Search found 299 matches

by wilkinsw
14 Nov 2017
Forum: MultiCharts
Topic: DOM display in "k". How to change?
Replies: 1
Views: 31

DOM display in "k". How to change?

dom.png
dom.png (15.94 KiB) Viewed 31 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: 7
Views: 579

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: 38
Views: 2664

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: 7
Views: 579

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: 89

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: 9
Views: 2538

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: 183

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: 260

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: 260

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: 260

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: 260

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: 328

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: 328

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: 231

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: 152

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: 328

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: 231

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: 216

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: 328

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: 328

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: 328

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: 328

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: 231

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: 154

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: 154

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: 146

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: 190

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: 347

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: 150

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: 190

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: 110

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: 146

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: 12561

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: 12561

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: 12561

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: 594

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: 502

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: 594

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: 502

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: 7
Views: 579

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 of from time to time
Replies: 2
Views: 261

All studies on a chart will randomly turn of 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: 502

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: 7
Views: 579

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: 412

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: 12561

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: 412

"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: 1
Views: 213

"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: 12561

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: 12561

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: 12561

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: 12561

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: 12561

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: 12561

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: 1229

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: 2170

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: 304

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: 446

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: 2170

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: 6744

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: 446

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: 446

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: 3233

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: 827

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: 3233

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: 3233

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: 3233

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: 620

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: 605

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: 2885

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: 2885

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: 2885

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: 2885

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: 599

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: 599

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: 497

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: 497

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: 497

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: 2885

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: 2628

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: 2628

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: 800

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: 6923

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: 800

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: 800

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: 800

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: 800

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: 659

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 265 times
by wilkinsw
01 Sep 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1093

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: 1093

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: 1093

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: 1093

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: 1093

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: 6923

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: 6923

Re: Limit Orders with incorrect fills [SOLVED]

beta fill assumption intraday.PNG
beta fill assumption intraday.PNG (18.02 KiB) Viewed 2446 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: 6923

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: 6923

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: 9557

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: 9557

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: 6923

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: 6923

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: 6923

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: 6923

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: 579

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: 579

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: 6923

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: 1504

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: 1386

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: 1338

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: 1386

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: 1386

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: 1386

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: 1386

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: 5775

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: 958

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: 778

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: 861

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: 1911

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: 1911

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: 2539

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: 11802

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: 3499

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: 3499

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: 3499

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: 3499

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: 3499

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: 3499

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: 3499

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: 3499

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: 3499

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: 3499

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: 1911

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: 651

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: 1911

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: 1911

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: 651

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: 591

Re: Interactive Brokers Reviews please

Awesome answer. Thanks!
by wilkinsw
14 Jan 2015
Forum: MultiCharts
Topic: Interactive Brokers Reviews please
Replies: 2
Views: 591

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: 729

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: 729

"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: 11802

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: 817

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: 11802

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: 1672

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: 673

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: 1504

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: 731

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: 731

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: 731

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: 2539

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: 858

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: 6923

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: 1434

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: 1434

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: 6923

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: 972

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: 858

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: 617

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: 475

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: 3256

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: 3256

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: 3256

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 ...
by wilkinsw
05 Aug 2014
Forum: MultiCharts
Topic: Limit order resubmitted and not maintained?? [SOLVED]
Replies: 2
Views: 475

Limit order resubmitted and not maintained?? [SOLVED]

Hi, Strangely, I've only just noticed that I had a raft of target limit orders cancelled and resumbitted instead of maintained (lost my queue position). This doesn't always happen and I can only assume it was due to stops using the same ("ordername") were moved for the same bar? I'm using ...
by wilkinsw
01 Aug 2014
Forum: MultiCharts
Topic: Portfolio Backtester Multiple commission rules per strategy?
Replies: 9
Views: 2695

Re: Portfolio Backtester Multiple commission rules per strat

So using correct costs per instrument means I have to optimize 25 instead of 5 variables. From both a statistical and time point of view this will give a highly undesirable outcome. Has this changed for the most current version of MC? If not could you see why this is needed? Slippage in particular v...
by wilkinsw
01 Aug 2014
Forum: MultiCharts
Topic: Portfolio Backtester Multiple commission rules per strategy?
Replies: 9
Views: 2695

Re: Portfolio Backtester Multiple commission rules per strat

For a basket of 5 instruments:

If my signal has 5 inputs I want to optimise, then by having 5 seperate strategies, each with its own instrument, then.......

