Search found 662 matches

by wilkinsw
02 Feb 2024
Forum: MultiCharts
Topic: ELC and Global variables pre installed in MC14 and 15?
Replies: 0
Views: 85

ELC and Global variables pre installed in MC14 and 15?

Hi,

I'm new to MC14. Do EL Collections and Global variables come pre installed?

If not, where can I find MC14 compatible versions?

Thanks.
by wilkinsw
17 Oct 2023
Forum: MultiCharts
Topic: Portfolio fitness function using symbol metrics possible?
Replies: 1
Views: 310

Portfolio fitness function using symbol metrics possible?

Hi, Is it possible to optimize a portfolio of symbols in PTO using a fitness function that can access the results for individual symbols? For example: Is it possible to find the highest net profit value for a given symbol from a given backtest run, during a genetic algorithm optimization, using a fi...
by wilkinsw
24 Jul 2023
Forum: MultiCharts
Topic: How to access indicator values externally, from python?
Replies: 3
Views: 670

How to access indicator values externally, from python?

Hi, How would I access the current plot of an MC indicator externally (e.g. with python)? Is there a way to access the memory location of a globalvariable or EL Collection using external python script? Currently I can print the indicator plot to file and have that read.... but am looking for a memor...
by wilkinsw
18 Apr 2023
Forum: MultiCharts
Topic: Incorrect Backtests on Instruments with Negative Prices [SOLVED]
Replies: 15
Views: 5934

Re: Incorrect Backtests on Instruments with Negative Prices [SOLVED]

Any updates on this please? Pretty much all my live back adjusted charts that have energy futures have negative prices before early 2020. It therefore creates false backtest reports. Hello wilkinsw, The support for negative prices was implemented in MultiCharts 14 Release 4. Please make sure you're...
by wilkinsw
15 Apr 2023
Forum: MultiCharts
Topic: Incorrect Backtests on Instruments with Negative Prices [SOLVED]
Replies: 15
Views: 5934

Re: Incorrect Backtests on Instruments with Negative Prices [SOLVED]

Any updates on this please?

Pretty much all my live back adjusted charts that have energy futures have negative prices before early 2020. It therefore creates false backtest reports.
by wilkinsw
03 Apr 2023
Forum: MultiCharts
Topic: Portfolio Backtester Multiple commission rules per strategy?
Replies: 14
Views: 6375

Re: Portfolio Backtester Multiple commission rules per strategy?

Hi there, I was looking for something else but I found your inquiry. I think there is a workaround if you want to do what you want (far from optimal but could work). 1- Create fist strategy in portfolio with first instrument - In this strategy you have the optimizable variable 2- Create second stra...
by wilkinsw
14 Feb 2023
Forum: MultiCharts
Topic: New chart: Default settings
Replies: 1
Views: 286

New chart: Default settings

Hi, I've been using MC for years and have come across a new chart default that I can't undo. Every time I press "Insert" to create a new chart window, it comes loading with indicators and signals. How do I open a chart and not have it default to being inclusive of these various indicators/signals? T...
by wilkinsw
04 Nov 2022
Forum: MultiCharts
Topic: Limit orders setting [SOLVED]
Replies: 6
Views: 1055

Re: Limit orders setting [SOLVED]

Interesting topic. Multicharts is there I way I can achieve the following fill cost assumptions: 1)-Resting stop fill cost 2)-Resting limit fill cost 3)-Aggressor, next bar, fill cost (market/ aggressor limit/ instantly converted stop) Re the second point: I work to the assumption that I'm filled on...
by wilkinsw
27 Aug 2022
Forum: MultiCharts
Topic: Lost Digital Rights Management Authentication
Replies: 18
Views: 4801

Re: Lost Digital Rights Management Authentication

What version of MC?

Have you tried MC12?
by wilkinsw
27 Jun 2022
Forum: MultiCharts
Topic: Realtime global equity data feed
Replies: 0
Views: 500

Realtime global equity data feed

Hi,

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

IQfeed only do North American and LSE.

Thanks.
by wilkinsw
11 May 2022
Forum: MultiCharts
Topic: Unable to use google drive
Replies: 9
Views: 1542

Re: Unable to use google drive

Hi Kate,

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

The workspaces are being saved to a virtual drive visible under my list of local hard drives. But they save as 0 byte files.
by wilkinsw
11 May 2022
Forum: MultiCharts
Topic: Unable to use google drive
Replies: 9
Views: 1542

Re: Unable to use google drive

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

Any ideas how to fix?

Having workspaces save to google drive as blank 0 byte files is very odd. Everything else seems to be working.
by wilkinsw
23 Jul 2021
Forum: MultiCharts
Topic: High utilisation of computer resources, while working with Binance.
Replies: 8
Views: 5745

Re: High utilisation of computer resources, while working with Binance.

I've struggled with this exact problem with Binance, im spending a small fortune on servers compared with futures trading. If you put all signals on one chart, can you track the market position of each individual signal? If all orders are named you certainly can. You have to use keywords like: post...
by wilkinsw
23 Jul 2021
Forum: MultiCharts
Topic: High utilisation of computer resources, while working with Binance.
Replies: 8
Views: 5745

Re: High utilisation of computer resources, while working with Binance.

Any symbols with frequent updates need to be handled carefully in MC. For me (a futures trader) I have to split emini SP500 futures across two machines. When that gets lively things slow down. I had to also move away from IOG versions of code as volatile SP500 sessions would cause major issues. If y...
by wilkinsw
21 Jul 2021
Forum: MultiCharts
Topic: Thomson Refinitiv Eikon (and Metastock Xenith)
Replies: 12
Views: 2669

Re: Thomson Refinitiv Eikon (and Metastock Xenith)

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

So would be great if MC keeps ahead of this and makes more and more vendors available. Thomson + Bloomberg should be the minimum.
by wilkinsw
20 Jul 2021
Forum: MultiCharts
Topic: Thomson Refinitiv Eikon (and Metastock Xenith)
Replies: 12
Views: 2669

Re: Thomson Refinitiv Eikon (and Metastock Xenith)

MC, let me know please.

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

Can you add Thomas please?
by wilkinsw
09 Jul 2021
Forum: MultiCharts
Topic: Bloomberg?
Replies: 1
Views: 748

Bloomberg?

Hi,

Anyone using bloomberg for history/realtime intraday data?

Experiences? Price points?

