MultiCharts: Trading Software for Automated Trading and Backtesting

wilkinsw

Any updates on this please? Pretty much all my live back adjusted charts that have energy futures have negative prices before early 2020. It therefore creates false backtest reports. Hello wilkinsw, The support for negative prices was implemented in MultiCharts 14 Release 4. Please make sure you're...

wilkinsw

Any updates on this please?

Pretty much all my live back adjusted charts that have energy futures have negative prices before early 2020. It therefore creates false backtest reports.

wilkinsw

Hi there, I was looking for something else but I found your inquiry. I think there is a workaround if you want to do what you want (far from optimal but could work). 1- Create fist strategy in portfolio with first instrument - In this strategy you have the optimizable variable 2- Create second stra...

wilkinsw

Hi, I've been using MC for years and have come across a new chart default that I can't undo. Every time I press "Insert" to create a new chart window, it comes loading with indicators and signals. How do I open a chart and not have it default to being inclusive of these various indicators/signals? T...

wilkinsw

Interesting topic. Multicharts is there I way I can achieve the following fill cost assumptions: 1)-Resting stop fill cost 2)-Resting limit fill cost 3)-Aggressor, next bar, fill cost (market/ aggressor limit/ instantly converted stop) Re the second point: I work to the assumption that I'm filled on...

wilkinsw

What version of MC?

Have you tried MC12?

wilkinsw

Hi,

Can users recommend 3rd party, MC compatible, providers of various international realtime and historical equity feeds.

IQfeed only do North American and LSE.

Thanks.

wilkinsw

Hi Kate,

It's been working fine for years. Can't figure out what changed.

The workspaces are being saved to a virtual drive visible under my list of local hard drives. But they save as 0 byte files.

wilkinsw

This has literally just started happening to me on almost all computers. Really weird.

Any ideas how to fix?

Having workspaces save to google drive as blank 0 byte files is very odd. Everything else seems to be working.

wilkinsw

I've struggled with this exact problem with Binance, im spending a small fortune on servers compared with futures trading. If you put all signals on one chart, can you track the market position of each individual signal? If all orders are named you certainly can. You have to use keywords like: post...

wilkinsw

Any symbols with frequent updates need to be handled carefully in MC. For me (a futures trader) I have to split emini SP500 futures across two machines. When that gets lively things slow down. I had to also move away from IOG versions of code as volatile SP500 sessions would cause major issues. If y...

wilkinsw

It should also be noted that ICE went round and bought up lots of small data vendors and then shut them down (e.g. eSignal)

So would be great if MC keeps ahead of this and makes more and more vendors available. Thomson + Bloomberg should be the minimum.

wilkinsw

MC, let me know please.

From a data point of view you’ve gotta be covering Bloomberg and Thomson Reuters as a minimum. I see you have Bloomberg with the Pro license.

Can you add Thomas please?

wilkinsw

Hi,

Anyone using bloomberg for history/realtime intraday data?

Experiences? Price points?

Is there a page on MC's website with intructions on setting it up?

Regards,

Will

wilkinsw

Hi, Does MC yet support Refinitiv Eikon or Metastock Xenith data feeds yet? I've reached a dead end with futures market coverage and need MC to hook up with history and RT data from the Chinese exchanges (and a few others). Should I add a feature request? There is already one that MC shut down as a ...

wilkinsw

I was able to get Version 12 installed, unfortunately, it is lacking some updates. I run fully automated trading systems. They run 24X5 all buy and sell signals are triggered from chart indicators. I can no longer trust MC. I will be forced to move everything to TS. I was getting better commission ...

wilkinsw

That’s misleading. Many users have no issues. I’m one that has had issues but not the one you’ve described.

Can you request MC12 from Multicharts and if they say no, post their response here.

I will help you out if MC don’t.

Please don’t trash the forum with obtuse statements

wilkinsw

I'm going to spread the word. This software is no good for automated trading systems. I've been a heavy user of MC for 10 years. Minor issues along the way but overall good. Currently on MC12, with no significant issues. Sounds like MC14 has major issues then??? Whiskey Runner: Why aren't you using...

wilkinsw

Hi,

Anyone trading options in MC? Is it possible?

Thanks

wilkinsw

BigDog.... Have you downgraded to MC12 yet?

wilkinsw

Is anyone experiencing stable MC14 datafeeds? I'm too scared to upgrade from MC12.

wilkinsw

I recommend that you talk to MC support re changing editions as there are issues going back from 14 to 12. It requires them do make a change to the registry. They aren't happy to share the regedit for some reason. Doing a clean install won't get around this.... only changing machine. For some reason...

wilkinsw

My setup is CQG + IQfeed. No significant issues. IQfeed has been less reliable of late (a few outages in the last few months). I've certainly never experienced anything close to the unreliability you're describing. At the risk of sounding patronising: It sounds like you need to slow down and piece t...

wilkinsw

I've now opted to convert unfilled synthetic limits orders to market after x seconds. This solution works for me. I don't feel any fixes are required from MC's end and that the current behaviour is fine. But it is worth noting that server side/synthetic limit order will only convert once the market ...

wilkinsw

Don’t like that idea Janus. Careful what you wish for. MC might add such a feature and it prove a nightmare with auto switching happening at the wrong time. I have no issues switching from iqfeed to cqg on the fly, manually. I just make sure all my cqg front months have iqfeed histories imported at ...

wilkinsw

Hi,

IQfeed have had another realtime feed drop this morning. This time effecting ICE futures.

