Search found 378 matches

by wilkinsw
17 Jun 2018
Forum: MultiCharts
Topic: Any London based traders / researchers?
Replies: 0
Views: 22

Any London based traders / researchers?

If there is anyone based in London who's interested in possibly working on a trading project, please PM me!

Will
by wilkinsw
08 Jun 2018
Forum: MultiCharts
Topic: Any Trading Tecnologies "TT" users? [SOLVED]
Replies: 3
Views: 70

Re: Any Trading Tecnologies "TT" users? [SOLVED]

My brokers quoted me $3600 per market per month! So I guess I won't be doing that then.

What are other users getting charged?
by wilkinsw
08 Jun 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 201

Re: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]

In live trading: so far I'm seeing correct behaviour. About 0.1s after i sent my marketable limit order, MC tries to cancel it (on a subsequent tick where buy=false). But that's not an issue as I'm filled. Might I suggest MC tweaks paper trader behaviour so that a submitted marketable order can't be...
by wilkinsw
07 Jun 2018
Forum: MultiCharts
Topic: Any Trading Tecnologies "TT" users? [SOLVED]
Replies: 3
Views: 70

Re: Any Trading Tecnologies "TT" users? [SOLVED]

Thanks Henry,

I might trial it alongside CQG.

Any quirks other than what was in the wiki? For example, do I have to restart MC daily? I don't have to do this with CQG api but had to with Patsystems. Hopefully, frequent restarts is not the case with TT's fix api?
by wilkinsw
07 Jun 2018
Forum: MultiCharts
Topic: Any Trading Tecnologies "TT" users? [SOLVED]
Replies: 3
Views: 70

Any Trading Tecnologies "TT" users? [SOLVED]

Hi, I am playing with the idea of order routing via the TT Fix API. Any users out there? Any feedback? On the broker profile page: https://www.multicharts.com/trading-software/index.php/Trading_Technologies_Broker_Profile It says: "Trading Technologies doesn’t provide information on the list of...
by wilkinsw
06 Jun 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 201

Re: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]

Thanks Anna! That's not what I found in the paper trader. If prevailing price was 100 and on a tick I sent buy at 110 limit order (with a communication delay set at 0.2-1 second): You would often see order submitted...then cancelled a second or so later with no fill. I'm going to deploy an IOG algo ...
by wilkinsw
06 Jun 2018
Forum: MultiCharts
Topic: MC64 11 r9 new warning message needs a tweak [SOLVED]
Replies: 4
Views: 93

MC64 11 r9 new warning message needs a tweak [SOLVED]

Hi, new behaviour is slower.PNG The new autotrading warning message has the "NO" option auto highlighted. That means for every workspace where I have many charts that need turning on; for each one i have to move the mouse across and select "YES". on MC64 11 r5 it was "YES&qu...
by wilkinsw
05 Jun 2018
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 10
Views: 482

Re: All studies on a chart will randomly turn OFF from time to time

Hardware is very unlikely to be the limitation for me. I rarely use more than 50% of any hardware resource on my production servers. Am running MC11 r9 as of last week (updated from MC11 r5): haven't had an issue yet but have never not had the issue with latest versions having used MC as a heavy use...
by wilkinsw
05 Jun 2018
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 10
Views: 482

Re: All studies on a chart will randomly turn OFF from time to time

Thanks Smoky will take a look.

In the meantime, does anyone know if copy and pasting charts into a new workspace will carry over the bug or not?

Thanks.
by wilkinsw
05 Jun 2018
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 10
Views: 482

Re: All studies on a chart will randomly turn OFF from time to time

If a workspace is suspected to be corrupt; what's the quickest way to create a new one that is unlikely to also be corrupted?

I'm thinking copy and paste all charts from old workspace to a new one. Or will the new one inherit the same issue that caused the corruption?
by wilkinsw
01 Jun 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 201

Re: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]

Forget about the broker. If I've sent the broker a marketable order and I'm not filled then I would come down like a ton of bricks on the broker. This is a different issue I'm describing. Please take the time to review it and help me. Before the order leaves Multicharts is it possible to intervene a...
by wilkinsw
31 May 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 201

Re: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]

my opinion is that if an order is submitted then it's inflight. it should not be possible to cancel an inflight order. if on a certain tick buy=true then that order needs to be sent and not intercepted and cancelled in the event that a later tick buy=false and the order is stuck in a batch queue. fo...
by wilkinsw
24 May 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 201

Re: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]

Also, is there any difference, when live trading, in the speed that MC is able to send a market order vs a limit? I'm performing stress tests; running lots of IOG signals on the Paper Trader. I'm noticing that marketable limit orders are far more prone to triggering order batch queues than market or...
by wilkinsw
23 May 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 201

Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]

Hi, I wanted to ask MC if certain behaviour when auto trading on Paper Trader is accurate. If you run the following code: [intrabarordergeneration=true]; recalclastbarafter(.01); if getappinfo(aiCalcReason)=0 then buy ("test")next bar at close+10 limit {or market}; sell from entry ("t...
by wilkinsw
21 May 2018
Forum: MultiCharts
Topic: Execution delay [SOLVED]
Replies: 25
Views: 3776

Re: Execution delay [SOLVED]

Hi, I'm seeing this issue when testing a range of IOG signals that I'm running on paper trader. I've been so careful to make sure script calculation is as infrequent as possible, yet I'm suffering big order queues. What is the disadvantage of the redistry edit that stops empty batches? Surely there ...
by wilkinsw
14 May 2018
Forum: MultiCharts
Topic: problem price in order limit [SOLVED]
Replies: 6
Views: 128

Re: problem price in order limit [SOLVED]

It should be egual to open It's a bug code ? Yes, it's a bug. A while ago Multicharts fixed one bug and created this one in the process. I've reported it many times and am hoping it will get sorted soon. https://www.multicharts.com/discussion/viewtopic.php?f=1&t=50228&p=123738#p123709 I've ...
by wilkinsw
09 May 2018
Forum: MultiCharts
Topic: Send email when error occurs [SOLVED]
Replies: 4
Views: 99

Re: Send email when error occurs [SOLVED]

To answer my own question: I already have pulseway monitoring any event 1000 that may occur (app error). For some reason, when this error last occured for me, eventhough the above generated a 1000 event in event viewer, pulseway didn't capture it. Have contacted them and will revert. In the meantime...
by wilkinsw
09 May 2018
Forum: MultiCharts
Topic: Send email when error occurs [SOLVED]
Replies: 4
Views: 99

Re: Send email when error occurs [SOLVED]

In terms of email alerts i have 99.9% success of being notified if i have any problems. The only issue that slips through the net for me is when a popup appears saying something like "Multicharts has stopped working.... check online....close" It is very rare (maybe 4 times a year). Anyone ...
by wilkinsw
09 May 2018
Forum: MultiCharts
Topic: Send email when error occurs [SOLVED]
Replies: 4
Views: 99

Re: Send email when error occurs [SOLVED]

1) Add this signal to your chart:

viewtopic.php?f=5&t=9890&p=102098&hilit=broker+loss+alert#p47327

2) Have auto trading turn off if any orders are rejected:

rejected alert.PNG
rejected alert.PNG (41.97 KiB) Viewed 89 times
by wilkinsw
13 Apr 2018
Forum: MultiCharts
Topic: Emulate Limit Orders Locally ? [SOLVED]
Replies: 1
Views: 132

Emulate Limit Orders Locally ? [SOLVED]

Hi, https://www.multicharts.com/pm/public/multicharts/issues/MC-2425 I think it would be great if MC rounded off the emulated orders functionality by adding limit order too. Emulating limit orders locally can be done with IOG but for ease of rolling out signals without the need to stress test IOG co...
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: New Live Cattle problem chart [SOLVED]
Replies: 12
Views: 144

Re: New Live Cattle problem chart [SOLVED]

Please share. I think it's good practice to share the solution you've found.

Otherwise you'll find users lose interest in taking their time out to help you in the future.
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: New Live Cattle problem chart [SOLVED]
Replies: 12
Views: 144

Re: New Live Cattle problem chart [SOLVED]

Mine's fine:
CaptureLE.PNG
CaptureLE.PNG (54.05 KiB) Viewed 116 times




Try deleting and re adding the symbol
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: Order of signals within the backtesting
Replies: 8
Views: 159

Re: Order of signals within the backtesting

turbofib wrote:Because ASSUMPTION n.3...read my link


Read my edited post above.
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: Order of signals within the backtesting
Replies: 8
Views: 159

Re: Order of signals within the backtesting

It looks like my understanding of intrabar movement without BM was a little wrong. But I still can't see where you are coming from. The open is closer to the low than the high. Therefore Open, Low,High,Close is the sequence. Therefore from these data points were: Short, stopped. Long, not stopped. L...
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: historical data in quotemanager that disappear
Replies: 9
Views: 481

Re: historical data in quotemanager that disappear

I agree this is a pain. 9/10 times I restart MC due to a crash (but that's only because I have MC running for months at a time!...so that's not an insult to MC).

My workaround is to routinely export the QMD's for all my symbols. Then once I've restarted post crash.... i simply import the QMDs!
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: Order of signals within the backtesting
Replies: 8
Views: 159

Re: Order of signals within the backtesting

The system that is applied to the chart is a trendfollowing type that breaks the previous bar (stop 1 tick .... profit 2 tick) Referring to the link https://www.multicharts.com/trading-software/index.php/Intra-bar_Price_Movement_Assumptions the candle in question has: Open: 2723.5 High: 2726.5 Low:...
by wilkinsw
11 Apr 2018
Forum: MultiCharts
Topic: Is it possible to group inputs in a Portfolio Optimization [SOLVED]
Replies: 2
Views: 69

Is it possible to group inputs in a Portfolio Optimization [SOLVED]

Hi, In PT, I want to optimize 5 signals. 3 inputs each: stop, target, Time to end trading. Stop and targets need optimizing 1-10 (1 increments) each. But, "Time to end trading" needs optimizing 1300-2200 (100 increments) AND NOT each. I simply want to optimize 1300-2200 for all 5 signals g...
by wilkinsw
11 Apr 2018
Forum: MultiCharts
Topic: Round near tickSize [SOLVED]
Replies: 2
Views: 95

Re: Round near tickSize [SOLVED]

Also:

round(100.7/0.25,0)*0.25
by wilkinsw
11 Apr 2018
Forum: MultiCharts
Topic: email alert
Replies: 7
Views: 167

Re: email alert

Shivax,

Is TJ's post above not what you are looking for??

See the exact link here:
https://www.multicharts.com/discussion/viewtopic.php?f=5&t=9890#p47327


To literally answer you question.......

NO... autotrading doesn't have to be on for email alerts to be generated.
by wilkinsw
05 Apr 2018
Forum: MultiCharts
Topic: change input value of indicator [SOLVED]
Replies: 8
Views: 128

Re: change input value of indicator [SOLVED]

You can create a seperate indicator ("new") that plots the inputs you want. Then go to each indicator and specifiy their inputs as the "new" plot(s). Now going forward you can change "new" and it will change all your indicator inputs in one shot. Note however that since...
by wilkinsw
03 Apr 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 3
Views: 185

Re: [Backtest] Limit fill behaviour very wrong [SOLVED]

Hi Henry,

Just sent you everything you will need (hopefully).

Also an additional folder to replicate another bug where we get filled at a worse price than real world, following an open/close gap (viewtopic.php?f=1&t=50228&p=123738#p123709).