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

Regards,

Will
by wilkinsw
09 Jul 2021
Forum: MultiCharts
Topic: Thomson Refinitiv Eikon (and Metastock Xenith)
Replies: 12
Views: 2669

Thomson Refinitiv Eikon (and Metastock Xenith)

Hi, Does MC yet support Refinitiv Eikon or Metastock Xenith data feeds yet? I've reached a dead end with futures market coverage and need MC to hook up with history and RT data from the Chinese exchanges (and a few others). Should I add a feature request? There is already one that MC shut down as a ...
by wilkinsw
24 May 2021
Forum: MultiCharts
Topic: datafeed stops v14
Replies: 33
Views: 7178

Re: datafeed stops v14

I was able to get Version 12 installed, unfortunately, it is lacking some updates. I run fully automated trading systems. They run 24X5 all buy and sell signals are triggered from chart indicators. I can no longer trust MC. I will be forced to move everything to TS. I was getting better commission ...
by wilkinsw
20 May 2021
Forum: MultiCharts
Topic: datafeed stops v14
Replies: 33
Views: 7178

Re: datafeed stops v14

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

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

I will help you out if MC don’t.

Please don’t trash the forum with obtuse statements
by wilkinsw
20 May 2021
Forum: MultiCharts
Topic: datafeed stops v14
Replies: 33
Views: 7178

Re: datafeed stops v14

I'm going to spread the word. This software is no good for automated trading systems. I've been a heavy user of MC for 10 years. Minor issues along the way but overall good. Currently on MC12, with no significant issues. Sounds like MC14 has major issues then??? Whiskey Runner: Why aren't you using...
by wilkinsw
17 May 2021
Forum: MultiCharts
Topic: Options trading in MC?
Replies: 1
Views: 949

Options trading in MC?

Hi,

Anyone trading options in MC? Is it possible?

Thanks
by wilkinsw
17 May 2021
Forum: MultiCharts
Topic: Multicharts Missing Trades in Live Trading
Replies: 23
Views: 4585

Re: Multicharts Missing Trades in Live Trading

BigDog.... Have you downgraded to MC12 yet?
by wilkinsw
17 May 2021
Forum: MultiCharts
Topic: datafeed stops v14
Replies: 33
Views: 7178

Re: datafeed stops v14

Is anyone experiencing stable MC14 datafeeds? I'm too scared to upgrade from MC12.
by wilkinsw
30 Apr 2021
Forum: MultiCharts
Topic: Multicharts Missing Trades in Live Trading
Replies: 23
Views: 4585

Re: Multicharts Missing Trades in Live Trading

I recommend that you talk to MC support re changing editions as there are issues going back from 14 to 12. It requires them do make a change to the registry. They aren't happy to share the regedit for some reason. Doing a clean install won't get around this.... only changing machine. For some reason...
by wilkinsw
30 Apr 2021
Forum: MultiCharts
Topic: Multicharts Missing Trades in Live Trading
Replies: 23
Views: 4585

Re: Multicharts Missing Trades in Live Trading

My setup is CQG + IQfeed. No significant issues. IQfeed has been less reliable of late (a few outages in the last few months). I've certainly never experienced anything close to the unreliability you're describing. At the risk of sounding patronising: It sounds like you need to slow down and piece t...
by wilkinsw
20 Apr 2021
Forum: MultiCharts
Topic: "Emulate locally using Trade and send market order" bug [SOLVED]
Replies: 4
Views: 1242

Re: "Emulate locally using Trade and send market order" bug [SOLVED]

I've now opted to convert unfilled synthetic limits orders to market after x seconds. This solution works for me. I don't feel any fixes are required from MC's end and that the current behaviour is fine. But it is worth noting that server side/synthetic limit order will only convert once the market ...
by wilkinsw
19 Apr 2021
Forum: MultiCharts
Topic: IQfeed drop this morning in ICE futures
Replies: 4
Views: 815

Re: IQfeed drop this morning in ICE futures

Don’t like that idea Janus. Careful what you wish for. MC might add such a feature and it prove a nightmare with auto switching happening at the wrong time. I have no issues switching from iqfeed to cqg on the fly, manually. I just make sure all my cqg front months have iqfeed histories imported at ...
by wilkinsw
15 Apr 2021
Forum: MultiCharts
Topic: IQfeed drop this morning in ICE futures
Replies: 4
Views: 815

IQfeed drop this morning in ICE futures

Hi,

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

Shame as they used to be good.

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

Regards,

Will
by wilkinsw
14 Apr 2021
Forum: MultiCharts
Topic: [FS06] Auto trading will be stopped.
Replies: 9
Views: 1711

Re: [FS06] Auto trading will be stopped.

I've struggled with this too. I find losing autotrading when it is needed the most (e.g. sudden surge is market acitivity) is terrifying. I have simplified my live deployment as much as possible now to avoid this error and will avoid complex IOG code in the future. Would be great to have a registry ...
by wilkinsw
24 Mar 2021
Forum: MultiCharts
Topic: Did anyone else just drop connection to IQFeed? [SOLVED]
Replies: 19
Views: 2923

Re: Did anyone else just drop connection to IQFeed? [SOLVED]

Dropped IQFeed again at 5 AM this morning...... The client hung in the reconnect When I talked to IQ support and mentioned the text or email warning signal he said IQFeed development is entirely focused on two things. (1) Server move to Chicago Cloud Servers by June or July (2) New IQ Client with M...
by wilkinsw
24 Mar 2021
Forum: MultiCharts
Topic: "Emulate locally using Trade and send market order" bug [SOLVED]
Replies: 4
Views: 1242

Re: "Emulate locally using Trade and send market order" bug [SOLVED]

Hi, I've only ever seen this issue in products where broker prices are the same as chart prices. For example: IQfeed: @ADM21 CQG: DA6M21 These two tickers will produce the exact same prices. Yes you could argue that tiny differences in latency may cause momentary differences. But that's not at all r...
by wilkinsw
24 Feb 2021
Forum: MultiCharts
Topic: CQG broker showing wrong positions when market is quiet
Replies: 4
Views: 930

Re: CQG broker showing wrong positions when market is quiet

Considering the round trips I do, I would say it will be very difficult to reproduce and capture (it happens very infrequently). Also I have logging off for CQG proxy server trace. When it happens, there is no log of disconnection. Sorry, that I'm not being more helpful. As far as I know it's a CQG ...
by wilkinsw
15 Feb 2021
Forum: MultiCharts
Topic: Why sometimes not all indicators are reloading?
Replies: 7
Views: 1106

Re: Why sometimes not all indicators are reloading?