I'll have 25 optimisable inputs, no?
by wilkinsw
31 Jul 2014
Forum: MultiCharts
Topic: Portfolio Backtester Multiple commission rules per strategy?
Replies: 9
Views: 2695

Re: Portfolio Backtester Multiple commission rules per strat

Sorry, it's been a year. This is still something I need. In fact need it even more, hence I'm back here again! Is it part of the MC 9.0? To reiterate........ I want to optimize one signal applied to a basket of instruments. I need to specify slippage and commission for each constituent instrument, a...
by wilkinsw
23 Jul 2014
Forum: MultiCharts
Topic: Error while trying to send email alert
Replies: 17
Views: 1534

Re: Error while trying to send email alert

Thank god for yahoo then. I'd have to turn of my systems and wait for 9.0 otherwise.
by wilkinsw
23 Jul 2014
Forum: MultiCharts
Topic: "Optimize Order Flow" Algo needs tweaking please
Replies: 2
Views: 609

Re: "Optimize Order Flow" Algo needs tweaking please

Hi Andrew,

I will do. Want to see if others can share their opinions or suggest further improvement, if needed that I can encapsulate in my feature request.

To vote for an improved optimized flow logic as detailed:


https://www.multicharts.com/pm/viewissue ... no=MC-1699
by wilkinsw
23 Jul 2014
Forum: MultiCharts
Topic: Error while trying to send email alert
Replies: 17
Views: 1534

Re: Error while trying to send email alert

Same here. Thankfully I spotted it soon enough!

No emails = virtually no risk management for me.

Yahoo looks just as good and is working fine.
by wilkinsw
22 Jul 2014
Forum: MultiCharts
Topic: "Optimize Order Flow" Algo needs tweaking please
Replies: 2
Views: 609

"Optimize Order Flow" Algo needs tweaking please

Hi, Please give me feedback on the following..... I love the optimize order flow feature of autotrading. Without it I would get limit breaches whilst trying to submit orders and also risk overfills. However, my colleague and I are seeing one key flaw that should only take a small tweak to correct......
by wilkinsw
22 Jul 2014
Forum: MultiCharts
Topic: Simtrading with live data?
Replies: 39
Views: 3256

Re: Simtrading with live data?

Multicharts: Would it not be simply possible to connect to a TT sim account?? I recently got told by TT that this would not be possible which was dissappointing. Using their fill simulator would've been good for testing high(er) frequency ideas.....seeing if backtested assumptions play out in real ...
by wilkinsw
17 Jul 2014
Forum: MultiCharts
Topic: Memory leak
Replies: 111
Views: 11802

Re: Memory leak

Such behavior has been neither demonstrated remotely nor information for replicating it was provided. There is no definite use case describing/demonstrating this behavior. If you have a use case please come to our live chat to demonstrate it or provide the information requested in post #14 of this ...
by wilkinsw
16 Jul 2014
Forum: MultiCharts
Topic: MULTICHARTS 9.0 BETA 2
Replies: 66
Views: 8354

Re: MULTICHARTS 9.0 BETA 2

The prices lag far behind and then at some point during a quiet market (hours later) the charts all catch up within a few seconds I had this for ages with Patsystems data feed all the time. Like you say, MAtricks, it will suddenly catch up. Nightmare. I even reproduced for MC . MC asked for a Pats ...
by wilkinsw
15 Jul 2014
Forum: MultiCharts
Topic: Memory leak
Replies: 111
Views: 11802

Re: Memory leak

but there is still a very infrequent slow consumption of memory by MC for an unknown reason.


Where are we with this MC? Have you accepted this as a bug yet?
by wilkinsw
11 Jul 2014
Forum: MultiCharts
Topic: Trading system backing available
Replies: 0
Views: 474

Trading system backing available

I am a systems trader for a London proprietary trading house. We are looking to finance and manage new strategies that offer diversification to what we are currently running. If you feel you might have a viable system but lack the capital or time and feel like this is something you are interested in...
by wilkinsw
02 Jul 2014
Forum: MultiCharts
Topic: 3D optimization HELP [SOLVED]
Replies: 2
Views: 533

Re: 3D optimization HELP [SOLVED]

Thanks MAtricks!

