Search found 447 matches

by wilkinsw
16 Nov 2018
Forum: MultiCharts
Topic: TS Data not storing Data slow to load
Replies: 26
Views: 813

Re: TS Data not storing Data slow to load

Henry (or other users),

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

Will
by wilkinsw
16 Nov 2018
Forum: MultiCharts
Topic: TS Data not storing Data slow to load
Replies: 26
Views: 813

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: 262

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 trigge...
by wilkinsw
12 Oct 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 3
Replies: 42
Views: 1730

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: 26
Views: 2383

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&quo...
by wilkinsw
12 Oct 2018
Forum: MultiCharts
Topic: Phantom Trades
Replies: 26
Views: 2383

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: 254

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: 254

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: 262

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: 262

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...
by wilkinsw
04 Oct 2018
Forum: MultiCharts
Topic: Slippage settings: Wrong behaviour
Replies: 9
Views: 262

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: 262

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: 1152

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: 6
Views: 272

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 trigge...
by wilkinsw
25 Sep 2018
Forum: MultiCharts
Topic: New functions, please advise. [SOLVED]
Replies: 9
Views: 207

Re: New functions, please advise. [SOLVED]

error.PNG
error.PNG (4.08 KiB) Viewed 197 times
by wilkinsw
25 Sep 2018
Forum: MultiCharts
Topic: New functions, please advise. [SOLVED]
Replies: 9
Views: 207

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( ElementLo...
by wilkinsw
25 Sep 2018
Forum: MultiCharts
Topic: New functions, please advise. [SOLVED]
Replies: 9
Views: 207

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: 207

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: 207

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: 161

Re: optimize by metrics?

joebone wrote:
wilkinsw wrote:https://www.multicharts.com/discussion/viewtopic.php?t=8838



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: 6
Views: 272

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 ...
by wilkinsw
25 Sep 2018
Forum: MultiCharts
Topic: Memory Monitor MADNESS STOP IT!
Replies: 4
Views: 215

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: 1152

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: 6
Views: 272

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: 1850

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: 1850

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: 1850

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: 6225

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...
by wilkinsw
14 Sep 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE
Replies: 119
Views: 6225

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: 23
Views: 441

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: 23
Views: 441

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: 6225

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: 6225

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: 6225

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 6...
by wilkinsw
04 Sep 2018
Forum: MultiCharts
Topic: MC64 Performance Limit Reached
Replies: 9
Views: 610

Re: MC64 Performance Limit Reached

Outside of this forum trading colleagues are all reporting annoyance from this notification. It should not be triggered during startup. Can MC either: -Add code to block this exception if workspaces are currently being loaded / signals indicators being calculated first time. OR -Suggest a regedit to...
by wilkinsw
31 Aug 2018
Forum: MultiCharts
Topic: Paper Trader stop trigger logic is wrong
Replies: 6
Views: 272

Paper Trader stop trigger logic is wrong

In both MC12 and 11 (the only version I've checked), Paper Trader will trigger a buy stop when the quoted ask = buy trigger price. If you test it, you'll quickly see so. When trading live.... that event alone ("quoted ask = buy trigger price.") does not trigger a resting stop. Someone has ...
by wilkinsw
31 Aug 2018
Forum: MultiCharts
Topic: MAJOR MC12 optimize order flow bug! [SOLVED]
Replies: 2
Views: 258

MAJOR MC12 optimize order flow bug! [SOLVED]

Hi, In short: In MC12, with optimize order flow on, under my test conditions: stops are no longer sent intrabar. Instead one has to wait until the new bar. A non-live realtime simulation (any version) will send the stop intrabar, as will a backtest (any version), as will MC11,10,9 etc when live. MC1...
by wilkinsw
29 Aug 2018
Forum: MultiCharts
Topic: MC 13626.400_Release_x64.exe ERRORS
Replies: 8
Views: 952

Re: 13626.400_Release_x64.exe ERRORS

Mark,

What fixed your issue? It's bad form to rant and then leave everyone hanging. It increases the chance that you'll fail to get help from users next time round.
by wilkinsw
29 Aug 2018
Forum: MultiCharts
Topic: AMD Threadripper 2990WX - Experiences?
Replies: 2
Views: 214

Re: AMD Threadripper 2990WX - Experiences?

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

viewtopic.php?t=51229

(apologies for promoting my own thread!)
by wilkinsw
08 Aug 2018
Forum: MultiCharts
Topic: Please Help Explain: Optimization and "# of simulations" [SOLVED]
Replies: 3
Views: 198

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

For your reference

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

initial population (96) + number of generations(2777) * number of logical processors assigned(48??) = 133392
by wilkinsw
01 Aug 2018
Forum: MultiCharts
Topic: CQG weekend update causing order mapping, routing and realtime data issues: WebAPI 2.25 - Release 1.3
Replies: 6
Views: 332

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

Hi, I've just been told by CQG that they are removing the legacy instrument format (that they readded on Monday morning to restore functionality for many of their users) in 2 weeks time. I'm waiting for an exact date. As it currently stands users should expect to lose realtime data and order routing...
by wilkinsw
30 Jul 2018
Forum: MultiCharts
Topic: CQG weekend update causing order mapping, routing and realtime data issues: WebAPI 2.25 - Release 1.3
Replies: 6
Views: 332

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

This is the reply ive had: "there was a change instituted over the weekend which moved from a single digit year to a two digit year. The impact was unexpected and we rolled the change back to allow both formats early this morning." What's scary is that I reported the issue 2 hours before t...
by wilkinsw
29 Jul 2018
Forum: MultiCharts
Topic: CQG weekend update causing order mapping, routing and realtime data issues: WebAPI 2.25 - Release 1.3
Replies: 6
Views: 332

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

Anyone else experience issues this evening. CQG have just deployed an update to their Web API. Users may immediately see that they can't map a new symbol and route orders to newly added symbols neither. On restart I also found I could no longer pull CQG RT data. Not sure what's going on. Have bombar...
by wilkinsw
27 Jul 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE CANDIDATE
Replies: 44
Views: 2478

Re: MULTICHARTS 12.0 RELEASE CANDIDATE

Also where it says populations below, it should really say generations:

pop v gen.PNG
pop v gen.PNG (36.88 KiB) Viewed 1467 times
by wilkinsw
27 Jul 2018
Forum: MultiCharts
Topic: BUG: Genetic Optimizer ignores settings in Basic mode
Replies: 5
Views: 288

Re: BUG: Genetic Optimizer ignores settings in Basic mode

I've also noticed an inconsistency in the incremental GAO: On a 40 thread machine i setup a GAO that should be 4040 runs. should be 4040.PNG But it runs as 4080: but runs as 4080.PNG It appears to be because it is generating two parallel first generations. So how does that work exactly? From my unde...
by wilkinsw
27 Jul 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE CANDIDATE
Replies: 44
Views: 2478

Re: MULTICHARTS 12.0 RELEASE CANDIDATE

I really like the new MC12 optimiser so far. Great work with the improvements made to the incremental GA!! Incremental GA + customising crossovers + number of cores allocation = massive scalability and opens up the use of big servers for lots of parallel GAs. Just a couple of small things. You may h...
by wilkinsw
27 Jul 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE CANDIDATE
Replies: 44
Views: 2478

Re: MULTICHARTS 12.0 RELEASE CANDIDATE

Hi, Capture cqg settings.PNG The highlighted needs replacing with the following: "Convert stop orders intended for immediate execution to market/limit orders" And drop the second option all together. A stop order includes both stopmarket and stoplimit. The key part being "stop". ...
by wilkinsw
26 Jul 2018
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 12
Views: 1634

Re: New Monte Carlo simulator

My excel sheet would take me ages to explain to someone. But I can explain the methodology for annualising: Trade data date range (years): Last possible trade date - earliest possible trade date. Using the trade list: Sample year = Total trades / trade data date range. Simulate 100000 sample years (...
by wilkinsw
26 Jul 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 903

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

Thanks Henry.