I too run into this issue from time to time on indicators using i_getplotvalue, when i recomplile the signal with corresponding i_setplotvalue.
by wilkinsw
15 Feb 2021
Forum: MultiCharts
Topic: Unable to use google drive
Replies: 9
Views: 1542

Re: Unable to use google drive

I have no issues saving MC workspaces to my googledrive.
by wilkinsw
11 Feb 2021
Forum: MultiCharts
Topic: CQG broker showing wrong positions when market is quiet
Replies: 4
Views: 930

Re: CQG broker showing wrong positions when market is quiet

Hi Kate, The wrong position is shown in OPT, Chart Trader and Trade Bar. It stays that way until I perform an account lookup as previously described (or restart MC). I can't upload logs unfortunately, as I have all logging (including CQG logs) turned off. It happens maybe once or twice a week and , ...
by wilkinsw
10 Feb 2021
Forum: MultiCharts
Topic: "Emulate locally using Trade and send market order" bug [SOLVED]
Replies: 4
Views: 1242

"Emulate locally using Trade and send market order" bug [SOLVED]

Hi,

I've only just started using: "Emulate locally using Trade and send market order" in MC12.
CONVERT TO MARKET.PNG
(2.18 KiB) Not downloaded yet
I've noticed that it will only work if last traded price is worse than limit price.... NOT if last traded price == limit price.

Just thought I'd let you guys know.

Thanks,

Will
by wilkinsw
04 Feb 2021
Forum: MultiCharts
Topic: Backadjusted series mismatch
Replies: 2
Views: 554

Re: Backadjusted series mismatch

There's actually quite a few variables that would explain differences between a custom continuous created in MC vs TS, even when using the same data. When I've done similar activities; it's painstaking and there's a lot to check. Firstly: Which continuos dataseries has the highest cumulative total o...
by wilkinsw
03 Feb 2021
Forum: MultiCharts
Topic: AllowSendOrdersAlways with intrabarorder generation OFF
Replies: 10
Views: 1796

Re: AllowSendOrdersAlways with intrabarorder generation OFF

GuppyDRV, thanks for your help. Maybe consider starting a fresh thread? Coming back to MC behaviour which I can't find in the wiki: under default behaviour, on the calculation that locks in barstatus=2 (the calculation that occurs either on or after barstatus=0 or the timeout); orders are submitted ...
by wilkinsw
03 Feb 2021
Forum: MultiCharts
Topic: AllowSendOrdersAlways with intrabarorder generation OFF
Replies: 10
Views: 1796

Re: AllowSendOrdersAlways with intrabarorder generation OFF

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

GuppyDRV
The open of the next bar is Barstatus=0.
by wilkinsw
03 Feb 2021
Forum: MultiCharts
Topic: AllowSendOrdersAlways with intrabarorder generation OFF
Replies: 10
Views: 1796

Re: AllowSendOrdersAlways with intrabarorder generation OFF

Sorry for the double post but after thinking on it I had another question. When using the Barstatus (1) = 2 how is this calculated? By this I mean if I use the following code. Vars: BS1 (0); BS1 = Barstatus (1) = 2; Will this produce a result for BS1 on every tick or do I need this. Vars: intrabarp...
by wilkinsw
03 Feb 2021
Forum: MultiCharts
Topic: AllowSendOrdersAlways with intrabarorder generation OFF
Replies: 10
Views: 1796

Re: AllowSendOrdersAlways with intrabarorder generation OFF

Barstatus can also be = -1 when you have several data series, the main one has a resolution larger than the secondary ones, and Realtime-History Matching is enabled. In that case the calculations are performed on the second data series and have Barstatus = -1 . Ken, What do you mean by secondary on...
by wilkinsw
03 Feb 2021
Forum: MultiCharts
Topic: Strategy order to Excel, TT, ADL, LIVE?
Replies: 2
Views: 701

Re: Strategy order to Excel, TT, ADL, LIVE?

Years ago I got MC to work with ADL via an excel (RTD) bridge. You can set excel to refresh as fast as 10x per second. Then you can use your MC signals to trigger downstream ADL execution algo's. Shouldn't be that difficult. There's no way you're gonna get full access to the full suite of TT synthet...
by wilkinsw
03 Feb 2021
Forum: MultiCharts
Topic: AllowSendOrdersAlways with intrabarorder generation OFF
Replies: 10
Views: 1796

Re: AllowSendOrdersAlways with intrabarorder generation OFF

So coming back to my question: -Am I right in saying AllowSendOrdersAlways only works when IOG is on? Assume that I already know what barstatus means...... Technically, default, non-IOG behaviour results in order submission on the first calculation that follows barstatus=2. Let's call this the "orde...
by wilkinsw
02 Feb 2021
Forum: MultiCharts
Topic: CQG broker showing wrong positions when market is quiet
Replies: 4
Views: 930

CQG broker showing wrong positions when market is quiet

Hi, There's long existed a bug that I've lived with when using CQG in Multicharts. Between the hours of about 0200am and 0700am gmt, when markets are typically at their quietest: if my signal sends a market order, it will be filled but the MarketPosition_at_Broker won't update. This is then verified...
by wilkinsw
30 Jan 2021
Forum: MultiCharts
Topic: AllowSendOrdersAlways with intrabarorder generation OFF
Replies: 10
Views: 1796

AllowSendOrdersAlways with intrabarorder generation OFF

Hi, Two questions: -Am I right in saying AllowSendOrdersAlways only works when intrabarordergeneration is on? -Am I right in saying that if we've reached the timeout, where we can define the last tick received as the barstatus=2 tick (and the next tick never arrived before the timeout), that orders ...
by wilkinsw
29 Jan 2021
Forum: MultiCharts
Topic: Problems with Emulation trading mode at MC 14
Replies: 7
Views: 1491

Re: Problems with Emulation trading mode at MC 14

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

MC12 async order emulation works fine.
by wilkinsw
28 Jan 2021
Forum: MultiCharts
Topic: Problems with Emulation trading mode at MC 14
Replies: 7
Views: 1491

Re: Problems with Emulation trading mode at MC 14

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

Is this not happening??

I have no issues using this feature my end.
by wilkinsw
28 Jan 2021
Forum: MultiCharts
Topic: MC 14, safe to use or not?
Replies: 48
Views: 7723

Re: MC 14, safe to use or not?

Would any users agree that it could make sense for MC to move away from lifetime licenses? Call me crazy, but I want to make sure my software provider has the cash flow to stay solvent and keeping on top of their R&D. Why not charge an monthly/quarterly/annual fee, no lifetime option? Or maybe retai...
by wilkinsw
28 Jan 2021
Forum: MultiCharts
Topic: What's the most stable autotrading setup?
Replies: 22
Views: 3644

Re: What's the most stable autotrading setup?