Shame as they used to be good.

I have CQG as a backup. What other feeds do users recommend for global futures; realtime and history (not including Interactive Brokers)?

Regards,

Will

wilkinsw

I've struggled with this too. I find losing autotrading when it is needed the most (e.g. sudden surge is market acitivity) is terrifying. I have simplified my live deployment as much as possible now to avoid this error and will avoid complex IOG code in the future. Would be great to have a registry ...

wilkinsw

Dropped IQFeed again at 5 AM this morning...... The client hung in the reconnect When I talked to IQ support and mentioned the text or email warning signal he said IQFeed development is entirely focused on two things. (1) Server move to Chicago Cloud Servers by June or July (2) New IQ Client with M...

wilkinsw

Hi, I've only ever seen this issue in products where broker prices are the same as chart prices. For example: IQfeed: @ADM21 CQG: DA6M21 These two tickers will produce the exact same prices. Yes you could argue that tiny differences in latency may cause momentary differences. But that's not at all r...

wilkinsw

Considering the round trips I do, I would say it will be very difficult to reproduce and capture (it happens very infrequently). Also I have logging off for CQG proxy server trace. When it happens, there is no log of disconnection. Sorry, that I'm not being more helpful. As far as I know it's a CQG ...

wilkinsw

I too run into this issue from time to time on indicators using i_getplotvalue, when i recomplile the signal with corresponding i_setplotvalue.

wilkinsw

I have no issues saving MC workspaces to my googledrive.

wilkinsw

Hi Kate, The wrong position is shown in OPT, Chart Trader and Trade Bar. It stays that way until I perform an account lookup as previously described (or restart MC). I can't upload logs unfortunately, as I have all logging (including CQG logs) turned off. It happens maybe once or twice a week and , ...

wilkinsw

Hi,

I've only just started using: "Emulate locally using Trade and send market order" in MC12.

CONVERT TO MARKET.PNG: (2.18 KiB) Not downloaded yet

I've noticed that it will only work if last traded price is worse than limit price.... NOT if last traded price == limit price.

Just thought I'd let you guys know.

Thanks,

Will

wilkinsw

This might also help:

https://www.multicharts.com/trading-sof ... ion_Trades

wilkinsw

There's actually quite a few variables that would explain differences between a custom continuous created in MC vs TS, even when using the same data. When I've done similar activities; it's painstaking and there's a lot to check. Firstly: Which continuos dataseries has the highest cumulative total o...

wilkinsw

GuppyDRV, thanks for your help. Maybe consider starting a fresh thread? Coming back to MC behaviour which I can't find in the wiki: under default behaviour, on the calculation that locks in barstatus=2 (the calculation that occurs either on or after barstatus=0 or the timeout); orders are submitted ...

wilkinsw

I think I should say that it calculated on Barstatus = 2 with IOG = Off which would produce a trade open next bar or Barstatus = 1.

GuppyDRV

The open of the next bar is Barstatus=0.

wilkinsw

Sorry for the double post but after thinking on it I had another question. When using the Barstatus (1) = 2 how is this calculated? By this I mean if I use the following code. Vars: BS1 (0); BS1 = Barstatus (1) = 2; Will this produce a result for BS1 on every tick or do I need this. Vars: intrabarp...

wilkinsw

Barstatus can also be = -1 when you have several data series, the main one has a resolution larger than the secondary ones, and Realtime-History Matching is enabled. In that case the calculations are performed on the second data series and have Barstatus = -1 . Ken, What do you mean by secondary on...

wilkinsw

Years ago I got MC to work with ADL via an excel (RTD) bridge. You can set excel to refresh as fast as 10x per second. Then you can use your MC signals to trigger downstream ADL execution algo's. Shouldn't be that difficult. There's no way you're gonna get full access to the full suite of TT synthet...

wilkinsw

So coming back to my question: -Am I right in saying AllowSendOrdersAlways only works when IOG is on? Assume that I already know what barstatus means...... Technically, default, non-IOG behaviour results in order submission on the first calculation that follows barstatus=2. Let's call this the "orde...

wilkinsw

Hi, There's long existed a bug that I've lived with when using CQG in Multicharts. Between the hours of about 0200am and 0700am gmt, when markets are typically at their quietest: if my signal sends a market order, it will be filled but the MarketPosition_at_Broker won't update. This is then verified...

wilkinsw

Hi, Two questions: -Am I right in saying AllowSendOrdersAlways only works when intrabarordergeneration is on? -Am I right in saying that if we've reached the timeout, where we can define the last tick received as the barstatus=2 tick (and the next tick never arrived before the timeout), that orders ...

wilkinsw

So you are saying that this issue is unique to MC14? I have no experience of live MC14.

MC12 async order emulation works fine.

wilkinsw

Cancelling the stop, then sending a market order in its place, should be the behaviour you’re observing, once a trade triggers you synthetic stop.

Is this not happening??