Thanks!
by wilkinsw
29 Mar 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 3
Views: 185

[Backtest] Limit fill behaviour very wrong [SOLVED]

Hi, I believe it was MC10 where the limit fill price improvement bug was fixed. https://www.multicharts.com/discussion/viewtopic.php?f=1&t=32734&p=103664&hilit=limit+fill+improvement#p103664 There are examples where price improvement does happen though in real trading and these are not c...
by wilkinsw
21 Mar 2018
Forum: MultiCharts
Topic: New Behaviour in MC11 when a signal input references an indicators plot value
Replies: 2
Views: 155

New Behaviour in MC11 when a signal input references an indicators plot value

Hi, In my signals I reference an indicators plot values. I do this so that I can make changes to the indicator on the fly, recompile it, then turn signals back on as a much faster method of making mass common inputs changes to the 100s of signals I have live. Example: signal inputs referencing indic...
by wilkinsw
21 Mar 2018
Forum: MultiCharts
Topic: " Data Range : Bars Back " Doesn't work. [SOLVED]
Replies: 1
Views: 86

" Data Range : Bars Back " Doesn't work. [SOLVED]

Hi, I would like to use the bars back, data range option under instruments setting to prevent the accumulation of large memory heavy charts. However, it seems there is a maximum number of bars the chart will load before it gives up (less than requested). If I manually specify start and end dates I d...
by wilkinsw
21 Mar 2018
Forum: MultiCharts
Topic: New functionality illogical and dangerous: convert stop to market with CQG when avoiding rejections
Replies: 2
Views: 186

New functionality illogical and dangerous: convert stop to market with CQG when avoiding rejections

Hi, MC have added a new feature to the CQG broker profile that allows users to avoid stop order rejections by converting the stop order to market in the event where the user wanted it triggered instead of rejected. Previously the only solution was to code workarounds in your signals (e.g. by checkin...
by wilkinsw
12 Mar 2018
Forum: MultiCharts
Topic: OANDA Data / Chart / Bar issues
Replies: 27
Views: 595

Re: Data issues

Agreed but contract periods and continuous data had been an issue in the past (20 years ago), no idea about modeling in today's world. In forex limits are filled at touch. Futures you have to expect to go through the price by a tick. If there is no other choice, I would need to investigate it, but ...
by wilkinsw
12 Mar 2018
Forum: MultiCharts
Topic: using setstoploss_pt and setpercenttrailing_pt [SOLVED]
Replies: 2
Views: 131

Re: using setstoploss_pt and setpercenttrailing_pt [SOLVED]

I have virtually no experience with these in built order types in live trading.

But have you tested their behaviour with "optimize order flow" turned on?
by wilkinsw
02 Mar 2018
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 10
Views: 482

Re: All studies on a chart will randomly turn of from time to time

This still happens from time to time. I have about a hundred charts and average one chart/week turning off all indicators randomly. Sometimes it is indicators that relate to risk, which is pretty scary. It never happens to signals though. MC what info do you need to help fix this? INDICATORS TURN OF...
by wilkinsw
26 Feb 2018
Forum: MultiCharts
Topic: Multicharts trading in Europe and new MIFID regulations
Replies: 3
Views: 221

Re: Multicharts trading in Europe and new MIFID regulations

I trade with a Mifid2 regulated firm in London (effectively my broker) and use Multicharts with CQG. Multicharts have built in boxes that enable the trader to define their Mifid2 algo ID codes (that you would be assigned by your mifid2 regulated broker): cqg mifid2.PNG For trading EU products (produ...
by wilkinsw
26 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 19
Views: 777

Re: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]

Hi GuppyDRV, In the above I was investigating how the the incremental algorithm actually changes with cores. I believe the answers to all your questions have already been answered above. The number of generations you require will depend on the size and complexity of the optimization space you are in...
by wilkinsw
23 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 19
Views: 777

Re: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]

Test results: Firstly, I suspect, like me on all my PCs, people won't find the registry path to alter number of cores and will need to add it. I've attached 2 registry files that Henry shared on another thread; All_Thread_ForOptimize.zip I ran the tests on a 4 core (8 logical) CPU: i7 - 4790. For ea...
by wilkinsw
23 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 19
Views: 777

Re: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]

I'll run some tests restricting GA to no. cores and report back with the comparative speed results.
by wilkinsw
22 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 19
Views: 777

Re: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]

I have one more question.... Most processors use hyperthreading, this means that the number of logical cores is twice as big as the number of physical ones. Logical cores don’t give any advantages in speed. Please try to set the NumberOfThreadsOnOptimization=the number of real cores on your PC. Then...
by wilkinsw
22 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 19
Views: 777

Re: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]

Thanks Anna! Your detailed answer is exactly what I was after. Understanding exactly how incremental GA might change with cores means I can go away and factor that in when researching. For other readers, to conclude: if you want to maximise the true benefit of incremental GA then you want a fairly m...
by wilkinsw
21 Feb 2018
Forum: MultiCharts
Topic: Problem to code it
Replies: 8
Views: 302

Re: Problem to code it

Input:AvgAtr(0); condition1=true; if AvgAtr>0 then condition1=Average(Atr(14),AvgAtr)>0; Solution above. I recommend reading up on simple and series functions. In a nutshell series are faster but come with limitations. Read up on this so that you avoid using series functions inappropiately (leading...
by wilkinsw
20 Feb 2018
Forum: MultiCharts
Topic: IB and TS different multiplier on JPY
Replies: 5
Views: 183

Re: IB and TS different multiplier on JPY

Another thing you could test is mapping esignal to IB..... But in your signal divide all order price parameters by 100 ONLY if lastbaronchart ELSE divide by 1. You will need to swap out any "at market" orders with specific equivalents e.g. inputs: adjust(100), maxagression(50); vars: adjus...
by wilkinsw
19 Feb 2018
Forum: MultiCharts
Topic: IB and TS different multiplier on JPY
Replies: 5
Views: 183

Re: IB and TS different multiplier on JPY

Depends exactly what you need to do. I had this issue with Patsystems Soybeans differing to IQfeeds. IQfeeds symbols were mapped to Patsystems', hence this created an issue. I would perform the task above to populate my history and then merge that history with the realtime patsystems ticker for trad...
by wilkinsw
19 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 19
Views: 777

Re: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]

Hi Anna, In addition to my last post, can you advise on the following please: I'm probably going to ditch my 40 core machine. Before I do, is there a way of telling MC to only optimise using x no. cores for a GA? For example, could I open up 40 instances of MC and run 40 incremental GAs, each one us...
by wilkinsw
19 Feb 2018
Forum: MultiCharts
Topic: IB and TS different multiplier on JPY
Replies: 5
Views: 183

Re: IB and TS different multiplier on JPY

I think you can code an indicator that prints TS @JY's (OHLC)/100 to file. Then ascii map your custom instrument to that file.

Something like that. Then you will have My_TS_JY plotting TS's JY as 0.00xxxxx.
by wilkinsw
19 Feb 2018
Forum: MultiCharts
Topic: Multicharts crashed
Replies: 3
Views: 220

Re: Multicharts crashed

for some reason for the past 2 months when every there is volatility in the market Multicharts crashed and my indicators and data freezez for some time how do i fix this problem. The previous NFP caused Multicharts to crash for 1 hour Definitely need the full details. Also what broker and datafeeds...
by wilkinsw
16 Feb 2018
Forum: MultiCharts
Topic: Filtering bad ticks
Replies: 7
Views: 202

Re: Filtering bad ticks

CQG could be your solution. Although, i'm finding that in realtime some open/close prices are wrong. When you then reload a chart/workspaces some open/close values change by a tick, which is very strange. Sometimes it meant that variables for a signal were off and i had missed a trade or was in a fa...
by wilkinsw
16 Feb 2018
Forum: MultiCharts
Topic: Filtering bad ticks
Replies: 7
Views: 202

Re: Filtering bad ticks

FYI.... i've never seen bad realtime ticks with IQ for any globex or eurex product. i've had iqfeed serious issues on 3 occasions in total in about 5 years. occasionally, at the start of the sunday session the feed won't go live instantly and you will need to kill the iqfeed process so that it auto ...
by wilkinsw
16 Feb 2018
Forum: MultiCharts
Topic: Filtering bad ticks
Replies: 7
Views: 202

Re: Filtering bad ticks

Are these bad ticks in realtime or just in history?
by wilkinsw
14 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 19
Views: 777

Re: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]

Hi Anna! next generation always waits until all individuals of the previous generation are calculated. Two generations cannot be calculated simultaneously. It is my understanding that in incremental GA the next generation is merely the previous generation plus with one member changed only. So your p...
by wilkinsw
13 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 19
Views: 777

Re: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]

I've been running lots of tests: MC and PT based optimizations and WFAs. I haven't found anything slam dunk conclusive but, anecdotally would report the following: -Incremental GA is consistently better than basic GA. -With incremental GA; fewer cores and more generations (same overall number of sim...
by wilkinsw
08 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 19
Views: 777

Re: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]

Thanks Anna.

Will be great to know the exact process for how an incremental GO is run on multi cores in MC.

I'm also running further tests regarding incremental vs basic vs basic elitist on multi cores my side and will try and report back next week.
by wilkinsw
05 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 19
Views: 777

Re: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]

I've run some more tests and the results have confirmed my worst fears: The more cores used, the poorer the quality of genetic optimization. In MC, it would certainly appear that each core gets given its own genetic optimization. Therefore the more cores you use the more parallel genetic optimizatio...
by wilkinsw
05 Feb 2018
Forum: MultiCharts
Topic: how to optimize with 2 cpu server (36 cores with 72 threads) [SOLVED]
Replies: 58
Views: 5783

Re: how to optimize with 2 cpu server (36 cores with 72 threads) [SOLVED]

Hi, Here is a link to a new forum on the use of MCs genetic algorithm with multiple cores: https://www.multicharts.com/discussion/viewtopic.php?t=51229 I have a 40 core dedicated server that does indeed use all 100% of CPU resource when I load it up with at least a couple of optimizations. With only...
by wilkinsw
05 Feb 2018
Forum: MultiCharts
Topic: License management system disturbs real trading
Replies: 14
Views: 684

Re: License management system disturbs real trading

Agree. That sounds terrifying. I suggest adding realtime data alerts though to catch this asap. This is what I use as an indicator and have it hooked up to email alerts. Update it every tick. You may also want to add filters to turn it off when markets are closed (add code to set "alact" t...
by wilkinsw
05 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 19
Views: 777

Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]

Hi, I uncovered some interesting behaviour that I had never noticed before when running a genetic optimization with varying number of cores. I would really appreciate some guidance on this as I want to make sure that increasing cores doesn't mean reducing GA efficacy. Firstly a link to all one needs...
by wilkinsw
01 Feb 2018
Forum: MultiCharts
Topic: Can't specify slippage for each instrument within one strategy [SOLVED]
Replies: 5
Views: 221

Re: Can't specify slippage for each instrument within one strategy [SOLVED]

This functionality is especially needed for futures backtesting. Different futures can have different slippages since their tick sizes and bigpointvalues can vary greatly. For example: Emini S&P can have a slippage of one tick $12.5, while VX futures' on tick worth $50. And the slippage will va...
by wilkinsw
31 Jan 2018
Forum: MultiCharts
Topic: Partially Filled Orders Replacement - Strange behaviour in MC11 15566 [SOLVED]
Replies: 3
Views: 211

Re: Partially Filled Orders Replacement - Strange behaviour in MC11 15566 [SOLVED]

I haven't had a single issue since I reported this. Originally, after upgrading to MC11 15566 I suffered multiple undesired partfill+order delete events. But haven't suffered anymore since.
Apologies....don't know exactly what has happened here.
by wilkinsw
29 Jan 2018
Forum: MultiCharts
Topic: Manage trade between plus brokers
Replies: 1
Views: 96

Re: Manage trade between plus brokers

My experience: A) You can connect to multiple brokers at once, but you'll need to copy and paste the chart with the active signal for each additional broker (ie one chart = one broker). B) I believe Interactive Brokers allow you to allocate trades between different seperate sub accounts at IB allowi...
by wilkinsw
29 Jan 2018
Forum: MultiCharts
Topic: Can't specify slippage for each instrument within one strategy [SOLVED]
Replies: 5
Views: 221

Re: Can't specify slippage for each instrument within one strategy [SOLVED]

Anna MultiCharts wrote:Please give an example of 2 instruments and the commission/slippage settings for them.