Rules of thumb for stability (just my opinion): -Use MC vs PT Hi, Could you elaborate on that one ? Isn't PT supposedly a "stripped down version of MC" with just what is necessary for automated tranding ? I have to be honest and admit that my PT experience in live trading is minimal. I opt for MC o...
by wilkinsw
28 Jan 2021
Forum: MultiCharts
Topic: What's the most stable autotrading setup?
Replies: 22
Views: 3644

Re: What's the most stable autotrading setup?

I dare say trial and error goes a long way. Rules of thumb for stability (just my opinion): -Use MC vs PT -Don't exceed 15 workspaces per machine (split them across multiple MC instances) -Note that some symbols eat up resource more than others (emini S&P (ES) the main culprit: 1 ES chart is like 10...
by wilkinsw
21 Oct 2020
Forum: MultiCharts
Topic: Strategies calling strategies. [SOLVED]
Replies: 5
Views: 1475

Re: Strategies calling strategies. [SOLVED]

You can also use indicators as signal inputs, if that helps. >Format Signal >Inputs Click on an input and then click on the grey box with 3 dots in the corner. You can then choose an indicator, define its inputs and choose it's output that feeds your signals input. I think it's a pretty cool feature...
by wilkinsw
12 Oct 2020
Forum: MultiCharts
Topic: What is going on with the license server?
Replies: 21
Views: 4445

Re: What is going on with the license server?

Can you explain how that helps me? Not saying it doesn't, but I'm not following you. Do I understand correctly that the data on all open charts was corrupted for today ? If this is the case, then in MC 14, there is a data loader in which you select the date ( period ) for which you want to reload t...
by wilkinsw
12 Oct 2020
Forum: MultiCharts
Topic: What is going on with the license server?
Replies: 21
Views: 4445

Re: What is going on with the license server?

MC: can you build a patch to force backfills once re-registering?? It took me 3 hours to refresh all effected charts! Will In MC 14 have now Data Downloader, although in theory they should have it from the very first versions ) Can you explain how that helps me? Not saying it doesn't, but I'm not f...
by wilkinsw
12 Oct 2020
Forum: MultiCharts
Topic: What is going on with the license server?
Replies: 21
Views: 4445

Re: What is going on with the license server?

Same here. It went back to normal after several minutes, but one had to manually register the license again, which is a real issue with unattended auto trading ! MC staff on chat acknowledged a problem with the license server and apologized for the "inconvenience". I find the best way to capture be...
by wilkinsw
12 Oct 2020
Forum: MultiCharts
Topic: What is going on with the license server?
Replies: 21
Views: 4445

Re: What is going on with the license server?

They released MC 14 and offered to upgrade to it )

In MC 14 licensing server normal work
That was about as helpful as a chocolate teapot. Thanks.
by wilkinsw
12 Oct 2020
Forum: MultiCharts
Topic: What is going on with the license server?
Replies: 21
Views: 4445

Re: What is going on with the license server?

Same here. I was assured that this couldn't happen thanks to the redundancy in the licensing server setup.
by wilkinsw
04 Aug 2020
Forum: MultiCharts
Topic: Performance level reached BUG
Replies: 5
Views: 1388

Re: Performance level reached BUG

Svetlana we will have to agree to disagree. I spend a fortune on servers that in turn never come close to high loads. Only during initial startup. I firmly believe MCs software is not scaleable on one machine of even infinite power. Please educate me if you think i’m wrong. I’ve also used many versi...
by wilkinsw
31 Jul 2020
Forum: MultiCharts
Topic: Performance level reached BUG
Replies: 5
Views: 1388

Re: Performance level reached BUG

Hi Svetlana, I only suffer with the issue maybe once every two months. It only happens when markets are busy. It still happens despite splitting up workspaces across more and more servers. When it happens it leaves me without the ability to manage live auto trading until markets quieten. It also tri...
by wilkinsw
14 Jul 2020
Forum: MultiCharts
Topic: Performance level reached BUG
Replies: 5
Views: 1388

Performance level reached BUG

Hi, plr.PNG I'm interested in hearing other users experience of the "Performance level reached" warning message that MC displays when it feels that the hardware capacity is at its limit. This is my experience: -I never have RAM > 50% and never have CPU>40% (, normally <15% and will spike to 100% onl...
by wilkinsw
28 Jun 2020
Forum: MultiCharts
Topic: Spontaneous corruption of database MC12
Replies: 11
Views: 3176

Re: Spontaneous corruption of database MC12

Plot your tick data and report back. It looks like you’ve got tick data with very high values for some reason. Maybe something to do with the rollover, not sure. Then delete the symbol. Press ctrl+b (i do that but not sure if it’s obligatory). Then readd the symbol. Again plot the tick data and repo...
by wilkinsw
14 May 2020
Forum: MultiCharts
Topic: Simulate MOO (Market on Open) / OPG Market Order
Replies: 7
Views: 2055

Re: Simulate MOO (Market on Open) / OPG Market Order

Can you expand on that TJ? Sounds fascinating but can’t picture it.
by wilkinsw
14 May 2020
Forum: MultiCharts
Topic: Simulate MOO (Market on Open) / OPG Market Order
Replies: 7
Views: 2055

Re: Simulate MOO (Market on Open) / OPG Market Order

Complicated. If assuming you have to have orders submitted pre-open (the only way to achieve a fill at the opening price as you describe) and assuming that simply having a GTC order working from a previous session is not what you want, then: You will need intrabarordergeneration enabled and use Allo...
by wilkinsw
14 May 2020
Forum: MultiCharts
Topic: MultiCharts 12.0 Release 11
Replies: 7
Views: 2088

Re: MultiCharts 12.0 Release 11

"Backtesting: fixed the issue with incorrect limit order execution in the “Fill Limit order when trade takes place at limit price or better” mode." Please expand on this fix. Hello Will, Since MultiCharts 12 Release 6, in backtesting , in “Fill Limit order when trade take place at limit price or be...
by wilkinsw
13 May 2020
Forum: MultiCharts
Topic: MultiCharts 12.0 Release 11
Replies: 7
Views: 2088

Re: MultiCharts 12.0 Release 11

Hi,

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

Please expand on this fix.

What issue exactly?

Thanks,

Will
by wilkinsw
04 May 2020
Forum: MultiCharts
Topic: Gmail E-mail alerts down? [SOLVED]
Replies: 3
Views: 1222

Re: Gmail E-mail alerts down? [SOLVED]

Yeah, apologies I should've given more details.