I have no issues using this feature my end.

wilkinsw

Would any users agree that it could make sense for MC to move away from lifetime licenses? Call me crazy, but I want to make sure my software provider has the cash flow to stay solvent and keeping on top of their R&D. Why not charge an monthly/quarterly/annual fee, no lifetime option? Or maybe retai...

wilkinsw

Rules of thumb for stability (just my opinion): -Use MC vs PT Hi, Could you elaborate on that one ? Isn't PT supposedly a "stripped down version of MC" with just what is necessary for automated tranding ? I have to be honest and admit that my PT experience in live trading is minimal. I opt for MC o...

wilkinsw

I dare say trial and error goes a long way. Rules of thumb for stability (just my opinion): -Use MC vs PT -Don't exceed 15 workspaces per machine (split them across multiple MC instances) -Note that some symbols eat up resource more than others (emini S&P (ES) the main culprit: 1 ES chart is like 10...

wilkinsw

You can also use indicators as signal inputs, if that helps. >Format Signal >Inputs Click on an input and then click on the grey box with 3 dots in the corner. You can then choose an indicator, define its inputs and choose it's output that feeds your signals input. I think it's a pretty cool feature...

wilkinsw

Can you explain how that helps me? Not saying it doesn't, but I'm not following you. Do I understand correctly that the data on all open charts was corrupted for today ? If this is the case, then in MC 14, there is a data loader in which you select the date ( period ) for which you want to reload t...

wilkinsw

MC: can you build a patch to force backfills once re-registering?? It took me 3 hours to refresh all effected charts! Will In MC 14 have now Data Downloader, although in theory they should have it from the very first versions ) Can you explain how that helps me? Not saying it doesn't, but I'm not f...

wilkinsw

Same here. It went back to normal after several minutes, but one had to manually register the license again, which is a real issue with unattended auto trading ! MC staff on chat acknowledged a problem with the license server and apologized for the "inconvenience". I find the best way to capture be...

wilkinsw

They released MC 14 and offered to upgrade to it )

In MC 14 licensing server normal work

That was about as helpful as a chocolate teapot. Thanks.

wilkinsw

Same here. I was assured that this couldn't happen thanks to the redundancy in the licensing server setup.

wilkinsw

Svetlana we will have to agree to disagree. I spend a fortune on servers that in turn never come close to high loads. Only during initial startup. I firmly believe MCs software is not scaleable on one machine of even infinite power. Please educate me if you think i’m wrong. I’ve also used many versi...

wilkinsw

Hi Svetlana, I only suffer with the issue maybe once every two months. It only happens when markets are busy. It still happens despite splitting up workspaces across more and more servers. When it happens it leaves me without the ability to manage live auto trading until markets quieten. It also tri...

wilkinsw

Hi, plr.PNG I'm interested in hearing other users experience of the "Performance level reached" warning message that MC displays when it feels that the hardware capacity is at its limit. This is my experience: -I never have RAM > 50% and never have CPU>40% (, normally <15% and will spike to 100% onl...

wilkinsw

Plot your tick data and report back. It looks like you’ve got tick data with very high values for some reason. Maybe something to do with the rollover, not sure. Then delete the symbol. Press ctrl+b (i do that but not sure if it’s obligatory). Then readd the symbol. Again plot the tick data and repo...

wilkinsw

Can you expand on that TJ? Sounds fascinating but can’t picture it.

wilkinsw

Complicated. If assuming you have to have orders submitted pre-open (the only way to achieve a fill at the opening price as you describe) and assuming that simply having a GTC order working from a previous session is not what you want, then: You will need intrabarordergeneration enabled and use Allo...

wilkinsw

"Backtesting: fixed the issue with incorrect limit order execution in the “Fill Limit order when trade takes place at limit price or better” mode." Please expand on this fix. Hello Will, Since MultiCharts 12 Release 6, in backtesting , in “Fill Limit order when trade take place at limit price or be...

wilkinsw

Hi,

"Backtesting: fixed the issue with incorrect limit order execution in the “Fill Limit order when trade takes place at limit price or better” mode."

Please expand on this fix.

What issue exactly?

Thanks,

Will

wilkinsw

Yeah, apologies I should've given more details.

I did mean is anyone seeing any issues with gmail, not MC.

My issue lasted for about 30mins then went away by itself, so am guessing gmail was having an issue. I haven't seen it come up again today.

wilkinsw

Hi,

All my gmail alerts sent form MC are all failing to send.

Anyone else seeing this or has a solution?

Thanks,

Will

wilkinsw

You can send negative orders but MC charts won’t show fills that are negative, in AA mode at least.

wilkinsw

Thanks. If i've got two live charts mapped to the same account and both have long positions (different prices and different entry bars); when turning auto trading (SA) off then on again how do I use !From Broker to Strategy MP Synchronizer! to get the charts to inherit the correct trades inclusive o...

wilkinsw

Hi, If trading in SA mode and for some reason I have to turn live trading off then back on again, with an open position, I always switch to AA mode otherwise I can't get the live trading chart to inherit the open position and send the correct exit orders. Is this what other users do? If i turn auto ...

wilkinsw

Can't MC simply take profit loss as:

(exit price - entry price) *bigpointvalue*contracts

so using a negative May WTI futures contract where I've bought 2 lots of -20 and sold 2 lots of -10:

(-10.00 - -20.00) * 1000 *2 = $20000 profit

I'm guessing I've missed something as that sounds really simple.

wilkinsw

Hi users,

Can anyone share their experiences trading negative prices live in MC?

My understanding is that it's impossible in MC.

How are users handling the negative June WTI futures contract?

Thanks,

Will

wilkinsw

Hi,

I'm going to disable all logging.

