is showing a high of 2016.25 (at least more than 1hr after this happen). How is it possible as Henry say that MC r...

maisatomai

So can MC support stuff clarify how MC get the tick and 5min data if we are using live feed from CQG? Will it go through MC server first and MC server build the 5min bar? It seems impossible to connect to CQG as I did not find any CQG API in MC64 folder (the CQG dll is MC proprietary dll)

maisatomai

@TJ: The tick data of MC also shows 2017 and I have a CQG client running and they are show 2017 for the high. Only MC 5 min chart show a high of 2016.25 but it was fixed to 2017 more than 2hr later

maisatomai

I wrote a small program to build the 5 mins bar from MC tick data that I exported The red bar is the 5 mins bar I built myself and the green bar are from MC. I am using CQG as data feed provider. These bars are from quite long ago and I have refreshed a few times already. Notice there are some discr...

maisatomai

I am using CQG live feed. Symbol is mini S&P and the affected time frame is 3rd Nov 2014 Basically tick data has a 2017 5 min bar does not have it, and show tick of 2016.25 Why is it so? If we choose 1 day resolution, MC has an option to build from 5 min bars. When I did not choose this, MC will sho...

maisatomai

actually I found the answer by chance. It exitprice(1).

maisatomai

There is fileappend and filedelete. But how do I check fileexist in multichart?

maisatomai

I am in simulation mode (live feed) and using 5min bar. Say at beginning of bar, I have a bar signal and on the 3rd min, I am filled. Can I get MC to recalculate my code again once there is filled? There is a option in autotrading called onmarketpositionchage (recalculate on broker event) but this i...

maisatomai

print current market position first time indicator is applied? I was wondering how can I do this cleanly.

I can code

Code: Select all

if (barnumber=1) then

   print(MarketPosition);

but this will print the MarketPosition of bar number 1. I need the current market position.

maisatomai

For buy signal, the keyword entryprice allow me to know the price it bought at. But if for buy to cover signal, it shows 0. I tried exitprice but it still show 0. Anyone know how can I get the entryprice to buytocover?

maisatomai

Just wondering whether it can be done? Maybe write to text and reading from text may be an option but is there a better option?

maisatomai

Maybe I check it again tomorrow when the market is open. I understand what you mean and I thought MC will do what you have described. But I experienced otherwise. Thanks.

maisatomai

sorry for not being clear. I know what is a limit and what is a buy. Let say I would like to place a 100 limit buy if the price touch 102. if (currentprice<=102) then buy next bar at 100 limit 1st min: 107 2nd min: 102 3rd min:99.9 On the 2nd minute, MC will not place the 100 limit buy immediately. ...

maisatomai

vars:oldtime(0); print("old time: "+NumToStr(oldtime,2)+"new time: "+NumToStr(time[0],2)); oldtime=time[0]; Did a generic indicator to illustrate this problem. It is running on live feed old time: 2145.00new time: 2150.00 old time: 2145.00new time: 2150.00 old time: 2150.00new time: 2155.00 old tim...

maisatomai

On a 5min bar chart, there is no signal in the first minute. But in 2nd minute, a signal appear and I would want to trade on the signal immediately. Now I am using this code buy next bar at inside limit However, this code will only buy on next bar open. Is there a way to buy this bar at inside limit?

maisatomai

I tried doing something like this but it invalid value12=RSI(HighDaily,3)[0]; I think it because HighDaily is an array which is NumericSimple and RSI need NumericSeries. How do I create a numericseries? I think if all this fail I will just create my own algo to calculate things like RSI and average

maisatomai

Hi value10=average(HighDaily[0],2); value11=(HighDaily[0]+HighDaily[1])/2; This works as value10 has same value as value11 value10=average(HighDaily[0],3); value11=(HighDaily[0]+HighDaily[1]+HighDaily[2])/3; This don't work as value10 has different value as value11 HighDaily is of type Array. Anyone...

maisatomai

For limit order buy_order.send(), is there anyway to cancel it next period?

maisatomai

We emailed our broker and they wanted to charge us a fixed cost+variable cost per contract for using Pats API. Anyone has experience dealing with using MC.net for automated trading? Is there any way to use the brokers API for free or is this the norm we have to pay? Thanks in advance.

maisatomai

For trade 3 the drawdown is 412.5. Shouldnt it be 225+337.5?
For trade 4 you lose money, but the drawdown is lower??

maisatomai

Let say if we use if (bars.time[0].month!=bars.time[1].month) then we only get to buy at start of next month.