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

My issue lasted for about 30mins then went away by itself, so am guessing gmail was having an issue. I haven't seen it come up again today.
by wilkinsw
04 May 2020
Forum: MultiCharts
Topic: Gmail E-mail alerts down? [SOLVED]
Replies: 3
Views: 1222

Gmail E-mail alerts down? [SOLVED]

Hi,

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

Anyone else seeing this or has a solution?


Thanks,

Will
by wilkinsw
24 Apr 2020
Forum: MultiCharts
Topic: Negative Oil price and Automated trading in MC
Replies: 6
Views: 1786

Re: Negative Oil price and Automated trading in MC

You can send negative orders but MC charts won’t show fills that are negative, in AA mode at least.
by wilkinsw
22 Apr 2020
Forum: MultiCharts
Topic: SA mode: how to inherit an open trade?
Replies: 7
Views: 1950

Re: SA mode: how to inherit an open trade?

Thanks. If i've got two live charts mapped to the same account and both have long positions (different prices and different entry bars); when turning auto trading (SA) off then on again how do I use !From Broker to Strategy MP Synchronizer! to get the charts to inherit the correct trades inclusive o...
by wilkinsw
22 Apr 2020
Forum: MultiCharts
Topic: SA mode: how to inherit an open trade?
Replies: 7
Views: 1950

SA mode: how to inherit an open trade?

Hi, If trading in SA mode and for some reason I have to turn live trading off then back on again, with an open position, I always switch to AA mode otherwise I can't get the live trading chart to inherit the open position and send the correct exit orders. Is this what other users do? If i turn auto ...
by wilkinsw
21 Apr 2020
Forum: MultiCharts
Topic: Incorrect Backtests on Instruments with Negative Prices [SOLVED]
Replies: 15
Views: 5934

Re: Incorrect Backtests on Instruments with Negative Prices [SOLVED]

Can't MC simply take profit loss as:

(exit price - entry price) *bigpointvalue*contracts

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

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

I'm guessing I've missed something as that sounds really simple.
by wilkinsw
21 Apr 2020
Forum: MultiCharts
Topic: Negative Oil price and Automated trading in MC
Replies: 6
Views: 1786

Negative Oil price and Automated trading in MC

Hi users,

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

My understanding is that it's impossible in MC.

How are users handling the negative June WTI futures contract?


Thanks,

Will
by wilkinsw
17 Apr 2020
Forum: MultiCharts
Topic: Execution delay [SOLVED]
Replies: 26
Views: 12187

Re: Execution delay [SOLVED]

Hi,

I'm going to disable all logging.

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

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


Thanks
by wilkinsw
31 Mar 2020
Forum: MultiCharts
Topic: OpenD, CloseD etc fetching wrong values [SOLVED]
Replies: 12
Views: 2661

Re: OpenD, CloseD etc fetching wrong values [SOLVED]

-if sessionlastbar =true: don’t buy/sell
by wilkinsw
30 Mar 2020
Forum: MultiCharts
Topic: OpenD, CloseD etc fetching wrong values [SOLVED]
Replies: 12
Views: 2661

Re: OpenD, CloseD etc fetching wrong values [SOLVED]

Have you tried Open/CloseS instead of D?
by wilkinsw
03 Mar 2020
Forum: MultiCharts
Topic: Convert_currency not working in realtime?
Replies: 14
Views: 3423

Re: Convert_currency not working in realtime?

Messaged by Anna from MC.
by wilkinsw
03 Mar 2020
Forum: MultiCharts
Topic: Convert_currency not working in realtime?
Replies: 14
Views: 3423

Re: Convert_currency not working in realtime?

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

An immediate fix won't be forthcoming, unfortunately.
by wilkinsw
26 Feb 2020
Forum: MultiCharts
Topic: The disappearing of signal in chart
Replies: 10
Views: 2268

Re: The disappearing of signal in chart

For me it is unacceptable.

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

If historical backfills<>realtime then that is mission failed. Get answers from IB and/or try a different data feed solution.
by wilkinsw
21 Feb 2020
Forum: MultiCharts
Topic: Exchange of data between Systems during Backtesting
Replies: 5
Views: 2992

Re: Exchange of data between Systems during Backtesting

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

El collections are totally separate to GV variables
by wilkinsw
18 Feb 2020
Forum: MultiCharts
Topic: Link multichart signal to python classifier [SOLVED]
Replies: 15
Views: 9128

Re: Link multichart signal to python classifier [SOLVED]

Very interesting thread.

Are there any free alternatives to rapidminer people are using?
by wilkinsw
15 Feb 2020
Forum: MultiCharts
Topic: Exchange of data between Systems during Backtesting
Replies: 5
Views: 2992

Re: Exchange of data between Systems during Backtesting

Are you sure ELcollections.dll is needed for GVs?

Aren’t GVs already included and compiled on current versions of MC as standard?
by wilkinsw
13 Feb 2020
Forum: MultiCharts
Topic: idea for next releases: decay performace
Replies: 3
Views: 1344

Re: idea for next releases: decay performace

You can code it yourself already.
by wilkinsw
13 Feb 2020
Forum: MultiCharts
Topic: The disappearing of signal in chart
Replies: 10
Views: 2268

Re: The disappearing of signal in chart

Hi Anna, The issue he's reported is caused by real time data not matching historical. If he has to reload a chart; bars displayed will have small changes to OHLC values in places; causing an alternative and inconsistent outcome in terms of his signal, applied to a chart, having an open position or n...
by wilkinsw
07 Feb 2020
Forum: MultiCharts
Topic: Buy at LOW and Sell on HIGH of a candle, is this a BUG? How's possible?
Replies: 14
Views: 3814

Re: Buy at LOW and Sell on HIGH of a candle, is this a BUG? How's possible?

Yeah the correct behaviour in real time is what’s expected. My IOG signal with BM off places fills correctly live but not in backtest. Just like you my fills are at bar extremes. Turning on BM 1 tick fixed that for me. I can’t think why it doesn’t work for you. The only last thing i can think of is ...
by wilkinsw
07 Feb 2020
Forum: MultiCharts
Topic: The disappearing of signal in chart
Replies: 10
Views: 2268

Re: The disappearing of signal in chart

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

Can someone help this chap please?
by wilkinsw
07 Feb 2020
Forum: MultiCharts
Topic: The disappearing of signal in chart
Replies: 10
Views: 2268

Re: The disappearing of signal in chart

Lots more details please.