Instrument A: $20 per lot
Instrument B: $10 per lot
by wilkinsw
24 Jan 2018
Forum: MultiCharts
Topic: Can't specify slippage for each instrument within one strategy [SOLVED]
Replies: 5
Views: 221

Can't specify slippage for each instrument within one strategy [SOLVED]

Hi, I'm hoping to get this feature introduced in MC12 if possible??? https://www.multicharts.com/pm/public/multicharts/issues/MC-1708 My Solution: -In PT, right click an instrument in a strategy. Click "Format Instruments" -Simply add a tab here titled "Costs" Job done! Seperatel...
by wilkinsw
22 Jan 2018
Forum: MultiCharts
Topic: CQG data errors in realtime through Multicharts
Replies: 5
Views: 354

Re: CQG data errors in realtime through Multicharts

Hi Henry, I'm sending over a workspace and code shortly. In the meantime this is the first example of the bug today in WTI Crude: cl example.PNG The left chart was the original and the right the copy generated after an IQfeed:CQG "data difference" was flagged. In short, what you see is tha...
by wilkinsw
22 Jan 2018
Forum: MultiCharts
Topic: CQG data errors in realtime through Multicharts
Replies: 5
Views: 354

Re: CQG data errors in realtime through Multicharts

Hi Henry,

I'll setup a test space on my end and get back to you.
by wilkinsw
17 Jan 2018
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 8
Views: 979

Re: New Monte Carlo simulator

wilkinsw, This case has been forwarded to development team for analysis. Hi, Just chasing up for any updates please? https://www.multicharts.com/pm/public/multicharts/issues/MC-2397 Just to repeat the issue: MC monte carlo sim can ONLY be used when a signal(s) has one position at a time. Otherwise ...
by wilkinsw
16 Jan 2018
Forum: MultiCharts
Topic: CQG data errors in realtime through Multicharts
Replies: 5
Views: 354

Re: CQG data errors in realtime through Multicharts

Hi Henry, I've updated to MC 15566 in the hope of a fix for the CQG history/realtime mismatches, but unfortunately I'm still finding they exist. I know this because I'm currently running duplicate charts side by side....1x IQfeed fed and 1x CQG fed. On the odd occassion they are generating different...
by wilkinsw
16 Jan 2018
Forum: MultiCharts
Topic: Partially Filled Orders Replacement - Strange behaviour in MC11 15566 [SOLVED]
Replies: 3
Views: 211

Partially Filled Orders Replacement - Strange behaviour in MC11 15566 [SOLVED]

Hi, I'm finding that most of the time my partfilled orders are immediately getting cancelled in MC11 15566. Note, I'm not trying to convert to market when partfilled here. MC is typically immediately cancelling the balance and then submitting exit OCO's for the partfill quantity. I can't work out wh...
by wilkinsw
11 Jan 2018
Forum: MultiCharts
Topic: How to exit from multiple entries
Replies: 3
Views: 167

Re: How to exit from multiple entries

You could easily achieve what you need by flagging your exit condition using an array. array: exitarray[50](0) for ii=0 to posTradecount(0)-1 begin exitarray[ii]=0 end; for ii=0 to posTradecount(0)-1 begin if currentbar-PosTradeentryBar(0,ii)=TimeStop then exitarray[ii]=1 ; end; //then you have to l...
by wilkinsw
03 Jan 2018
Forum: MultiCharts
Topic: CQG: Convert stop orders guaranteed to be executed to market orders [SOLVED]
Replies: 1
Views: 192

CQG: Convert stop orders guaranteed to be executed to market orders [SOLVED]

Hi, Can someone shed some light on the new optional broker profile setting for cqg please? "Convert stop orders guaranteed to be executed to market orders" Not sure what that means exactly. I would guess it means if a buy stop order is sent to the exchange with stop trigger price below the...
by wilkinsw
06 Dec 2017
Forum: MultiCharts
Topic: CQG data errors in realtime through Multicharts
Replies: 5
Views: 354

CQG data errors in realtime through Multicharts

Hi, I've noticed that CQG realtime data will plot open and closing prices on intraday bars that are wrong. 1) Wrong relative to other feeds (IQfeed and TS) 2) Wrong relative to itself: when you reload the data the errors are corrected. I never seen this "on the fly" erroneous data in IQfee...
by wilkinsw
01 Dec 2017
Forum: MultiCharts
Topic: Massive data slowdown (IQfeed) [SOLVED]
Replies: 3
Views: 199

Re: Massive data slowdown (IQfeed) [SOLVED]

IQfeed have confirmed that they had a server issue.

I confirmed that they'll be losing my business.
by wilkinsw
01 Dec 2017
Forum: MultiCharts
Topic: Massive data slowdown (IQfeed) [SOLVED]
Replies: 3
Views: 199

Massive data slowdown (IQfeed) [SOLVED]

Hi I use Multicharts 10. A friend uses MC11. We both use IQfeed. During the Flynn news at 1600gmt (1100et) my datafeed slowed and lagged. It eventually was lagging by almost 10mins. Then the data stopped altogether. The only way to get things going again was to delete the symbols and re-add them to ...
by wilkinsw
28 Nov 2017
Forum: MultiCharts
Topic: "If open next bar" behaviour
Replies: 3
Views: 428

Re: "If open next bar" behaviour

Hi Henry, I noticed a fixed bug in MC11: "Fixed bug in which SessionLastBar was not working correctly in Open Next Bar mode." How was it not working correctly? I'm not ready to upgrade to MC11 yet for my live trading. Could you shed light on what was happening in the above bug please? Is i...
by wilkinsw
14 Nov 2017
Forum: MultiCharts
Topic: DOM display in "k". How to change? [SOLVED]
Replies: 1
Views: 164

DOM display in "k". How to change? [SOLVED]

dom.png
dom.png (15.94 KiB) Viewed 164 times


How do I stop the display of DOM size in K please?

Thanks.
by wilkinsw
10 Nov 2017
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 8
Views: 979

Re: New Monte Carlo simulator

Hi Pablo, Apologies, I should've read that you were talking about shuffled trades and not distribution analysis. I ran a test for you. A signal that generates lots of 1 lot entries and exits. But on one day only.... generates orders for 1000000 lots. If the shuffled curves were indeed replacing as y...
by wilkinsw
10 Nov 2017
Forum: MultiCharts
Topic: MULTICHARTS 11.0 RELEASE
Replies: 84
Views: 8472

Re: MULTICHARTS 11.0 RELEASE

Hello, Just to let you know, here with MC 11 I have some serious cursor display lag as soon as there are signals on a chart. See attached video. Regards, Mydesign When is MC12 out? The slowdowns on charts with signals applied is making MC11 unusable for me. Am wondering why isn't everyone suffering...
by wilkinsw
10 Nov 2017
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 8
Views: 979

Re: New Monte Carlo simulator

Is it possible the shuffled trades monte-carlo analysis is using more of one time the same trade? I´ve been observed it and there is a big difference between MC Monte-Carlos shuffled analysis and the same analysis done with other software like Market System Analyzer. If the trades are used once the...
by wilkinsw
12 Oct 2017
Forum: MultiCharts
Topic: CQG DOM Hangs / freezes whole of Multicharts
Replies: 1
Views: 177

CQG DOM Hangs / freezes whole of Multicharts

Hi,

Is anyone else noticing that when first opening a DOM (driven by CQG data) or when changing instruments.....the DOM and entire Multicharts platform will freeze for 1-2mins?
by wilkinsw
08 Aug 2017
Forum: MultiCharts
Topic: Portfolio Trader -- Bar Magnifier, IOG, Extended Backtesting [SOLVED]
Replies: 10
Views: 2794

Re: Portfolio Trader -- Bar Magnifier, IOG, Extended Backtesting [SOLVED]

Hi,

Just though I'd check in and ask if bar magnifier is on the roadmap yet for future MC versions?

Thanks.
by wilkinsw
04 Aug 2017
Forum: MultiCharts
Topic: Is it possible to connect to two different IQfeed accounts from one Multicharts [SOLVED]
Replies: 1
Views: 257

Is it possible to connect to two different IQfeed accounts from one Multicharts [SOLVED]

Hi,

If I were in the situation where I have two different IQfeed accounts with differing exchange access. Is it possible to hook them both up to Multicharts on the same PC?

Thanks.
by wilkinsw
31 Jul 2017
Forum: MultiCharts
Topic: Partfills - Are they detectable within powerlanguage at all?
Replies: 5
Views: 400

Re: Partfills - Are they detectable within powerlanguage at all?

I'll test it myself on Monday Ok - I've ran some more tests. Please bear in mind that I can't use "marketposition_at_broker" as I would have to create a sub-account for every signal I trade with my broker, for it to make sense. Even if the broker didn't mind.... it would be an admin night...
by wilkinsw
29 Jul 2017
Forum: MultiCharts
Topic: Partfills - Are they detectable within powerlanguage at all?
Replies: 5
Views: 400

Re: Partfills - Are they detectable within powerlanguage at all?

Thanks for taking the time to reply Faraz. Silly question: I assume your IOG solution includes the setting; "Replace to market partially fill orders" being turned ON? Else why would "#return" event trigger a market order for the balance? Seperately, this solution doesn't meet my ...
by wilkinsw
28 Jul 2017
Forum: MultiCharts
Topic: Partfills - Are they detectable within powerlanguage at all?
Replies: 5
Views: 400

Re: Partfills - Are they detectable within powerlanguage at all?

I've done my own sim testing and found the following: using IOG=ON and: print(barstatus(1)=2, " , ",currentcontracts, " , ",openentrycontracts(0), " , ",getappinfo(aicalcreason)); When trying to fill 600 lots (marketable limit order) to force a partfill situation all po...
by wilkinsw
28 Jul 2017
Forum: MultiCharts
Topic: Partfills - Are they detectable within powerlanguage at all?
Replies: 5
Views: 400

Partfills - Are they detectable within powerlanguage at all?

Hi,

I've got a buy entry order for 100 lots. It gets partfilled with 1 lot. 99 remain working.

Are there any keywords within powerlanguage that return "1" in this situation?

What would OpenEntryContracts(0) return?

Thanks.
by wilkinsw
27 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 508

Re: Exit order is cancelling and resubmitting instead of modifying

The option "Allow up to ... entry orders in the same direction as the currently held position..." doesn't affect the quantity of orders sent, it affects how many orders can be filled. In case 1 order is already filled and it's specified to allow 1 order in the same direction, the rest of ...
by wilkinsw
27 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 508

Re: Exit order is cancelling and resubmitting instead of modifying

Hi Kristina, The engineers have checked the logs for this case and specified that everything worked as expected. Your price orders were cancelled because you have manually placed a market order. Market and Price orders cannot be sent in one group. When there are active price orders at the broker and...
by wilkinsw
27 Jul 2017
Forum: MultiCharts
Topic: What happen when......?
Replies: 5
Views: 320

Re: What happen when......?

