Search found 531 matches

by wilkinsw
20 Aug 2019
Forum: MultiCharts
Topic: How to Map IQfeed Nybot Softs data to IB
Replies: 6
Views: 104

Re: How to Map IQfeed Nybot Softs data to IB

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

Correct me if i’m wrong.
by wilkinsw
20 Aug 2019
Forum: MultiCharts
Topic: Determine TIF of order from code (GTC / Day)
Replies: 5
Views: 101

Re: Determine TIF of order from code (GTC / Day)

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
by wilkinsw
08 Aug 2019
Forum: MultiCharts
Topic: Eliminating the need for IntraBarPersist
Replies: 4
Views: 121

Re: Eliminating the need for IntraBarPersist

Maybe use an ibp array if you're suffering with repetition. Autocomplete is quick anway, no?
by wilkinsw
08 Aug 2019
Forum: MultiCharts
Topic: How to Map IQfeed Nybot Softs data to IB
Replies: 6
Views: 104

Re: How to Map IQfeed Nybot Softs data to IB

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 ...
by wilkinsw
08 Aug 2019
Forum: MultiCharts
Topic: LMAX stop orders
Replies: 3
Views: 75

Re: LMAX stop orders

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...
by wilkinsw
08 Aug 2019
Forum: MultiCharts
Topic: Can't pull IQfeed's full symbol history [SOLVED]
Replies: 6
Views: 111

Re: Can't pull IQfeed's full symbol history [SOLVED]

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 ...
by wilkinsw
08 Aug 2019
Forum: MultiCharts
Topic: LMAX stop orders
Replies: 3
Views: 75

LMAX stop orders

Hi,

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

Thanks,

Will
by wilkinsw
06 Aug 2019
Forum: MultiCharts
Topic: What is Multicharts constantly sending info to from tsServer.exe?? mcharts.servy.net? [SOLVED]
Replies: 6
Views: 201

Re: What is Multicharts constantly sending info to from tsServer.exe?? mcharts.servy.net? [SOLVED]

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 ...
by wilkinsw
05 Aug 2019
Forum: MultiCharts
Topic: What is Multicharts constantly sending info to from tsServer.exe?? mcharts.servy.net? [SOLVED]
Replies: 6
Views: 201

What is Multicharts constantly sending info to from tsServer.exe?? mcharts.servy.net? [SOLVED]

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/...
by wilkinsw
01 Aug 2019
Forum: MultiCharts
Topic: Custom futures: settlement or last traded price based [SOLVED]
Replies: 6
Views: 136

Re: Custom futures: settlement or last traded price based [SOLVED]

Thanks Henry!
Can that be added to the Wiki please?
by wilkinsw
01 Aug 2019
Forum: MultiCharts
Topic: Can't pull IQfeed's full symbol history [SOLVED]
Replies: 6
Views: 111

Re: Can't pull IQfeed's full symbol history [SOLVED]

iqfeed email.png
iqfeed email.png (16.93 KiB) Viewed 69 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
by wilkinsw
30 Jul 2019
Forum: MultiCharts
Topic: Custom futures: settlement or last traded price based [SOLVED]
Replies: 6
Views: 136

Re: Custom futures: settlement or last traded price based [SOLVED]

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?
by wilkinsw
29 Jul 2019
Forum: MultiCharts
Topic: Can't pull IQfeed's full symbol history [SOLVED]
Replies: 6
Views: 111

Re: Can't pull IQfeed's full symbol history [SOLVED]

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.
by wilkinsw
27 Jul 2019
Forum: MultiCharts
Topic: Can't pull IQfeed's full symbol history [SOLVED]
Replies: 6
Views: 111

Can't pull IQfeed's full symbol history [SOLVED]

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. ...
by wilkinsw
26 Jul 2019
Forum: MultiCharts
Topic: Custom futures: settlement or last traded price based [SOLVED]
Replies: 6
Views: 136

Re: Custom futures: settlement or last traded price based [SOLVED]

Hi Henry,

No mention of CQG in my question.

Just interested in the roll mechanism please.

What does C equal?
by wilkinsw
24 Jul 2019
Forum: MultiCharts
Topic: Constantly in the market buy/sell logic
Replies: 10
Views: 187

Re: Constantly in the market buy/sell logic

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...
by wilkinsw
24 Jul 2019
Forum: MultiCharts
Topic: Constantly in the market buy/sell logic
Replies: 10
Views: 187

Re: Constantly in the market buy/sell logic

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...
by wilkinsw
24 Jul 2019
Forum: MultiCharts
Topic: Custom futures: settlement or last traded price based [SOLVED]
Replies: 6
Views: 136

Custom futures: settlement or last traded price based [SOLVED]

Hi,

https://www.multicharts.com/trading-sof ... om_Futures
Capture backadjust rule.PNG
Capture backadjust rule.PNG (20.15 KiB) Viewed 136 times
What does "C" equal?

-Last traded price of the session?
or
-Settlement price for the session?
by wilkinsw
24 Jul 2019
Forum: MultiCharts
Topic: Real time data cannot resume after lunch break
Replies: 9
Views: 288

Re: Real time data cannot resume after lunch break

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...
by wilkinsw
23 Jul 2019
Forum: MultiCharts
Topic: Limit Sell Order Pre market
Replies: 2
Views: 86

Re: Limit Sell Order Pre market

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.
by wilkinsw
19 Jul 2019
Forum: MultiCharts
Topic: Maximum loops? [SOLVED]
Replies: 1
Views: 88

Maximum loops? [SOLVED]

Hi,

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

Thanks.
by wilkinsw
17 Jul 2019
Forum: MultiCharts
Topic: CQG Historical data and "Request Continuation Data" setting [SOLVED]
Replies: 1
Views: 99

CQG Historical data and "Request Continuation Data" setting [SOLVED]

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...
by wilkinsw
10 Jul 2019
Forum: MultiCharts
Topic: Determine TIF of order from code (GTC / Day)
Replies: 5
Views: 101

Re: Determine TIF of order from code (GTC / Day)

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.
by wilkinsw
09 Jul 2019
Forum: MultiCharts
Topic: Cryptocurrency trading
Replies: 3
Views: 144

Re: Cryptocurrency trading

Thanks Henry.

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

Thanks,

Will
by wilkinsw
09 Jul 2019
Forum: MultiCharts
Topic: Spontaneous corruption of database MC12
Replies: 5
Views: 150

Re: Spontaneous corruption of database MC12

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 ...
by wilkinsw
09 Jul 2019
Forum: MultiCharts
Topic: Cryptocurrency trading
Replies: 3
Views: 144

Cryptocurrency trading

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.
by wilkinsw
26 Jun 2019
Forum: MultiCharts
Topic: Portfolio settings for fully inclusive trading [SOLVED]
Replies: 2
Views: 85

Re: Portfolio settings for fully inclusive trading [SOLVED]

Answer:

exp% and max%=100

margin%=0 and potential loss%=0
by wilkinsw
26 Jun 2019
Forum: MultiCharts
Topic: Portfolio settings for fully inclusive trading [SOLVED]
Replies: 2
Views: 85

Portfolio settings for fully inclusive trading [SOLVED]

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
by wilkinsw
20 Jun 2019
Forum: MultiCharts
Topic: Spontaneous corruption of database MC12
Replies: 5
Views: 150

Spontaneous corruption of database MC12

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...
by wilkinsw
15 Jun 2019
Forum: MultiCharts
Topic: GDI objects not being released: accumulate ad infinitum
Replies: 1
Views: 109

GDI objects not being released: accumulate ad infinitum

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...
by wilkinsw
13 Jun 2019
Forum: MultiCharts
Topic: TT Fix API
Replies: 2
Views: 172

Re: TT Fix API

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...
by wilkinsw
28 May 2019
Forum: MultiCharts
Topic: Commission rebate backtest
Replies: 2
Views: 141

Re: Commission rebate backtest

My proposed change to MC would allow this behaviour:

viewtopic.php?t=52014#p132644
by wilkinsw
23 May 2019
Forum: MultiCharts
Topic: Emulate Limit Orders Locally ?
Replies: 3
Views: 630

Re: Emulate Limit Orders Locally ?

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...
by wilkinsw
20 May 2019
Forum: MultiCharts
Topic: Can I optimize the CPI data? [SOLVED]
Replies: 2
Views: 156

Re: Can I optimize the CPI data? [SOLVED]

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.
by wilkinsw
20 May 2019
Forum: MultiCharts
Topic: setstoploss( stopPoints * bigpointvalue); with 20 points but I got stopped with 39 !!! How's possible??
Replies: 3
Views: 167

Re: setstoploss( stopPoints * bigpointvalue); with 20 points but I got stopped with 39 !!! How's possible??

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...
by wilkinsw
18 May 2019
Forum: MultiCharts
Topic: Need setting commission and slippage for individual futures in Portfolio Trader
Replies: 4
Views: 211

Re: Need setting commission and slippage for individual futures in Portfolio Trader

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 ...
by wilkinsw
18 May 2019
Forum: MultiCharts
Topic: setstoploss( stopPoints * bigpointvalue); with 20 points but I got stopped with 39 !!! How's possible??
Replies: 3
Views: 167

Re: setstoploss( stopPoints * bigpointvalue); with 20 points but I got stopped with 39 !!! How's possible??