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

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

Don't get it with IQfeed.

I've seen others complain of this issue if they use the wrong settings for IB rt data.
by wilkinsw
07 Feb 2020
Forum: MultiCharts
Topic: Buy at LOW and Sell on HIGH of a candle, is this a BUG? How's possible?
Replies: 14
Views: 3814

Re: Buy at LOW and Sell on HIGH of a candle, is this a BUG? How's possible?

Here's one of my IOG signals (all classic backtests): BM OFF (same issue as you): IOG BM OFF.PNG BM ON (1 1tick)...... look it works: IOG BM 1 TICK ON.PNG Settings: SETTINGS.PNG So I really think you've made a mistake somewhere. Can you plot a chart of 1 ticks for the contract in question? Can you r...
by wilkinsw
07 Feb 2020
Forum: MultiCharts
Topic: Buy at LOW and Sell on HIGH of a candle, is this a BUG? How's possible?
Replies: 14
Views: 3814

Re: Buy at LOW and Sell on HIGH of a candle, is this a BUG? How's possible?

Out of interest why are you using two sets of trade data for extended backtesting and not bid and ask datasets? Or have i misunderstood the image. Does your issue occur only on extended backtesting? If you run your signal on a real-time feed (no need to turn on auto trading) does it place new real-t...
by wilkinsw
06 Feb 2020
Forum: MultiCharts
Topic: Buy at LOW and Sell on HIGH of a candle, is this a BUG? How's possible?
Replies: 14
Views: 3814

Re: Buy at LOW and Sell on HIGH of a candle, is this a BUG? How's possible?

Why is IOG “of course” on? I’d bet your BM is set to >=1min. If not, do you definitely have tick data and have you set BM to 1 tick? There’s lots of detail in the forum and in FAQs about limitations of IOG when backtesting unless you have full tick data available. I think you should go take a look t...
by wilkinsw
06 Feb 2020
Forum: MultiCharts
Topic: Incorrect bar in MC 12 [SOLVED]
Replies: 17
Views: 4278

Re: Incorrect bar in MC 12 [SOLVED]

A disconnection to license server could cause this
by wilkinsw
06 Feb 2020
Forum: MultiCharts
Topic: Incorrect bar in MC 12 [SOLVED]
Replies: 17
Views: 4278

Re: Incorrect bar in MC 12 [SOLVED]

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

Can you put together a more complete picture please?
by wilkinsw
05 Feb 2020
Forum: MultiCharts
Topic: Incorrect bar in MC 12 [SOLVED]
Replies: 17
Views: 4278

Re: Incorrect bar in MC 12 [SOLVED]

Have you definitely setup your sessions correctly: correct timezone for exchange, correct session times etc etc?
by wilkinsw
05 Feb 2020
Forum: MultiCharts
Topic: Buy at LOW and Sell on HIGH of a candle, is this a BUG? How's possible?
Replies: 14
Views: 3814

Re: Buy at LOW and Sell on HIGH of a candle, is this a BUG? How's possible?

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

If you reproduce your examples with BM on and set to 1 tick (maybe even just 1min), does it change the fill placement?
by wilkinsw
10 Dec 2019
Forum: MultiCharts
Topic: IQFeed @ES#C vs @ES# backtest
Replies: 11
Views: 2795

Re: IQFeed @ES#C vs @ES# backtest

Is your tick data corrupted?

Do they line up if you delete them both. Press ctril+B. Then re add them both. Then plot them both?
by wilkinsw
03 Dec 2019
Forum: MultiCharts
Topic: Determine TIF of order from code (GTC / Day)
Replies: 7
Views: 3123

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

Have emailed support.

Market orders should default to DAY regardless of TIF set for other order types. A patch for CQG would be very much appreciated and mean I can get some sleep. :wink:
by wilkinsw
02 Dec 2019
Forum: MultiCharts
Topic: Limit orders in loop
Replies: 2
Views: 1186

Re: Limit orders in loop

A measure to stop Knight Capital happening again!
by wilkinsw
29 Nov 2019
Forum: MultiCharts
Topic: unable to use barssinceexit(1) but able to print it [SOLVED]
Replies: 12
Views: 3337

Re: unable to use barssinceexit(1) but able to print it [SOLVED]

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

To rephrase:

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

I was merely curious to see if non barstatus=2 calculation was to blame.
by wilkinsw
29 Nov 2019
Forum: MultiCharts
Topic: unable to use barssinceexit(1) but able to print it [SOLVED]
Replies: 12
Views: 3337

Re: unable to use barssinceexit(1) but able to print it [SOLVED]

Use what?

Question was: if "open next bar" anywhere in your code?
by wilkinsw
25 Nov 2019
Forum: MultiCharts
Topic: Determine TIF of order from code (GTC / Day)
Replies: 7
Views: 3123

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

Both Kagein and I are cqg users
by wilkinsw
24 Nov 2019
Forum: MultiCharts
Topic: IQFeed @ES#C vs @ES# backtest
Replies: 11
Views: 2795

Re: IQFeed @ES#C vs @ES# backtest

Joebone,

Any updates? Did you work it out?
by wilkinsw
23 Nov 2019
Forum: MultiCharts
Topic: unable to use barssinceexit(1) but able to print it [SOLVED]
Replies: 12
Views: 3337

Re: unable to use barssinceexit(1) but able to print it [SOLVED]

Can you post any more signal code?

out of interest, do you use “open next bar” in your signal?
by wilkinsw
21 Nov 2019
Forum: MultiCharts
Topic: Convert_currency not working in realtime?
Replies: 14
Views: 3423

Re: Convert_currency not working in realtime?

Hi,

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

Is the MCFX server being looked at by MC?

Thanks,

Will
by wilkinsw
19 Nov 2019
Forum: MultiCharts
Topic: Convert_currency not working in realtime?
Replies: 14
Views: 3423

Re: Convert_currency not working in realtime?

Just to update,

Now FX rates shows expected values for last week but this week again, they haven't updated yet. Rates for today (Tuesday) are the same as yesterday. That's when running a fresh re-calculation today.
by wilkinsw
17 Nov 2019
Forum: MultiCharts
Topic: Convert_currency not working in realtime?
Replies: 14
Views: 3423

Re: Convert_currency not working in realtime?

servers back up now.

Was it down for maintenance yesterday?
by wilkinsw
16 Nov 2019
Forum: MultiCharts
Topic: Convert_currency not working in realtime?
Replies: 14
Views: 3423

Re: Convert_currency not working in realtime?