Wow massive questions there buddy. To be honest I'd rather not advise you on IOG (intrabarordergeneration) as you really have to get stuck in and learn it yourself as it is full of nuances. If you've got a realtime data provider then setup the "Paper Trader" broker profile and get busy pri...
by wilkinsw
27 Jul 2017
Forum: MultiCharts
Topic: Holes in Walk Forward WFA data - missing runs.
Replies: 1
Views: 219

Holes in Walk Forward WFA data - missing runs.

missing runs in wfa.PNG On the odd occassion I'm seeing missing runs in the WFA report. I can't account for it and was wondering if there is anything in the logs that explains the holes? I've uploaded logs via the Feedback tool. I find it hard to believe that there are missing runs due to no fit pe...
by wilkinsw
27 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 508

Re: Exit order is cancelling and resubmitting instead of modifying

The last issue (multiple entries when only one is permitted when backtesting) was fixed by turning ON optimize order flow. I have that on for all my live trading...but didn't realise it was the reason why my strategies are only sending one signal at a time and why my backtesting is being correctly r...
by wilkinsw
26 Jul 2017
Forum: MultiCharts
Topic: What happen when......?
Replies: 5
Views: 320

Re: What happen when......?

yep , market.

Get a new broker. Otherwise IOG may be your only option.
by wilkinsw
26 Jul 2017
Forum: MultiCharts
Topic: Backtesting net of investment advisor fees
Replies: 4
Views: 299

Re: Backtesting net of investment advisor fees

I personally save performance reports to excel then simple copy and paste the daily P&Ls into my VAMI calculating excel sheet. I use broker statements which mean that I have a p&l for every day. If using the performance report daily section... it will only report a daily p&l if you trade...
by wilkinsw
26 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 508

Re: Exit order is cancelling and resubmitting instead of modifying

Thanks Kristina. I've just sent another feedback report that shows two orders being sent on the same bar, when live, despite settings prohibiting it (using Paper trader) and despite the backtest also only permitting one trade per bar. Would be good to know what's happened there. Very simple strategy...
by wilkinsw
26 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 508

Re: Exit order is cancelling and resubmitting instead of modifying

Have just sent it. In the example I've just sent it is a NON-IOG version and demos the stop being cancelled each bar.
by wilkinsw
26 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 508

Re: Exit order is cancelling and resubmitting instead of modifying

Paper Trader. TS data. Will do when I get a mo.
by wilkinsw
26 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 508

Exit order is cancelling and resubmitting instead of modifying

Hi, I've uncovered that modifying an exit order size causes a cancel and re submission instead of a modify. Obviously that is not desired behaviour and does not happen for entry orders from what I can see. Use the following code to demo: RecalcLastBarAfter(0.1); [IntrabarOrderGeneration=true]; input...
by wilkinsw
26 Jul 2017
Forum: MultiCharts
Topic: What happen when......?
Replies: 5
Views: 320

Re: What happen when......?

SA mode: Default: you are long 2000 shares until either: a) your target gets completely filled. You are flat. or b) your stoploss gets hit..... note that your stoploss size will be amended following your partfill, to 2000 shares. Therefore you're now flat. Specify to convert to market unfilled order...
by wilkinsw
24 Jul 2017
Forum: MultiCharts
Topic: Limit entries from the same signal in this strategy to once per bar [SOLVED]
Replies: 2
Views: 228

Re: Limit entries from the same signal in this strategy to once per bar [SOLVED]

So six different entry names in one signal means a max of 6 trades per bar with that setting. Thanks.
by wilkinsw
24 Jul 2017
Forum: MultiCharts
Topic: Limit entries from the same signal in this strategy to once per bar [SOLVED]
Replies: 2
Views: 228

Limit entries from the same signal in this strategy to once per bar [SOLVED]

Hi,

Under IOG settings:

"Limit entries from the same signal in this strategy to once per bar"

Does "same signal" mean same named entry order? Or does it literally mean same signal - and all the various named entries within that given signal?

Thanks.
by wilkinsw
19 Jul 2017
Forum: MultiCharts
Topic: Strategy Properties Window too small in Windows Server 2016 [SOLVED]
Replies: 1
Views: 263

Strategy Properties Window too small in Windows Server 2016 [SOLVED]

Hi, Windows in Multicharts (this one is MC10 14045) are coming out small. This is the first time I've tried it in Windows server 2016. Normal setting on visual effect, font etc. 1920x1080 pixels. The strategy properties one in particular can't be resized and I have user defined radio buttons and fie...
by wilkinsw
19 Jul 2017
Forum: MultiCharts
Topic: Emulate Limit orders ...... hack? [SOLVED]
Replies: 2
Views: 321

Re: Emulate Limit orders ...... hack? [SOLVED]

Gotya. Thanks for clarifying. Looks like I'll be needing IOG then.
by wilkinsw
19 Jul 2017
Forum: MultiCharts
Topic: Computer Hardware - CPU Selection
Replies: 4
Views: 582

Re: Computer Hardware - CPU Selection

There's a thread on it somewhere regarding optimisation speeds and benchmarks. Multicharts/windows OS's aren't 100% scaleable and performance returns diminish with threads. I think there's also a cap on Ram in Windows OSs. Point being, splashing out on a massive multi-processor is gonna be annoying ...
by wilkinsw
19 Jul 2017
Forum: MultiCharts
Topic: Cancel and Resubmit instead of Modify - Predator algos [SOLVED]
Replies: 1
Views: 221

Cancel and Resubmit instead of Modify - Predator algos [SOLVED]

Hi, As some of you may be aware, CME last year rolled out their "market by order" data feed. Eurex and ICE have had something similar in place for a few years now. Quants typically refer to these datafeeds as level 3 data. It is advisable to google and read up on what information is broadc...
by wilkinsw
19 Jul 2017
Forum: MultiCharts
Topic: Emulate Limit orders ...... hack? [SOLVED]
Replies: 2
Views: 321

Emulate Limit orders ...... hack? [SOLVED]

I like the in built option of being able to emulate stop and stoplimit orders locally. I am also very interested in trying to emulate limit orders locally too. I've got some ideas as to how this might be done without IOG enabled. First I need clarification on the behavior of certain features within ...
by wilkinsw
10 Jul 2017
Forum: MultiCharts
Topic: Wrong position size in OPT from CQG API in Multicharts
Replies: 1
Views: 170

Wrong position size in OPT from CQG API in Multicharts

Hi, I use MC 64 10 13626 with CQG API. For the last few months I see the following behaviour about once a week: In the OPT under “open positions” the number of lots long/short will be wrong for a given instrument. I verify this by cross validating against the CQG Trader platform and with the broker....
by wilkinsw
05 Jul 2017
Forum: MultiCharts
Topic: IOG when backtesting help. [SOLVED]
Replies: 1
Views: 215

IOG when backtesting help. [SOLVED]

Hi,

Can someone point me in the direction of where I can read more about how intrabarordergeneration functions in backtesting please?

When backtesting with IOG on, what events trigger script calculation and order submission?.....

Does bar magnifier effect this?

Thanks!
by wilkinsw
14 Mar 2017
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 17855

Re: MULTICHARTS 10.0 RELEASE

I love it when speculating leads to winning.
by wilkinsw
14 Mar 2017
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 17855

Re: MULTICHARTS 10.0 RELEASE

Hi, According to that picture your broker is showing a bid 3 handles above your chart price, not the same. If I were to take a wild guess... you have a chart symbol mapped to the wrong broker symbol. If I were to double up on guesses I'd say you have a Sep 2017 chart symbol mapped to the Jun 2017 br...
by wilkinsw
06 Mar 2017
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 17855

Re: MULTICHARTS 10.0 RELEASE

Hi CrazyNasdaq, I don't have the issue you've described. I only use custom contracts and trade various CME and Eurex products. I'm sure Multicharts support will get to the route of your issue pronto when in a chat session. For Dax march 17 and Dax June 17 contracts... : What do you have as the expir...
by wilkinsw
14 Feb 2017
Forum: MultiCharts
Topic: Portfolio optimization
Replies: 5
Views: 700

Re: Portfolio optimization

Hi Henry,

Ok, will do. Thanks for shedding light on it. I think it'd be great to at least have the options to add it in for when doing a test that requires those fields to be calculated. Maybe add it somewhere within PT settings (maybe in one the dropdown menus).
by wilkinsw
10 Feb 2017
Forum: MultiCharts
Topic: Filled before chart updates: Causing an error
Replies: 5
Views: 572

Re: Filled before chart updates: Causing an error

Hi Angelina,

Also, my question about what triggers the sending of exit orders when filled in AA mode. Is it:

a) the broker fill message
or
b) when the chart shows strategy is filled?

Thanks!
by wilkinsw
09 Feb 2017
Forum: MultiCharts
Topic: Portfolio optimization
Replies: 5
Views: 700

Re: Portfolio optimization

PT optimization field very limited.PNG Henry, The optimization output fields are very limited in Portfolio Trader. Can this be bulked up in the next update please? There's no reason not to have many of the fields available in MC, in PT. E.g. Return on account, average trade, profit factor. Currentl...
by wilkinsw
09 Feb 2017
Forum: MultiCharts
Topic: Filled before chart updates: Causing an error
Replies: 5
Views: 572

Re: Filled before chart updates: Causing an error

Hi, Can MC get back to me with answers regarding my questions above. Is AA mode the solution? Is AA mode the only solution? My code dictates that once filled exit orders are immediately sent and worked. Is there a difference between SA and AA modes regarding the event that triggers the exit orders t...
by wilkinsw
01 Feb 2017
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 8
Views: 979

Re: New Monte Carlo simulator

Very much looking forward to it getting released. Currently the Monte Carlo sim only produces relevant data for a single signal, that can only hold one position at a time. I'm hoping my suggestion of providing an option to resample "daily P&L," instead of trade list, will be a very sim...
by wilkinsw
25 Jan 2017
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 10
Views: 482

All studies on a chart will randomly turn OFF from time to time

Hi, For the last 2 years or so there's been an issue I occasionally run into that I've never got to the bottom of and haven't been able to reproduce. I run about 80 live charts. About once every 2 weeks, I will discover that a chart has turned all it's studies "off". Considering some of th...
by wilkinsw
12 Jan 2017
Forum: MultiCharts
Topic: Filled before chart updates: Causing an error
Replies: 5
Views: 572

Filled before chart updates: Causing an error

Hi, I've just had an event occur that I haven't seen before and would like advice on how I avoid it happening again please. In SA mode.....and flat.......using CQG as broker and IQfeed and data feed....... I got filled long before the datafeed updated on a fast and sudden move. The fill event caused...
by wilkinsw
05 Jan 2017
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 8
Views: 979

New Monte Carlo simulator

Hi, I've been playing around with the new MC (monte carlo) simulator. When running on individual signals applied to one instrument, it seems fine. As an example I typically find the 5 percentile worse case drawdown to be about 2-3 times the backtest drawdown. That feels right to me. However, when I ...
by wilkinsw
03 Jan 2017
Forum: MultiCharts
Topic: "Sessionlastbar" behaviour in realtime
Replies: 3
Views: 472

Re: "Sessionlastbar" behaviour in realtime

Hi Henry, I think I may have run into an issue when using "sessionlastbar" to assign a value to a variable, when trading live. How is it known when a tick is the "last tick" of the session? What is the exact logic please. Is it done on a timer, ie once time>=session end time + ti...
by wilkinsw
21 Dec 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 17855

Re: MULTICHARTS 10.0 RELEASE

Hi, I've found another optimization report bug. When saving the report as a CSV and then opening in excel, columns shown don't reflect the preferred columns specified under "spreadsheet view settings". If one is to specify only certain metrics in the optim report window, then save it as a ...
by wilkinsw
15 Dec 2016
Forum: MultiCharts
Topic: "Sessionlastbar" behaviour in realtime
Replies: 3
Views: 472

"Sessionlastbar" behaviour in realtime

Hi, How does sessionlastbar toggle to TRUE in realtime trading? What does it check exactly? If close time of session is 1320 and I have a 30min timeframe chart......On the first tick received after 1300, does sessionlastbar=true? Or is it doing it retrospectively? Say on the first tick of the new se...
by wilkinsw
15 Dec 2016
Forum: MultiCharts
Topic: "If open next bar" behaviour
Replies: 3
Views: 428