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.
by wilkinsw
16 May 2019
Forum: MultiCharts
Topic: Lastbaronchart doesn't work with Open Next Bar
Replies: 5
Views: 217

Re: Lastbaronchart doesn't work with Open Next Bar

Very odd that you can't reproduce this.

Please find attached:
demo of ONB LBOC bug.zip
(235.35 KiB) Downloaded 15 times
by wilkinsw
13 May 2019
Forum: MultiCharts
Topic: Need setting commission and slippage for individual futures in Portfolio Trader
Replies: 4
Views: 211

Re: Need setting commission and slippage for individual futures in Portfolio Trader

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...
by wilkinsw
13 May 2019
Forum: MultiCharts
Topic: Data downloaded but request backfilling again
Replies: 11
Views: 409

Re: Data downloaded but request backfilling again

You have to flush cache to database too.
by wilkinsw
10 May 2019
Forum: MultiCharts
Topic: Lastbaronchart doesn't work with Open Next Bar
Replies: 5
Views: 217

Re: Lastbaronchart doesn't work with Open Next Bar

I did the test on a 5min interval chart.

Feel free to test it yourself.
by wilkinsw
10 May 2019
Forum: MultiCharts
Topic: MC12 R6: The historical orders now take into account Daylight saving time: Please elaborate [SOLVED]
Replies: 3
Views: 129

MC12 R6: The historical orders now take into account Daylight saving time: Please elaborate [SOLVED]

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
by wilkinsw
09 May 2019
Forum: MultiCharts
Topic: Lastbaronchart doesn't work with Open Next Bar
Replies: 5
Views: 217

Lastbaronchart doesn't work with Open Next Bar

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...
by wilkinsw
08 May 2019
Forum: MultiCharts
Topic: Flushing cached data to database: what exactly happens? [SOLVED]
Replies: 1
Views: 142

Flushing cached data to database: what exactly happens? [SOLVED]

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...
by wilkinsw
12 Apr 2019
Forum: MultiCharts
Topic: WFA: recommended inputs: where are they displayed?
Replies: 7
Views: 255

Re: WFA: recommended inputs: where are they displayed?

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
by wilkinsw
11 Apr 2019
Forum: MultiCharts
Topic: WFA: recommended inputs: where are they displayed?
Replies: 7
Views: 255

Re: WFA: recommended inputs: where are they displayed?

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...
by wilkinsw
09 Apr 2019
Forum: MultiCharts
Topic: WFA: recommended inputs: where are they displayed?
Replies: 7
Views: 255

Re: WFA: recommended inputs: where are they displayed?

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...
by wilkinsw
08 Apr 2019
Forum: MultiCharts
Topic: WFA: recommended inputs: where are they displayed?
Replies: 7
Views: 255

WFA: recommended inputs: where are they displayed?

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...
by wilkinsw
03 Apr 2019
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 12
Views: 1230

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

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.
by wilkinsw
27 Mar 2019
Forum: MultiCharts
Topic: Portfolio Backtester Multiple commission rules per strategy?
Replies: 12
Views: 3263

Re: Portfolio Backtester Multiple commission rules per strategy?

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...
by wilkinsw
27 Feb 2019
Forum: MultiCharts
Topic: Drag and Drop signals in MC and between PT/MC [SOLVED]
Replies: 1
Views: 172

Drag and Drop signals in MC and between PT/MC [SOLVED]

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...
by wilkinsw
27 Feb 2019
Forum: MultiCharts
Topic: Portfolio Backtester Multiple commission rules per strategy?
Replies: 12
Views: 3263

Re: Portfolio Backtester Multiple commission rules per strategy?

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...
by wilkinsw
27 Feb 2019
Forum: MultiCharts
Topic: Optimization report needs fixing [SOLVED]
Replies: 7
Views: 750

Re: Optimization report needs fixing [SOLVED]

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...
by wilkinsw
25 Feb 2019
Forum: MultiCharts
Topic: Rolling Crude Futures
Replies: 24
Views: 1154

Re: Rolling Crude Futures

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...
by wilkinsw
21 Feb 2019
Forum: MultiCharts
Topic: crosses_above vs crosses above [SOLVED]
Replies: 2
Views: 228

crosses_above vs crosses above [SOLVED]

Any difference between

Code: Select all

crosses_above
and

Code: Select all

crosses above
?
by wilkinsw
21 Feb 2019
Forum: MultiCharts
Topic: Optimization report needs fixing [SOLVED]
Replies: 7
Views: 750

Re: Optimization report needs fixing [SOLVED]

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.
by wilkinsw
16 Feb 2019
Forum: MultiCharts
Topic: Optimization report needs fixing [SOLVED]
Replies: 7
Views: 750

Optimization report needs fixing [SOLVED]

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" ...
by wilkinsw
16 Feb 2019
Forum: MultiCharts
Topic: Rolling Crude Futures
Replies: 24
Views: 1154

Re: Rolling Crude Futures

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...
by wilkinsw
26 Jan 2019
Forum: MultiCharts
Topic: R-square optimization criteria
Replies: 5
Views: 764

Re: R-square optimization criteria

This looks great!

How have you found your optimization results since using this fitness function?
by wilkinsw
19 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

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...
by wilkinsw
18 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

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.
by wilkinsw
18 Jan 2019
Forum: MultiCharts
Topic: Global Variables 64bit Questions
Replies: 6
Views: 331

Re: Global Variables 64bit Questions

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...
by wilkinsw
18 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

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...
by wilkinsw
18 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

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 ...
by wilkinsw
17 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

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 ...
by wilkinsw
16 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

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...
by wilkinsw
16 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

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 (...
by wilkinsw
15 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

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...
by wilkinsw
15 Jan 2019
Forum: MultiCharts
Topic: MC12 WFA report: What is "PostOptimization Risk"?
Replies: 1
Views: 171

MC12 WFA report: What is "PostOptimization Risk"?

Hi,

In the MC12 WFA report:

What is "PostOptimization Risk"?

Thanks,

Will
by wilkinsw
15 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

I like how optimization reports are now automatically saved with a date and time stamp to a folder using the "Optimization Result Visualizer64" file format. Is there a way to specify where they are saved? At the moment all reports are going to my Documents folder. Would be useful to be able to speci...
by wilkinsw
14 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

Do MC have access to the GA source code? Would they be prepared to share it, if so?
by wilkinsw
14 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

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?
by wilkinsw
14 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

In addition to my last post, I've found another error in the optimizer: For an incremental GA, the number of tests to be conducted= Initial_population + (Generation*Children). Children meaning the number of individuals to be crossed over between generations. E.g. 200+(600*2) = 1400 runs. The error I...
by wilkinsw
14 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

I'm running tests on MC12r4 optimizer. Can MC provide some clarifications on some of the new settings. At face value there seems to be an error somewhere with the core allocation feature. Just as a reminder on the GA incremental behaviour: https://www.multicharts.com/discussion/viewtopic.php?t=51229...
by wilkinsw
12 Jan 2019
Forum: MultiCharts
Topic: Backtesting assumptions problem
Replies: 5
Views: 635

Re: Backtesting assumptions problem

Hi AdrianP, I can see from your posts that you are really worked up about inaccuracies you are suffering when modelling fills in FX markets using just Bid data. I think your post in this particular thread is misplaced. Turbofib was trying to demo an issue in the ES futures contract. Stating "Turbofi...
by wilkinsw
11 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

In MC12's Optimizer I've got a conflicting message:
best or average.PNG
best or average.PNG (13.79 KiB) Viewed 1492 times
Is it best or average? Presumably not both??
by wilkinsw
11 Jan 2019
Forum: MultiCharts
Topic: Backtesting assumptions problem
Replies: 5
Views: 635

Re: Backtesting assumptions problem

Turbofib and AdrianP, Can either of you give a clearer explanation of the issue you are experiencing? Ideally can you share some code please? A couple of glaring issues: 1) Please share you code: in your pics it looks like all your fills are on stop entries, NOT limit entries. So am a little confuse...
by wilkinsw
11 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 1886

Re: MULTICHARTS 12.0 RELEASE 4

In MC12....... If you fat finger an optimization space input, you can no longer just press "cancel" and then reopen the "optimization settings" and start again. Now, it automatically stores whatever entry you input. I feel pressing "x" or "cancel" should always revert any changes to previously saved...
by wilkinsw
10 Jan 2019
Forum: MultiCharts
Topic: backtesting settings: Ignore Tick Cache in Realtime [SOLVED]
Replies: 1
Views: 304

backtesting settings: Ignore Tick Cache in Realtime [SOLVED]

Hi,

Can someone help me out with what this new setting means:
backtesting settings Ignore Tick Cache in Realtime.PNG
backtesting settings Ignore Tick Cache in Realtime.PNG (44.36 KiB) Viewed 304 times
Thanks!
by wilkinsw
09 Jan 2019
Forum: MultiCharts
Topic: Paper Trader stop trigger logic is wrong
Replies: 8
Views: 722

Re: Paper Trader stop trigger logic is wrong

i see this feature has still not been added: https://www.multicharts.com/pm/public/multicharts/issues/MC-2502 I'm not sure why MC has chosen to handle stops in a way that is only relevant to FX retail customers. This needs to be improved please. Under Auto trading MC does indeed allow the user to sp...
by wilkinsw
08 Jan 2019
Forum: MultiCharts
Topic: Lost Digital Rights Management Authentication
Replies: 4
Views: 1296

Re: Lost Digital Rights Management Authentication

Any updates on what caused this?