Also this function doesn't work:
calc anyway.PNG
(33.78 KiB) Not downloaded yet
Script calculation is still blocked.
by wilkinsw
16 Nov 2019
Forum: MultiCharts
Topic: Convert_currency not working in realtime?
Replies: 14
Views: 3423

Re: Convert_currency not working in realtime?

Today (Sat 16/11/2019) I tried accessing the MCFX server and failed on 7 of 7 servers. Timeout was set to max of 120s. Would appreciate other users trying and reporting back. Additionally, the timeout hijacks MC. If you set it to 120s, for example and then attempt to do anything (turn script off, cl...
by wilkinsw
15 Nov 2019
Forum: MultiCharts
Topic: IQFeed @ES#C vs @ES# backtest
Replies: 11
Views: 2795

Re: IQFeed @ES#C vs @ES# backtest

Please share when you've worked it out.

Have you carried out the steps I suggested above??
by wilkinsw
15 Nov 2019
Forum: MultiCharts
Topic: Convert_currency not working in realtime?
Replies: 14
Views: 3423

Re: Convert_currency not working in realtime?

This morning one of my MC servers successfully updated the FX rates, for the first time this week. On the second; the following errors were generated: fx server.PNG in QMD it appears there were no issues though: download complete.PNG Any users out there using the MCFX conversion rates successfully i...
by wilkinsw
14 Nov 2019
Forum: MultiCharts
Topic: IQFeed @ES#C vs @ES# backtest
Replies: 11
Views: 2795

Re: IQFeed @ES#C vs @ES# backtest

Yes you're right? How do they compare to @ESZ19? That might give us some clues. For good measure.... might be worth deleting the symbols, restarting MC, then re adding them and seeing what happens then. If still different plot them side by side and add the spread (difference) indicator to visualise ...
by wilkinsw
14 Nov 2019
Forum: MultiCharts
Topic: IQFeed @ES#C vs @ES# backtest
Replies: 11
Views: 2795

Re: IQFeed @ES#C vs @ES# backtest

Pretty sure IQfeed's website detail that no?

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

My understanding anyway

Without sounding condescending; nailing your datasets is probably the most important step in strategy development.
by wilkinsw
14 Nov 2019
Forum: MultiCharts
Topic: Maxbarsback and trailing stop
Replies: 6
Views: 1800

Re: Maxbarsback and trailing stop

Champski, With the greatest respect.... " I need to be able to automate my backtesting so I'm not sure how I can do this by tracking the highest high during the position myself. Any ideas?" That really made me lol! There will be something in your code used to populate the highest / lowest /average (...
by wilkinsw
14 Nov 2019
Forum: MultiCharts
Topic: Convert_currency not working in realtime?
Replies: 14
Views: 3423

Convert_currency not working in realtime?

Hi, I need more info re how convert_currency works in realtime please. It isn't doing what I'd expect. I just created (today; Thurs 14/11/2019) an indicator, outputting convert_currency and applied it to live charts. They show no changes in FX rates since Monday. Why is that?? jpyusd.PNG eurusd.PNG ...
by wilkinsw
09 Nov 2019
Forum: MultiCharts
Topic: Exit Discrepancy: Automated vs. BackTested [SOLVED]
Replies: 9
Views: 2616

Re: Empirical Observation Re Complex Stop-Loss Coding [SOLVED]

I don’t use setstoploss. I simply maintain variables equal to entry price next bar. You can then simply say “sell next bar at entry_price_var stop next bar” and you will have a stop sent the same bar as entry. You can look ahead a check if your entry fill was an aggressor at open or not using “open ...
by wilkinsw
05 Nov 2019
Forum: MultiCharts
Topic: Need setting commission and slippage for individual futures in Portfolio Trader
Replies: 6
Views: 2427

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

Multicharts...would be great for an update please. Just to re emphasize how daft the current PT commission setup is..... If i've got a mix of USD and JPY denominated products in PT with a communal commission of $10 then that will show as a 10JPY commission for a JPY product, instead of c. 1100jpy!! ...
by wilkinsw
05 Nov 2019
Forum: MultiCharts
Topic: MaxBarsBack - Help needed [SOLVED]
Replies: 17
Views: 3857

Re: MaxBarsBack - Help needed [SOLVED]

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

viewtopic.php?f=5&t=8838&p=42777&hilit= ... fit#p42777
by wilkinsw
05 Nov 2019
Forum: MultiCharts
Topic: MaxBarsBack - Help needed [SOLVED]
Replies: 17
Views: 3857

Re: MaxBarsBack - Help needed [SOLVED]

"Close[CurrentBar-LastSwingLowBN]"

You're opening your script up to large lookbacks.

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

That was just from a quick glance. Have no idea what you are trying to achieve mind ;)
by wilkinsw
05 Nov 2019
Forum: MultiCharts
Topic: Exit Discrepancy: Automated vs. BackTested [SOLVED]
Replies: 9
Views: 2616

Re: Exit Discrepancy: Automated vs. BackTested [SOLVED]

What mode were you auto trading in? How did you demonstrate that the backtest disagreed with live trading? Did you copy and paste the live chart, for example? If trading in SA mode: Try trading in AA mode and see if the discrepancy happens again. That way you remove the possibility that live entry f...
by wilkinsw
05 Nov 2019
Forum: MultiCharts
Topic: Universal Optimization Benchmarking Tool
Replies: 2
Views: 1010

Re: Universal Optimization Benchmarking Tool

There's already loads in this forum on this.

Quick summary:

-Clock speed is better than cores.
-Be mindful of your cores to population ratio for genetic algo searches: Too high and it will degrade inter generational improvement rate. Target <=0.1
by wilkinsw
05 Nov 2019
Forum: MultiCharts
Topic: Adding backadjusted contracts from IQ, not working [SOLVED]
Replies: 15
Views: 4258

Re: Adding backadjusted contracts from IQ, not working [SOLVED]

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

You'll find that not all IQfeed tickers are searchable in MC. I'd use the IQfeed apps to search if you get stuck. Then do manual additions afterwards.
by wilkinsw
05 Nov 2019
Forum: MultiCharts
Topic: API for IG Markets
Replies: 27
Views: 6182

Re: API for IG Markets

BUMP!

This would be huge.

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

Commercially, definitely worth MC taking a look.