"If open next bar" behaviour

Hi, Would someone kindly shed some light on the particulars of how "open next bar" command alters how the code is interpreted? I have it running in some of my code, just to check that I'm going to send stop orders that won't be rejected due to a large change in the opening price of the nex...
by wilkinsw
15 Dec 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 17855

Re: MULTICHARTS 10.0 RELEASE

If I resize the optimization report columns and then close the report window and reopen, the report doesn't preserve my column sizing. This was not the case pre MC10. It's a real issue too because to access the performance report window and navigate its tabs is impossible whilst the optmization repo...
by wilkinsw
07 Dec 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 17855

Re: MULTICHARTS 10.0 RELEASE

Yes. If I open a workspace that breaches 7500 objects, then close that workspace. Then close another workspace, that was already open. Then try to reopen the workspace that I just closed, I get the 7500 breach message.
by wilkinsw
06 Dec 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 17855

Re: MULTICHARTS 10.0 RELEASE

Hi,

I've noticed that if you exceed 7500 GDI objects. Then if you remove, say 2000 (now 5500 total), then MC10 still thinks 7500 GDI objects are active and will not let you add anymore objects. Eventually, you are forced to restart MC.
by wilkinsw
24 Nov 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 17855

Re: MULTICHARTS 10.0 RELEASE

Answering my own question....... Seemingly sizing can't be run post trade list resampling. Is there a way around this that anyone can think of? Maybe by using the PMMS feature in Portfolio Trader? A key feature of Monte Carlo simulation is to estimate drawdown risks at various levels of aggression, ...
by wilkinsw
24 Nov 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 17855

Re: MULTICHARTS 10.0 RELEASE

Great to see a Monte Carlo simulator has been added! I'm wondering - does it handle sizing rules correctly when resampling? Is it simply cutting up and resdistributing the trade list (whilst preserving trade size) or Is it cutting up and redistributing the trade signals, AFTER WHICH sizing rules are...
by wilkinsw
22 Nov 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 17855

Re: MULTICHARTS 10.0 RELEASE

Hi, A fix to the issue described below doesn't appear to have been implemented as promised: https://www.multicharts.com/discussion/viewtopic.php?f=1&t=50228&p=123709#p123737 Will it be possible to have a hotfix please? As a reminder - the concept of user defined Time In Force fill assumption...
by wilkinsw
10 Nov 2016
Forum: MultiCharts
Topic: Need to label a sorted array on screen- any ideas ? [SOLVED]
Replies: 7
Views: 1334

Re: Need to label a sorted array on screen- any ideas ? [SOLVED]

Here's a head scratcher..... Why, if I take JoshM's code and change it as to not use the ZERO array index, then the sort function doesn't succeed in sorting. Is there something about the Sort2DArrayByKey function that I'm missing? Variables: x(0); Arrays: Sectors[10](""), Returns[10, 2](0)...
by wilkinsw
07 Nov 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE CANDIDATE
Replies: 21
Views: 2911

Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Thanks Henry. That'll work for me. My point was also that the "Day" behaviour is the only correct behaviour. Therefore it makes sense (at least to me) to remove Day/GTC option altogether and just keep the Day behaviour. The manner in which Multicharts believes GTC orders are filled is inco...
by wilkinsw
04 Nov 2016
Forum: MultiCharts
Topic: Filled same price
Replies: 2
Views: 368

Re: Filled same price

Name your entry. Then code exits that reference that name and that aren't sitting in a marketposition condition. Change in marketposition is only detected when the first tick of the next bar is received (using normal, non IOG, settings). E.g. Buy ("entry1") 1 shares next bar at var1 limit;...
by wilkinsw
04 Nov 2016
Forum: MultiCharts
Topic: Portfolio Walk Forward Error. Insufficient data samples.
Replies: 4
Views: 588

Re: Portfolio Walk Forward Error. Insufficient data samples.

Hi Henry, Thanks for your help on this. The registry file you sent me worked in an MC10 32bit that I tested it on. Very much appreciated. Unfortunately, I have to hold off using MC10 Portfolio Trader, until the default GTC TIF fill assumption is removed as it is incorrect, as I've described here: ht...
by wilkinsw
04 Nov 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE CANDIDATE
Replies: 21
Views: 2911

Re: MULTICHARTS 10.0 RELEASE CANDIDATE

New fill assumptions are still incorrect: impossible fills 2.PNG Users: The GTC/DAY TIF backtesting assumption is not correct. When running backtests within MC please make sure to always select "DAY". "DAY" behaviour is correct. Unfortunately the option to select "DAY" ...
by wilkinsw
04 Nov 2016
Forum: MultiCharts .NET
Topic: 2 Computers - How to speed up performance in Multicharts?
Replies: 34
Views: 7502

Re: 2 Computers - How to speed up performance in Multicharts

Re Speed......... 1) Very affordable 4c/8thread Haswell i7s should do the provided benchmark optmisation in about 40 seconds... So I'd recommend to just load up on those. 2) If squeezing performance out of a server, make sure to turn on the "high performance" power plan! Also to prioritise...
by wilkinsw
01 Nov 2016
Forum: MultiCharts
Topic: Portfolio Walk Forward Error. Insufficient data samples.
Replies: 4
Views: 588

Re: Portfolio Walk Forward Error. Insufficient data samples.

Hi JoshM, I can run a successful anchored WFA on just one instrument at a time (any), but not with multiple instruments (it sometimes lets me with just 2-3 instruments). The signal shown in the example, I only optimise up to a 20 bar max value. So 50 mbb value shouldn't be an issue. In any case, it ...
by wilkinsw
31 Oct 2016
Forum: MultiCharts
Topic: Portfolio Walk Forward Error. Insufficient data samples.
Replies: 4
Views: 588

Portfolio Walk Forward Error. Insufficient data samples.

insufficient data error.PNG This error arises almost everytime "anchored" is selected and I don't know why. I've attached the portfolio that I was testing. I will share the instruments with MC. Seemingly, no matter what walk forward settings (as long is anchored) I use, it triggers the er...
by wilkinsw
26 Oct 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 2
Replies: 35
Views: 3772

Re: MULTICHARTS 10.0 BETA 2

fback.PNG Hi Henry, Can you shed more light on what boxes I need to select for various issues. MC went into a cycle of repeated hangs this morning. I went to submit logs using the feedback tab and selected: -logs -mini dump -upload This process then slowed MC even further. After 15min I had to canc...
by wilkinsw
26 Oct 2016
Forum: MultiCharts
Topic: MultiCharts privacy, security and broker relationship?
Replies: 19
Views: 977

Re: MultiCharts privacy, security and broker relationtionshi

All good questions. Definitely trust no one. Ask your broker for sponsored access to exchanges and ask if your orders are going straight to exchange or not. I have sponsored access with Marex Spectron as my broker, who hadn't even heard of Multicharts until I introduced them. So I'd be surprised if ...
by wilkinsw
24 Oct 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 2
Replies: 35
Views: 3772

Re: MULTICHARTS 10.0 BETA 2

Ok Henry, will do. Thanks.
by wilkinsw
21 Oct 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 2
Replies: 35
Views: 3772

Re: MULTICHARTS 10.0 BETA 2

So far, everytime I've shutdown MC 10, the PL editor process doesn't terminate.
by wilkinsw
21 Oct 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 2
Replies: 35
Views: 3772

Re: MULTICHARTS 10.0 BETA 2

I'm using CQG API with MC10 beta2. I'm finding that I can't get any OCOs that involve a stop order to work in MC10 beta 2. I also have the Eurex regulatory ID hotfix applied, fyi. Do any users out there have evidence to the contrary? I'm probably the only one with the hotfix, but I'd be surprised if...
by wilkinsw
09 Aug 2016
Forum: MultiCharts
Topic: Orders never sent / updated on the first tick of the session
Replies: 2
Views: 672

Orders never sent / updated on the first tick of the session

I use MC and CQG API. When the markets open (any market....CME 2300gmt , Eurex 0700gmt etc) if my strategy specifies that orders should be modified or new orders sent, they aren't.....ever! It's as if the first tick of the session (the event that should trigger script execution) is ignored. I have t...
by wilkinsw
05 Jun 2016
Forum: MultiCharts
Topic: Multicharts drops IQeed / loss of realtime data
Replies: 1
Views: 634

Multicharts drops IQeed / loss of realtime data

Hi, I'm repeatedly seeing Multicharts lose realtime data from IQfeed at the 1700ct session open for Globex products. Sometimes all products, sometimes just one. Am using IQfeed 5.2.1.0 The IQwatchquote app and "status" show that IQfeed is connected and I can pull up realtime data. So it se...
by wilkinsw
29 Apr 2016
Forum: MultiCharts
Topic: CME JPY futures specs
Replies: 12
Views: 3054

Re: CME JPY futures specs

Sometimes .5 is rounded up and sometimes down. So not simple mathematical rounding as I understand it.

I will provide evidence in due course.......
by wilkinsw
26 Apr 2016
Forum: MultiCharts
Topic: CME JPY futures specs
Replies: 12
Views: 3054

Re: CME JPY futures specs

Also, How exactly is MC converting the incoming 7 decimal place Yen price data into 6 decimal places? Sometimes it rounds correctly other time is appears to be rounding to a floor. So sometimes 31.5 gets converted to 32. Other times to 31. The reason I ask, is that if I can calculate signals for bac...
by wilkinsw
26 Apr 2016
Forum: MultiCharts
Topic: CME JPY futures specs
Replies: 12
Views: 3054

Re: CME JPY futures specs

Hi Henry, I'm looking to trade CME Yen futures. Would there be any workaround you could think of whereby I can carry on using MC 9.0 (as I want to maintain my CQG COM API connection and not use the WEB API [as it requires subscribing to realtime CQG data!]) but get an extra decimal place on Yen futu...
by wilkinsw
07 Apr 2016
Forum: MultiCharts
Topic: CME JPY futures specs
Replies: 12
Views: 3054

Re: CME JPY futures specs

Any updates? What's the eta?

Upcoming CME product changes can be seen with plenty of notice by subscribing to the following:

http://pages.cmegroup.com/subscription- ... gn-in.html
by wilkinsw
04 Apr 2016
Forum: MultiCharts
Topic: Handling Partfills [SOLVED]
Replies: 2
Views: 631

Re: Handling Partfills [SOLVED]

Thanks Katrin. So , as these keywords's don't change value until a full fill is completed.... I guess the best workaround is to break entries and exits into 1 contract parts. So where before we had.... buy ("longentry") 10 contracts next bar at x limit instead we can do.... buy ("long...
by wilkinsw
30 Mar 2016
Forum: MultiCharts
Topic: Handling Partfills [SOLVED]
Replies: 2
Views: 631

Handling Partfills [SOLVED]

Hi, I've looked and can't find any literature on the following. Any advice would be much appreciated. When I get partfilled, corresponding OCO orders (stop+target) do not get submitted until I'm completely filled. I would like a partfill to trigger OCO orders corresponding to the partfill size. Curr...
by wilkinsw
04 Feb 2016
Forum: MultiCharts
Topic: Walk forward optimisation In sample period and maxbarsback [SOLVED]
Replies: 4
Views: 542

Re: Walk forward optimisation In sample period and maxbarsba [SOLVED]

Re-read it....... "the first sample begins at the 1001st bar of your chart." because of mbb, value of 1000 = x in sample of 10,000 bars = y therefore the answer to my question was x+y= 11000 (11001). Note that i said the FIRST in sample period. (was tempted to say "try rereading my an...
by wilkinsw
04 Feb 2016
Forum: MultiCharts
Topic: Walk forward optimisation In sample period and maxbarsback [SOLVED]
Replies: 4
Views: 542

Re: Walk forward optimisation In sample period and maxbarsba [SOLVED]

Thanks TJ.