If we use if (bars.time[0].month!=bars.time[1].month) we can only buy at start of next month because OrderCreator.MarketThisBar cannot be used.

maisatomai

I wanted to use alerts in signal but it does not work. So to get around this problem I decided to create a indicator which alert me when there is buying/selling opportunity. But the indicator must know whether it has a market position before they can advise. But the problem is that I cannot use mark...

maisatomai

I use both MC and MC.net. I added a symbol called GB M3-DT (e-signal) in Multichart.net 1) quote manager for MC .net and 2) quote manager for MC 64. It work perfectly for the MC .net but for MC 64 it will keep complaining that it is not connected. The step is totally the same for both. Any idea why ...

maisatomai

Is there any way to do it? It is to save time having an indicator and signal

maisatomai

I have read the help file and it wrote that I can buy more than 4 contract with buy_order.Send(4). However, I tried and I still can only buy one contract. Which setting am I missing?

maisatomai

Hi I have 5 mins data and I import using Ascii mapping. When I change it to 1 day resolution, it will complain no data received. If I change back to 5 mins, it will show the data. So if we use Ascii mapping and have 5 mins data, we cannot use 1 day resolution?

maisatomai

how do we do it?

Do we first press the map button and choose one folder. Then press okay.

After that, we choose another folder and press okay. Will the first folder mapping be gone?

maisatomai

Can we map multi folder for ascii mapping or can we only specify one path?

maisatomai

Compared to exhaustive optimization, genetic optimization is fast. Can we get near-optimal solution from genetic optimization?

maisatomai

Hello maisatomai, Sorry for the typo. You can use MarketNextBar order if you are in CalcAtOpenNextBar mode. How do I get around this problem? I want to look at the next bar and if next bar is equal to 1/1/13 (for example), I will buy at this bar (which is 31/12/12). MarketThisBar order works only i...

maisatomai

Hello maisatomai, OrderCreator.MarketThisBar is not supported if [CalcAtOpenNextBar(true)]. You can use CalcAtOpenNextBar in this mode. Thanks Henry. Is this a typo? "You can use CalcAtOpenNextBar in this mode". Do you mean to say "You can't use CalcAtOpenNextBar in this mode" How do I get around t...

maisatomai

Andrew MultiCharts is very helpful. I apologize if this thread causes you any distress. I have a problem. If the year has 29th June, 30 June, 1 July, and if I use time[-1] to know whether month has changed, the earliest I can buy is on 30 June. However, I want my program to buy on 29th June. Is it p...

maisatomai

If I change the below code OrderCreator.MarketNextBar, it will work all right. But if it is using OrderCreator.MarketThisBar, it did not create any position. The code is to buy on last day of the month. using System; using System.Drawing; using System.Linq; using PowerLanguage.Function; using ATCent...

maisatomai

Yes, sadly this message was posted around 20 minutes before you send me the solution. You can lock or delete it.

maisatomai

I have spend 1.5 hrs in chat room without any solution.

I just want to do a signal which buy on last day of the month.

int thisbar=Bars.CurrentBar;
int test=Bars.FullSymbolData.Time[thisbar+1].Month;
int test1=Bars.Time[0].Month;
if (test!=test1)
buy_order.Send();

This give me error

maisatomai

I want to get the month (e.g. Month=3 for march) for the next bar.