IG index offers diversification and easy access to products I'm missing in the exchange traded futures space.
by wilkinsw
08 Oct 2019
Forum: MultiCharts
Topic: Stop Limit Order getting filled too early [SOLVED]
Replies: 8
Views: 2914

Re: Stop Limit Order getting filled too early [SOLVED]

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

Do you use exchange native OR multicharts emulated stoplimit orders?
by wilkinsw
08 Oct 2019
Forum: MultiCharts
Topic: Stop Limit Order getting filled too early [SOLVED]
Replies: 8
Views: 2914

Re: Stop Limit Order getting filled too early [SOLVED]

This is an old issue.

Did you emulate the stoplimit order?

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

Futures trigger stops based on last traded.

It sounds like you were triggered on quotes.
by wilkinsw
08 Oct 2019
Forum: MultiCharts .NET
Topic: Using multiple accounts [SOLVED]
Replies: 5
Views: 4204

Re: Using multiple accounts [SOLVED]

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

If not, can MC rework the cqg api to allow parallel order processing? or multiple cqg api’s? Order routing is very slow at times compared to CQGs and TTs stand-alone software.
by wilkinsw
17 Sep 2019
Forum: MultiCharts
Topic: Looking up timezone setting from powerlanguage
Replies: 3
Views: 1024

Re: Looking up timezone setting from powerlanguage

Thanks, but no joy.

I'm guessing it doesn't exist.

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

For now I'll make it a user input.
by wilkinsw
17 Sep 2019
Forum: MultiCharts
Topic: Looking up timezone setting from powerlanguage
Replies: 3
Views: 1024

Looking up timezone setting from powerlanguage

Hi,

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

Thanks,

Will
by wilkinsw
17 Sep 2019
Forum: MultiCharts
Topic: Buy this bar at open
Replies: 3
Views: 1399

Re: Buy this bar at open

Look up "open next bar".

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

Send orders "next bar". "Next bar" equals the same bar as the open tick you're referencing using "open next bar"
by wilkinsw
06 Sep 2019
Forum: MultiCharts .NET
Topic: Using multiple accounts [SOLVED]
Replies: 5
Views: 4204

Re: Using multiple accounts [SOLVED]

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

Regards,

Will
by wilkinsw
05 Sep 2019
Forum: MultiCharts
Topic: Currency convertion server(s) ? [SOLVED]
Replies: 5
Views: 2515

Re: Currency convertion server(s) ? [SOLVED]

Hello vindiou, MultiCharts uses previous day closing price (Bid) for currency conversion. There is no realtime currency conversion using current values. We use our servers with MultiCharts Forex Data Feed (FXCM data stored on our servers) to request data in the background and perform necessary calc...
by wilkinsw
05 Sep 2019
Forum: User Contributed Studies and Indicator Library
Topic: Examples of recalculate command
Replies: 4
Views: 5617

Re: Examples of recalculate command

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

Thanks.
by wilkinsw
20 Aug 2019
Forum: MultiCharts
Topic: How to Map IQfeed Nybot Softs data to IB
Replies: 6
Views: 1720

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: 7
Views: 3123

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: 1416

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: 1720

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: 4
Views: 1451

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: 1871

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: 4
Views: 1451

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: 10147

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: 10147

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: 1928

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: 1871

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

iqfeed email.png
(16.93 KiB) Downloaded 199 times
Multicharts: Can you take a look please. IQfeed are telling me that this is not expected behaviour their end.

As an example:

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

Thanks
by wilkinsw
30 Jul 2019
Forum: MultiCharts
Topic: Custom futures: settlement or last traded price based [SOLVED]
Replies: 6
Views: 1928

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: 1871

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: 1871

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: 1928

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: 2325

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: 2325

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: 1928

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

Hi,

https://www.multicharts.com/trading-sof ... om_Futures
Capture backadjust rule.PNG
(20.15 KiB) Downloaded 241 times
What does "C" equal?

-Last traded price of the session?
or
-Settlement price for the session?
by wilkinsw
24 Jul 2019
Forum: MultiCharts
Topic: Real time data cannot resume after lunch break
Replies: 11
Views: 2929

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: 936

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: 859

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: 1889

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: 7
Views: 3123

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: 4
Views: 4795

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: 11
Views: 3176

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: 4
Views: 4795

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: 1098

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: 1098

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: 11
Views: 3176

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: 774

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: 1294

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: 910

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: 6213

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: 1113

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: 1244

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: 6
Views: 2427

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: 1244

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: 1844

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 158 times
by wilkinsw
13 May 2019
Forum: MultiCharts
Topic: Need setting commission and slippage for individual futures in Portfolio Trader
Replies: 6
Views: 2427

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: 2836

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: 1844

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: 1251

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: 1844

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: 1390

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: 2042

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: 2042

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: 2042

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: 2042

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: 3583

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: 14
Views: 6375

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: 931

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: 14
Views: 6375

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: 8554

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: 6639

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: 1468

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: 8554

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: 8554

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: 6639

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: 2519

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: 9668

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: 9668

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: 2112

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: 9668

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: 9668

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: 9668

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: 9668

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: 9668

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: 9668

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: 778

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: 9668

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: 9668

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: 9668

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: 9668

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: 9668

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: 2188

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: 9668

Re: MULTICHARTS 12.0 RELEASE 4

In MC12's Optimizer I've got a conflicting message:
best or average.PNG
(13.79 KiB) Downloaded 1848 times
Is it best or average? Presumably not both??
by wilkinsw
11 Jan 2019
Forum: MultiCharts
Topic: Backtesting assumptions problem
Replies: 5
Views: 2188

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: 9668

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: 1685

backtesting settings: Ignore Tick Cache in Realtime [SOLVED]

Hi,

Can someone help me out with what this new setting means: Thanks!
by wilkinsw
09 Jan 2019
Forum: MultiCharts
Topic: Paper Trader stop trigger logic is wrong
Replies: 9
Views: 3341

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: 18
Views: 4801

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: 33
Views: 9095

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: 33
Views: 9095

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: 2432

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: 13871

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: 36
Views: 11094

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: 36
Views: 11094

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: 2852

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: 2852

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: 2432

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: 2432

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: 2432

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: 2432

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: 12380

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: 9
Views: 3341

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: 2589

Re: New functions, please advise. [SOLVED]

error.PNG
(4.08 KiB) Downloaded 644 times
by wilkinsw
25 Sep 2018
Forum: MultiCharts
Topic: New functions, please advise. [SOLVED]
Replies: 9
Views: 2589

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: 2589

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: 2589

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: 2589

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: 1559

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: 9
Views: 3341

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: 1816

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: 12380

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: 9
Views: 3341

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: 11012

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: 11012

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: 11012

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: 355634

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: 355634

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: 7352

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: 7352

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: 355634

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: 355634

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: 355634

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 ...

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