I am yet to suffer this issue but have heard colleagues suffer from this recently.

Would be great to get some reassurances from MC that they are investigating it at least.
by wilkinsw
16 Nov 2018
Forum: MultiCharts
Topic: TS Data not storing Data slow to load
Replies: 26
Views: 1822

Re: TS Data not storing Data slow to load

Henry (or other users),

If i export a qmd file will it include the most recent data that’s held in the cache? Or will it only hold the data since the last restart (or last flush, if Mc12).

Will
by wilkinsw
16 Nov 2018
Forum: MultiCharts
Topic: TS Data not storing Data slow to load
Replies: 26
Views: 1822

Re: TS Data not storing Data slow to load

I am afraid you do not understand - MY DATA IS NOT BEING STORED. I was using TS before there was MultiCharts and I know TS inside and out ask Dennis. I know all about everything you posted, I understand all about what you are saying. MY DATA IS NOT BEING STORED - OR - MULTICHARTS IS NOT PULLING THA...
by wilkinsw
15 Oct 2018
Forum: MultiCharts
Topic: Slippage settings: Wrong behaviour
Replies: 9
Views: 646

Re: Slippage settings: Wrong behaviour

Hi Svetlana, I suspect MCs understanding of how orders work in live markets explains why they've made the design decisions that they have. "Unkown unknowns" ,if you will. There's lots of technical details to explain in support of my previous post. I'll do my best to be concise: 1) A triggered restin...
by wilkinsw
12 Oct 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 3
Replies: 47
Views: 3937

Re: MULTICHARTS 12.0 RELEASE 3

Fast turnaround. Great job to you and MC team! Not sure if this recent fix is the culprit: Interactive Brokers connection improved to properly handle the “Order rejected – reason:Cannot modify the filled order” message. But my OCO orders to IB GLOBEX no longer get instantly triggered after my initi...
by wilkinsw
12 Oct 2018
Forum: MultiCharts
Topic: Phantom Trades
Replies: 28
Views: 3507

Re: Phantom Trades

I have learned some new things about phantom trades. If you use the Symbol Mapping you will get phantom trades if placing a order on a chart. This is very complicated, I will try and explain maybe someone else can verify or replicate my findings. Using TS as data vendor and "symbol mapping" to Inte...
by wilkinsw
12 Oct 2018
Forum: MultiCharts
Topic: Phantom Trades
Replies: 28
Views: 3507

Re: Phantom Trades

I’m noticing no data consistency issues (intensive auto trading since 2013) using iqfeed+cqg broker.
by wilkinsw
12 Oct 2018
Forum: MultiCharts
Topic: Reality versus bactesting
Replies: 10
Views: 656

Re: Reality versus bactesting

I only trade fx futures and am curious about oanda and similar......

Can a user specify what triggers a stop (bid/ask/mid price/last traded) with the broker???

if not; that sounds awful!! Trade futures instead ;)
by wilkinsw
12 Oct 2018
Forum: MultiCharts
Topic: Reality versus bactesting
Replies: 10
Views: 656

Re: Reality versus bactesting

Hi I realize that the default backtesting does not take the spread for Forex into account and that there are ways that it can be made to do so. But my question is shown on the next two uploads. One is for a backtest and the other one is for the live trading for the same currency pair and time perio...
by wilkinsw
12 Oct 2018
Forum: MultiCharts
Topic: Slippage settings: Wrong behaviour
Replies: 9
Views: 646

Re: Slippage settings: Wrong behaviour

Spot on! What would be even better would be the ability to define 2 different types of slippage: 1) Market/marketable limit/instantly triggerable stops 2) Triggered resting stops (stopmarket and stoplimit) i find “1” to typically be significantly more expensive than “2” to execute. Being able to def...
by wilkinsw
09 Oct 2018
Forum: MultiCharts
Topic: Slippage settings: Wrong behaviour
Replies: 9
Views: 646

Re: Slippage settings: Wrong behaviour

Hi Svetlana, If any new order instruction is instantly fillable (executable); aggressor slippage needs to be assigned. If "Buy at 1000 limit next bar" results in a fill being placed on the chart at the open data point, next bar..... it's an aggressor order and should have slippage assigned. Ie if th...
by wilkinsw
04 Oct 2018
Forum: MultiCharts
Topic: Slippage settings: Wrong behaviour
Replies: 9
Views: 646

Re: Slippage settings: Wrong behaviour

Hi Svetlana,

You've misunderstood the problem I think.

Slippage is a function of aggressor vs passive.... not limit/market/stop per se.

Trust me, it simply needs fixing.

Thanks,

Will
by wilkinsw
04 Oct 2018
Forum: MultiCharts
Topic: Slippage settings: Wrong behaviour
Replies: 9
Views: 646

Slippage settings: Wrong behaviour

Hi, Currently the slippage setting will only impact market and stopmarket orders. But not stoplimit or marketable limit orders. slippage settings.PNG This setting should be added to any fill that is the result of an aggressor fill. I don't use it because of this and instead use an average estimate o...
by wilkinsw
29 Sep 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 2778

Re: Delays receiving real-time data

Are any users trading with MC12 r2 and not experiencing delays/lags?

This all sounds like an ongoing MC12 bug, no?

Multicharts; would you consider putting MC12 back into Beta and supporting MC11 again?
by wilkinsw
27 Sep 2018
Forum: MultiCharts
Topic: Paper Trader stop trigger logic is wrong
Replies: 8
Views: 722

Re: Paper Trader stop trigger logic is wrong

Ok, thanks Anna. I will do a PM. Also, according to our developers different brokers and exchanges can have different order execution rules In the world of futures it is either exactly as I described or virtually the same. "Bucket shops" and maybe OTC platforms (I'm thinking FX) may trigger stops th...
by wilkinsw
25 Sep 2018
Forum: MultiCharts
Topic: New functions, please advise. [SOLVED]
Replies: 9
Views: 543

Re: New functions, please advise. [SOLVED]

error.PNG
error.PNG (4.08 KiB) Viewed 533 times
by wilkinsw
25 Sep 2018
Forum: MultiCharts
Topic: New functions, please advise. [SOLVED]
Replies: 9
Views: 543

Re: New functions, please advise. [SOLVED]

Regarding my second question. Why doesn't this compile: external: "GlobalVariable.dll", int, "GV_SetInteger64", int, int64 ; inputs: int ElementLocation( numeric ), int64 GVValue( numeric ) ; variables: int RtnVal( -1 ) ; if LastBarOnChart then RtnVal = GV_SetInteger64( ElementLocation, GVValue ) ; ...
by wilkinsw
25 Sep 2018
Forum: MultiCharts
Topic: New functions, please advise. [SOLVED]
Replies: 9
Views: 543

Re: New functions, please advise. [SOLVED]

I've made this confusing by asking two questions. 1) Why were these created: AccuracyGetNamedDouble AccuracyGetNamedInt AccuracySetNamedDouble AccuracySetNamedInt 2) I've found some Global variable functions on one machine that don't compile and aren't on any other machine I run MC64 on. TJ, do you ...
by wilkinsw
25 Sep 2018
Forum: MultiCharts
Topic: New functions, please advise. [SOLVED]
Replies: 9
Views: 543

Re: New functions, please advise. [SOLVED]

Ha, yep I'm so slow on the uptake.

Yet I can't find any supporting literature anywhere on them.
by wilkinsw
25 Sep 2018
Forum: MultiCharts
Topic: New functions, please advise. [SOLVED]
Replies: 9
Views: 543

New functions, please advise. [SOLVED]

Hi, I was wondering why have the following functions been added: AccuracyGetNamedDouble AccuracyGetNamedInt AccuracySetNamedDouble AccuracySetNamedInt Do they 100% replace the older: GetNamedDouble GetNamedInt SetNamedDouble SetNamedInt ? I'm curious as to what might be wrong with the older function...
by wilkinsw
25 Sep 2018
Forum: MultiCharts
Topic: optimize by metrics?
Replies: 5
Views: 414

Re: optimize by metrics?


thanks wilkinsw

that appears to be using "custom criteria" rather than "custom fitness value"

is that the only resource you know of.

thanks
Sorry, my mistake.

I only use custom criteria, I'm afraid.
by wilkinsw
25 Sep 2018
Forum: MultiCharts
Topic: Paper Trader stop trigger logic is wrong
Replies: 8
Views: 722

Re: Paper Trader stop trigger logic is wrong

Anna, At the moment Paper Trader handles Stop orders as follows: it buys when the price >=Ask and sells when the price is <= Bid. In our tests Stops are triggered not earlier than Asks reach the stop price level. The event "price>=ask" triggering a stop makes no sense to me and looks like a typo. Or...
by wilkinsw
25 Sep 2018
Forum: MultiCharts
Topic: Memory Monitor MADNESS STOP IT!
Replies: 4
Views: 475

Re: Memory Monitor MADNESS STOP IT!