You guys are the best!
by wilkinsw
25 Jul 2018
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 12
Views: 1634

Re: New Monte Carlo simulator

That's awesome Henry. I only though if this yesterday, but could MC look at generating annualised figures from the monte carlo sim too? The excel monte carlo sim I currently use annualises all the metrics which allows side by side comparison between various strategies and instruments: It would be gr...
by wilkinsw
18 Jul 2018
Forum: MultiCharts
Topic: Rollover gap on backadjusted contract [SOLVED]
Replies: 9
Views: 431

Re: Rollover gap on backadjusted contract [SOLVED]

IQfeed rolls continuous contracts when the volume is higher in the next contract. Just like QCL# changed to Sept today. Instead of rebooting to see the new contract data, I just change the # of days loaded by 1 day, then MC will collect the new data. Don't think you're right...i thought IQfeed roll...
by wilkinsw
18 Jul 2018
Forum: MultiCharts
Topic: MC64 Performance Limit Reached
Replies: 9
Views: 610

Re: MC64 Performance Limit Reached

Ok, will do next time around.
by wilkinsw
17 Jul 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 903

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

Further info...... Some of you might be thinking "why on earth does he have multiple entries intrabar"? Fact is that is rare. But it is possible nonetheless. The simple goals is to be able to accurately model where possible. For some reason MC's developers have actively inserted inaccurac...
by wilkinsw
17 Jul 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE CANDIDATE
Replies: 44
Views: 2478

Re: MULTICHARTS 12.0 RELEASE CANDIDATE

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

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

It is a very major bug indeed:

viewtopic.php?f=1&t=51323&p=129900#p129900
by wilkinsw
17 Jul 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 903

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

So........ I spent over an hour on teamviewer with Henry and MC and I clearly identified for them the new backtest stop fill placement bug. To summarize, a second postion gets opened intrabar, in the event that the stop for said position is immediately executable.... it won't get placed against the ...
by wilkinsw
17 Jul 2018
Forum: MultiCharts
Topic: MC64 Performance Limit Reached
Replies: 9
Views: 610

Re: MC64 Performance Limit Reached

Dear Users, This message is a means of protection from possible issues in case there is not enough system resources for TradingServer process. TradingServer process serves all MultiCharts instances, and if the number of interprocess calls exceeds the system capabilities, this message appears. Usual...
by wilkinsw
17 Jul 2018
Forum: MultiCharts
Topic: Detect number of intruments on a chart from powerlanguage?
Replies: 1
Views: 147

Detect number of intruments on a chart from powerlanguage?

Hi,

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

Thanks.
by wilkinsw
13 Jul 2018
Forum: MultiCharts
Topic: MC64 Performance Limit Reached
Replies: 9
Views: 610

Re: MC64 Performance Limit Reached

I too am having this issue for the first time ever, after many years usage of Multicharts. It happens in MC11 r9+ only. It happens almost every time I fire up. Seems to be once I have a couple of instances of MC64 opened and loading charts + calculating signals....THEN i go to open a 3rd instance an...
by wilkinsw
13 Jul 2018
Forum: MultiCharts
Topic: Accessing "openpositionprofit" from within Custom Criteria?
Replies: 3
Views: 191

Re: Accessing "openpositionprofit" from within Custom Criteria?

Thanks Henry. Will have a play with "SetCustomFitnessValue" In the meantime is there anyway of using any of these Jscript words to access openpositionprofit: Numeric OpenEntriesCount- number of open entries Numeric OpenEntryDate(Numeric entry_index=0) - date of entry order execution. entry...
by wilkinsw
12 Jul 2018
Forum: MultiCharts
Topic: Accessing "openpositionprofit" from within Custom Criteria?
Replies: 3
Views: 191

Accessing "openpositionprofit" from within Custom Criteria?

Hi,

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

Thanks!
by wilkinsw
10 Jul 2018
Forum: MultiCharts
Topic: New Behaviour in MC11 when a signal input references an indicators plot value [SOLVED]
Replies: 7
Views: 554

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

Zheka wrote:WOW!
I did not know it is possible to reference indicator plots as inputs.
Is there somewhere a more general "use case" description with syntax, all the limitations and nuances?


I've only found this:
https://www.multicharts.com/trading-sof ... y_on_study
by wilkinsw
09 Jul 2018
Forum: MultiCharts
Topic: New Behaviour in MC11 when a signal input references an indicators plot value [SOLVED]
Replies: 7
Views: 554

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

Hello, wilkinsw! Our engineers didn’t manage to reproduce this on our end. And we haven’t changed anything in this respect in MultiCharts 11. Will it be possible for you to come to our Live Chat and demonstrate the issue via remote connection MON-FRI from 6:30 AM to 12:00 PM EST (11:30 AM to 5:00 P...
by wilkinsw
09 Jul 2018
Forum: MultiCharts
Topic: change input value of indicator [SOLVED]
Replies: 9
Views: 458

Re: change input value of indicator [SOLVED]

You can create a seperate indicator ("new") that plots the inputs you want. Then go to each indicator and specifiy their inputs as the "new" plot(s). Now going forward you can change "new" and it will change all your indicator inputs in one shot. Note however that sinc...
by wilkinsw
05 Jul 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 903

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

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

Thanks,

Will
by wilkinsw
03 Jul 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE CANDIDATE
Replies: 44
Views: 2478

Re: MULTICHARTS 12.0 RELEASE CANDIDATE

Hi,

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

viewtopic.php?t=51323#p129734
by wilkinsw
03 Jul 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 903

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

Hi Henry, I've noticed that the solution for MC12 has indeed corrected limit fill placement but unfortunately now incorrectly places the fills for stops. You can reproduce using the exact same files I sent you before and comparing MC12 to MC11 and early MC9. What was fixed in MC12: The completely bo...
by wilkinsw
29 Jun 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 903

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

Hi Henry,

Has this now been fixed for MC12?

Thanks,

Will
by wilkinsw
17 Jun 2018
Forum: MultiCharts
Topic: Any London based traders / researchers?
Replies: 0
Views: 123

Any London based traders / researchers?

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

Will
by wilkinsw
08 Jun 2018
Forum: MultiCharts
Topic: Any Trading Tecnologies "TT" users? [SOLVED]
Replies: 5
Views: 304

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

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

What are other users getting charged?
by wilkinsw
08 Jun 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 434

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

In live trading: so far I'm seeing correct behaviour. About 0.1s after i sent my marketable limit order, MC tries to cancel it (on a subsequent tick where buy=false). But that's not an issue as I'm filled. Might I suggest MC tweaks paper trader behaviour so that a submitted marketable order can't be...
by wilkinsw
07 Jun 2018
Forum: MultiCharts
Topic: Any Trading Tecnologies "TT" users? [SOLVED]
Replies: 5
Views: 304

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

Thanks Henry,

I might trial it alongside CQG.

Any quirks other than what was in the wiki? For example, do I have to restart MC daily? I don't have to do this with CQG api but had to with Patsystems. Hopefully, frequent restarts is not the case with TT's fix api?
by wilkinsw
07 Jun 2018
Forum: MultiCharts
Topic: Any Trading Tecnologies "TT" users? [SOLVED]
Replies: 5
Views: 304

Any Trading Tecnologies "TT" users? [SOLVED]

Hi, I am playing with the idea of order routing via the TT Fix API. Any users out there? Any feedback? On the broker profile page: https://www.multicharts.com/trading-software/index.php/Trading_Technologies_Broker_Profile It says: "Trading Technologies doesn’t provide information on the list of...
by wilkinsw
06 Jun 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 434

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

Thanks Anna! That's not what I found in the paper trader. If prevailing price was 100 and on a tick I sent buy at 110 limit order (with a communication delay set at 0.2-1 second): You would often see order submitted...then cancelled a second or so later with no fill. I'm going to deploy an IOG algo ...
by wilkinsw
06 Jun 2018
Forum: MultiCharts
Topic: MC64 11 r9 new warning message needs a tweak [SOLVED]
Replies: 4
Views: 249

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

Hi, new behaviour is slower.PNG The new autotrading warning message has the "NO" option auto highlighted. That means for every workspace where I have many charts that need turning on; for each one i have to move the mouse across and select "YES". on MC64 11 r5 it was "YES&qu...
by wilkinsw
05 Jun 2018
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 10
Views: 743

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

Hardware is very unlikely to be the limitation for me. I rarely use more than 50% of any hardware resource on my production servers. Am running MC11 r9 as of last week (updated from MC11 r5): haven't had an issue yet but have never not had the issue with latest versions having used MC as a heavy use...
by wilkinsw
05 Jun 2018
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 10
Views: 743

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

Thanks Smoky will take a look.