So the answer was "B)". Thanks for clearing that up.
by wilkinsw
04 Feb 2016
Forum: MultiCharts
Topic: Walk forward optimisation In sample period and maxbarsback [SOLVED]
Replies: 4
Views: 542

Walk forward optimisation In sample period and maxbarsback [SOLVED]

Hi, I should know this but..... If I specify an in sample period of 10,000 bars and my maxbarsback setting is 1000, then when does the first in sample period end? A) 10,000 bars into the chart B) 11,000 bars into the chart Is the mbb setting part of the the IS period or pre IS period?? Many thanks, ...
by wilkinsw
07 Jan 2016
Forum: MultiCharts
Topic: CME JPY futures specs
Replies: 12
Views: 3054

Re: CME JPY futures specs

Any updates? Am looking to trade Yen but won't until this is fixed. Isn't there a patch that can be quickly created for this? When will 10 be along roughly?
by wilkinsw
05 Jan 2016
Forum: MultiCharts
Topic: MCContainerShared.dll What is it and why is IE blocking it?
Replies: 5
Views: 2726

Re: MCContainerShared.dll What is it and why is IE blocking

All fixed. Thanks.

Which windows were being blocked? It would be good to know just to check.
by wilkinsw
27 Dec 2015
Forum: MultiCharts
Topic: MCContainerShared.dll What is it and why is IE blocking it?
Replies: 5
Views: 2726

MCContainerShared.dll What is it and why is IE blocking it?

MCContainerShared.dll ...... What is it and what does it do ?

Many thanks!
by wilkinsw
15 Oct 2015
Forum: MultiCharts
Topic: Extended backtesting mode needs tweaking
Replies: 4
Views: 878

Re: Extended backtesting mode needs tweaking

Has this been acknowledged?
by wilkinsw
15 Oct 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 7674

Re: Limit Orders with incorrect fills [SOLVED]

Hi Henry,

Has the issue been remedied (allowing price improvement at the open of a new session), in:
https://www.multicharts.com/traders-blog/?p=1482

?
by wilkinsw
09 Sep 2015
Forum: MultiCharts
Topic: Extended backtesting mode needs tweaking
Replies: 4
Views: 878

Re: Extended backtesting mode needs tweaking

The third issue is the triggering and filling of stops. I simply don't understand the behavior in extended backtesting. It should be (as I'm sure is obvious): If last traded = sell stop trigger price then fill at bid (ideally wait for an updated bid first!) What seems to be happening instead is that...
by wilkinsw
09 Sep 2015
Forum: MultiCharts
Topic: Extended backtesting mode needs tweaking
Replies: 4
Views: 878

Re: Extended backtesting mode needs tweaking

It would make ones life easier if MC can address both of these incorrect modelling assumptions. There is a workaround that I use for handling the "price improvement / false fill on blip" event. I also advise anyone use this when backtesting on tick data. Simply put, you need to reference a...
by wilkinsw
09 Sep 2015
Forum: MultiCharts
Topic: Extended backtesting mode needs tweaking
Replies: 4
Views: 878

Re: Extended backtesting mode needs tweaking

The second issue I found, when using tick charts, occurs in the event of a large single matching event (a large aggressor order going through or a cascade of stops being triggered), aka a "blip". Because of the way market data is handled (FIX/FAST, MDP3.0 messaging etc), info on how the bo...
by wilkinsw
09 Sep 2015
Forum: MultiCharts
Topic: Extended backtesting mode needs tweaking
Replies: 4
Views: 878

Extended backtesting mode needs tweaking

extended backtest too harsh.PNG Tweaking is an understatement. Extended backtesting needs overhauling (please prove me wrong)! I'm assuming the point of extended backtesting is to enhance the accuracy of fill assumptions by referencing bid/ask data. There are three issues that I've identified that ...
by wilkinsw
09 Sep 2015
Forum: MultiCharts
Topic: Soybean custom future
Replies: 2
Views: 724

Re: Soybean custom future

I've attached screenshots for the settings I use.

Adapt them as you see fit.

Make sure that you have added ALL individual Soybean contracts that you custom contract is referencing, otherwise it won't roll as intended.

soybean custom 1.PNG
soybean custom 1.PNG (22.09 KiB) Viewed 330 times
by wilkinsw
01 Sep 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1164

Re: Extended Backtest (Trade,Ask+Bid). Which feed triggers s

I don't specify stop limit and the order is never rejected. It goes on the market as a limit a few points away from my stop price in case the market moved insanely fast, I would fill but it remains a stop order monitored until price is met in which case it fills at that price and the limit is cance...
by wilkinsw
31 Aug 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1164

Re: Extended Backtest (Trade,Ask+Bid). Which feed triggers s

Prove me wrong re CME. You'll regret that one! All stop orders are sent as stop limit orders to globex, fact, else are rejected by the exchange gateway. Sounds like you did need the lesson mate! You obviously think the question was poorly formed as you never understood it! You seemed to think my que...
by wilkinsw
31 Aug 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1164

Re: Extended Backtest (Trade,Ask+Bid). Which feed triggers s

Happy to ask the question here Tony. The answer will then help others. When I said a "stop" order I meant a stop order. Ie An order with a trigger. I meant it the first time and still mean it now. Stop orders are NOT always sent as market orders once triggered. I'm not differentiating betw...
by wilkinsw
31 Aug 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1164

Re: Extended Backtest (Trade,Ask+Bid). Which feed triggers s

Tony, don't think you understood the question. By stop order, I mean stop order. What is the logic for stoptriggered=true in MC when running an extended backtest. Which price series is referenced for the trigger. It doesn't specify in the literature. The answer should be data1=trade. This is the cas...
by wilkinsw
30 Aug 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1164

Extended Backtest (Trade,Ask+Bid). Which feed triggers stops

Hi,

I'm running extended backtests using:

Data1: Trade
Data2: Ask
Data3: Bid

Which are triggering buy and sell stop orders?
by wilkinsw
26 Aug 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 7674

Re: Limit Orders with incorrect fills [SOLVED]

I've uncovered another bug.... When turning off "Fill limit order when trade price goes beyond limit price by x points" the fill price should AGAIN not be improved. It should still show a fill at 1182.4 (as in the previous post) and NOT 1182.5, as 1182.4 is the price specified to the limit...
by wilkinsw
25 Aug 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 7674

Re: Limit Orders with incorrect fills [SOLVED]

beta fill assumption intraday.PNG
beta fill assumption intraday.PNG (18.02 KiB) Viewed 3197 times
The intraday functionality of the Beta amendment is fine and is indeed an improvement (see attached)

Please, please, please try and see that MC have created a new issue here. Once fixed, you've got something very exciting here!
by wilkinsw
25 Aug 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 7674

Re: Limit Orders with incorrect fills [SOLVED]

I've attached an example erroneous fill, from a inter-day gap in the eurostoxx recently (60min chart) Beta fills assumption.PNG This fill is simply impossible!!! MC has created a new bug by trying to fix an old one. The fill should be placed at the open of the new session. If you roll out the next v...
by wilkinsw
25 Aug 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 7674

Re: Limit Orders with incorrect fills [SOLVED]

Henry, I simply think that you and Multicharts are not understanding me, unfortunately. Maybe I have used incorrect terminology somewhere? How am I asking for a different TIF to GTC?? I have no idea where you got that from at all! To be clear, when talking about "price improvement" I'm ref...
by wilkinsw
21 Aug 2015
Forum: MultiCharts FAQ
Topic: Supported MultiCharts Brokers
Replies: 19
Views: 11179

Re: Supported MultiCharts Brokers

Thanks Henry.

I've also just been advised by CQG that unlike the COM API, the Web and FIX API services are restarted on weekends.

Just thought that might be useful to know.
by wilkinsw
21 Aug 2015
Forum: MultiCharts FAQ
Topic: Supported MultiCharts Brokers
Replies: 19
Views: 11179

Re: Supported MultiCharts Brokers

I trade through CQG.

My MC is version 9.0 (Build 11210).

I notice that 9.1 Beta uses the CQG Continuum API.

Silly question, but what CQG API am I on now on 9.0?

Do I need to tell my broker (Marex) if it's changing??

Many thanks,

Will
by wilkinsw
11 Aug 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 7674

MULTICHARTS 9.1 BETA 1 [SOLVED]

I've chosen to post here to make sure other users can give feedback on an issue on the new fills assumptions as described here, http://www.multicharts.com/discussion/viewtopic.php?f=1&t=46842&p=108164&#p108164 that are in the 9.1 beta version: The new fill assumptions addressed a flaw wh...
by wilkinsw
10 Aug 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 7674

Re: Limit Orders with incorrect fills [SOLVED]

Well that is simply incorrect behavior and needs to be changed. Session close/open gaps through limit prices need to be treated differently to intraday close/open gaps. This beta solution to improving the behavior of limit order fills (as introduced by "MAtricks") therefore is currently wr...
by wilkinsw
07 Aug 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 7674

Re: Limit Orders with incorrect fills [SOLVED]

I might be misunderstanding you. In the following scenario what happens in MC beta: I'm GTC limit bid at price=1200. Market closes at price=1201. I'm not filled (under any assumption). Market opens at price=1100. So at what price does MC fill me under the two options: 1) "Fill limit order when ...
by wilkinsw
07 Aug 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 7674

Re: Limit Orders with incorrect fills [SOLVED]

I'm saying it shouldn't be filled at the limit price in this situation. The open/session restarts is a time where price improvement DOES occur if the open is at a better price than ones limit price. You literally get matched at the opening price. If the new MC beta is now filling limit orders only a...
by wilkinsw
29 Jul 2015
Forum: MultiCharts
Topic: Backtest fills that don't match signal's "i_setplotvalue"
Replies: 1
Views: 613

Re: Backtest fills that don't match signal's "i_setplotvalue

Even though I don't know why the above inconsistency occured, I've come up with a fix that solved it. Before, I was unable to round to 4dp (as one might use with EuroFX) as it caused 0 values for various stop/profit calculations (e.g. 9x0.1=0.9 (=1.0 rounded), whereas 9x0.0(0.1rounded) = 0... creati...
by wilkinsw
29 Jul 2015
Forum: MultiCharts
Topic: Backtest fills that don't match signal's "i_setplotvalue"
Replies: 1
Views: 613

Backtest fills that don't match signal's "i_setplotvalue"

Hi, I've spent all day trying to get my head around certain backtest behaviour in MC. I use i-setplotvalue to output the variables values that indicate where I should be getting filled and they don't always match the chart (only about 50% of the time). I'm using "fill on touch" backtest as...
by wilkinsw
16 Jul 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 7674

Re: Limit Orders with incorrect fills [SOLVED]

I've just realised that there is another scenario where price improvement IS possible with a limit order........... At the session open! If I have a buy limit order working over the weekend, for example, and the open on Sunday (Globex) evening gaps 100 prices below my limit order..... Then I get fil...
by wilkinsw
08 Jul 2015
Forum: MultiCharts
Topic: Is there a keyword for checking if a data series is present? [SOLVED]
Replies: 5
Views: 1570

Re: Is there a keyword for checking if a data series is pres [SOLVED]

I've run into this again. For example: If I have 10 different contracts on 1 chart and wanted to total up the volume across all contracts...... but if, say 1 contract is blank (no price/volume prints) for a certain time period, then the indicator doesn't plot, until all contracts used in the indicat...
by wilkinsw
30 Apr 2015
Forum: MultiCharts
Topic: Orders not submitting on start of new trading session
Replies: 9
Views: 1477