I'm finding the Trade\Enable registry under Bugslayer and not under TradingServer (as desribed above).

Is that correct or should I be adding a new Trace\Enable registry to the TradingServer too?

Thanks

wilkinsw

-if sessionlastbar =true: don’t buy/sell

wilkinsw

Have you tried Open/CloseS instead of D?

wilkinsw

Messaged by Anna from MC.

wilkinsw

MC have been in contact to say that they have been having ongoing issues with the MCFX server.

An immediate fix won't be forthcoming, unfortunately.

wilkinsw

For me it is unacceptable.

I would go to IB and harass the hell out of them tbh.

If historical backfills<>realtime then that is mission failed. Get answers from IB and/or try a different data feed solution.

wilkinsw

I’ve been using GV variables (not the ones listed in your post) for years without the elcollections dll.

El collections are totally separate to GV variables

wilkinsw

Very interesting thread.

Are there any free alternatives to rapidminer people are using?

wilkinsw

Are you sure ELcollections.dll is needed for GVs?

Aren’t GVs already included and compiled on current versions of MC as standard?

wilkinsw

You can code it yourself already.

wilkinsw

Hi Anna, The issue he's reported is caused by real time data not matching historical. If he has to reload a chart; bars displayed will have small changes to OHLC values in places; causing an alternative and inconsistent outcome in terms of his signal, applied to a chart, having an open position or n...

wilkinsw

Yeah the correct behaviour in real time is what’s expected. My IOG signal with BM off places fills correctly live but not in backtest. Just like you my fills are at bar extremes. Turning on BM 1 tick fixed that for me. I can’t think why it doesn’t work for you. The only last thing i can think of is ...

wilkinsw

Have a search the forum. I actually can't find the relevant posts atm.

Can someone help this chap please?

wilkinsw

Lots more details please.

What datafeed are you using and what settings (if any) for that feed?

I used to get this when i used CQG a few years ago.

Don't get it with IQfeed.

I've seen others complain of this issue if they use the wrong settings for IB rt data.

wilkinsw

Here's one of my IOG signals (all classic backtests): BM OFF (same issue as you): IOG BM OFF.PNG BM ON (1 1tick)...... look it works: IOG BM 1 TICK ON.PNG Settings: SETTINGS.PNG So I really think you've made a mistake somewhere. Can you plot a chart of 1 ticks for the contract in question? Can you r...

wilkinsw

Out of interest why are you using two sets of trade data for extended backtesting and not bid and ask datasets? Or have i misunderstood the image. Does your issue occur only on extended backtesting? If you run your signal on a real-time feed (no need to turn on auto trading) does it place new real-t...

wilkinsw

Why is IOG “of course” on? I’d bet your BM is set to >=1min. If not, do you definitely have tick data and have you set BM to 1 tick? There’s lots of detail in the forum and in FAQs about limitations of IOG when backtesting unless you have full tick data available. I think you should go take a look t...

wilkinsw

A disconnection to license server could cause this

wilkinsw

Ive used mc and iqfeed for many years and have never seen this issue. I would call myself a heavy duty user of mc.

Can you put together a more complete picture please?

wilkinsw

Have you definitely setup your sessions correctly: correct timezone for exchange, correct session times etc etc?

wilkinsw

Just quickly, it looks like what can happen when using IOG with Bar Magnifier off.

If you reproduce your examples with BM on and set to 1 tick (maybe even just 1min), does it change the fill placement?

wilkinsw

Is your tick data corrupted?

Do they line up if you delete them both. Press ctril+B. Then re add them both. Then plot them both?

wilkinsw

Have emailed support.

Market orders should default to DAY regardless of TIF set for other order types. A patch for CQG would be very much appreciated and mean I can get some sleep.

wilkinsw

A measure to stop Knight Capital happening again!

wilkinsw

Sorry bud, i think you’ve gotten in a muddle with terminologies there. Have a read up on open next bar.

To rephrase:

What event is triggering your code to calculate (e.g. Barstatus(1)=2)?

I was merely curious to see if non barstatus=2 calculation was to blame.

wilkinsw

Use what?

Question was: if "open next bar" anywhere in your code?

wilkinsw

ctrl+f “open next bar”

any hits?

wilkinsw

Both Kagein and I are cqg users

wilkinsw

Joebone,

Any updates? Did you work it out?

wilkinsw

Can you post any more signal code?

out of interest, do you use “open next bar” in your signal?

wilkinsw

Hi,

Had an optimisation terminate in the night due to a drop in connection to the MCFX server.

Is the MCFX server being looked at by MC?

Thanks,

Will

wilkinsw

Just to update,

Now FX rates shows expected values for last week but this week again, they haven't updated yet. Rates for today (Tuesday) are the same as yesterday. That's when running a fresh re-calculation today.

wilkinsw

servers back up now.

Was it down for maintenance yesterday?

wilkinsw

Also this function doesn't work:

calc anyway.PNG: (33.78 KiB) Not downloaded yet

Script calculation is still blocked.

wilkinsw

Today (Sat 16/11/2019) I tried accessing the MCFX server and failed on 7 of 7 servers. Timeout was set to max of 120s. Would appreciate other users trying and reporting back. Additionally, the timeout hijacks MC. If you set it to 120s, for example and then attempt to do anything (turn script off, cl...

wilkinsw

Please share when you've worked it out.