That does make perfect sense.

I thought there might be some interpolation from the GO results to form a traditional graph, but clearly not. Thanks again MAtricks.
by wilkinsw
02 Jul 2014
Forum: MultiCharts
Topic: Is it just me or is the MC search engine annoying?
Replies: 2
Views: 479

Re: Is it just me or is the MC search engine annoying?

Nice one! Thanks JoshM. As always, most helpful.
by wilkinsw
02 Jul 2014
Forum: MultiCharts
Topic: Is it just me or is the MC search engine annoying?
Replies: 2
Views: 479

Is it just me or is the MC search engine annoying?

Please see attached.

Can MC please stop words being excluded from searches?
by wilkinsw
02 Jul 2014
Forum: MultiCharts
Topic: Memory leak
Replies: 111
Views: 11802

Re: Memory leak

Is there any remedy you suggest? Is the MultiCharts team looking into MC's memory issues?


????
by wilkinsw
02 Jul 2014
Forum: MultiCharts
Topic: Support for Broker synthetic orders? Patsystems, TT et al.
Replies: 2
Views: 485

Re: Support for Broker synthetic orders? Patsystems, TT et a

Any thoughts??? You support OCO order submission where brokers support such orders. Do you support any other broker side synthetic orders. Would you consider adding more??
by wilkinsw
02 Jul 2014
Forum: MultiCharts
Topic: 3D optimization HELP [SOLVED]
Replies: 2
Views: 533

3D optimization HELP [SOLVED]

Hi, I have failed to ever produce a 3D graphic as required following optimization. I'm clearly doing something wrong and help would be appreciated. All I get is big yellow balls. Regardless of the inputs I use and the inputs I choose to "fix". I'm after a slope with peaks and troughs (as e...
by wilkinsw
19 Jun 2014
Forum: MultiCharts
Topic: Simtrading with live data?
Replies: 39
Views: 3256

Re: Simtrading with live data?

Hi MATricks, This particular demo account IS native and will not simulate latency, slippage, or fill rate I'm currently looking at simulating realtime fills etc. So are you saying that with Rithmic the fills are nowhere near realistic? I've used TT X trader and STS before. Their fill simulators are ...
by wilkinsw
18 Jun 2014
Forum: MultiCharts
Topic: Support for Broker synthetic orders? Patsystems, TT et al.
Replies: 2
Views: 485

Support for Broker synthetic orders? Patsystems, TT et al.

Hi, Many brokers provide server side synthetic order management. Can this be exploited through MC? For example, in MC you can convert to market if not filled after X seconds. In effect that would be a MC managed synthetic order. However, designing MC synthetic orders has limitations with regards to ...
by wilkinsw
02 Jun 2014
Forum: MultiCharts
Topic: Realistic fills *feature request* Please vote [SOLVED]
Replies: 22
Views: 1784

Re: Realistic fills *feature request* Please vote [SOLVED]

MATricks: love it! Come on MC make it happen. The limit order correction too please.
MAtricks wrote:Turn if off if you don't like it :) MC is great about giving us the on/off button.

Example:

Image


THANKS!!
by wilkinsw
02 Jun 2014
Forum: MultiCharts
Topic: Realistic fills *feature request* Please vote [SOLVED]
Replies: 22
Views: 1784

Re: Realistic fills *feature request* Please vote [SOLVED]

Me again, Firstly: Also, some time ago I made ​​the request for more realistic back test: https://www.multicharts.com/pm/viewissue ... no=MC-1505 Hi Monexx, I was just wondering when you want MC to add a cost for crossing the spread. Without the historical bid/ask you simply can't know when you've c...
by wilkinsw
29 May 2014
Forum: MultiCharts
Topic: Realistic fills *feature request* Please vote [SOLVED]
Replies: 22
Views: 1784

Re: Realistic fills *feature request* Please vote [SOLVED]