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

Thanks.
by wilkinsw
05 Jun 2018
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 10
Views: 743

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

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

I'm thinking copy and paste all charts from old workspace to a new one. Or will the new one inherit the same issue that caused the corruption?
by wilkinsw
01 Jun 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 434

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

Forget about the broker. If I've sent the broker a marketable order and I'm not filled then I would come down like a ton of bricks on the broker. This is a different issue I'm describing. Please take the time to review it and help me. Before the order leaves Multicharts is it possible to intervene a...
by wilkinsw
31 May 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 434

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

my opinion is that if an order is submitted then it's inflight. it should not be possible to cancel an inflight order. if on a certain tick buy=true then that order needs to be sent and not intercepted and cancelled in the event that a later tick buy=false and the order is stuck in a batch queue. fo...
by wilkinsw
24 May 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 434

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

Also, is there any difference, when live trading, in the speed that MC is able to send a market order vs a limit? I'm performing stress tests; running lots of IOG signals on the Paper Trader. I'm noticing that marketable limit orders are far more prone to triggering order batch queues than market or...
by wilkinsw
23 May 2018
Forum: MultiCharts
Topic: Inflight cancellation of submitted order on simulator: Is this accurate? [SOLVED]
Replies: 8
Views: 434

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

Hi, I wanted to ask MC if certain behaviour when auto trading on Paper Trader is accurate. If you run the following code: [intrabarordergeneration=true]; recalclastbarafter(.01); if getappinfo(aiCalcReason)=0 then buy ("test")next bar at close+10 limit {or market}; sell from entry ("t...
by wilkinsw
21 May 2018
Forum: MultiCharts
Topic: Execution delay [SOLVED]
Replies: 25
Views: 4287

Re: Execution delay [SOLVED]

Hi, I'm seeing this issue when testing a range of IOG signals that I'm running on paper trader. I've been so careful to make sure script calculation is as infrequent as possible, yet I'm suffering big order queues. What is the disadvantage of the redistry edit that stops empty batches? Surely there ...
by wilkinsw
14 May 2018
Forum: MultiCharts
Topic: problem price in order limit [SOLVED]
Replies: 6
Views: 309

Re: problem price in order limit [SOLVED]

It should be egual to open It's a bug code ? Yes, it's a bug. A while ago Multicharts fixed one bug and created this one in the process. I've reported it many times and am hoping it will get sorted soon. https://www.multicharts.com/discussion/viewtopic.php?f=1&t=50228&p=123738#p123709 I've ...
by wilkinsw
09 May 2018
Forum: MultiCharts
Topic: Send email when error occurs [SOLVED]
Replies: 4
Views: 271

Re: Send email when error occurs [SOLVED]

To answer my own question: I already have pulseway monitoring any event 1000 that may occur (app error). For some reason, when this error last occured for me, eventhough the above generated a 1000 event in event viewer, pulseway didn't capture it. Have contacted them and will revert. In the meantime...
by wilkinsw
09 May 2018
Forum: MultiCharts
Topic: Send email when error occurs [SOLVED]
Replies: 4
Views: 271

Re: Send email when error occurs [SOLVED]

In terms of email alerts i have 99.9% success of being notified if i have any problems. The only issue that slips through the net for me is when a popup appears saying something like "Multicharts has stopped working.... check online....close" It is very rare (maybe 4 times a year). Anyone ...
by wilkinsw
09 May 2018
Forum: MultiCharts
Topic: Send email when error occurs [SOLVED]
Replies: 4
Views: 271

Re: Send email when error occurs [SOLVED]

1) Add this signal to your chart:

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

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

rejected alert.PNG
rejected alert.PNG (41.97 KiB) Viewed 261 times
by wilkinsw
13 Apr 2018
Forum: MultiCharts
Topic: Emulate Limit Orders Locally ? [SOLVED]
Replies: 1
Views: 261

Emulate Limit Orders Locally ? [SOLVED]

Hi, https://www.multicharts.com/pm/public/multicharts/issues/MC-2425 I think it would be great if MC rounded off the emulated orders functionality by adding limit order too. Emulating limit orders locally can be done with IOG but for ease of rolling out signals without the need to stress test IOG co...
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: New Live Cattle problem chart [SOLVED]
Replies: 12
Views: 407

Re: New Live Cattle problem chart [SOLVED]

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

Otherwise you'll find users lose interest in taking their time out to help you in the future.
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: New Live Cattle problem chart [SOLVED]
Replies: 12
Views: 407

Re: New Live Cattle problem chart [SOLVED]

Mine's fine:
CaptureLE.PNG
CaptureLE.PNG (54.05 KiB) Viewed 379 times




Try deleting and re adding the symbol
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: Order of signals within the backtesting
Replies: 8
Views: 356

Re: Order of signals within the backtesting

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


Read my edited post above.
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: Order of signals within the backtesting
Replies: 8
Views: 356

Re: Order of signals within the backtesting

It looks like my understanding of intrabar movement without BM was a little wrong. But I still can't see where you are coming from. The open is closer to the low than the high. Therefore Open, Low,High,Close is the sequence. Therefore from these data points were: Short, stopped. Long, not stopped. L...
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: historical data in quotemanager that disappear
Replies: 9
Views: 787

Re: historical data in quotemanager that disappear

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

My workaround is to routinely export the QMD's for all my symbols. Then once I've restarted post crash.... i simply import the QMDs!
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: Order of signals within the backtesting
Replies: 8
Views: 356

Re: Order of signals within the backtesting

The system that is applied to the chart is a trendfollowing type that breaks the previous bar (stop 1 tick .... profit 2 tick) Referring to the link https://www.multicharts.com/trading-software/index.php/Intra-bar_Price_Movement_Assumptions the candle in question has: Open: 2723.5 High: 2726.5 Low:...
by wilkinsw
12 Apr 2018
Forum: MultiCharts
Topic: Is it possible to group inputs in a Portfolio Optimization [SOLVED]
Replies: 2
Views: 214

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

Great thanks!

My example was 100% fictitious Felix!
by wilkinsw
11 Apr 2018
Forum: MultiCharts
Topic: Is it possible to group inputs in a Portfolio Optimization [SOLVED]
Replies: 2
Views: 214

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

Hi, In PT, I want to optimize 5 signals. 3 inputs each: stop, target, Time to end trading. Stop and targets need optimizing 1-10 (1 increments) each. But, "Time to end trading" needs optimizing 1300-2200 (100 increments) AND NOT each. I simply want to optimize 1300-2200 for all 5 signals g...
by wilkinsw
11 Apr 2018
Forum: MultiCharts
Topic: Round near tickSize [SOLVED]
Replies: 2
Views: 222

Re: Round near tickSize [SOLVED]

Also:

round(100.7/0.25,0)*0.25
by wilkinsw
11 Apr 2018
Forum: MultiCharts
Topic: email alert
Replies: 7
Views: 347

Re: email alert

Shivax,

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

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


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

NO... autotrading doesn't have to be on for email alerts to be generated.
by wilkinsw
05 Apr 2018
Forum: MultiCharts
Topic: change input value of indicator [SOLVED]
Replies: 9
Views: 458

Re: change input value of indicator [SOLVED]

You can create a seperate indicator ("new") that plots the inputs you want. Then go to each indicator and specifiy their inputs as the "new" plot(s). Now going forward you can change "new" and it will change all your indicator inputs in one shot. Note however that since...
by wilkinsw
03 Apr 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 903

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

Hi Henry,

Just sent you everything you will need (hopefully).