My understanding is that it was added to prevent an issue in MC where too many GDI objects caused instability.
by wilkinsw
20 Sep 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 2778

Re: Delays receiving real-time data

Update: I'm setting up a newly rented dedicated server. This one has an E3 1240v6, is located close to NYC, and is cheaper. It's from a different provider, just to eliminate a variable (though I have zero complaints about OVH). But before I get to the Moment Of Truth, I'm curious about something. I...
by wilkinsw
18 Sep 2018
Forum: MultiCharts
Topic: Paper Trader stop trigger logic is wrong
Replies: 8
Views: 722

Re: Paper Trader stop trigger logic is wrong

I haven't tested MC12r2. No need to send anything. Just place a stop in paper trader, you will see that it triggers before the trigger price trades. Ie a buy stop is triggering when offer>=trigger. Which is mostly premature and before the real world trigger: when last traded >=trigger. If you are te...
by wilkinsw
16 Sep 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 2883

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

Apologies, crossed wires there. Didn't realise you were talking about Portfolio Trader.

Also, I didn't realise that they hadn't rolled out the new MC12 optimisation to the PT, which is disappointing. Not sure what's going on there.

In the meantime, I hope that a working registry edit gets provided.
by wilkinsw
15 Sep 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 2883

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

You've lost me entirely I'm afraid. I don't know what version you are using; as your pics are not of MC12. This is MC12: mc12 optim.PNG This is where you choose no. cores: mc12 optim 2.PNG If you are struggling to get the registry edit to work in a non-MC12 version; that is a different topic entirel...
by wilkinsw
14 Sep 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 2883

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

Hello . I have a intel i7 2820QM with 16GB RAM with 4 cores and 8 trheads and I did this test : Genetic optimization with: 1 2 4 7 8 threads For my surprise in all situation I spend same 6 minutes to run. Note. I use MC beta version Build 16374 and MC version 12 Release 1 .Same behavior I tryiend u...
by wilkinsw
14 Sep 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE
Replies: 119
Views: 28864

Re: MULTICHARTS 12.0 RELEASE

Hi Smoky, I wasn't disagreeing with you at all. When you say "another user"; i have two cases open with MC right now. One for a major bug in the new optimize order flow order management and another for cancelled reverse limit orders whilst being filled. Funny coincidence, as they sound the same as w...
by wilkinsw
14 Sep 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE
Replies: 119
Views: 28864

Re: MULTICHARTS 12.0 RELEASE

Can someone tell me why MC12 represents such a dramatic overhaul of Multicharts? It just seems like so many things are wrong with it, yet I don't know why there was the pressure to make so many changes in the first place. I was fine with MC9 and 10...even 11. Sure there were some bugs that needed fi...
by wilkinsw
13 Sep 2018
Forum: MultiCharts
Topic: Streaming vs Historical Data [SOLVED]
Replies: 26
Views: 1461

Re: Streaming vs Historical Data [SOLVED]

I'm satisfied with my IQfeed solution. But, 100% agree with you on your points. For me the most important parts of systematic trading are: 1st: integrity and accuracy of datasets (both for research and live trading purposes). 2nd: accuracy of historic simulations. 3rd: fidelity of live trading (it n...
by wilkinsw
13 Sep 2018
Forum: MultiCharts
Topic: Streaming vs Historical Data [SOLVED]
Replies: 26
Views: 1461

Re: Streaming vs Historical Data [SOLVED]

Great question. This is a very important concept. For me historical==streaming otherwise all my research is being undermined! I have no issues using IQfeed re historical vs streaming fidelity. I did have issues with CQG realtime data and so stopped using it. When I periodically compile my datasets f...
by wilkinsw
07 Sep 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE
Replies: 119
Views: 28864

Re: MULTICHARTS 12.0 RELEASE

version 12 bug - charting - format objects - status - disable - the panel subchart will stay in place - even though the study is disabled. in other words on a chart when viewing a rsi when you disable it's status there is a big blank space still there. you have to delete the rsi to get the chart to...
by wilkinsw
07 Sep 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE
Replies: 119
Views: 28864

Re: MULTICHARTS 12.0 RELEASE

Hi Henry, I've just uploaded the requested info. The speed tests were done on symbol GOOG, 1 DAY Timeframe, using a brute force optimisation of inputs for pre packed entry/exit signals: WS1.PNG WS2.PNG I then simply measure how long it takes to run 5000 iterations. For 64bit MC10,11,12 it was taking...
by wilkinsw
06 Sep 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE
Replies: 119
Views: 28864

Re: MULTICHARTS 12.0 RELEASE

wilkinsw, will you do me a favor and check the speed of optimization - it seems UNBELIEVABLY slow as version 11 was. even ts is far faster at 32 bit. MC64,10, MC64,11 and MC64,12 looks the same to me when testing brute force optimisation. Let's call them the "ref rate". MC32,9 was about 60% faster ...
by wilkinsw
04 Sep 2018
Forum: MultiCharts
Topic: MC64 Performance Limit Reached
Replies: 9
Views: 982

Re: MC64 Performance Limit Reached

Outside of this forum trading colleagues are all reporting annoyance from this notification. It should not be triggered during startup. Can MC either: -Add code to block this exception if workspaces are currently being loaded / signals indicators being calculated first time. OR -Suggest a regedit to...
by wilkinsw
31 Aug 2018
Forum: MultiCharts
Topic: Paper Trader stop trigger logic is wrong
Replies: 8
Views: 722

Paper Trader stop trigger logic is wrong

In both MC12 and 11 (the only version I've checked), Paper Trader will trigger a buy stop when the quoted ask = buy trigger price. If you test it, you'll quickly see so. When trading live.... that event alone ("quoted ask = buy trigger price.") does not trigger a resting stop. Someone has to trade a...
by wilkinsw
31 Aug 2018
Forum: MultiCharts
Topic: MAJOR MC12 optimize order flow bug! [SOLVED]
Replies: 2
Views: 620

MAJOR MC12 optimize order flow bug! [SOLVED]

Hi, In short: In MC12, with optimize order flow on, under my test conditions: stops are no longer sent intrabar. Instead one has to wait until the new bar. A non-live realtime simulation (any version) will send the stop intrabar, as will a backtest (any version), as will MC11,10,9 etc when live. MC1...
by wilkinsw
29 Aug 2018
Forum: MultiCharts
Topic: MC 13626.400_Release_x64.exe ERRORS
Replies: 8
Views: 1342

Re: 13626.400_Release_x64.exe ERRORS

Mark,

What fixed your issue? It's bad form to rant and then leave everyone hanging. It increases the chance that you'll fail to get help from users next time round.
by wilkinsw
29 Aug 2018
Forum: MultiCharts
Topic: AMD Threadripper 2990WX - Experiences?
Replies: 2
Views: 409

Re: AMD Threadripper 2990WX - Experiences?

I've tested a 48 core machine and MC used all of them. Be aware that the more cores allocated to an incremental GA; the more the behaviour of the GA changes:

viewtopic.php?t=51229

(apologies for promoting my own thread!)
by wilkinsw
08 Aug 2018
Forum: MultiCharts
Topic: Please Help Explain: Optimization and "# of simulations" [SOLVED]
Replies: 3
Views: 391

Re: Please Help Explain: Optimization and "# of simulations" [SOLVED]

For your reference

For an incremental GA opimization..total sims should be:

initial population (96) + number of generations(2777) * number of logical processors assigned(48??) = 133392
by wilkinsw
01 Aug 2018
Forum: MultiCharts
Topic: CQG weekend update causing order mapping, routing and realtime data issues: WebAPI 2.25 - Release 1.3
Replies: 6
Views: 575

CQG update in 2 weeks time will cause outage again: WebAPI 2.25 - Release 1.3

Hi, I've just been told by CQG that they are removing the legacy instrument format (that they readded on Monday morning to restore functionality for many of their users) in 2 weeks time. I'm waiting for an exact date. As it currently stands users should expect to lose realtime data and order routing...
by wilkinsw
30 Jul 2018
Forum: MultiCharts
Topic: CQG weekend update causing order mapping, routing and realtime data issues: WebAPI 2.25 - Release 1.3
Replies: 6
Views: 575

Re: CQG weekend update causing order mapping, routing and realtime data issues: WebAPI 2.25 - Release 1.3

This is the reply ive had: "there was a change instituted over the weekend which moved from a single digit year to a two digit year. The impact was unexpected and we rolled the change back to allow both formats early this morning." What's scary is that I reported the issue 2 hours before the markets...
by wilkinsw
29 Jul 2018
Forum: MultiCharts
Topic: CQG weekend update causing order mapping, routing and realtime data issues: WebAPI 2.25 - Release 1.3
Replies: 6
Views: 575

CQG weekend update causing order mapping, routing and realtime data issues: WebAPI 2.25 - Release 1.3

Anyone else experience issues this evening. CQG have just deployed an update to their Web API. Users may immediately see that they can't map a new symbol and route orders to newly added symbols neither. On restart I also found I could no longer pull CQG RT data. Not sure what's going on. Have bombar...
by wilkinsw
27 Jul 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE CANDIDATE
Replies: 44
Views: 4213

Re: MULTICHARTS 12.0 RELEASE CANDIDATE

Also where it says populations below, it should really say generations:
pop v gen.PNG
pop v gen.PNG (36.88 KiB) Viewed 3202 times
by wilkinsw
27 Jul 2018
Forum: MultiCharts
Topic: BUG: Genetic Optimizer ignores settings in Basic mode
Replies: 5
Views: 502