The simple backtest needs tweaking as currently it's wrong. Smoky - I agree with you. Separately, it wouldn't take much just to correct the error on the simple backtest. quoting Andrew from another thread: "Backtesting, Bar Magnifier is on, an order is generated to be executed at next bar, next...
by wilkinsw
22 May 2014
Forum: MultiCharts
Topic: Memory leak
Replies: 111
Views: 11802

Re: Memory leak

I see the leak start as soon as I open a DOM and nothing else. MC have witnessed it on my machine but can't reproduce it on theirs. But then again they don't have a live Pats account.
by wilkinsw
22 May 2014
Forum: MultiCharts
Topic: Memory leak
Replies: 111
Views: 11802

Re: Memory leak

I suffer this too. But they can't replicate on their end, I'm told. My memory usage slowloy builds throughout the day, every day.

If I work with order book level code and Patsystems low timeframe data then it ramps up quite quickly.
by wilkinsw
22 May 2014
Forum: MultiCharts
Topic: Backtesting bug throughout Multicharts ? [SOLVED]
Replies: 16
Views: 1583

Re: Backtesting bug throughout Multicharts ? [SOLVED]

Ok, I found the problem. Apologies but it was a rookie mistake, the solution to which, at least I hope will help the newbies. Basically there was an inappropriate use of a series function. I should have been using a simple function instead. On one line of code I was using Highestfc( , ) instead of H...
by wilkinsw
20 May 2014
Forum: MultiCharts
Topic: How to feed realtime indicator values to excel? [SOLVED]
Replies: 2
Views: 648

How to feed realtime indicator values to excel? [SOLVED]

Is there a way to feed real time indicator values to excel so that they can be called upon by another program?

Would RTD server work??

Many thanks!
by wilkinsw
17 Apr 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency. Please share experiences.

Ok great. I'll test this solution with another Pats account soon. Based on the findings above it should have a massive effect on reducing latency. If I you use one broker account profile (Api instance) per core I'll be getting close to halving the latency I currently experience. This is something th...
by wilkinsw
17 Apr 2014
Forum: MultiCharts
Topic: Getting System and DataFeed Status-useful with remote dsktop [SOLVED]
Replies: 6
Views: 1346

Re: Getting System and DataFeed Status-useful with remote ds [SOLVED]

Also I use: charts with two datafeeds (same symbol): datafeed1: IQfeed datafeed2: Broker data Any significant mismatch between the two for the current close (ie current price) for more than 30 seconds sends an alert: inputs:seclag(30); vars: intrabarpersist c1(0), intrabarpersist c2(0),vthres(0); vt...
by wilkinsw
17 Apr 2014
Forum: MultiCharts
Topic: Backtesting bug throughout Multicharts ? [SOLVED]
Replies: 16
Views: 1583

Re: Backtesting bug throughout Multicharts ? [SOLVED]

I promised I would come back with more info and haven't. I will not have time to either for another week or so.

Feel free to close this thread and I can restart it at another time when I have gathered the required info

Thanks for your replies.
by wilkinsw
16 Apr 2014
Forum: MultiCharts
Topic: Getting System and DataFeed Status-useful with remote dsktop [SOLVED]
Replies: 6
Views: 1346

Re: Getting System and DataFeed Status-useful with remote ds [SOLVED]

In addition to the: Loss of Broker connection and Loss of realtime data feeds (let me know if you want my code for these). I also use a template chart and a copied live chart to compare key calculated variables and positions (of template vs broker) with Global variables. Then fire off an alert if th...
by wilkinsw
11 Apr 2014
Forum: MultiCharts
Topic: Backtesting bug throughout Multicharts ? [SOLVED]
Replies: 16
Views: 1583

Re: Backtesting bug throughout Multicharts ? [SOLVED]

Thanks Andrew.

I will come back with further info, I promise.
by wilkinsw
10 Apr 2014
Forum: MultiCharts
Topic: Backtesting bug throughout Multicharts ? [SOLVED]
Replies: 16
Views: 1583

Re: Backtesting bug throughout Multicharts ? [SOLVED]

No IOG.

I think it's only fair I go away and do some trial and error research.

I'll be back!