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

Thanks!
by wilkinsw
29 Mar 2018
Forum: MultiCharts
Topic: [Backtest] Limit fill behaviour very wrong [SOLVED]
Replies: 13
Views: 903

[Backtest] Limit fill behaviour very wrong [SOLVED]

Hi, I believe it was MC10 where the limit fill price improvement bug was fixed. https://www.multicharts.com/discussion/viewtopic.php?f=1&t=32734&p=103664&hilit=limit+fill+improvement#p103664 There are examples where price improvement does happen though in real trading and these are not c...
by wilkinsw
21 Mar 2018
Forum: MultiCharts
Topic: New Behaviour in MC11 when a signal input references an indicators plot value [SOLVED]
Replies: 7
Views: 554

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

Hi, In my signals I reference an indicators plot values. I do this so that I can make changes to the indicator on the fly, recompile it, then turn signals back on as a much faster method of making mass common inputs changes to the 100s of signals I have live. Example: signal inputs referencing indic...
by wilkinsw
21 Mar 2018
Forum: MultiCharts
Topic: " Data Range : Bars Back " Doesn't work. [SOLVED]
Replies: 1
Views: 217

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

Hi, I would like to use the bars back, data range option under instruments setting to prevent the accumulation of large memory heavy charts. However, it seems there is a maximum number of bars the chart will load before it gives up (less than requested). If I manually specify start and end dates I d...
by wilkinsw
21 Mar 2018
Forum: MultiCharts
Topic: New functionality illogical and dangerous: convert stop to market with CQG when avoiding rejections
Replies: 2
Views: 320

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

Hi, MC have added a new feature to the CQG broker profile that allows users to avoid stop order rejections by converting the stop order to market in the event where the user wanted it triggered instead of rejected. Previously the only solution was to code workarounds in your signals (e.g. by checkin...
by wilkinsw
12 Mar 2018
Forum: MultiCharts
Topic: OANDA Data / Chart / Bar issues
Replies: 27
Views: 1205

Re: Data issues

Agreed but contract periods and continuous data had been an issue in the past (20 years ago), no idea about modeling in today's world. In forex limits are filled at touch. Futures you have to expect to go through the price by a tick. If there is no other choice, I would need to investigate it, but ...
by wilkinsw
12 Mar 2018
Forum: MultiCharts
Topic: using setstoploss_pt and setpercenttrailing_pt [SOLVED]
Replies: 2
Views: 242

Re: using setstoploss_pt and setpercenttrailing_pt [SOLVED]

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

But have you tested their behaviour with "optimize order flow" turned on?
by wilkinsw
02 Mar 2018
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 10
Views: 743

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

This still happens from time to time. I have about a hundred charts and average one chart/week turning off all indicators randomly. Sometimes it is indicators that relate to risk, which is pretty scary. It never happens to signals though. MC what info do you need to help fix this? INDICATORS TURN OF...
by wilkinsw
26 Feb 2018
Forum: MultiCharts
Topic: Multicharts trading in Europe and new MIFID regulations
Replies: 3
Views: 383

Re: Multicharts trading in Europe and new MIFID regulations

I trade with a Mifid2 regulated firm in London (effectively my broker) and use Multicharts with CQG. Multicharts have built in boxes that enable the trader to define their Mifid2 algo ID codes (that you would be assigned by your mifid2 regulated broker): cqg mifid2.PNG For trading EU products (produ...
by wilkinsw
26 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 1850

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

Hi GuppyDRV, In the above I was investigating how the the incremental algorithm actually changes with cores. I believe the answers to all your questions have already been answered above. The number of generations you require will depend on the size and complexity of the optimization space you are in...
by wilkinsw
23 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 1850

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

Test results: Firstly, I suspect, like me on all my PCs, people won't find the registry path to alter number of cores and will need to add it. I've attached 2 registry files that Henry shared on another thread; All_Thread_ForOptimize.zip I ran the tests on a 4 core (8 logical) CPU: i7 - 4790. For ea...
by wilkinsw
23 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 1850

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

I'll run some tests restricting GA to no. cores and report back with the comparative speed results.
by wilkinsw
22 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 1850

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

I have one more question.... Most processors use hyperthreading, this means that the number of logical cores is twice as big as the number of physical ones. Logical cores don’t give any advantages in speed. Please try to set the NumberOfThreadsOnOptimization=the number of real cores on your PC. Then...
by wilkinsw
22 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 1850

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

Thanks Anna! Your detailed answer is exactly what I was after. Understanding exactly how incremental GA might change with cores means I can go away and factor that in when researching. For other readers, to conclude: if you want to maximise the true benefit of incremental GA then you want a fairly m...
by wilkinsw
21 Feb 2018
Forum: MultiCharts
Topic: Problem to code it
Replies: 8
Views: 478

Re: Problem to code it

Input:AvgAtr(0); condition1=true; if AvgAtr>0 then condition1=Average(Atr(14),AvgAtr)>0; Solution above. I recommend reading up on simple and series functions. In a nutshell series are faster but come with limitations. Read up on this so that you avoid using series functions inappropiately (leading...
by wilkinsw
20 Feb 2018
Forum: MultiCharts
Topic: IB and TS different multiplier on JPY
Replies: 5
Views: 287

Re: IB and TS different multiplier on JPY

Another thing you could test is mapping esignal to IB..... But in your signal divide all order price parameters by 100 ONLY if lastbaronchart ELSE divide by 1. You will need to swap out any "at market" orders with specific equivalents e.g. inputs: adjust(100), maxagression(50); vars: adjus...
by wilkinsw
19 Feb 2018
Forum: MultiCharts
Topic: IB and TS different multiplier on JPY
Replies: 5
Views: 287

Re: IB and TS different multiplier on JPY

Depends exactly what you need to do. I had this issue with Patsystems Soybeans differing to IQfeeds. IQfeeds symbols were mapped to Patsystems', hence this created an issue. I would perform the task above to populate my history and then merge that history with the realtime patsystems ticker for trad...
by wilkinsw
19 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 1850

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

Hi Anna, In addition to my last post, can you advise on the following please: I'm probably going to ditch my 40 core machine. Before I do, is there a way of telling MC to only optimise using x no. cores for a GA? For example, could I open up 40 instances of MC and run 40 incremental GAs, each one us...
by wilkinsw
19 Feb 2018
Forum: MultiCharts
Topic: IB and TS different multiplier on JPY
Replies: 5
Views: 287

Re: IB and TS different multiplier on JPY

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

Something like that. Then you will have My_TS_JY plotting TS's JY as 0.00xxxxx.
by wilkinsw
19 Feb 2018
Forum: MultiCharts
Topic: Multicharts crashed
Replies: 3
Views: 334

Re: Multicharts crashed

for some reason for the past 2 months when every there is volatility in the market Multicharts crashed and my indicators and data freezez for some time how do i fix this problem. The previous NFP caused Multicharts to crash for 1 hour Definitely need the full details. Also what broker and datafeeds...
by wilkinsw
16 Feb 2018
Forum: MultiCharts
Topic: Filtering bad ticks
Replies: 7
Views: 389

Re: Filtering bad ticks

CQG could be your solution. Although, i'm finding that in realtime some open/close prices are wrong. When you then reload a chart/workspaces some open/close values change by a tick, which is very strange. Sometimes it meant that variables for a signal were off and i had missed a trade or was in a fa...
by wilkinsw
16 Feb 2018
Forum: MultiCharts
Topic: Filtering bad ticks
Replies: 7
Views: 389

Re: Filtering bad ticks

FYI.... i've never seen bad realtime ticks with IQ for any globex or eurex product. i've had iqfeed serious issues on 3 occasions in total in about 5 years. occasionally, at the start of the sunday session the feed won't go live instantly and you will need to kill the iqfeed process so that it auto ...
by wilkinsw
16 Feb 2018
Forum: MultiCharts
Topic: Filtering bad ticks
Replies: 7
Views: 389

Re: Filtering bad ticks

Are these bad ticks in realtime or just in history?
by wilkinsw
14 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 1850

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

Hi Anna! next generation always waits until all individuals of the previous generation are calculated. Two generations cannot be calculated simultaneously. It is my understanding that in incremental GA the next generation is merely the previous generation plus with one member changed only. So your p...
by wilkinsw
13 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 1850

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

I've been running lots of tests: MC and PT based optimizations and WFAs. I haven't found anything slam dunk conclusive but, anecdotally would report the following: -Incremental GA is consistently better than basic GA. -With incremental GA; fewer cores and more generations (same overall number of sim...
by wilkinsw
08 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 1850

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

Thanks Anna.