Re: BUG: Genetic Optimizer ignores settings in Basic mode

I've also noticed an inconsistency in the incremental GAO: On a 40 thread machine i setup a GAO that should be 4040 runs. should be 4040.PNG But it runs as 4080: but runs as 4080.PNG It appears to be because it is generating two parallel first generations. So how does that work exactly? From my unde...
by wilkinsw
27 Jul 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE CANDIDATE
Replies: 44
Views: 4213

Re: MULTICHARTS 12.0 RELEASE CANDIDATE

I really like the new MC12 optimiser so far. Great work with the improvements made to the incremental GA!! Incremental GA + customising crossovers + number of cores allocation = massive scalability and opens up the use of big servers for lots of parallel GAs. Just a couple of small things. You may h...
by wilkinsw
27 Jul 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE CANDIDATE
Replies: 44
Views: 4213

Re: MULTICHARTS 12.0 RELEASE CANDIDATE

Hi, Capture cqg settings.PNG The highlighted needs replacing with the following: "Convert stop orders intended for immediate execution to market/limit orders" And drop the second option all together. A stop order includes both stopmarket and stoplimit. The key part being "stop". All exchanges I trad...
by wilkinsw
26 Jul 2018
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 12
Views: 2179

Re: New Monte Carlo simulator

My excel sheet would take me ages to explain to someone. But I can explain the methodology for annualising: Trade data date range (years): Last possible trade date - earliest possible trade date. Using the trade list: Sample year = Total trades / trade data date range. Simulate 100000 sample years (...
by wilkinsw
26 Jul 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 1545

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

Thanks Henry.

You guys are the best!
by wilkinsw
25 Jul 2018
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 12
Views: 2179

Re: New Monte Carlo simulator

That's awesome Henry. I only though if this yesterday, but could MC look at generating annualised figures from the monte carlo sim too? The excel monte carlo sim I currently use annualises all the metrics which allows side by side comparison between various strategies and instruments: It would be gr...
by wilkinsw
18 Jul 2018
Forum: MultiCharts
Topic: Rollover gap on backadjusted contract [SOLVED]
Replies: 9
Views: 843

Re: Rollover gap on backadjusted contract [SOLVED]

IQfeed rolls continuous contracts when the volume is higher in the next contract. Just like QCL# changed to Sept today. Instead of rebooting to see the new contract data, I just change the # of days loaded by 1 day, then MC will collect the new data. Don't think you're right...i thought IQfeed roll...
by wilkinsw
18 Jul 2018
Forum: MultiCharts
Topic: MC64 Performance Limit Reached
Replies: 9
Views: 982

Re: MC64 Performance Limit Reached

Ok, will do next time around.
by wilkinsw
17 Jul 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 1545

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

Further info...... Some of you might be thinking "why on earth does he have multiple entries intrabar"? Fact is that is rare. But it is possible nonetheless. The simple goals is to be able to accurately model where possible. For some reason MC's developers have actively inserted inaccuracy in MC12....
by wilkinsw
17 Jul 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE CANDIDATE
Replies: 44
Views: 4213

Re: MULTICHARTS 12.0 RELEASE CANDIDATE

Can users please please please review this stop order placement bug in MC12 when backtesting.

I've spent hours demonstrating it to MC and they are stonewalling me.

It is a very major bug indeed:

viewtopic.php?f=1&t=51323&p=129900#p129900
by wilkinsw
17 Jul 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 1545

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

So........ I spent over an hour on teamviewer with Henry and MC and I clearly identified for them the new backtest stop fill placement bug. To summarize, a second postion gets opened intrabar, in the event that the stop for said position is immediately executable.... it won't get placed against the ...
by wilkinsw
17 Jul 2018
Forum: MultiCharts
Topic: MC64 Performance Limit Reached
Replies: 9
Views: 982

Re: MC64 Performance Limit Reached

Dear Users, This message is a means of protection from possible issues in case there is not enough system resources for TradingServer process. TradingServer process serves all MultiCharts instances, and if the number of interprocess calls exceeds the system capabilities, this message appears. Usual...
by wilkinsw
17 Jul 2018
Forum: MultiCharts
Topic: Detect number of intruments on a chart from powerlanguage?
Replies: 1
Views: 255

Detect number of intruments on a chart from powerlanguage?

Hi,

Is there a way in powerlanguage to count number of instruments on a chart? Or alternatively to return a true/false when asking "if data2 is present"?

Thanks.
by wilkinsw
13 Jul 2018
Forum: MultiCharts
Topic: MC64 Performance Limit Reached
Replies: 9
Views: 982

Re: MC64 Performance Limit Reached

I too am having this issue for the first time ever, after many years usage of Multicharts. It happens in MC11 r9+ only. It happens almost every time I fire up. Seems to be once I have a couple of instances of MC64 opened and loading charts + calculating signals....THEN i go to open a 3rd instance an...
by wilkinsw
13 Jul 2018
Forum: MultiCharts
Topic: Accessing "openpositionprofit" from within Custom Criteria?
Replies: 3
Views: 348

Re: Accessing "openpositionprofit" from within Custom Criteria?

Thanks Henry. Will have a play with "SetCustomFitnessValue" In the meantime is there anyway of using any of these Jscript words to access openpositionprofit: Numeric OpenEntriesCount- number of open entries Numeric OpenEntryDate(Numeric entry_index=0) - date of entry order execution. entry_index - e...
by wilkinsw
12 Jul 2018
Forum: MultiCharts
Topic: Accessing "openpositionprofit" from within Custom Criteria?
Replies: 3
Views: 348

Accessing "openpositionprofit" from within Custom Criteria?

Hi,

Just wondering if there is anyway to access the equivalent of "openpositionprofit" from within Custom Criteria?

Thanks!
by wilkinsw
10 Jul 2018
Forum: MultiCharts
Topic: New Behaviour in MC11 when a signal input references an indicators plot value [SOLVED]
Replies: 7
Views: 824

Re: New Behaviour in MC11 when a signal input references an indicators plot value [SOLVED]

WOW!
I did not know it is possible to reference indicator plots as inputs.
Is there somewhere a more general "use case" description with syntax, all the limitations and nuances?
I've only found this:
https://www.multicharts.com/trading-sof ... y_on_study
by wilkinsw
09 Jul 2018
Forum: MultiCharts
Topic: New Behaviour in MC11 when a signal input references an indicators plot value [SOLVED]
Replies: 7
Views: 824

Re: New Behaviour in MC11 when a signal input references an indicators plot value [SOLVED]

Hello, wilkinsw! Our engineers didn’t manage to reproduce this on our end. And we haven’t changed anything in this respect in MultiCharts 11. Will it be possible for you to come to our Live Chat and demonstrate the issue via remote connection MON-FRI from 6:30 AM to 12:00 PM EST (11:30 AM to 5:00 P...
by wilkinsw
09 Jul 2018
Forum: MultiCharts
Topic: change input value of indicator [SOLVED]
Replies: 9
Views: 832

Re: change input value of indicator [SOLVED]

You can create a seperate indicator ("new") that plots the inputs you want. Then go to each indicator and specifiy their inputs as the "new" plot(s). Now going forward you can change "new" and it will change all your indicator inputs in one shot. Note however that since MC11 there is a bug where si...
by wilkinsw
05 Jul 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 1545

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

You already have it Henry. I'll send you the link again. All you have to do is to open the workspace in MC12 and compare to MC11 (and MC9).

Thanks,

Will
by wilkinsw
03 Jul 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE CANDIDATE
Replies: 44
Views: 4213

Re: MULTICHARTS 12.0 RELEASE CANDIDATE

Hi,

I've uncovered a new backtest fill placement bug in MC12:

viewtopic.php?t=51323#p129734
by wilkinsw
03 Jul 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 1545

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

Hi Henry, I've noticed that the solution for MC12 has indeed corrected limit fill placement but unfortunately now incorrectly places the fills for stops. You can reproduce using the exact same files I sent you before and comparing MC12 to MC11 and early MC9. What was fixed in MC12: The completely bo...
by wilkinsw
29 Jun 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 1545

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

Hi Henry,

Has this now been fixed for MC12?

Thanks,

Will
by wilkinsw
17 Jun 2018
Forum: MultiCharts
Topic: Any London based traders / researchers?
Replies: 0
Views: 221

Any London based traders / researchers?

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

Will
by wilkinsw
08 Jun 2018
Forum: MultiCharts
Topic: Any Trading Tecnologies "TT" users? [SOLVED]
Replies: 5
Views: 610

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

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

What are other users getting charged?
by wilkinsw
08 Jun 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 845

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

In live trading: so far I'm seeing correct behaviour. About 0.1s after i sent my marketable limit order, MC tries to cancel it (on a subsequent tick where buy=false). But that's not an issue as I'm filled. Might I suggest MC tweaks paper trader behaviour so that a submitted marketable order can't be...
by wilkinsw
07 Jun 2018
Forum: MultiCharts
Topic: Any Trading Tecnologies "TT" users? [SOLVED]
Replies: 5
Views: 610

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

Thanks Henry,

I might trial it alongside CQG.