(Sorry TJ for being short.... long day).
by wilkinsw
10 Apr 2014
Forum: MultiCharts
Topic: Backtesting bug throughout Multicharts ? [SOLVED]
Replies: 16
Views: 1583

Re: Backtesting bug throughout Multicharts ? [SOLVED]

TJ mate, there is a near infinite amount of things I don't know, fact.

One thing I do know is that,

you have misunderstood the purpose of this thread.

Also you have added no value to this thread.

Unless I have missed something of course.

If you can prove otherwise then be my guest.
by wilkinsw
10 Apr 2014
Forum: MultiCharts
Topic: Backtesting bug throughout Multicharts ? [SOLVED]
Replies: 16
Views: 1583

Re: Backtesting bug throughout Multicharts ? [SOLVED]

You might have misunderstood the definition of Maxbarsback Don't want to sidetrack the thread. There are two variables when multiplied mean that I need x mbb set. it's a highest high, lowest low xnb thing. That's all. 16kMBB is far in excess of what I need. I use this so that when I add everything ...
by wilkinsw
10 Apr 2014
Forum: MultiCharts
Topic: Backtesting bug throughout Multicharts ? [SOLVED]
Replies: 16
Views: 1583

Re: Backtesting bug throughout Multicharts ? [SOLVED]

It's not that complex. Just has to reference bars from long ago. Calculation speed doesn't really improve using an array to store these values. It is a simple strategy. I will wait to here from others and start putting together a test environment. I can't for certain rule out the code so will go and...
by wilkinsw
10 Apr 2014
Forum: MultiCharts
Topic: Backtesting bug throughout Multicharts ? [SOLVED]
Replies: 16
Views: 1583

Re: Backtesting bug throughout Multicharts ? [SOLVED]

No typo I'm afraid re maxbarsback. More details will follow. For now..... I use imported minute ascii files to create my backtest symbols. My backtests rarely have less than 600 trades. I may wait to see if I can get a couple more replies first. Otherwise there is an awful lot of details and conditi...
by wilkinsw
10 Apr 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency. Please share experiences.

That is not technically possible to send two orders simultaneously to one API. If there are two APIs (two different brokers) – then two orders can be sent almost at the same time. In order to perform such high speed calculations you need a CPU with 4 cores or more. Each chart with a strategy will g...
by wilkinsw
10 Apr 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency. Please share experiences.

MAtricks wrote: Why does it only take micro seconds to generate and send the command to cancel the order but it takes several milliseconds to generate an order? Please specify the particular lines you are referring to. I don't fully understand what MAtricks is referring to (I don't see the differen...
by wilkinsw
10 Apr 2014
Forum: MultiCharts
Topic: Backtesting bug throughout Multicharts ? [SOLVED]
Replies: 16
Views: 1583

Backtesting bug throughout Multicharts ? [SOLVED]

Hi, Before I go into further details can I ask anyone reading this post to carry out the following and report your findings: Open a new workspace and chart - Any timeframe any symbol (I used 30min CL from 02/06/2003 to 26/02/2014). Load a signal / strategy - Any settings (I used BM=OFF and 16k maxba...
by wilkinsw
08 Apr 2014
Forum: MultiCharts
Topic: Memory leak
Replies: 111
Views: 11802

Re: Memory leak

The recent screen instance where MC sucked up 15.9 gigs of memory was actually in offline mode and MC had been running for only a few minutes. So no ticks had even come into the platform... and so no strategies/indicators were being calculated on incoming ticks Just on the off chance...... This hap...
by wilkinsw
05 Apr 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency. Please share experiences.

Clocks are synced daily Will look at this. My client is using TT and I must say that it is working beautifully. That's good to know. Thanks. Clocks are synced daily for each of us and yet the results still vary at times. Sometimes pretty significantly. What results vary? There are a lot of componen...
by wilkinsw
05 Apr 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency. Please share experiences.

If you are serious about your trading and the time you likely spending developing on MC then invest in a dedicated and fast machine. Agreed! MC does require a boat load of performance to run smoothly for the heavy user. As I've noticed since moving onto a server in our office. The company I work fo...
by wilkinsw
04 Apr 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency. Please share experiences.

MAtricks wrote:Why does it only take micro seconds to generate and send the command to cancel the order but it takes several milliseconds to generate an order?