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

I'm also running further tests regarding incremental vs basic vs basic elitist on multi cores my side and will try and report back next week.
by wilkinsw
05 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 1850

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

I've run some more tests and the results have confirmed my worst fears: The more cores used, the poorer the quality of genetic optimization. In MC, it would certainly appear that each core gets given its own genetic optimization. Therefore the more cores you use the more parallel genetic optimizatio...
by wilkinsw
05 Feb 2018
Forum: MultiCharts
Topic: how to optimize with 2 cpu server (36 cores with 72 threads) [SOLVED]
Replies: 58
Views: 7248

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

Hi, Here is a link to a new forum on the use of MCs genetic algorithm with multiple cores: https://www.multicharts.com/discussion/viewtopic.php?t=51229 I have a 40 core dedicated server that does indeed use all 100% of CPU resource when I load it up with at least a couple of optimizations. With only...
by wilkinsw
05 Feb 2018
Forum: MultiCharts
Topic: License management system disturbs real trading
Replies: 14
Views: 956

Re: License management system disturbs real trading

Agree. That sounds terrifying. I suggest adding realtime data alerts though to catch this asap. This is what I use as an indicator and have it hooked up to email alerts. Update it every tick. You may also want to add filters to turn it off when markets are closed (add code to set "alact" t...
by wilkinsw
05 Feb 2018
Forum: MultiCharts
Topic: Genetic Optimization settings and behaviour in relation to number of cores [SOLVED]
Replies: 28
Views: 1850

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

Hi, I uncovered some interesting behaviour that I had never noticed before when running a genetic optimization with varying number of cores. I would really appreciate some guidance on this as I want to make sure that increasing cores doesn't mean reducing GA efficacy. Firstly a link to all one needs...
by wilkinsw
01 Feb 2018
Forum: MultiCharts
Topic: Can't specify slippage for each instrument within one strategy [SOLVED]
Replies: 5
Views: 361

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

This functionality is especially needed for futures backtesting. Different futures can have different slippages since their tick sizes and bigpointvalues can vary greatly. For example: Emini S&P can have a slippage of one tick $12.5, while VX futures' on tick worth $50. And the slippage will va...
by wilkinsw
31 Jan 2018
Forum: MultiCharts
Topic: Partially Filled Orders Replacement - Strange behaviour in MC11 15566 [SOLVED]
Replies: 3
Views: 354

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

I haven't had a single issue since I reported this. Originally, after upgrading to MC11 15566 I suffered multiple undesired partfill+order delete events. But haven't suffered anymore since.
Apologies....don't know exactly what has happened here.
by wilkinsw
29 Jan 2018
Forum: MultiCharts
Topic: Manage trade between plus brokers
Replies: 1
Views: 163

Re: Manage trade between plus brokers

My experience: A) You can connect to multiple brokers at once, but you'll need to copy and paste the chart with the active signal for each additional broker (ie one chart = one broker). B) I believe Interactive Brokers allow you to allocate trades between different seperate sub accounts at IB allowi...
by wilkinsw
29 Jan 2018
Forum: MultiCharts
Topic: Can't specify slippage for each instrument within one strategy [SOLVED]
Replies: 5
Views: 361

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

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


Instrument A: $20 per lot
Instrument B: $10 per lot
by wilkinsw
24 Jan 2018
Forum: MultiCharts
Topic: Can't specify slippage for each instrument within one strategy [SOLVED]
Replies: 5
Views: 361

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

Hi, I'm hoping to get this feature introduced in MC12 if possible??? https://www.multicharts.com/pm/public/multicharts/issues/MC-1708 My Solution: -In PT, right click an instrument in a strategy. Click "Format Instruments" -Simply add a tab here titled "Costs" Job done! Seperatel...
by wilkinsw
22 Jan 2018
Forum: MultiCharts
Topic: CQG data errors in realtime through Multicharts
Replies: 5
Views: 498

Re: CQG data errors in realtime through Multicharts

Hi Henry, I'm sending over a workspace and code shortly. In the meantime this is the first example of the bug today in WTI Crude: cl example.PNG The left chart was the original and the right the copy generated after an IQfeed:CQG "data difference" was flagged. In short, what you see is tha...
by wilkinsw
22 Jan 2018
Forum: MultiCharts
Topic: CQG data errors in realtime through Multicharts
Replies: 5
Views: 498

Re: CQG data errors in realtime through Multicharts

Hi Henry,

I'll setup a test space on my end and get back to you.
by wilkinsw
17 Jan 2018
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 12
Views: 1634

Re: New Monte Carlo simulator

wilkinsw, This case has been forwarded to development team for analysis. Hi, Just chasing up for any updates please? https://www.multicharts.com/pm/public/multicharts/issues/MC-2397 Just to repeat the issue: MC monte carlo sim can ONLY be used when a signal(s) has one position at a time. Otherwise ...
by wilkinsw
16 Jan 2018
Forum: MultiCharts
Topic: CQG data errors in realtime through Multicharts
Replies: 5
Views: 498

Re: CQG data errors in realtime through Multicharts

Hi Henry, I've updated to MC 15566 in the hope of a fix for the CQG history/realtime mismatches, but unfortunately I'm still finding they exist. I know this because I'm currently running duplicate charts side by side....1x IQfeed fed and 1x CQG fed. On the odd occassion they are generating different...
by wilkinsw
16 Jan 2018
Forum: MultiCharts
Topic: Partially Filled Orders Replacement - Strange behaviour in MC11 15566 [SOLVED]
Replies: 3
Views: 354

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

Hi, I'm finding that most of the time my partfilled orders are immediately getting cancelled in MC11 15566. Note, I'm not trying to convert to market when partfilled here. MC is typically immediately cancelling the balance and then submitting exit OCO's for the partfill quantity. I can't work out wh...
by wilkinsw
11 Jan 2018
Forum: MultiCharts
Topic: How to exit from multiple entries
Replies: 3
Views: 276

Re: How to exit from multiple entries

You could easily achieve what you need by flagging your exit condition using an array. array: exitarray[50](0) for ii=0 to posTradecount(0)-1 begin exitarray[ii]=0 end; for ii=0 to posTradecount(0)-1 begin if currentbar-PosTradeentryBar(0,ii)=TimeStop then exitarray[ii]=1 ; end; //then you have to l...
by wilkinsw
03 Jan 2018
Forum: MultiCharts
Topic: CQG: Convert stop orders guaranteed to be executed to market orders [SOLVED]
Replies: 1
Views: 303

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

Hi, Can someone shed some light on the new optional broker profile setting for cqg please? "Convert stop orders guaranteed to be executed to market orders" Not sure what that means exactly. I would guess it means if a buy stop order is sent to the exchange with stop trigger price below the...
by wilkinsw
06 Dec 2017
Forum: MultiCharts
Topic: CQG data errors in realtime through Multicharts
Replies: 5
Views: 498

CQG data errors in realtime through Multicharts

Hi, I've noticed that CQG realtime data will plot open and closing prices on intraday bars that are wrong. 1) Wrong relative to other feeds (IQfeed and TS) 2) Wrong relative to itself: when you reload the data the errors are corrected. I never seen this "on the fly" erroneous data in IQfee...
by wilkinsw
01 Dec 2017
Forum: MultiCharts
Topic: Massive data slowdown (IQfeed) [SOLVED]
Replies: 3
Views: 318

Re: Massive data slowdown (IQfeed) [SOLVED]

IQfeed have confirmed that they had a server issue.