Any quirks other than what was in the wiki? For example, do I have to restart MC daily? I don't have to do this with CQG api but had to with Patsystems. Hopefully, frequent restarts is not the case with TT's fix api?
by wilkinsw
07 Jun 2018
Forum: MultiCharts
Topic: Any Trading Tecnologies "TT" users? [SOLVED]
Replies: 5
Views: 610

Any Trading Tecnologies "TT" users? [SOLVED]

Hi, I am playing with the idea of order routing via the TT Fix API. Any users out there? Any feedback? On the broker profile page: https://www.multicharts.com/trading-software/index.php/Trading_Technologies_Broker_Profile It says: "Trading Technologies doesn’t provide information on the list of acco...
by wilkinsw
06 Jun 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 845

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

Thanks Anna! That's not what I found in the paper trader. If prevailing price was 100 and on a tick I sent buy at 110 limit order (with a communication delay set at 0.2-1 second): You would often see order submitted...then cancelled a second or so later with no fill. I'm going to deploy an IOG algo ...
by wilkinsw
06 Jun 2018
Forum: MultiCharts
Topic: MC64 11 r9 new warning message needs a tweak [SOLVED]
Replies: 4
Views: 506

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

Hi, new behaviour is slower.PNG The new autotrading warning message has the "NO" option auto highlighted. That means for every workspace where I have many charts that need turning on; for each one i have to move the mouse across and select "YES". on MC64 11 r5 it was "YES" that was auto highlighted....
by wilkinsw
05 Jun 2018
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 12
Views: 1230

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

Hardware is very unlikely to be the limitation for me. I rarely use more than 50% of any hardware resource on my production servers. Am running MC11 r9 as of last week (updated from MC11 r5): haven't had an issue yet but have never not had the issue with latest versions having used MC as a heavy use...
by wilkinsw
05 Jun 2018
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 12
Views: 1230

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

Thanks Smoky will take a look.

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

Thanks.
by wilkinsw
05 Jun 2018
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 12
Views: 1230

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

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

I'm thinking copy and paste all charts from old workspace to a new one. Or will the new one inherit the same issue that caused the corruption?
by wilkinsw
01 Jun 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 845

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

Forget about the broker. If I've sent the broker a marketable order and I'm not filled then I would come down like a ton of bricks on the broker. This is a different issue I'm describing. Please take the time to review it and help me. Before the order leaves Multicharts is it possible to intervene a...
by wilkinsw
31 May 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 845

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

my opinion is that if an order is submitted then it's inflight. it should not be possible to cancel an inflight order. if on a certain tick buy=true then that order needs to be sent and not intercepted and cancelled in the event that a later tick buy=false and the order is stuck in a batch queue. fo...
by wilkinsw
24 May 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 845

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

Also, is there any difference, when live trading, in the speed that MC is able to send a market order vs a limit? I'm performing stress tests; running lots of IOG signals on the Paper Trader. I'm noticing that marketable limit orders are far more prone to triggering order batch queues than market or...
by wilkinsw
23 May 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 845

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

Hi, I wanted to ask MC if certain behaviour when auto trading on Paper Trader is accurate. If you run the following code: [intrabarordergeneration=true]; recalclastbarafter(.01); if getappinfo(aiCalcReason)=0 then buy ("test")next bar at close+10 limit {or market}; sell from entry ("test") next bar ...
by wilkinsw
21 May 2018
Forum: MultiCharts
Topic: Execution delay [SOLVED]
Replies: 25
Views: 5492

Re: Execution delay [SOLVED]

Hi, I'm seeing this issue when testing a range of IOG signals that I'm running on paper trader. I've been so careful to make sure script calculation is as infrequent as possible, yet I'm suffering big order queues. What is the disadvantage of the redistry edit that stops empty batches? Surely there ...
by wilkinsw
14 May 2018
Forum: MultiCharts
Topic: problem price in order limit [SOLVED]
Replies: 6
Views: 626

Re: problem price in order limit [SOLVED]

It should be egual to open It's a bug code ? Yes, it's a bug. A while ago Multicharts fixed one bug and created this one in the process. I've reported it many times and am hoping it will get sorted soon. https://www.multicharts.com/discussion/viewtopic.php?f=1&t=50228&p=123738#p123709 I've now crea...
by wilkinsw
09 May 2018
Forum: MultiCharts
Topic: Send email when error occurs [SOLVED]
Replies: 4
Views: 523

Re: Send email when error occurs [SOLVED]

To answer my own question: I already have pulseway monitoring any event 1000 that may occur (app error). For some reason, when this error last occured for me, eventhough the above generated a 1000 event in event viewer, pulseway didn't capture it. Have contacted them and will revert. In the meantime...
by wilkinsw
09 May 2018
Forum: MultiCharts
Topic: Send email when error occurs [SOLVED]
Replies: 4
Views: 523

Re: Send email when error occurs [SOLVED]

In terms of email alerts i have 99.9% success of being notified if i have any problems. The only issue that slips through the net for me is when a popup appears saying something like "Multicharts has stopped working.... check online....close" It is very rare (maybe 4 times a year). Anyone have ideas...
by wilkinsw
09 May 2018
Forum: MultiCharts
Topic: Send email when error occurs [SOLVED]
Replies: 4
Views: 523

Re: Send email when error occurs [SOLVED]

1) Add this signal to your chart:

viewtopic.php?f=5&t=9890&p=102098&hilit ... ert#p47327

2) Have auto trading turn off if any orders are rejected:
rejected alert.PNG
rejected alert.PNG (41.97 KiB) Viewed 513 times
by wilkinsw
13 Apr 2018
Forum: MultiCharts
Topic: Emulate Limit Orders Locally ?
Replies: 3
Views: 630

Emulate Limit Orders Locally ?

Hi, https://www.multicharts.com/pm/public/multicharts/issues/MC-2425 I think it would be great if MC rounded off the emulated orders functionality by adding limit order too. Emulating limit orders locally can be done with IOG but for ease of rolling out signals without the need to stress test IOG co...
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: New Live Cattle problem chart [SOLVED]
Replies: 12
Views: 861

Re: New Live Cattle problem chart [SOLVED]

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

Otherwise you'll find users lose interest in taking their time out to help you in the future.
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: New Live Cattle problem chart [SOLVED]
Replies: 12
Views: 861

Re: New Live Cattle problem chart [SOLVED]

Mine's fine:
CaptureLE.PNG
CaptureLE.PNG (54.05 KiB) Viewed 833 times


Try deleting and re adding the symbol
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: Order of signals within the backtesting
Replies: 8
Views: 715

Re: Order of signals within the backtesting

Because ASSUMPTION n.3...read my link
Read my edited post above.
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: Order of signals within the backtesting
Replies: 8
Views: 715

Re: Order of signals within the backtesting

It looks like my understanding of intrabar movement without BM was a little wrong. But I still can't see where you are coming from. The open is closer to the low than the high. Therefore Open, Low,High,Close is the sequence. Therefore from these data points were: Short, stopped. Long, not stopped. L...
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: historical data in quotemanager that disappear
Replies: 9
Views: 1174

Re: historical data in quotemanager that disappear

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

My workaround is to routinely export the QMD's for all my symbols. Then once I've restarted post crash.... i simply import the QMDs!
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: Order of signals within the backtesting
Replies: 8
Views: 715

Re: Order of signals within the backtesting

The system that is applied to the chart is a trendfollowing type that breaks the previous bar (stop 1 tick .... profit 2 tick) Referring to the link https://www.multicharts.com/trading-software/index.php/Intra-bar_Price_Movement_Assumptions the candle in question has: Open: 2723.5 High: 2726.5 Low:...
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: Is it possible to group inputs in a Portfolio Optimization [SOLVED]
Replies: 2
Views: 409

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

Great thanks!

My example was 100% fictitious Felix!
by wilkinsw
11 Apr 2018
Forum: MultiCharts
Topic: Is it possible to group inputs in a Portfolio Optimization [SOLVED]
Replies: 2
Views: 409

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

Hi, In PT, I want to optimize 5 signals. 3 inputs each: stop, target, Time to end trading. Stop and targets need optimizing 1-10 (1 increments) each. But, "Time to end trading" needs optimizing 1300-2200 (100 increments) AND NOT each. I simply want to optimize 1300-2200 for all 5 signals grouped tog...
by wilkinsw
11 Apr 2018
Forum: MultiCharts
Topic: Round near tickSize [SOLVED]
Replies: 2
Views: 408

Re: Round near tickSize [SOLVED]

Also:

round(100.7/0.25,0)*0.25
by wilkinsw
11 Apr 2018
Forum: MultiCharts
Topic: email alert
Replies: 7
Views: 701

Re: email alert

Shivax,

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

See the exact link here:
viewtopic.php?f=5&t=9890#p47327


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

NO... autotrading doesn't have to be on for email alerts to be generated.
by wilkinsw
05 Apr 2018
Forum: MultiCharts
Topic: change input value of indicator [SOLVED]
Replies: 9
Views: 832

Re: change input value of indicator [SOLVED]

You can create a seperate indicator ("new") that plots the inputs you want. Then go to each indicator and specifiy their inputs as the "new" plot(s). Now going forward you can change "new" and it will change all your indicator inputs in one shot. Note however that since MC11 there is a bug where sig...
by wilkinsw
03 Apr 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 1545

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

Hi Henry,

Just sent you everything you will need (hopefully).