Interesting point, that I missed.
by wilkinsw
04 Apr 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency. Please share experiences.

A schematic of some kind would still be of value, at least to me. order #6012496 and order #6012498 in the above logs were for the same instrument and generated from two different charts. So why 0.7 seconds difference in sending the order to the plugin? Both had the same event trigger their calculat...
by wilkinsw
04 Apr 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency. Please share experiences.

As requested: Hello William, Our engineers have studied the logs from your PC for the orders in question. Here are the details of order generation and API replies with the time stamps with millisecond precision. All timestamps are Local time = correspond to your computer clock. PATS API replies (as ...
by wilkinsw
29 Mar 2014
Forum: MultiCharts
Topic: PATS and or TT Trading System Feedback
Replies: 21
Views: 2539

Re: PATS and or TT Trading System Feedback

Just to keep this thread up to date: Logs have been collected and there does appear to be an issue with the Patsystems wrapper. I'm informed that MC are now communicating with Patsystems to resolve the issue. In summary the issues that my colleague and I have experienced with the MC:Pats solution (o...
by wilkinsw
28 Mar 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency. Please share experiences.

Thanks Henry. So MC does confirm a fill on the orders in AA mode? It sure doesn't seem like it.. but I stand corrected. I'd really like to understand the paths that MC takes. Is there a flow chart or a quick description of them somewhere? I second that. Would absolutely love a schematic or just a b...
by wilkinsw
28 Mar 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency. Please share experiences.

Yes that is interesting.

But still safe to say that the London to chicago distance makes up a good chunk of that 1+second latency I experienced in my case study.
by wilkinsw
27 Mar 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency / slow order submission. Please share experience

1 full second is extremely bad latency. MC should process your orders within a few microseconds on your side of things. Although its the easiest to blame, I doubt its your machine. Your connection is almost always the issue. 1. Download PingPlotter to your trading machine 2. Find the relevant IPs f...
by wilkinsw
26 Mar 2014
Forum: MultiCharts
Topic: PATS and or TT Trading System Feedback
Replies: 21
Views: 2539

Re: PATS and or TT Trading System Feedback

If i were to hazard a guess (just a guess)..... I'm wondering if MC can't handle the high rate of refresh of my Pats feed?? Clutching at straws. But I get 10 refreshes per second across 5 ladders with market depth. Instead of maybe slowing down and skipping price action (on the ladder), it's like it...
by wilkinsw
26 Mar 2014
Forum: MultiCharts
Topic: PATS and or TT Trading System Feedback
Replies: 21
Views: 2539

Re: PATS and or TT Trading System Feedback

It's shared but I'm the only one currently system trading on it (it's brand new). Windows 2012 R2. Accessed via RDP (intranet or VPN). I won't go into details over security but the network is firewalled, the server's security is best described as minimal. Regarding the network, there are about 50 hi...
by wilkinsw
26 Mar 2014
Forum: MultiCharts
Topic: PATS and or TT Trading System Feedback
Replies: 21
Views: 2539

Re: PATS and or TT Trading System Feedback

I'm accessing a server remotely. The server belongs to us but is located in another office.
by wilkinsw
26 Mar 2014
Forum: MultiCharts
Topic: PATS and or TT Trading System Feedback
Replies: 21
Views: 2539

Re: PATS and or TT Trading System Feedback

I am now on a server and am still having issues with Patsystems through Multicharts. My Ram is now 8Gb instead of 4Gb. The CPU power is about 5x my old computer. However, currently I only have access to a fraction of that power. Still I'm rarely exceeding 40% CPU. Today, I experienced a hang on the ...
by wilkinsw
20 Mar 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency. Please share experiences.

Hi,

Thanks for that. I know I must be doing something wrong:

When I add your indicator using the ADX example in the code......It takes a while to load (that'll be the loop) but then all I get in the output is:

"execTime = 0.00000"

What have I done wrong?
by wilkinsw
20 Mar 2014
Forum: MultiCharts
Topic: PATS and or TT Trading System Feedback
Replies: 21
Views: 2539

Re: PATS and or TT Trading System Feedback

Ok Henry will do.