I confirmed that they'll be losing my business.
by wilkinsw
01 Dec 2017
Forum: MultiCharts
Topic: Massive data slowdown (IQfeed) [SOLVED]
Replies: 3
Views: 318

Massive data slowdown (IQfeed) [SOLVED]

Hi I use Multicharts 10. A friend uses MC11. We both use IQfeed. During the Flynn news at 1600gmt (1100et) my datafeed slowed and lagged. It eventually was lagging by almost 10mins. Then the data stopped altogether. The only way to get things going again was to delete the symbols and re-add them to ...
by wilkinsw
28 Nov 2017
Forum: MultiCharts
Topic: "If open next bar" behaviour
Replies: 3
Views: 538

Re: "If open next bar" behaviour

Hi Henry, I noticed a fixed bug in MC11: "Fixed bug in which SessionLastBar was not working correctly in Open Next Bar mode." How was it not working correctly? I'm not ready to upgrade to MC11 yet for my live trading. Could you shed light on what was happening in the above bug please? Is i...
by wilkinsw
14 Nov 2017
Forum: MultiCharts
Topic: DOM display in "k". How to change? [SOLVED]
Replies: 1
Views: 267

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

dom.png
dom.png (15.94 KiB) Viewed 267 times


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

Thanks.
by wilkinsw
10 Nov 2017
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 12
Views: 1634

Re: New Monte Carlo simulator

Hi Pablo, Apologies, I should've read that you were talking about shuffled trades and not distribution analysis. I ran a test for you. A signal that generates lots of 1 lot entries and exits. But on one day only.... generates orders for 1000000 lots. If the shuffled curves were indeed replacing as y...
by wilkinsw
10 Nov 2017
Forum: MultiCharts
Topic: MULTICHARTS 11.0 RELEASE
Replies: 85
Views: 12930

Re: MULTICHARTS 11.0 RELEASE

Hello, Just to let you know, here with MC 11 I have some serious cursor display lag as soon as there are signals on a chart. See attached video. Regards, Mydesign When is MC12 out? The slowdowns on charts with signals applied is making MC11 unusable for me. Am wondering why isn't everyone suffering...
by wilkinsw
10 Nov 2017
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 12
Views: 1634

Re: New Monte Carlo simulator

Is it possible the shuffled trades monte-carlo analysis is using more of one time the same trade? I´ve been observed it and there is a big difference between MC Monte-Carlos shuffled analysis and the same analysis done with other software like Market System Analyzer. If the trades are used once the...
by wilkinsw
12 Oct 2017
Forum: MultiCharts
Topic: CQG DOM Hangs / freezes whole of Multicharts
Replies: 1
Views: 248

CQG DOM Hangs / freezes whole of Multicharts

Hi,

Is anyone else noticing that when first opening a DOM (driven by CQG data) or when changing instruments.....the DOM and entire Multicharts platform will freeze for 1-2mins?
by wilkinsw
08 Aug 2017
Forum: MultiCharts
Topic: Portfolio Trader -- Bar Magnifier, IOG, Extended Backtesting [SOLVED]
Replies: 10
Views: 3087

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

Hi,

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

Thanks.
by wilkinsw
04 Aug 2017
Forum: MultiCharts
Topic: Is it possible to connect to two different IQfeed accounts from one Multicharts [SOLVED]
Replies: 1
Views: 326

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

Hi,

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

Thanks.
by wilkinsw
31 Jul 2017
Forum: MultiCharts
Topic: Partfills - Are they detectable within powerlanguage at all?
Replies: 5
Views: 525

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

I'll test it myself on Monday Ok - I've ran some more tests. Please bear in mind that I can't use "marketposition_at_broker" as I would have to create a sub-account for every signal I trade with my broker, for it to make sense. Even if the broker didn't mind.... it would be an admin night...
by wilkinsw
29 Jul 2017
Forum: MultiCharts
Topic: Partfills - Are they detectable within powerlanguage at all?
Replies: 5
Views: 525

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

Thanks for taking the time to reply Faraz. Silly question: I assume your IOG solution includes the setting; "Replace to market partially fill orders" being turned ON? Else why would "#return" event trigger a market order for the balance? Seperately, this solution doesn't meet my ...
by wilkinsw
28 Jul 2017
Forum: MultiCharts
Topic: Partfills - Are they detectable within powerlanguage at all?
Replies: 5
Views: 525

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

I've done my own sim testing and found the following: using IOG=ON and: print(barstatus(1)=2, " , ",currentcontracts, " , ",openentrycontracts(0), " , ",getappinfo(aicalcreason)); When trying to fill 600 lots (marketable limit order) to force a partfill situation all po...
by wilkinsw
28 Jul 2017
Forum: MultiCharts
Topic: Partfills - Are they detectable within powerlanguage at all?
Replies: 5
Views: 525

Partfills - Are they detectable within powerlanguage at all?

Hi,

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

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

What would OpenEntryContracts(0) return?

Thanks.
by wilkinsw
27 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 674

Re: Exit order is cancelling and resubmitting instead of modifying

The option "Allow up to ... entry orders in the same direction as the currently held position..." doesn't affect the quantity of orders sent, it affects how many orders can be filled. In case 1 order is already filled and it's specified to allow 1 order in the same direction, the rest of ...
by wilkinsw
27 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 674

Re: Exit order is cancelling and resubmitting instead of modifying

Hi Kristina, The engineers have checked the logs for this case and specified that everything worked as expected. Your price orders were cancelled because you have manually placed a market order. Market and Price orders cannot be sent in one group. When there are active price orders at the broker and...
by wilkinsw
27 Jul 2017
Forum: MultiCharts
Topic: What happen when......?
Replies: 5
Views: 410

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

Wow massive questions there buddy. To be honest I'd rather not advise you on IOG (intrabarordergeneration) as you really have to get stuck in and learn it yourself as it is full of nuances. If you've got a realtime data provider then setup the "Paper Trader" broker profile and get busy pri...
by wilkinsw
27 Jul 2017
Forum: MultiCharts
Topic: Holes in Walk Forward WFA data - missing runs.
Replies: 1
Views: 277

Holes in Walk Forward WFA data - missing runs.

missing runs in wfa.PNG On the odd occassion I'm seeing missing runs in the WFA report. I can't account for it and was wondering if there is anything in the logs that explains the holes? I've uploaded logs via the Feedback tool. I find it hard to believe that there are missing runs due to no fit pe...
by wilkinsw
27 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 674

Re: Exit order is cancelling and resubmitting instead of modifying

The last issue (multiple entries when only one is permitted when backtesting) was fixed by turning ON optimize order flow. I have that on for all my live trading...but didn't realise it was the reason why my strategies are only sending one signal at a time and why my backtesting is being correctly r...
by wilkinsw
26 Jul 2017
Forum: MultiCharts
Topic: What happen when......?
Replies: 5
Views: 410

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

yep , market.

Get a new broker. Otherwise IOG may be your only option.
by wilkinsw
26 Jul 2017
Forum: MultiCharts
Topic: Backtesting net of investment advisor fees
Replies: 4
Views: 379

Re: Backtesting net of investment advisor fees

I personally save performance reports to excel then simple copy and paste the daily P&Ls into my VAMI calculating excel sheet. I use broker statements which mean that I have a p&l for every day. If using the performance report daily section... it will only report a daily p&l if you trade...
by wilkinsw
26 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 674

Re: Exit order is cancelling and resubmitting instead of modifying

Thanks Kristina. I've just sent another feedback report that shows two orders being sent on the same bar, when live, despite settings prohibiting it (using Paper trader) and despite the backtest also only permitting one trade per bar. Would be good to know what's happened there. Very simple strategy...
by wilkinsw
26 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 674

Re: Exit order is cancelling and resubmitting instead of modifying

Have just sent it. In the example I've just sent it is a NON-IOG version and demos the stop being cancelled each bar.
by wilkinsw
26 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 674

Re: Exit order is cancelling and resubmitting instead of modifying

Paper Trader. TS data. Will do when I get a mo.
by wilkinsw
26 Jul 2017
Forum: MultiCharts
Topic: Exit order is cancelling and resubmitting instead of modifying
Replies: 10
Views: 674

Exit order is cancelling and resubmitting instead of modifying

Hi, I've uncovered that modifying an exit order size causes a cancel and re submission instead of a modify. Obviously that is not desired behaviour and does not happen for entry orders from what I can see. Use the following code to demo: RecalcLastBarAfter(0.1); [IntrabarOrderGeneration=true]; input...
by wilkinsw
26 Jul 2017
Forum: MultiCharts
Topic: What happen when......?
Replies: 5
Views: 410

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

SA mode: Default: you are long 2000 shares until either: a) your target gets completely filled. You are flat. or b) your stoploss gets hit..... note that your stoploss size will be amended following your partfill, to 2000 shares. Therefore you're now flat. Specify to convert to market unfilled order...
by wilkinsw
24 Jul 2017
Forum: MultiCharts
Topic: Limit entries from the same signal in this strategy to once per bar [SOLVED]
Replies: 2
Views: 301