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

Thanks!
by wilkinsw
29 Mar 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 1545

[Backtest] Limit fill behaviour very wrong [SOLVED]

Hi, I believe it was MC10 where the limit fill price improvement bug was fixed. https://www.multicharts.com/discussion/viewtopic.php?f=1&t=32734&p=103664&hilit=limit+fill+improvement#p103664 There are examples where price improvement does happen though in real trading and these are not currently ref...
by wilkinsw
21 Mar 2018
Forum: MultiCharts
Topic: New Behaviour in MC11 when a signal input references an indicators plot value [SOLVED]
Replies: 7
Views: 824

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

Hi, In my signals I reference an indicators plot values. I do this so that I can make changes to the indicator on the fly, recompile it, then turn signals back on as a much faster method of making mass common inputs changes to the 100s of signals I have live. Example: signal inputs referencing indic...
by wilkinsw
21 Mar 2018
Forum: MultiCharts
Topic: " Data Range : Bars Back " Doesn't work. [SOLVED]
Replies: 1
Views: 345

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

Hi, I would like to use the bars back, data range option under instruments setting to prevent the accumulation of large memory heavy charts. However, it seems there is a maximum number of bars the chart will load before it gives up (less than requested). If I manually specify start and end dates I d...
by wilkinsw
21 Mar 2018
Forum: MultiCharts
Topic: New functionality illogical and dangerous: convert stop to market with CQG when avoiding rejections [SOLVED]
Replies: 2
Views: 504

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

Hi, MC have added a new feature to the CQG broker profile that allows users to avoid stop order rejections by converting the stop order to market in the event where the user wanted it triggered instead of rejected. Previously the only solution was to code workarounds in your signals (e.g. by checkin...
by wilkinsw
12 Mar 2018
Forum: MultiCharts
Topic: OANDA Data / Chart / Bar issues
Replies: 27
Views: 2080

Re: Data issues

Agreed but contract periods and continuous data had been an issue in the past (20 years ago), no idea about modeling in today's world. In forex limits are filled at touch. Futures you have to expect to go through the price by a tick. If there is no other choice, I would need to investigate it, but ...
by wilkinsw
12 Mar 2018
Forum: MultiCharts
Topic: using setstoploss_pt and setpercenttrailing_pt [SOLVED]
Replies: 2
Views: 408

Re: using setstoploss_pt and setpercenttrailing_pt [SOLVED]

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

But have you tested their behaviour with "optimize order flow" turned on?
by wilkinsw
02 Mar 2018
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 12
Views: 1230

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

This still happens from time to time. I have about a hundred charts and average one chart/week turning off all indicators randomly. Sometimes it is indicators that relate to risk, which is pretty scary. It never happens to signals though. MC what info do you need to help fix this? INDICATORS TURN OF...
by wilkinsw
26 Feb 2018
Forum: MultiCharts
Topic: Multicharts trading in Europe and new MIFID regulations
Replies: 3
Views: 607

Re: Multicharts trading in Europe and new MIFID regulations

I trade with a Mifid2 regulated firm in London (effectively my broker) and use Multicharts with CQG. Multicharts have built in boxes that enable the trader to define their Mifid2 algo ID codes (that you would be assigned by your mifid2 regulated broker): cqg mifid2.PNG For trading EU products (produ...
by wilkinsw
26 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 2883

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

Hi GuppyDRV, In the above I was investigating how the the incremental algorithm actually changes with cores. I believe the answers to all your questions have already been answered above. The number of generations you require will depend on the size and complexity of the optimization space you are in...
by wilkinsw
23 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 2883

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

Test results: Firstly, I suspect, like me on all my PCs, people won't find the registry path to alter number of cores and will need to add it. I've attached 2 registry files that Henry shared on another thread; All_Thread_ForOptimize.zip I ran the tests on a 4 core (8 logical) CPU: i7 - 4790. For ea...
by wilkinsw
23 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 2883

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

I'll run some tests restricting GA to no. cores and report back with the comparative speed results.
by wilkinsw
22 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 2883

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

I have one more question.... Most processors use hyperthreading, this means that the number of logical cores is twice as big as the number of physical ones. Logical cores don’t give any advantages in speed. Please try to set the NumberOfThreadsOnOptimization=the number of real cores on your PC. Then...
by wilkinsw
22 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 2883

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

Thanks Anna! Your detailed answer is exactly what I was after. Understanding exactly how incremental GA might change with cores means I can go away and factor that in when researching. For other readers, to conclude: if you want to maximise the true benefit of incremental GA then you want a fairly m...
by wilkinsw
21 Feb 2018
Forum: MultiCharts
Topic: Problem to code it
Replies: 8
Views: 711

Re: Problem to code it

Input:AvgAtr(0); condition1=true; if AvgAtr>0 then condition1=Average(Atr(14),AvgAtr)>0; Solution above. I recommend reading up on simple and series functions. In a nutshell series are faster but come with limitations. Read up on this so that you avoid using series functions inappropiately (leading...
by wilkinsw
20 Feb 2018
Forum: MultiCharts
Topic: IB and TS different multiplier on JPY
Replies: 5
Views: 415

Re: IB and TS different multiplier on JPY

Another thing you could test is mapping esignal to IB..... But in your signal divide all order price parameters by 100 ONLY if lastbaronchart ELSE divide by 1. You will need to swap out any "at market" orders with specific equivalents e.g. inputs: adjust(100), maxagression(50); vars: adjust2(0),maxa...
by wilkinsw
19 Feb 2018
Forum: MultiCharts
Topic: IB and TS different multiplier on JPY
Replies: 5
Views: 415

Re: IB and TS different multiplier on JPY

Depends exactly what you need to do. I had this issue with Patsystems Soybeans differing to IQfeeds. IQfeeds symbols were mapped to Patsystems', hence this created an issue. I would perform the task above to populate my history and then merge that history with the realtime patsystems ticker for trad...
by wilkinsw
19 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 2883

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

Hi Anna, In addition to my last post, can you advise on the following please: I'm probably going to ditch my 40 core machine. Before I do, is there a way of telling MC to only optimise using x no. cores for a GA? For example, could I open up 40 instances of MC and run 40 incremental GAs, each one us...
by wilkinsw
19 Feb 2018
Forum: MultiCharts
Topic: IB and TS different multiplier on JPY
Replies: 5
Views: 415

Re: IB and TS different multiplier on JPY

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

Something like that. Then you will have My_TS_JY plotting TS's JY as 0.00xxxxx.
by wilkinsw
19 Feb 2018
Forum: MultiCharts
Topic: Multicharts crashed
Replies: 3
Views: 475

Re: Multicharts crashed

for some reason for the past 2 months when every there is volatility in the market Multicharts crashed and my indicators and data freezez for some time how do i fix this problem. The previous NFP caused Multicharts to crash for 1 hour Definitely need the full details. Also what broker and datafeeds...
by wilkinsw
16 Feb 2018
Forum: MultiCharts
Topic: Filtering bad ticks
Replies: 7
Views: 623

Re: Filtering bad ticks

CQG could be your solution. Although, i'm finding that in realtime some open/close prices are wrong. When you then reload a chart/workspaces some open/close values change by a tick, which is very strange. Sometimes it meant that variables for a signal were off and i had missed a trade or was in a fa...
by wilkinsw
16 Feb 2018
Forum: MultiCharts
Topic: Filtering bad ticks
Replies: 7
Views: 623

Re: Filtering bad ticks

FYI.... i've never seen bad realtime ticks with IQ for any globex or eurex product. i've had iqfeed serious issues on 3 occasions in total in about 5 years. occasionally, at the start of the sunday session the feed won't go live instantly and you will need to kill the iqfeed process so that it auto ...
by wilkinsw
16 Feb 2018
Forum: MultiCharts
Topic: Filtering bad ticks
Replies: 7
Views: 623

Re: Filtering bad ticks

Are these bad ticks in realtime or just in history?
by wilkinsw
14 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 2883

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

Hi Anna! next generation always waits until all individuals of the previous generation are calculated. Two generations cannot be calculated simultaneously. It is my understanding that in incremental GA the next generation is merely the previous generation plus with one member changed only. So your p...
by wilkinsw
13 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 2883

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

I've been running lots of tests: MC and PT based optimizations and WFAs. I haven't found anything slam dunk conclusive but, anecdotally would report the following: -Incremental GA is consistently better than basic GA. -With incremental GA; fewer cores and more generations (same overall number of sim...
by wilkinsw
08 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 2883

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

Thanks Anna.