Re: Orders not submitting on start of new trading session

Orders are sent upon start of auto trading if they were generated on the last closed bar - that is expected behavior. But this isn't always the case. Take the close of Soybeans just now. For my system, orders were working into the close (conditions were valid to be working entry orders). I performe...
by wilkinsw
30 Apr 2015
Forum: MultiCharts
Topic: RTD Server with MC64
Replies: 7
Views: 1426

Re: RTD Server with MC64

Hi, I'm looking for advice on using MC64 to feed TT algos...... I run Windows server 2012 and looking to use RTD server + excel. Would the advised setup for windows 8 work on my server. Has anyone used alternatives to excel? Are there any free spreadsheet version that can carry out this task that an...
by wilkinsw
27 Apr 2015
Forum: MultiCharts
Topic: Orders not submitting on start of new trading session
Replies: 9
Views: 1477

Re: Orders not submitting on start of new trading session

Orders can be sent to broker on recalclastbarafter calculation only if IOG is enabled. Why is it, say in the middle of a 60min bar, with IOG=off: If I turn autotrading ON, orders get submitted immediately. The code doesn't wait until the first tick of the next bar. So why would it not do the same w...
by wilkinsw
27 Apr 2015
Forum: MultiCharts
Topic: Orders not submitting on start of new trading session
Replies: 9
Views: 1477

Re: Orders not submitting on start of new trading session

Do you know what, I have no idea why I overlooked that!! Will try it, I'm sure you're right. If Henry or Andrew, in the meantime, could kindly advise on why orders get resubmitted (having been cancelled at the close because they are DAY orders!) when the market is closed (between 1715ct and 1800ct)....
by wilkinsw
27 Apr 2015
Forum: MultiCharts
Topic: Orders not submitting on start of new trading session
Replies: 9
Views: 1477

Re: Orders not submitting on start of new trading session

I spoke to Multicharts today on this issue and am still confused. Can Multicharts please provide some literature (here if possible) specifying the the rules of order auto-submission once the market is closed and preopen. In another thread I read Andrew saying that orders won't be submitted if outsid...
by wilkinsw
24 Apr 2015
Forum: MultiCharts
Topic: Orders not submitting on start of new trading session
Replies: 9
Views: 1477

Orders not submitting on start of new trading session

Hi, I've just migrated from Pats to CQG. With Pats: everyday I had to restart MC just before the 2300gmt (1800et) session restart for my Globex symbols (a Pats requirement). At the restart all charts with live autotrading enabled would submit orders as expected. With CQG: I don't have to perform a p...
by wilkinsw
14 Apr 2015
Forum: MultiCharts
Topic: ATTENTION CQG USERS [SOLVED]
Replies: 52
Views: 6671

Re: ATTENTION CQG USERS [SOLVED]

Just heard from CQG. They have just this moment advised me that they are in talks with MC regarding with what previous versions the historical data is working with. So expect a solution imminently. CQG also advised me that this is the first time that they've had to conduct such an emergency update a...
by wilkinsw
02 Apr 2015
Forum: MultiCharts
Topic: Max portfolio loss per day?
Replies: 2
Views: 1014

Max portfolio loss per day?

Could anyone kindly point me in the right direction for adding a daily portfolio level stoploss?

Is this possible?

Ie for all symbols and signals in a portfolio, if x% or x$ is reached then exit all at market.

Many thanks!
by wilkinsw
11 Feb 2015
Forum: MultiCharts
Topic: quotemanager "server busy"
Replies: 5
Views: 864

Re: quotemanager "server busy"

I get "server busy" under the same scenario from time to time. Any further ideas on the source of the problem?
by wilkinsw
11 Feb 2015
Forum: MultiCharts
Topic: What could cause all indicators status to be set to "OFF"
Replies: 7
Views: 948

Re: What could cause all indicators status to be set to "OFF

Hi, I've suffered the same issue for about 6 months. I'm currently trying to create a sample workspace for MC to use to recreate the issue. I get no error messages. All inidicators in a window will randomly turn off. Little scary, as it turns off important alert generating code. Happens about once p...
by wilkinsw
03 Feb 2015
Forum: MultiCharts
Topic: Connecting to different accounts with same API. Possible?
Replies: 13
Views: 2022

Re: Connecting to different accounts with same API. Possible

Ok Henry, I see what you're saying. Technically then, two different brokers using the same order routing platforms (e.g. Patsystems in this case) each with their own different trade and price server IP addresses should make it technically possible to route in parallel, as they only share the name &q...
by wilkinsw
29 Jan 2015
Forum: MultiCharts
Topic: Connecting to different accounts with same API. Possible?
Replies: 13
Views: 2022

Re: Connecting to different accounts with same API. Possible

Thanks Henry.

How about bottlenecks?

If I'm connected to two different Pats API accounts, does that mean all orders get queued through the one Pats plugin?
by wilkinsw
29 Jan 2015
Forum: MultiCharts
Topic: PATS and or TT Trading System Feedback
Replies: 21
Views: 2832

Re: PATS and or TT Trading System Feedback

Patsystems feedback [update!]: The Patsystems memory leak has now been fixed by the Multicharts team. GTD and GTC time in force functionality has also been added (in additional to DAY) for stop and limit but not stoplimit orders. I still experience short periods of slowdowns in the Pats feed during ...
by wilkinsw
29 Jan 2015
Forum: MultiCharts
Topic: Memory leak
Replies: 111
Views: 13455

Re: Memory leak

The Patsystems related memory leak has now been fixed.

Thanks to Henry and the Multicharts team!
by wilkinsw
22 Jan 2015
Forum: MultiCharts
Topic: Rejected Order: "stop price must be below last trade price" [SOLVED]
Replies: 30
Views: 3951

Re: Rejected Order: "stop price must be below last trade pri [SOLVED]

I think we've demonstrated the importance of researching: 1) The exchange. Always the most important as this should ultimately represent the playing field. 2) Your broker and how they handle your orders and communicate with respective exchanges. Reading the IB website, if using stoplimit orders you ...
by wilkinsw
22 Jan 2015
Forum: MultiCharts
Topic: Rejected Order: "stop price must be below last trade price" [SOLVED]
Replies: 30
Views: 3951

Re: Rejected Order: "stop price must be below last trade pri [SOLVED]

Please anyone contest me , but: IB smells very bucket shop like: IB may simulate stop orders with the following default triggers: Sell Simulated Stop Orders become market orders when the last traded price is less than or equal to the stop price. Buy Simulated Stop Orders become market orders when th...
by wilkinsw
22 Jan 2015
Forum: MultiCharts
Topic: Rejected Order: "stop price must be below last trade price" [SOLVED]
Replies: 30
Views: 3951

Re: Rejected Order: "stop price must be below last trade pri [SOLVED]

MC_Prog = legend! I personally find that terrifying. I've only briefly looked at the link you sent, but my next question is does IB offer direct market access and the straight through handling of natively supported orders at all? Maybe as a selectable option? I find it terrifying because it's this t...
by wilkinsw
22 Jan 2015
Forum: MultiCharts
Topic: Rejected Order: "stop price must be below last trade price" [SOLVED]
Replies: 30
Views: 3951

Re: Rejected Order: "stop price must be below last trade pri [SOLVED]

MC_Prog, I have no such verification as a policy/practice per any IB employee (so far anyway). Let's avoid conjecture. Just ask them. Quote the CME rules on stop orders and then ask them if they practice the same rule. If the answer is no: Then ask how they are handling your orders to circumvent the...
by wilkinsw
22 Jan 2015
Forum: MultiCharts
Topic: Rejected Order: "stop price must be below last trade price" [SOLVED]
Replies: 30
Views: 3951

Re: Rejected Order: "stop price must be below last trade pri [SOLVED]

A couple of errors: 1) Open next bar - I'm afraid code is executed and orders submitted on the first tick of the new bar. Therefore no additional latency is added by "waiting" for the opening price. 2) "Maxslippage" or "worse price" is completely different to "trig...
by wilkinsw
22 Jan 2015
Forum: MultiCharts
Topic: Rejected Order: "stop price must be below last trade price" [SOLVED]
Replies: 30
Views: 3951

Re: Rejected Order: "stop price must be below last trade pri [SOLVED]

MC_prog have you verified that IB will accept a stop that will be rejected per the CME rules? If so, then they must be "internalizing" the order flow. I know they "internalize" in equities trading. Is that also allowed in futures trading? Awesome question!! MC_Prog, Found out th...
by wilkinsw
22 Jan 2015
Forum: MultiCharts
Topic: Rejected Order: "stop price must be below last trade price" [SOLVED]
Replies: 30
Views: 3951

Re: Rejected Order: "stop price must be below last trade pri [SOLVED]

Hi MC_Prog, I think you're a little confused in places. Please let me help. 1) It IS primarily and most importantly an exchange driven issue. Quote from CME: "Stop order trigger price is validated versus the last trade at order entry. A Buy order must be > last trade price and a Sell order must...
by wilkinsw
22 Jan 2015
Forum: MultiCharts
Topic: Rejected Order: "stop price must be below last trade price" [SOLVED]
Replies: 30
Views: 3951

Re: Rejected Order: "stop price must be below last trade pri [SOLVED]

I'm afraid i'm not prepared to get involved directly in what sounds like code that going straight into production.

the solution is above , i advise you understand it before implementing it.
by wilkinsw
22 Jan 2015
Forum: MultiCharts
Topic: Rejected Order: "stop price must be below last trade price" [SOLVED]
Replies: 30
Views: 3951

Re: Rejected Order: "stop price must be below last trade pri [SOLVED]

Andrew, It should be exhange dependant, not broker. If your futures broker is telling you they accept a stop order that would otherwise be rejected by the CME, for example, then I'd advise to change broker. Reason being it would sound like the broker could be at worse "bucketing" your orde...
by wilkinsw
22 Jan 2015
Forum: MultiCharts
Topic: Rejected Order: "stop price must be below last trade price" [SOLVED]
Replies: 30
Views: 3951

Re: Rejected Order: "stop price must be below last trade pri [SOLVED]

This takes me back! Most (if not all) exchanges will reject a stop order if (in the case of a buy stop) the last traded price is above the stop price. Therefore you need to insert logic that checks if the "open next bar" is above the intended stop price. If it is then submit a limit order ...
by wilkinsw
16 Jan 2015
Forum: MultiCharts
Topic: Connecting to different accounts with same API. Possible?
Replies: 13
Views: 2022

Re: Connecting to different accounts with same API. Possible

So say symbol "Phy crude-Feb15" is from Patsystems1 which is also a connected data source. Say "Ph CRDE - FEB15" is the same instrument but on Patsystems2 which is NOT a connected data source. Will firing orders to the broker's "Ph CRDE - FEB15" symbol generate any erro...
by wilkinsw
16 Jan 2015
Forum: MultiCharts
Topic: Alerts for an APPCRASH - "Multicharts64 has stopped working"
Replies: 2
Views: 714

Re: Alerts for an APPCRASH - "Multicharts64 has stopped work

Hi Dave,

I've already done this. This wan't at all the point of my question.
by wilkinsw
16 Jan 2015
Forum: MultiCharts
Topic: Connecting to different accounts with same API. Possible?
Replies: 13
Views: 2022

Re: Connecting to different accounts with same API. Possible

How about symbol mapping: Can I have two charts both with the same IQfeed symbol but..... Chart1: mapped to "Patsystems1 Broker A Symbol". e.g. "qcl#c" to "Phy crude-Feb15" Chart2: mapped to "Patsystems2 Broker B Symbol". e.g. "qcl#c" to "Ph CRD...
by wilkinsw
16 Jan 2015
Forum: MultiCharts
Topic: Connecting to different accounts with same API. Possible?
Replies: 13
Views: 2022

Connecting to different accounts with same API. Possible?