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

So six different entry names in one signal means a max of 6 trades per bar with that setting. Thanks.
by wilkinsw
24 Jul 2017
Forum: MultiCharts
Topic: Limit entries from the same signal in this strategy to once per bar [SOLVED]
Replies: 2
Views: 301

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

Hi,

Under IOG settings:

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

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

Thanks.
by wilkinsw
19 Jul 2017
Forum: MultiCharts
Topic: Strategy Properties Window too small in Windows Server 2016 [SOLVED]
Replies: 1
Views: 356

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

Hi, Windows in Multicharts (this one is MC10 14045) are coming out small. This is the first time I've tried it in Windows server 2016. Normal setting on visual effect, font etc. 1920x1080 pixels. The strategy properties one in particular can't be resized and I have user defined radio buttons and fie...
by wilkinsw
19 Jul 2017
Forum: MultiCharts
Topic: Emulate Limit orders ...... hack? [SOLVED]
Replies: 2
Views: 419

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

Gotya. Thanks for clarifying. Looks like I'll be needing IOG then.
by wilkinsw
19 Jul 2017
Forum: MultiCharts
Topic: Computer Hardware - CPU Selection
Replies: 4
Views: 730

Re: Computer Hardware - CPU Selection

There's a thread on it somewhere regarding optimisation speeds and benchmarks. Multicharts/windows OS's aren't 100% scaleable and performance returns diminish with threads. I think there's also a cap on Ram in Windows OSs. Point being, splashing out on a massive multi-processor is gonna be annoying ...
by wilkinsw
19 Jul 2017
Forum: MultiCharts
Topic: Cancel and Resubmit instead of Modify - Predator algos [SOLVED]
Replies: 1
Views: 285

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

Hi, As some of you may be aware, CME last year rolled out their "market by order" data feed. Eurex and ICE have had something similar in place for a few years now. Quants typically refer to these datafeeds as level 3 data. It is advisable to google and read up on what information is broadc...
by wilkinsw
19 Jul 2017
Forum: MultiCharts
Topic: Emulate Limit orders ...... hack? [SOLVED]
Replies: 2
Views: 419

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

I like the in built option of being able to emulate stop and stoplimit orders locally. I am also very interested in trying to emulate limit orders locally too. I've got some ideas as to how this might be done without IOG enabled. First I need clarification on the behavior of certain features within ...
by wilkinsw
10 Jul 2017
Forum: MultiCharts
Topic: Wrong position size in OPT from CQG API in Multicharts
Replies: 1
Views: 236

Wrong position size in OPT from CQG API in Multicharts

Hi, I use MC 64 10 13626 with CQG API. For the last few months I see the following behaviour about once a week: In the OPT under “open positions” the number of lots long/short will be wrong for a given instrument. I verify this by cross validating against the CQG Trader platform and with the broker....
by wilkinsw
05 Jul 2017
Forum: MultiCharts
Topic: IOG when backtesting help. [SOLVED]
Replies: 1
Views: 249

IOG when backtesting help. [SOLVED]

Hi,

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

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

Does bar magnifier effect this?

Thanks!
by wilkinsw
14 Mar 2017
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 22539

Re: MULTICHARTS 10.0 RELEASE

I love it when speculating leads to winning.
by wilkinsw
14 Mar 2017
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 22539

Re: MULTICHARTS 10.0 RELEASE

Hi, According to that picture your broker is showing a bid 3 handles above your chart price, not the same. If I were to take a wild guess... you have a chart symbol mapped to the wrong broker symbol. If I were to double up on guesses I'd say you have a Sep 2017 chart symbol mapped to the Jun 2017 br...
by wilkinsw
06 Mar 2017
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 22539

Re: MULTICHARTS 10.0 RELEASE

Hi CrazyNasdaq, I don't have the issue you've described. I only use custom contracts and trade various CME and Eurex products. I'm sure Multicharts support will get to the route of your issue pronto when in a chat session. For Dax march 17 and Dax June 17 contracts... : What do you have as the expir...
by wilkinsw
14 Feb 2017
Forum: MultiCharts
Topic: Portfolio optimization
Replies: 5
Views: 795

Re: Portfolio optimization

Hi Henry,

Ok, will do. Thanks for shedding light on it. I think it'd be great to at least have the options to add it in for when doing a test that requires those fields to be calculated. Maybe add it somewhere within PT settings (maybe in one the dropdown menus).
by wilkinsw
10 Feb 2017
Forum: MultiCharts
Topic: Filled before chart updates: Causing an error
Replies: 5
Views: 642

Re: Filled before chart updates: Causing an error

Hi Angelina,

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

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

Thanks!
by wilkinsw
09 Feb 2017
Forum: MultiCharts
Topic: Portfolio optimization
Replies: 5
Views: 795

Re: Portfolio optimization

PT optimization field very limited.PNG Henry, The optimization output fields are very limited in Portfolio Trader. Can this be bulked up in the next update please? There's no reason not to have many of the fields available in MC, in PT. E.g. Return on account, average trade, profit factor. Currentl...
by wilkinsw
09 Feb 2017
Forum: MultiCharts
Topic: Filled before chart updates: Causing an error
Replies: 5
Views: 642

Re: Filled before chart updates: Causing an error

Hi, Can MC get back to me with answers regarding my questions above. Is AA mode the solution? Is AA mode the only solution? My code dictates that once filled exit orders are immediately sent and worked. Is there a difference between SA and AA modes regarding the event that triggers the exit orders t...
by wilkinsw
01 Feb 2017
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 12
Views: 1634

Re: New Monte Carlo simulator

Very much looking forward to it getting released. Currently the Monte Carlo sim only produces relevant data for a single signal, that can only hold one position at a time. I'm hoping my suggestion of providing an option to resample "daily P&L," instead of trade list, will be a very sim...
by wilkinsw
25 Jan 2017
Forum: MultiCharts
Topic: All studies on a chart will randomly turn OFF from time to time
Replies: 10
Views: 743

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

Hi, For the last 2 years or so there's been an issue I occasionally run into that I've never got to the bottom of and haven't been able to reproduce. I run about 80 live charts. About once every 2 weeks, I will discover that a chart has turned all it's studies "off". Considering some of th...
by wilkinsw
12 Jan 2017
Forum: MultiCharts
Topic: Filled before chart updates: Causing an error
Replies: 5
Views: 642

Filled before chart updates: Causing an error

Hi, I've just had an event occur that I haven't seen before and would like advice on how I avoid it happening again please. In SA mode.....and flat.......using CQG as broker and IQfeed and data feed....... I got filled long before the datafeed updated on a fast and sudden move. The fill event caused...
by wilkinsw
05 Jan 2017
Forum: MultiCharts
Topic: New Monte Carlo simulator
Replies: 12
Views: 1634

New Monte Carlo simulator

Hi, I've been playing around with the new MC (monte carlo) simulator. When running on individual signals applied to one instrument, it seems fine. As an example I typically find the 5 percentile worse case drawdown to be about 2-3 times the backtest drawdown. That feels right to me. However, when I ...
by wilkinsw
03 Jan 2017
Forum: MultiCharts
Topic: "Sessionlastbar" behaviour in realtime
Replies: 3
Views: 534

Re: "Sessionlastbar" behaviour in realtime

Hi Henry, I think I may have run into an issue when using "sessionlastbar" to assign a value to a variable, when trading live. How is it known when a tick is the "last tick" of the session? What is the exact logic please. Is it done on a timer, ie once time>=session end time + ti...
by wilkinsw
21 Dec 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 22539

Re: MULTICHARTS 10.0 RELEASE

Hi, I've found another optimization report bug. When saving the report as a CSV and then opening in excel, columns shown don't reflect the preferred columns specified under "spreadsheet view settings". If one is to specify only certain metrics in the optim report window, then save it as a ...
by wilkinsw
15 Dec 2016
Forum: MultiCharts
Topic: "Sessionlastbar" behaviour in realtime
Replies: 3
Views: 534

"Sessionlastbar" behaviour in realtime

Hi, How does sessionlastbar toggle to TRUE in realtime trading? What does it check exactly? If close time of session is 1320 and I have a 30min timeframe chart......On the first tick received after 1300, does sessionlastbar=true? Or is it doing it retrospectively? Say on the first tick of the new se...
by wilkinsw
15 Dec 2016
Forum: MultiCharts
Topic: "If open next bar" behaviour
Replies: 3
Views: 538