Have you carried out the steps I suggested above??

wilkinsw

This morning one of my MC servers successfully updated the FX rates, for the first time this week. On the second; the following errors were generated: fx server.PNG in QMD it appears there were no issues though: download complete.PNG Any users out there using the MCFX conversion rates successfully i...

wilkinsw

Yes you're right? How do they compare to @ESZ19? That might give us some clues. For good measure.... might be worth deleting the symbols, restarting MC, then re adding them and seeing what happens then. If still different plot them side by side and add the spread (difference) indicator to visualise ...

wilkinsw

Pretty sure IQfeed's website detail that no?

@/Q=electronic (unless looking only at pit; add this)
#=continuous
#C=continuous back adjusted

My understanding anyway

Without sounding condescending; nailing your datasets is probably the most important step in strategy development.

wilkinsw

Champski, With the greatest respect.... " I need to be able to automate my backtesting so I'm not sure how I can do this by tracking the highest high during the position myself. Any ideas?" That really made me lol! There will be something in your code used to populate the highest / lowest /average (...

wilkinsw

Hi, I need more info re how convert_currency works in realtime please. It isn't doing what I'd expect. I just created (today; Thurs 14/11/2019) an indicator, outputting convert_currency and applied it to live charts. They show no changes in FX rates since Monday. Why is that?? jpyusd.PNG eurusd.PNG ...

wilkinsw

I don’t use setstoploss. I simply maintain variables equal to entry price next bar. You can then simply say “sell next bar at entry_price_var stop next bar” and you will have a stop sent the same bar as entry. You can look ahead a check if your entry fill was an aggressor at open or not using “open ...

wilkinsw

Multicharts...would be great for an update please. Just to re emphasize how daft the current PT commission setup is..... If i've got a mix of USD and JPY denominated products in PT with a communal commission of $10 then that will show as a 10JPY commission for a JPY product, instead of c. 1100jpy!! ...

wilkinsw

There's lots of Pardo's FF's in this forum, just in case you didn't know.

viewtopic.php?f=5&t=8838&p=42777&hilit= ... fit#p42777

wilkinsw

"Close[CurrentBar-LastSwingLowBN]"

You're opening your script up to large lookbacks.

try "Close[minlist(CurrentBar-LastSwingLowBN,maxbarsback)]".

That was just from a quick glance. Have no idea what you are trying to achieve mind

wilkinsw

What mode were you auto trading in? How did you demonstrate that the backtest disagreed with live trading? Did you copy and paste the live chart, for example? If trading in SA mode: Try trading in AA mode and see if the discrepancy happens again. That way you remove the possibility that live entry f...

wilkinsw

There's already loads in this forum on this.

Quick summary:

-Clock speed is better than cores.
-Be mindful of your cores to population ratio for genetic algo searches: Too high and it will degrade inter generational improvement rate. Target <=0.1

wilkinsw

For 7 years I've always just added "C" to "#". Job done.

You'll find that not all IQfeed tickers are searchable in MC. I'd use the IQfeed apps to search if you get stuck. Then do manual additions afterwards.

wilkinsw

BUMP!

This would be huge.

I know in the UK, IG index is a very big deal.

Commercially, definitely worth MC taking a look.

IG index offers diversification and easy access to products I'm missing in the exchange traded futures space.

wilkinsw

Would be great if you have time to answer some of my questions above.

Do you use exchange native OR multicharts emulated stoplimit orders?

wilkinsw

This is an old issue.

Did you emulate the stoplimit order?

if so, what have you set as the trigger? The quote (bid/ask) or last traded?

Futures trigger stops based on last traded.

It sounds like you were triggered on quotes.

wilkinsw

Can you create multiple CQG profiles and therefore multiple CQG Apis?

If not, can MC rework the cqg api to allow parallel order processing? or multiple cqg api’s? Order routing is very slow at times compared to CQGs and TTs stand-alone software.

wilkinsw

Thanks, but no joy.

I'm guessing it doesn't exist.

I can't find a way to return the timezone setting of the instrument on a chart (or in PT).

For now I'll make it a user input.

wilkinsw

Hi,

Is it possible to return the timezone (local/exchange etc) from within powerlanguage for the instrument?

Thanks,

Will

wilkinsw

Look up "open next bar".

Replace your "O" with "open next bar".

Send orders "next bar". "Next bar" equals the same bar as the open tick you're referencing using "open next bar"

wilkinsw

If using multiple cqg api user profiles from one MC: will they each have their own process in task manager? Will they each have their own order queue too?

Regards,

Will

wilkinsw

Hello vindiou, MultiCharts uses previous day closing price (Bid) for currency conversion. There is no realtime currency conversion using current values. We use our servers with MultiCharts Forex Data Feed (FXCM data stored on our servers) to request data in the background and perform necessary calc...

wilkinsw

Does the recalculate command in a signal; cause the autotrading to be turned off?

Thanks.

wilkinsw

sadly not. You can’t move the decimal point of data by changing QMD settings.

Correct me if i’m wrong.

wilkinsw

Any updates MC?

Can we make sure all orders converted to market orders by MC send Market with DAY TIF parameter please? That way I can use MC's convert to market functionality without getting rejected orders on ICE exchange.