The live demo is possible should the ladders blank out. However the premarket period behaviour will have to be done with screenshots as you'll be closed.
by wilkinsw
20 Mar 2014
Forum: MultiCharts
Topic: PATS and or TT Trading System Feedback
Replies: 21
Views: 2539

Re: PATS and or TT Trading System Feedback

Yes. Thanks Henry, quite right: It would appear to be Ram related. As we speak I'm setting up my new server and will report back in a couple of weeks. Might be worth adding here that there has been issues surrounding GTC/GTD order support through Pats which Multicharts tell me they are investigating...
by wilkinsw
11 Mar 2014
Forum: MultiCharts
Topic: Accessing the Indicative opening price (IOP) in premarket
Replies: 0
Views: 458

Accessing the Indicative opening price (IOP) in premarket

Hi, Just wondering if anyone out there has experience in accessing the indicative opening price (IOP) on CME instruments during pre-open / premarket? I can see it on my Patsystems fed price ladder before the open. Just don't know how to access it in premarket from powerlanguage. Any experiences/idea...
by wilkinsw
05 Mar 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency / slow order submission. Please share experience

I don't know the exact details of my colleague's strategy. My strategy literally submitted a buy limit order for CL at 103.05. Submitted following the calculation of my code after the first tick after 1800 est / 2300 gmt on 02/03/2014. The time between the first tick and the offer exceeding 103.05 w...
by wilkinsw
05 Mar 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency / slow order submission. Please share experience

gpw797, thanks for sharing. Henry, if you could just confirm (or correct me) that the reason gpw797 might see a lag in their order showing up is due to the confirmation process needing to take place first between MC and the broker before that order shows up. But, critically, the order has already be...
by wilkinsw
05 Mar 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency / slow order submission. Please share experience

Thanks for the reply Henry. It's made a few things clearer. So what might look like latency is in fact a whole raft of confirmations going back and forth which make it appear to delay the order submission speed but, from what you say, it is probably taking milliseconds on Multicharts' end to calcula...
by wilkinsw
05 Mar 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency / slow order submission. Please share experience

I'd love some help from MC. Maybe some hyperlinks to other threads. My computer clock is now in synch with exchange time. I'm noticing that "generated" order column in the tracker is showing 1-2 seconds post the turn of time intervals for the submission of orders. Would anyone else out the...
by wilkinsw
04 Mar 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency / slow order submission. Please share experience

Great thanks MAtricks, very useful. I'll start investigating that now and post the results here. Additionally: My computer clock is 4 secs fast.....could that be an issue? I use IQfeed for the calculation of my signals which are submitted to Pats. Could not using Pats as the basis for calculation be...
by wilkinsw
04 Mar 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency / slow order submission. Please share experience

escamillo, I hope that is the case as it's easily rectified.

Would you care to elaborate. What are you running and with what latency or with what spare capacity? Or how was such a conclusion so obvious to you?

Thanks.
by wilkinsw
04 Mar 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency / slow order submission. Please share experience

Thanks TJ. I trade from a prop firm in London so our internet bandwidth (especially on a Sunday evening) is good. Unfortunately I had logs disabled as I was troubleshooting another issue I was having with MC. As you say, I suspect the high load of the market opening might be the cause of a small lag...
by wilkinsw
03 Mar 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Re: Latency / slow order submission. Please share experience

Hi TJ, Please find attached my task manager. So from your response, you think that the latency I'm experiencing is indeed excessive (calculation to order hitting exchange)? I suspect I'm near the limit to whats advisable, performance wise, and am awaiting a move onto a server. But when I say near th...
by wilkinsw
03 Mar 2014
Forum: MultiCharts
Topic: Latency. Please share experiences.
Replies: 77
Views: 9038

Latency. Please share experiences.