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

I'm also running further tests regarding incremental vs basic vs basic elitist on multi cores my side and will try and report back next week.
by wilkinsw
05 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 2883

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

I've run some more tests and the results have confirmed my worst fears: The more cores used, the poorer the quality of genetic optimization. In MC, it would certainly appear that each core gets given its own genetic optimization. Therefore the more cores you use the more parallel genetic optimizatio...
by wilkinsw
05 Feb 2018
Forum: MultiCharts
Topic: how to optimize with 2 cpu server (36 cores with 72 threads) [SOLVED]
Replies: 58
Views: 9639

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

Hi, Here is a link to a new forum on the use of MCs genetic algorithm with multiple cores: https://www.multicharts.com/discussion/viewtopic.php?t=51229 I have a 40 core dedicated server that does indeed use all 100% of CPU resource when I load it up with at least a couple of optimizations. With only...
by wilkinsw
05 Feb 2018
Forum: MultiCharts
Topic: License management system disturbs real trading
Replies: 14
Views: 1284

Re: License management system disturbs real trading

Agree. That sounds terrifying. I suggest adding realtime data alerts though to catch this asap. This is what I use as an indicator and have it hooked up to email alerts. Update it every tick. You may also want to add filters to turn it off when markets are closed (add code to set "alact" to ZERO whe...
by wilkinsw
05 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 2883

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

Hi, I uncovered some interesting behaviour that I had never noticed before when running a genetic optimization with varying number of cores. I would really appreciate some guidance on this as I want to make sure that increasing cores doesn't mean reducing GA efficacy. Firstly a link to all one needs...
by wilkinsw
01 Feb 2018
Forum: MultiCharts
Topic: Can't specify slippage for each instrument within one strategy [SOLVED]
Replies: 5
Views: 512

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

This functionality is especially needed for futures backtesting. Different futures can have different slippages since their tick sizes and bigpointvalues can vary greatly. For example: Emini S&P can have a slippage of one tick $12.5, while VX futures' on tick worth $50. And the slippage will vary b...
by wilkinsw
31 Jan 2018
Forum: MultiCharts
Topic: Partially Filled Orders Replacement - Strange behaviour in MC11 15566 [SOLVED]
Replies: 3
Views: 511

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

I haven't had a single issue since I reported this. Originally, after upgrading to MC11 15566 I suffered multiple undesired partfill+order delete events. But haven't suffered anymore since.
Apologies....don't know exactly what has happened here.
by wilkinsw
29 Jan 2018
Forum: MultiCharts
Topic: Manage trade between plus brokers
Replies: 1
Views: 232

Re: Manage trade between plus brokers

My experience: A) You can connect to multiple brokers at once, but you'll need to copy and paste the chart with the active signal for each additional broker (ie one chart = one broker). B) I believe Interactive Brokers allow you to allocate trades between different seperate sub accounts at IB allowi...
by wilkinsw
29 Jan 2018
Forum: MultiCharts
Topic: Can't specify slippage for each instrument within one strategy [SOLVED]
Replies: 5
Views: 512

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

Please give an example of 2 instruments and the commission/slippage settings for them.
Instrument A: $20 per lot
Instrument B: $10 per lot
by wilkinsw
24 Jan 2018
Forum: MultiCharts
Topic: Can't specify slippage for each instrument within one strategy [SOLVED]
Replies: 5
Views: 512

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

Hi, I'm hoping to get this feature introduced in MC12 if possible??? https://www.multicharts.com/pm/public/multicharts/issues/MC-1708 My Solution: -In PT, right click an instrument in a strategy. Click "Format Instruments" -Simply add a tab here titled "Costs" Job done! Seperately: Other user(s) hav...
by wilkinsw
22 Jan 2018
Forum: MultiCharts
Topic: CQG data errors in realtime through Multicharts
Replies: 5
Views: 664

Re: CQG data errors in realtime through Multicharts

Hi Henry, I'm sending over a workspace and code shortly. In the meantime this is the first example of the bug today in WTI Crude: cl example.PNG The left chart was the original and the right the copy generated after an IQfeed:CQG "data difference" was flagged. In short, what you see is that when the...
by wilkinsw
22 Jan 2018
Forum: MultiCharts
Topic: CQG data errors in realtime through Multicharts
Replies: 5
Views: 664

Re: CQG data errors in realtime through Multicharts

Hi Henry,

I'll setup a test space on my end and get back to you.
by wilkinsw
17 Jan 2018
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 12
Views: 2179

Re: New Monte Carlo simulator

wilkinsw, This case has been forwarded to development team for analysis. Hi, Just chasing up for any updates please? https://www.multicharts.com/pm/public/multicharts/issues/MC-2397 Just to repeat the issue: MC monte carlo sim can ONLY be used when a signal(s) has one position at a time. Otherwise ...
by wilkinsw
16 Jan 2018
Forum: MultiCharts
Topic: CQG data errors in realtime through Multicharts
Replies: 5
Views: 664

Re: CQG data errors in realtime through Multicharts

Hi Henry, I've updated to MC 15566 in the hope of a fix for the CQG history/realtime mismatches, but unfortunately I'm still finding they exist. I know this because I'm currently running duplicate charts side by side....1x IQfeed fed and 1x CQG fed. On the odd occassion they are generating different...
by wilkinsw
16 Jan 2018
Forum: MultiCharts
Topic: Partially Filled Orders Replacement - Strange behaviour in MC11 15566 [SOLVED]
Replies: 3
Views: 511

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

Hi, I'm finding that most of the time my partfilled orders are immediately getting cancelled in MC11 15566. Note, I'm not trying to convert to market when partfilled here. MC is typically immediately cancelling the balance and then submitting exit OCO's for the partfill quantity. I can't work out wh...
by wilkinsw
11 Jan 2018
Forum: MultiCharts
Topic: How to exit from multiple entries
Replies: 3
Views: 396

Re: How to exit from multiple entries

You could easily achieve what you need by flagging your exit condition using an array. array: exitarray[50](0) for ii=0 to posTradecount(0)-1 begin exitarray[ii]=0 end; for ii=0 to posTradecount(0)-1 begin if currentbar-PosTradeentryBar(0,ii)=TimeStop then exitarray[ii]=1 ; end; //then you have to l...
by wilkinsw
03 Jan 2018
Forum: MultiCharts
Topic: CQG: Convert stop orders guaranteed to be executed to market orders [SOLVED]
Replies: 1
Views: 420

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

Hi, Can someone shed some light on the new optional broker profile setting for cqg please? "Convert stop orders guaranteed to be executed to market orders" Not sure what that means exactly. I would guess it means if a buy stop order is sent to the exchange with stop trigger price below the last trad...
by wilkinsw
06 Dec 2017
Forum: MultiCharts
Topic: CQG data errors in realtime through Multicharts
Replies: 5
Views: 664

CQG data errors in realtime through Multicharts

Hi, I've noticed that CQG realtime data will plot open and closing prices on intraday bars that are wrong. 1) Wrong relative to other feeds (IQfeed and TS) 2) Wrong relative to itself: when you reload the data the errors are corrected. I never seen this "on the fly" erroneous data in IQfeed. Also a ...
by wilkinsw
01 Dec 2017
Forum: MultiCharts
Topic: Massive data slowdown (IQfeed) [SOLVED]
Replies: 3
Views: 445

Re: Massive data slowdown (IQfeed) [SOLVED]

IQfeed have confirmed that they had a server issue.

I confirmed that they'll be losing my business.
by wilkinsw
01 Dec 2017
Forum: MultiCharts
Topic: Massive data slowdown (IQfeed) [SOLVED]
Replies: 3
Views: 445

Massive data slowdown (IQfeed) [SOLVED]

Hi I use Multicharts 10. A friend uses MC11. We both use IQfeed. During the Flynn news at 1600gmt (1100et) my datafeed slowed and lagged. It eventually was lagging by almost 10mins. Then the data stopped altogether. The only way to get things going again was to delete the symbols and re-add them to ...
by wilkinsw
28 Nov 2017
Forum: MultiCharts
Topic: "If open next bar" behaviour
Replies: 3
Views: 646

Re: "If open next bar" behaviour

Hi Henry, I noticed a fixed bug in MC11: "Fixed bug in which SessionLastBar was not working correctly in Open Next Bar mode." How was it not working correctly? I'm not ready to upgrade to MC11 yet for my live trading. Could you shed light on what was happening in the above bug please? Is it that the...
by wilkinsw
14 Nov 2017
Forum: MultiCharts
Topic: DOM display in "k". How to change? [SOLVED]
Replies: 1
Views: 391

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

dom.png
dom.png (15.94 KiB) Viewed 391 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: 12
Views: 2179

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: 85
Views: 23343

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: 12
Views: 2179

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: 315

CQG DOM Hangs / freezes whole of Multicharts

Hi,

Is anyone else noticing that when first opening a DOM (driven by CQG data) or when changing instruments.....the DOM and entire Multicharts platform will freeze for 1-2mins?
by wilkinsw
08 Aug 2017
Forum: MultiCharts
Topic: Portfolio Trader -- Bar Magnifier, IOG, Extended Backtesting [SOLVED]
Replies: 10
Views: 3410

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: 387

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: 605

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 nightmare for m...
by wilkinsw
29 Jul 2017
Forum: MultiCharts
Topic: Partfills - Are they detectable within powerlanguage at all?
Replies: 5
Views: 605

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 needs. I merely need...
by wilkinsw
28 Jul 2017
Forum: MultiCharts
Topic: Partfills - Are they detectable within powerlanguage at all?
Replies: 5
Views: 605

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 positional keywords read "0" thr...
by wilkinsw
28 Jul 2017
Forum: MultiCharts
Topic: Partfills - Are they detectable within powerlanguage at all?
Replies: 5
Views: 605

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: 860

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 the orders...
by wilkinsw
27 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 860

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: 509

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 printing to o...
by wilkinsw
27 Jul 2017
Forum: MultiCharts
Topic: Holes in Walk Forward WFA data - missing runs.
Replies: 1
Views: 350

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: 860

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: 509

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

yep , market.

Get a new broker. Otherwise IOG may be your only option.

Go to advanced search