Thanks,

Will

wilkinsw

Maybe use an ibp array if you're suffering with repetition. Autocomplete is quick anway, no?

wilkinsw

Hi guys, I use IQfeed as my data and am having difficulty symbol mapping some Softs such as SB / KC / CT from ICE (Nybot) to the same symbol within interactive brokers. The reason is IB uses quotes which a hundredth smaller than IQfeeds data. E,g IQfeed Sugar = 11.43 IB Sugar = 0.1143 Is there any ...

wilkinsw

What is the precise algorithm for the trigger component of a native stop held at LMAX? I found out the answer: LMAX got back to me and said Offer triggers a buy stop. So when offer >= buy stop trigger; aggressor order (market) gets sent. I'm new to FX. Can someone advise on the following: -Do any FX...

wilkinsw

Hi Henry, I've updated to 18184. To backfill all data the user needs to wait for the backfill to finish and then Ctrl+R and wait for approx 5-10 mins. The first attempt of backfilling all data (without Ctrl+R) will result in not all data downloading (i'm seeing c. 11 years on first attempt). All in ...

wilkinsw

Hi,

Interested in trading LMAX FX. How are buy stops triggered? Last trade based? Bid based? Offer based?

Thanks,

Will

wilkinsw

Thanks Smoky. Yeah reading around I've found that "always on DRM" solutions can leave users vulnerable to info leaks. Would be great if MC could offer another solution. Maybe just a once daily check would suffice as a starting point (I would be happy to pay extra for this). I did also discover that ...

wilkinsw

Hi, Can other users feedback on what TCP connections they are seeing from MC's tsServer.exe process? For some reason, I'm constantly streaming info to an MC server in Singapore: mcharts.servy.net (116.12.49.53) at c. 20 B/Sec. Occassionally 116.12.49.53 is popping up briefly sending info at c. 500B/...

wilkinsw

Thanks Henry!
Can that be added to the Wiki please?

wilkinsw

iqfeed email.png: (16.93 KiB) Downloaded 199 times

Multicharts: Can you take a look please. IQfeed are telling me that this is not expected behaviour their end.

As an example:

I can load 1min data back to 27/10/05 for LG# in IQfeed's time and sales app. But only to 23/7/07 in Multicharts.

Thanks

wilkinsw

Thanks Henry.

Just an FYI: In the futures world, settlement price is typically different to last traded price (ie last traded price also typically differs from the close of the daily bar).

If daily data isn’t available (just intraday) what does C equal?

wilkinsw

My experience differs....

I can pull history for newly added symbols. Just not always as much as is available in the IQfeed display apps.

Manually transferring from the display apps (eg Iqfeed time and sales) to QMD isn’t too painful.

wilkinsw

Hi, I'm using MC12 17586. I've just stumbled into an issue where I can't backfill all of IQfeed's history for various symbols. E.g. LG#C only goes back to 20/7/7 in MC but goes back to 28/4/5 in IQfeed's time and sales app. Reloading the data in MC fixed the issue only some of the time, not always. ...

wilkinsw

Hi Henry,

No mention of CQG in my question.

Just interested in the roll mechanism please.

What does C equal?

wilkinsw

not following you. it does sound like you’re struggling with the basics perhaps. Like you say, maybe we’ve all just missed the point. There’s certainly minimal info you’ve shared and maximum confusion as a result. Market position only updates on barstatus=2 events. I don’t know if that helps you. Li...

wilkinsw

syswizard, Either we're not understanding your issue, or you've gotten very confused about something. If it's the former: Can you please add more info; screenshots highlighting what you're saying for example. I don't follow why simply coding: if marketposition>0 then sellshort 2 shares next bar at m...

wilkinsw

Hi,

https://www.multicharts.com/trading-sof ... om_Futures

Capture backadjust rule.PNG: (20.15 KiB) Downloaded 241 times

What does "C" equal?

-Last traded price of the session?
or
-Settlement price for the session?

wilkinsw

This is sounding like something is wrong with the symbol and/or chart setup. Maybe I can help troubleshoot the issue with IQfeed. Please respond with chart settings: -timezone: local/exchange -Session: default/other And QMD symbol session settings: -Screenshot session settings. Finally what is the t...

wilkinsw

E.g. CME you can manually place premarket orders everyday from 22:45gmt(bst) / from 22:00gmt Sundays.

If automated you will need to look at IOG.

wilkinsw

Hi,

Just wondering if there was a maximum number of loops, in powerlanguage, before the script is terminated, to block infinite loops?

Thanks.

wilkinsw

Hi, Firstly, I can only pull about 3 months of intraday data for non-expired futures contracts on my CQG connections. Just curious to know if that's normal. Are other users able to pull more data? Secondly, if the symbol I'm trying to pull the data for happens to also be the front month and I've sel...

wilkinsw

Agree with that. If my gtc stop order is being converted to market and then rejected by ice.... that will be an issue.

Having all market orders as day tif should have no side effects.

wilkinsw

Thanks Henry.

Does anyone have access to historical data for crypto's? Does LMAX offer history in their datafeed?

Thanks,

Will

wilkinsw

It was a strange case. It didn't happen during a restart. I noticed it when opening a new chart. Existing charts had the correct data; so it couldn't have been a datafeed disconnect. Could only solve by deleting the effected instruments, reimporting from a backup, then restarting. Maybe TJ is right ...

wilkinsw

Hi,

Is anyone out there using Multicharts to trade cryptocurrency?