And this does not work.
int nextbarmonth=Bars.TimeNextBar.Month;

Anyone know how can I get it to work?

maisatomai

how do the optimization know which variable do we want to change to change in order to optimize?

maisatomai

what is the difference between EOrderAction.SEll and EOrderAction.Sellshort in code execution. Both seems to give the same thing

maisatomai

Can we have a main function which we can call the signal we want. If there is, how do we know which instruments does the signal apply to?

maisatomai

also I understand when I call the strategy, the program will go through all the data bar once to do the necessary code.

Is I am backtesting and wish to try out different parameters for my strategy, how do I do it?

maisatomai

I have a strategy which has 2 variables which I wish to optimize. I wish to put it into a for loop and run the strategy, adjusting the 2 variables each time, so that I can know which is the most profitable variables parameters.

maisatomai

I have subchart 1,2,3 and when I use BarsOfData(3).Close[0], it prompt an error and tell me subchart 4 is not set up.

maisatomai

Are we able to do it in code?

maisatomai

Let say you have method1le and method1se. Can method1se access a int variable that is in method1le?

maisatomai

I have 2 functions, one is called good1LE and another is called good1SE good1LE is to long and good1SE is to close the position if the long position of good1LE suffer a 5 basis loss. Is there any function for good1SE to call such that "if (current value<good1LE trade price-5) close the position. It ...

maisatomai

I tried code like if (Bars.Time[0].DayOfWeek.ToString()=="Wednesday") m_BBandLE.Send(); it only open one position I tried code like if (Bars.Time[0].DayOfWeek.ToString()=="Wednesday" || Bars.Time[0].DayOfWeek.ToString()=="Thursday") m_BBandLE.Send(); and it only open one position also Why is this so...

maisatomai

When I go to Excel, there is a function call record macro. I pass record and then I will perform a series of task (e.g. type Hello in cell A1, then highlight cell A1, then type World in cell B2). After that, I will stop recording. When I go to VBA editor and see the recorded macro, I will be able to...

maisatomai

As above, which means we can just perform a series of functions and after getting into "VBA", we can see the code behind the operations.

maisatomai

I don't know whether I use the right term for it.

That means the market will disallow trading if the market trade up more than 3% (as an example). That means we will be unable to buy at that price. But in the strategy, multichart.net will still assume we can buy at that price

maisatomai

My data is 5 minutes data. If I switch it to 1 day data, it will show "no data". I am using ascii mapping.

When I tried to import using quote manager add symbol method, I am able to switch between data of different frequency.

maisatomai

Hi when we use the signal trading strategy, the signal does not account for limit up and limit down. How do I account for it?

maisatomai

I have a set of data which I imported using quote manager. Strangely, when I put session break, it will break at 1635. Is there a way to change the session break?

maisatomai

I am using multichart.net 1) Answer noted. Thanks. 2) I trying to create something like a chart which many series. Series 1 stand for the daily return for year 2000, series 2 stand for the daily return for year 2001 and so on. 3) For example, my original data was $2000 for day 1, $2100 for day 2 and...

maisatomai

can I use easylanguage and power language in multichart.net? Are all functions of multichart in multichart.net?

maisatomai

1) If we load 24hrs data into quote manager, is there to ask multichart.net to display only data in a certain time period (for example from 14:00 to 21:00) every day. 2) Can we ask multichart.net to display figures for a certain month (Can we do it with powerlanguage) 3) We have Jan 2013, Jan 2012, ...

maisatomai

protected override void StartCalc() {
// assign inputs
System.Windows.Forms.MessageBox.Show("Test");}

I realise that messagebox will run for 3 times. I do not understand. Shouldn't it be only once?

maisatomai

CalcBar will loop through all bar. If I run this code at bar 334 by plot1.set(0,high), it will only plot for bar 334. Is there any way I can plot for bar 332 or bar 336?

maisatomai

I downloaded 2 versions of multichart (.net and non .net) for evaluation purpose. I remember previously I was able to access the non.net functions. But today when I was doing the .net version, I realised that I cannot access the function codes. Even when I go to powerlanguage.net editor and press "o...

maisatomai

I import file from ASCII. I realised no matter which option I choose for the multipler (1x, 10x etc), the price (when I use multichart to chart it out) will always be in decimal.

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