Hi, Using Patsystems as an example. Is it possible to connect to account A broker A and account B broker B both using Patsystems? All from the one instance of Multicharts? I can see that I can create two different Pats broker profiles. But I can't create two pats datafeeds, as the data source clone ...
by wilkinsw
15 Jan 2015
Forum: MultiCharts
Topic: Alerts for an APPCRASH - "Multicharts64 has stopped working"
Replies: 2
Views: 714

Alerts for an APPCRASH - "Multicharts64 has stopped working"

Hi, A few time i have had the following message come up requiring the restart of MC I use "pulseway" to alert me of any stopped processes critical to my trading. However with the popup shown here, the process doesn't end until I click "close the program". Therefore I don't get th...
by wilkinsw
14 Jan 2015
Forum: MultiCharts
Topic: Interactive Brokers Reviews please
Replies: 2
Views: 648

Re: Interactive Brokers Reviews please

Awesome answer. Thanks!
by wilkinsw
14 Jan 2015
Forum: MultiCharts
Topic: Interactive Brokers Reviews please
Replies: 2
Views: 648

Interactive Brokers Reviews please

Hi,

I'm looking for the "best" solution from a broker providing both futures and fx trading with a solid level of reliability and minimal bucket shopness.

Tempted by MB trading. What is the Ram usage like on their standalone platform?

Or should I be looking at IB?
by wilkinsw
08 Dec 2014
Forum: MultiCharts
Topic: "Stop auto-trading after X rejected order" question [SOLVED]
Replies: 4
Views: 785

Re: "Stop auto-trading after X rejected order" question [SOLVED]

Hi Andrew just double checking that turning off auto-trading after x rejected orders means:

"GetAppInfo(aiStrategyAuto) = 0" ?

Thanks.
by wilkinsw
08 Dec 2014
Forum: MultiCharts
Topic: "Stop auto-trading after X rejected order" question [SOLVED]
Replies: 4
Views: 785

"Stop auto-trading after X rejected order" question [SOLVED]

Hi, When auto trading is turned off due rejected orders, is the "turning off" exactly the same as when when you make a chart setting change (for example). Ie, is it detectable by the "broker loss of connection" alert: { ATS Status Monitor; monitors if the Autotrading strategy is ...
by wilkinsw
27 Nov 2014
Forum: MultiCharts
Topic: Memory leak
Replies: 111
Views: 13455

Re: Memory leak

Thanks for the replies: I've done the following: an offline MC only observation - everything ok an online MC only - everything ok loaded an IQfeed live chart - everything ok Connected to Patsystems - everything ok Loaded a few Pats DOMs - tsserver.exe starts leaking I remember about 1 year ago that ...
by wilkinsw
27 Nov 2014
Forum: MultiCharts
Topic: sellshort getting Market instead of Limit
Replies: 2
Views: 851

Re: sellshort getting Market instead of Limit

sellshort "at close" limit

if best bid on the open of the next bar > "at close" then your order will execute as an aggressor sell. Aka a market order, worse price = "at close".

Else it will join the book as a limit order.
by wilkinsw
27 Nov 2014
Forum: MultiCharts
Topic: Memory leak
Replies: 111
Views: 13455

Re: Memory leak

I upgraded to MC9.0 last week.

Same workspaces, but memory consumption has worsened.

I turned on file cache yesterday and still tsserver.exe usage climbs at the rate of 0.1mb per second until I'm forced to restart MC.

Any tips?
by wilkinsw
26 Nov 2014
Forum: MultiCharts
Topic: Maximum capacity of 7500 active GDI objects reached
Replies: 6
Views: 1873

Re: Maximum capacity of 7500 active GDI objects reached

Hi Henry,

Why has the max GDI's reduced for MC 9.0 vs MC 8.8?

I'm now encountering this issue on MC9 and didn't on MC8.8.

Would rather not have to open two MC instances.

Is there a registry I can edit?

Thanks.
by wilkinsw
23 Oct 2014
Forum: MultiCharts
Topic: Precise Backtesting . Ask and Bid OR Trade, ask & bid??
Replies: 3
Views: 730

Precise Backtesting . Ask and Bid OR Trade, ask & bid??

Hi, https://www.multicharts.com/trading-software/index.php/Precise_Backtesting The above link implies running an extended backtest on just ask and bid data streams. In another post Henry mentions something different. He says: Hello Don, The strategy calculation results are different when it is appli...
by wilkinsw
23 Oct 2014
Forum: MultiCharts
Topic: Is there a keyword for checking if a data series is present? [SOLVED]
Replies: 5
Views: 1570

Is there a keyword for checking if a data series is present? [SOLVED]

Hi,

When using multiple dataseries......

Was just wondering if there was a keyword to check for presence of data2,3,4 etc on a chart.

E.g. If data2=not present then xyz

Many thanks!
by wilkinsw
21 Oct 2014
Forum: MultiCharts
Topic: Using "Cross Over" with "Time" [SOLVED]
Replies: 5
Views: 809

Re: Using "Cross Over" with "Time" [SOLVED]

I sent you all the requested info.

I've just repeated the tests I sent you on an MC9 demo I have. The behaviour is as expected in MC9 from what I can see.

So it seems to be only an issue with pre MC9 versions.
by wilkinsw
20 Oct 2014
Forum: MultiCharts
Topic: Using "Cross Over" with "Time" [SOLVED]
Replies: 5
Views: 809

Re: Using "Cross Over" with "Time" [SOLVED]

I have Henry. This behaviour also takes place in TS. I've only just discovered it but don't understand why it happens. Copy and paste my code above and you'll see what I'm talking about (hopefully). (plot a eurofx 60min chart and use 0200 and 0500 as the inputs..... you'll see that, in this example,...
by wilkinsw
20 Oct 2014
Forum: MultiCharts
Topic: Using "Cross Over" with "Time" [SOLVED]
Replies: 5
Views: 809

Using "Cross Over" with "Time" [SOLVED]

inputs:t1(100),t2(200); if time crosses over t1 then value1=1 else value1=0; if time crosses over t2 then value2=1 else value2=0; plot1(value1); plot2(value2); The above code does not generate expected behaviour. Sometimes Values1/2 will flag the cross over of input times and other times not. The f...
by wilkinsw
07 Oct 2014
Forum: MultiCharts
Topic: PATS and or TT Trading System Feedback
Replies: 21
Views: 2832

Re: PATS and or TT Trading System Feedback

Hi Hilbert, My Pats issues have improved dramatically. Don't know why. Since about May2014, I only have about 2-4 small Pats issues a week. Before this it was about 2-4 per day. The issues I still experience are: Frozen ladders. Ladder slowdowns (only seems to happen with WTI Crude on some afternoon...
by wilkinsw
29 Aug 2014
Forum: MultiCharts
Topic: How to Verify Walk-Forward Optimization (WFO) Results ? [SOLVED]
Replies: 4
Views: 926

Re: How to Verify Walk-Forward Optimization (WFO) Results ? [SOLVED]

Thanks Andrew.

I'm probably sounding thick here but, the red mbb section for the OOS window where does that lie? Is it at the end of the IS window or the start of the OOS window?

Thanks again.
by wilkinsw
28 Aug 2014
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 7674

Re: Limit Orders with incorrect fills [SOLVED]

I'm in favour too. If an entry took place not at X bar, but at X+1, all further strategy behavior can change (for example if the profit target was supposed to be executed at bar X+1, but it is issued only at X+2 and the prices on the chart moved away from the profit target). It all depends on how yo...
by wilkinsw
28 Aug 2014
Forum: MultiCharts
Topic: Portfolio Backtester Bar Magnifier ???
Replies: 7
Views: 1524

Re: Portfolio Backtester Bar Magnifier ???

Henry, Firstly, I find that profoundly shocking. It's a major limitation. I just don't get how it's not even on the "roadmap" as the tool will forever be incomplete without it. It is far more important than other features like IOG. GA optimisation WILL be incorrectly vectored without it. T...
by wilkinsw
27 Aug 2014
Forum: MultiCharts
Topic: Portfolio Backtester Bar Magnifier ???
Replies: 7
Views: 1524

Portfolio Backtester Bar Magnifier ???

Hi, There seems to be lots of Bar Magnifier requests in the project management section, to be added to the Portfolio Backtester. Can I just reiterate how essential this is. It really limits the degree to which one can use the tool without it. As a simple example....tight stops get incorrectly select...
by wilkinsw
27 Aug 2014
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 7674

Re: Limit Orders with incorrect fills [SOLVED]

Hi Andrew, In some other cases it will look like an order filled outside of a bar. Is that what you are looking for? For me, yes exactly that. Using your picture with the yellow arrows as the example......pretend the time/price point that the arrows point to didn't happen. Instead the bar opened a t...
by wilkinsw
27 Aug 2014
Forum: MultiCharts
Topic: OOEL (Object Oriented Easy Language) features in TS
Replies: 3
Views: 1062

Re: OOEL (Object Oriented Easy Language) features in TS

Hi MC,

I was just wondering if there were any plans for OOEL support. It's pretty powerful stuff.

Would love to have a "OOPL" functionality.

Seperately, would also be nice to have some sort of MC/MC.NET hybrid solution. Why not roll out MC.NET that supports powerlanguage?

Thanks.
by wilkinsw
27 Aug 2014
Forum: MultiCharts
Topic: How to Verify Walk-Forward Optimization (WFO) Results ? [SOLVED]
Replies: 4
Views: 926

How to Verify Walk-Forward Optimization (WFO) Results ? [SOLVED]

Hi MC, I understand from reading other posts that the MC WFO is not a flawless tool and that there are issues that might need development. However my question surrounds a better understanding of the Wiki page: http://www.multicharts.com/trading-software/index.php/How_to_Verify_Walk-Forward_Optimizat...
by wilkinsw
14 Aug 2014
Forum: MultiCharts
Topic: Importing SEF files compiled in a different MC Build [SOLVED]
Replies: 2
Views: 665

Importing SEF files compiled in a different MC Build [SOLVED]

Hi, I've only just read on the Wiki that one can't import an SEF compiled in a different MC build. I actually did this months ago without any obvious issues (8.8 8593 to 8.8 8967). The fact I haven't had any error messages come up or any obvious unexpected behaviour, is it safe to assume that all is...
by wilkinsw
06 Aug 2014
Forum: MultiCharts
Topic: Limit order resubmitted and not maintained?? [SOLVED]
Replies: 2
Views: 514

Re: Limit order resubmitted and not maintained?? [SOLVED]

Thanks for the reply Henry. In the new backtesting/auto trading engine (coming in the next major platform update) we will provide more order control to the user, including ability to control the OCO groups: Sounds exciting. I'll wait for this then. The issue is personally not mission critical yet. B...
by wilkinsw
05 Aug 2014
Forum: MultiCharts
Topic: Simtrading with live data?
Replies: 39
Views: 3506

Re: Simtrading with live data?

Oh right. I think I misunderstood your previous post then, as I thought you were saying that Vision+Rithmic local sim doesn't simulate fills (which I assume to mean queue position). This particular demo account IS native and will not simulate latency, slippage, or fill rate (which are probably the m...
by wilkinsw
05 Aug 2014
Forum: MultiCharts
Topic: Simtrading with live data?
Replies: 39
Views: 3506

Re: Simtrading with live data?

The Rithmic Local Sim has a queue line-up - you only get filled when its your turn in the queue. You might want to give that free option a shot..


Trust you to rock up with all the answers!

Is that on live market data too?
by wilkinsw
05 Aug 2014
Forum: MultiCharts
Topic: Simtrading with live data?
Replies: 39
Views: 3506

Re: Simtrading with live data?

Henry, I think I caused confusion. You're right, you can indeed connect to a broker sim account which will be useful for testing certain things. However, I was referring to exploiting TT's simulation environment, that simulates queue position and fills, using MC. Having spoken to TT the only way to ...

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