I only trade futures and would love to broaden my product base.

What brokers are offering access to crypto and which crypto exchanges should I be looking at?

Thanks.

wilkinsw

Answer:

exp% and max%=100

margin%=0 and potential loss%=0

wilkinsw

Hi,

Can someone kindly tell me what inputs for "Portfolio settings" are guaranteed to allow a backtest to run without any interference (ie free of "capital allocation strategies etc") in PT?

Can't get my head around what most of the settings mean.

Thanks,

Will

wilkinsw

Hi, MC, just to let you that for the first time ever I've suffered a spontaneous corruption of my database. For some reason, for all instruments, data stopped being stored at various times today and yesterday: If I copy and paste a chart it will show end times that are several hours before the chart...

wilkinsw

Hi, I'm currently using MC12 17586. GDI objects aren't being released when windows are closed. To reproduce: open a chart and add any signal. Then keep clicking on format signals and closing the window that pops up. Repeat over and over until the GDI warning message appears (or until are satisfied t...

wilkinsw

Bump this! TT and CQG, IMO are the two broker api ISV providers that Multicharts must stay up to date with, to be taken seriously. From a commercial point of view, MC will be massively missing out (on TT's global reach) if they don't update their TT offering: https://www.tradingtechnologies.com/news...

wilkinsw

My proposed change to MC would allow this behaviour:

viewtopic.php?t=52014#p132644

wilkinsw

Hello, wilkinsw! This will be implemented in the upcoming MultiCharts versions. Unfortunately I cannot tell the ETA at the moment. The new emulated limit feature doesn't work as I detailed above. When conditions are met...... the users limit order joins the bid as a passive, back of the queue and m...

wilkinsw

Search "EL Collections" in forum and FAQs.

Use EL collections to read/write this data and reference bar to bar values for various fundamentals as part of a backtest.

Just my advice anyway.

wilkinsw

I'm wondering if your tick dataset was missing the data to mark the stop as filled intrabar. Have you visualised and cross checked against you tick dataset? Looking at all the fills it appears like there is a lack of tick data maybe. I would expect live behaviour to have filled your stop as you'd ex...

wilkinsw

Quantopian allows setting slippage and commission per bar to even account for the impact of volatility. How? Would you mind detailing it please? I think one should set commission and then set slippage costs based on fill type at the top of a signal's code. Multicharts, in turn should recognise the ...

wilkinsw

Out of interest what Bar Magnifier settings are you using in conjunction with this IOG backtest?

I suspect you've been stopped out at the next available data point (next bar open) which happens to be greater than your stop.

I would take a guess that your Bar magnifier setting isn't granular enough.

wilkinsw

Very odd that you can't reproduce this.

Please find attached:

demo of ONB LBOC bug.zip: (235.35 KiB) Downloaded 132 times

wilkinsw

Hi Regtracer, What you're requesting is one of the most popular feature requests. I think it's essential too. MC say it's too big a task to implement. Maybe they should launch a crowd funding solution to the raise the funds to make these vital improvements! Also note that there is no Bar Magnifier i...

wilkinsw

You have to flush cache to database too.

wilkinsw

https://www.multicharts.com/trading-sof ... s_Database

wilkinsw

backtest trade or actual trades?

wilkinsw

I did the test on a 5min interval chart.

Feel free to test it yourself.

wilkinsw

Hi,

https://www.multicharts.com/traders-blo ... release-6/

Can MC elaborate on what historical orders this change impacts (backtests, OPT orders, both?).

Please give an example of the old and new behaviours.

Thanks,

Will

wilkinsw

Hi, Lastbaronchart will never = TRUE in a signal that also possesses "open next bar" anywhere in the code. I have to use "open next bar". How might I detect the last bar on chart?? Test: if LastBarOnChart then begin raiseruntimeerror("LBOC"); if open next bar > 0 then value99=1; No error message wil...

wilkinsw

Hi, Just wondering exactly what data is flushed to database in MC12? To me it looks like just tick?? If I do a manual flush. Then restart MC. Then open QMD and ctrl+R symbols of interest; it shows end dates for tick data from immediately prior the restart. However the minute data isn't (it's end dat...

wilkinsw

Can MC provide a way to turn off the final additional IS run please?

It is redundant anyway in PT as users can't view the resultant inputs from this run.

It also can add a lot of time to a WFA; especially an anchored PT WFA.

I would really appreciate a regedit/patch for this.

Thanks,

Will

wilkinsw

I believe MC12 17490.

wilkinsw

There's also strange behaviour when the PT WFA finishes: If you close the WFA report and enter the inputs of the last IS run (then maybe extend the end date, like I do), then run a backtest: The resultant performance report doesn't equate to the inputs. If you save that PT file and then reopen it, a...

wilkinsw

Hi, Too many (almost double) the number of runs are being estimated for PT WFAs akin to MC. I reported the issue here: https://www.multicharts.com/discussion/viewtopic.php?f=1&t=51803&p=131727#p131716 In MC12, it looks like PT is doing the same extra cycle as per MC to derive final optimal inputs, n...

wilkinsw

Hi MC, In a previous locked thread Henry mentions an extra run carried out at the end of an WFA to deduce live inputs for live trading. https://www.multicharts.com/discussion/viewtopic.php?f=1&t=51803&p=131663#p131711 After the last run the optimization is done once again on a data series equal to I...

wilkinsw

Me and two other associates are still getting this on the latest MC12.