Hi, I'm noticing that it is often taking at least a second and on occassions nearer two seconds to get an order to market from the time the calculation is initiated. I use MC64 with Patsystems as my broker and IQ feed as my data vendor. I run about 17 live charts which on average run with about 5k b...
by wilkinsw
24 Feb 2014
Forum: MultiCharts
Topic: PATS and or TT Trading System Feedback
Replies: 21
Views: 2539

Re: PATS and or TT Trading System Feedback

TT API is the more widely used and more professional of the two but is far far more expensive. Pats is also used professionally. I use it and it's very cost effective (it's actually very cheap relative to TT). However I've been suffering with quite a few bugs whilst using it on MC 8.8 and no solutio...
by wilkinsw
29 Jan 2014
Forum: MultiCharts
Topic: Multicharts on Window server, AWS, EC2
Replies: 35
Views: 4784

Re: Endless Stability issues of Multicharts on Window server

I'm running Windows Server 2008 64bit, MC 64bit, and MBT Pro with 2 gigs of ram. No issues here... Ever. http://www.photonvps.com/?aff=3198 I run it 24/7 without a disconnect or issue in the 6 months that I've been with them. The service with these guys is awesome. Have your server host reset your ...
by wilkinsw
14 Oct 2013
Forum: MultiCharts
Topic: Portfolio Backtester performance report keeps changing
Replies: 2
Views: 857

Re: Portfolio Backtester performance report keeps changing

And I've tried this on two computers and still have the same issue.
by wilkinsw
14 Oct 2013
Forum: MultiCharts
Topic: Portfolio Backtester performance report keeps changing
Replies: 2
Views: 857

Portfolio Backtester performance report keeps changing

Hi, I've been suffering a very frustrating problem the last few days and would appreciate some help. I have been running a portfolio backtest consisting of 7 strategies. Multiple instruments and timeframes. Sometimes the performance report will produce a result that doesn't look right at all. Then i...
by wilkinsw
08 Oct 2013
Forum: MultiCharts
Topic: Historical intraday data for CL WTI Crude and KC coffee
Replies: 1
Views: 931

Historical intraday data for CL WTI Crude and KC coffee

Hi,

Would anyone like to recommend a quality, intraday (1min) pre 2008 data source for KC coffee futures? Ideally for CL WTI futures too?

Even better, does anyone have the data to share?

Many thank in advance for any help/suggestions!
by wilkinsw
04 Oct 2013
Forum: MultiCharts
Topic: Datafeed Thomson Reuters contact info ? [SOLVED]
Replies: 1
Views: 712

Datafeed Thomson Reuters contact info ? [SOLVED]

Hi,

As per your supported datafeeds section:

"To sign-up for the service, contact us and we will provide appropriate Thomson Reuters contact info."

I am interested in contacting Reuters for a quote.

Many thanks!
by wilkinsw
07 Aug 2013
Forum: MultiCharts
Topic: Bar Magnifier Option in Portfolio
Replies: 10
Views: 3222

Re: Bar Magnifier Option in Portfolio

Any ETA please? Literally sitting on my hands here. Could anyone advise on a 3rd party product that enables portfolio optimisation with bar magnifier that supports easylanguage?
by wilkinsw
02 Aug 2013
Forum: MultiCharts
Topic: Portfolio Backtester Multiple commission rules per strategy?
Replies: 9
Views: 2695

Portfolio Backtester Multiple commission rules per strategy?

Hi, I wish to carry out an optimisation to find optimal inputs when applied to a basket of instruments. I do not want to optimise each constituent instrument individually (Don't want multiple strategies, instruments and signals). Therefore, the solution seems to be one strategy, multiple instruments...
by wilkinsw
24 Jul 2013
Forum: MultiCharts
Topic: How to monitor rejected and pending orders wt Powerlanguage [SOLVED]
Replies: 3
Views: 3364

Re: How to monitor rejected and pending orders wt Powerlangu [SOLVED]

As a possible work around: If a strategy on a chart is restricted in the number of contracts in the same direction that it can go, under "strategy properties", to one order only, then...... If I use something like the strategy to broker synchronizer to send a corrective order in case of a ...
by wilkinsw
17 Jul 2013
Forum: MultiCharts
Topic: Where do orders reside and optimal execution speeds
Replies: 12
Views: 2577

Re: Where do orders reside and optimal execution speeds

Thanks for your help TJ. Okay, I've spoken to my broker (Marex, front end Patsystems) and asked them to talk me through what they are seeing when my system submits stops and stop-limit orders. They tell me that my orders are being submitted directly to CME and reside there. Even when I turned my com...

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