We work independently of each other.

On live charts all indicators (not signals) will suddenly toggle off. I'd guess on 50 live charts it will happen once a month on one chart on average.

wilkinsw

Multicharts? You could just add some new keywords that allow commission to be set in the signal (and let it be additive to what is also specified in strategy properties [but the user would probably set the to zero if using keywords instead]): if symbol=xxxx then set_cost_per_contract=10 else if symb...

wilkinsw

Allow signal drag and drop in Multicharts (and PT to/from Multicharts) as is currently allowed between PT instances. It would save me (and no doubt others) many hours of work. Thanks. https://www.multicharts.com/pm/public/multicharts/issues/MC-2566 Separately, I think if PT got all the upgrades it r...

wilkinsw

Please Please Please. Let's get this sorted MC: If I have a basket of instruments in PT, with greatly varying tick values and volatilities, commissions etc, and one signal applied (which I'm optimizing), I need costs per fill to be instrument specific and not signal specific. Otherwise the optimizat...

wilkinsw

Hi Henry, This is for version MC12 17490. Very easy to reproduce. You should be able to do so from the pics i've shown you above. It clearly demonstrates the dropping of decimal places. Anyway......... Open the attached WS. Run a brute force optimisation, optimising only "amount": 0-1 , 0.1 incremen...

wilkinsw

TrendFirst, I'm interested in hearing the solution to your issue. Can you clarify a couple of things for me please? From what I've read and understood, am I right in saying the following: -The realtime data for QCL# was correct (switched from March to April 2019, as expected), it was just the symbol...

wilkinsw

Any difference between

Code: Select all

crosses_above

and

Code: Select all

crosses above

?

wilkinsw

I'd like the order to be user selectable (drag and drop) to the order we desire, then saved as default.

Agreed.

Let’s also start with an order least likely to need editing.

Also with rounding that doesn’t change once an edit has been made.

wilkinsw

Hi, I'm using MC64 12 17490. Please see ws file attached to recreate issue. Just start an optim report and then cancel it and view the report. Note this issue exists in MC and PT. default report.PNG Firstly, the order of metrics is really weird compared to previous versions. "Average bars in loser" ...

wilkinsw

Might be wrong but I believe expiration for CL is on 20/2/2019. IQfeed say they roll 3 days before. So that would be a roll at 2300gmt 17/2/2019, I'm guessing. Personally, I recommend doing manual rolls: 1) On the night you want to roll take the outgoing and new settlement price difference (cme webs...

wilkinsw

This looks great!

How have you found your optimization results since using this fitness function?

wilkinsw

I'm not convinced the WFA robustness measure is on point. I think it is a great idea for a feature. Might I suggest when the user clicks on "Robustness: PASS/FAIL" in the bottom right that the window that pops up, not only shows them the robustness settings currently in place, but also shows individ...

wilkinsw

Also,

In MC12 PT GAO settings: If you choose "basic", it won't auto populate the population and generation fields, like it does in MC10 and like it does in MC12's native GAO. Instead it sticks with the auto-populated values that were generated for the default incremental GA.

wilkinsw

Hi Henry, I'm confused; I use global variables and don't think I ever imported anything extra to make them work. I had a look at your links and imported GV2-2 but functions looks slightly different to ones I already have. which version.PNG I'm a bit lost. Am i supposed to be importing the GV2-2 EL f...

wilkinsw

I've uncovered that the above issue seems to only effect PT anchored WFAs. Non-anchored generate rational numbers for number of calculations to be conducted. However, I've now also discovered a discrepancy in how PT calculates the size of windows in anchored vs non-anchored. In the example below, th...

wilkinsw

Thanks for the detailed replies. That just leaves the discrepancy regarding MC12 PT WFA (exhaustive) excessive calculation runs. In the example I sent you, MC12 performs 909 calculations and MC10 845 calculations. Unsurprisingly, MC12 is slower too. wilkinsw, After the last run the optimization is ...

wilkinsw

MC, I think you forgot to have a look and change this: https://www.multicharts.com/discussion/viewtopic.php?f=1&t=51488&p=129983&hilit=cqg+convert+stop+orders#p129983 still doesn't look correct or make sense.PNG The purpose of these two boxes is to spot a "rejectable" stop order (rejectable because ...

wilkinsw

I believe the Basic GA is also wrong (but could be mistaken). Number of runs seems wrong relative to Population and Generation sizes. E.g. If I set 10 and 10 respectively; I get 125 runs. Can't work that out. Is it an error? Do MC have access to the GA source code? Would they be prepared to share i...

wilkinsw

I believe the Basic GA is also wrong (but could be mistaken). Number of runs seems wrong relative to Population and Generation sizes. E.g. If I set 10 and 10 respectively; I get 125 runs. Can't work that out. Is it an error? I've just noticed that Portfolio Trader has a similar issue but for WFAs (...

wilkinsw

I've spent the day playing with the new MC12 WFA and can see a couple of improvements that would be great. 1) If we fail to find a "fit" In-Sample permutation; then skip the OOS run and proceed to next In-Sample optimisation. OOS trades should be zero if not fit IS perms found 2.PNG In the above exa...

wilkinsw

Hi,

In the MC12 WFA report:

What is "PostOptimization Risk"?

Thanks,

Will

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