"If open next bar" behaviour

Hi, Would someone kindly shed some light on the particulars of how "open next bar" command alters how the code is interpreted? I have it running in some of my code, just to check that I'm going to send stop orders that won't be rejected due to a large change in the opening price of the nex...
by wilkinsw
15 Dec 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 22539

Re: MULTICHARTS 10.0 RELEASE

If I resize the optimization report columns and then close the report window and reopen, the report doesn't preserve my column sizing. This was not the case pre MC10. It's a real issue too because to access the performance report window and navigate its tabs is impossible whilst the optmization repo...
by wilkinsw
07 Dec 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 22539

Re: MULTICHARTS 10.0 RELEASE

Yes. If I open a workspace that breaches 7500 objects, then close that workspace. Then close another workspace, that was already open. Then try to reopen the workspace that I just closed, I get the 7500 breach message.
by wilkinsw
06 Dec 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 22539

Re: MULTICHARTS 10.0 RELEASE

Hi,

I've noticed that if you exceed 7500 GDI objects. Then if you remove, say 2000 (now 5500 total), then MC10 still thinks 7500 GDI objects are active and will not let you add anymore objects. Eventually, you are forced to restart MC.
by wilkinsw
24 Nov 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 22539

Re: MULTICHARTS 10.0 RELEASE

Answering my own question....... Seemingly sizing can't be run post trade list resampling. Is there a way around this that anyone can think of? Maybe by using the PMMS feature in Portfolio Trader? A key feature of Monte Carlo simulation is to estimate drawdown risks at various levels of aggression, ...
by wilkinsw
24 Nov 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 22539

Re: MULTICHARTS 10.0 RELEASE

Great to see a Monte Carlo simulator has been added! I'm wondering - does it handle sizing rules correctly when resampling? Is it simply cutting up and resdistributing the trade list (whilst preserving trade size) or Is it cutting up and redistributing the trade signals, AFTER WHICH sizing rules are...
by wilkinsw
22 Nov 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 22539

Re: MULTICHARTS 10.0 RELEASE

Hi, A fix to the issue described below doesn't appear to have been implemented as promised: https://www.multicharts.com/discussion/viewtopic.php?f=1&t=50228&p=123709#p123737 Will it be possible to have a hotfix please? As a reminder - the concept of user defined Time In Force fill assumption...
by wilkinsw
10 Nov 2016
Forum: MultiCharts
Topic: Need to label a sorted array on screen- any ideas ? [SOLVED]
Replies: 7
Views: 1437

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

Here's a head scratcher..... Why, if I take JoshM's code and change it as to not use the ZERO array index, then the sort function doesn't succeed in sorting. Is there something about the Sort2DArrayByKey function that I'm missing? Variables: x(0); Arrays: Sectors[10](""), Returns[10, 2](0)...
by wilkinsw
07 Nov 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE CANDIDATE
Replies: 21
Views: 3805

Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Thanks Henry. That'll work for me. My point was also that the "Day" behaviour is the only correct behaviour. Therefore it makes sense (at least to me) to remove Day/GTC option altogether and just keep the Day behaviour. The manner in which Multicharts believes GTC orders are filled is inco...
by wilkinsw
04 Nov 2016
Forum: MultiCharts
Topic: Filled same price
Replies: 2
Views: 424

Re: Filled same price

Name your entry. Then code exits that reference that name and that aren't sitting in a marketposition condition. Change in marketposition is only detected when the first tick of the next bar is received (using normal, non IOG, settings). E.g. Buy ("entry1") 1 shares next bar at var1 limit;...
by wilkinsw
04 Nov 2016
Forum: MultiCharts
Topic: Portfolio Walk Forward Error. Insufficient data samples.
Replies: 4
Views: 695

Re: Portfolio Walk Forward Error. Insufficient data samples.

Hi Henry, Thanks for your help on this. The registry file you sent me worked in an MC10 32bit that I tested it on. Very much appreciated. Unfortunately, I have to hold off using MC10 Portfolio Trader, until the default GTC TIF fill assumption is removed as it is incorrect, as I've described here: ht...
by wilkinsw
04 Nov 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE CANDIDATE
Replies: 21
Views: 3805

Re: MULTICHARTS 10.0 RELEASE CANDIDATE

New fill assumptions are still incorrect: impossible fills 2.PNG Users: The GTC/DAY TIF backtesting assumption is not correct. When running backtests within MC please make sure to always select "DAY". "DAY" behaviour is correct. Unfortunately the option to select "DAY" ...
by wilkinsw
04 Nov 2016
Forum: MultiCharts .NET
Topic: 2 Computers - How to speed up performance in Multicharts?
Replies: 34
Views: 8307

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

Re Speed......... 1) Very affordable 4c/8thread Haswell i7s should do the provided benchmark optmisation in about 40 seconds... So I'd recommend to just load up on those. 2) If squeezing performance out of a server, make sure to turn on the "high performance" power plan! Also to prioritise...
by wilkinsw
01 Nov 2016
Forum: MultiCharts
Topic: Portfolio Walk Forward Error. Insufficient data samples.
Replies: 4
Views: 695

Re: Portfolio Walk Forward Error. Insufficient data samples.

Hi JoshM, I can run a successful anchored WFA on just one instrument at a time (any), but not with multiple instruments (it sometimes lets me with just 2-3 instruments). The signal shown in the example, I only optimise up to a 20 bar max value. So 50 mbb value shouldn't be an issue. In any case, it ...
by wilkinsw
31 Oct 2016
Forum: MultiCharts
Topic: Portfolio Walk Forward Error. Insufficient data samples.
Replies: 4
Views: 695

Portfolio Walk Forward Error. Insufficient data samples.

insufficient data error.PNG This error arises almost everytime "anchored" is selected and I don't know why. I've attached the portfolio that I was testing. I will share the instruments with MC. Seemingly, no matter what walk forward settings (as long is anchored) I use, it triggers the er...
by wilkinsw
26 Oct 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 2
Replies: 35
Views: 4228

Re: MULTICHARTS 10.0 BETA 2

fback.PNG Hi Henry, Can you shed more light on what boxes I need to select for various issues. MC went into a cycle of repeated hangs this morning. I went to submit logs using the feedback tab and selected: -logs -mini dump -upload This process then slowed MC even further. After 15min I had to canc...
by wilkinsw
26 Oct 2016
Forum: MultiCharts
Topic: MultiCharts privacy, security and broker relationship? [SOLVED]
Replies: 30
Views: 1573

Re: MultiCharts privacy, security and broker relationtionshi [SOLVED]

All good questions. Definitely trust no one. Ask your broker for sponsored access to exchanges and ask if your orders are going straight to exchange or not. I have sponsored access with Marex Spectron as my broker, who hadn't even heard of Multicharts until I introduced them. So I'd be surprised if ...
by wilkinsw
24 Oct 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 2
Replies: 35
Views: 4228

Re: MULTICHARTS 10.0 BETA 2

Ok Henry, will do. Thanks.
by wilkinsw
21 Oct 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 2
Replies: 35
Views: 4228

Re: MULTICHARTS 10.0 BETA 2

So far, everytime I've shutdown MC 10, the PL editor process doesn't terminate.
by wilkinsw
21 Oct 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 2
Replies: 35
Views: 4228

Re: MULTICHARTS 10.0 BETA 2

I'm using CQG API with MC10 beta2. I'm finding that I can't get any OCOs that involve a stop order to work in MC10 beta 2. I also have the Eurex regulatory ID hotfix applied, fyi. Do any users out there have evidence to the contrary? I'm probably the only one with the hotfix, but I'd be surprised if...
by wilkinsw
09 Aug 2016
Forum: MultiCharts
Topic: Orders never sent / updated on the first tick of the session
Replies: 2
Views: 724

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

I use MC and CQG API. When the markets open (any market....CME 2300gmt , Eurex 0700gmt etc) if my strategy specifies that orders should be modified or new orders sent, they aren't.....ever! It's as if the first tick of the session (the event that should trigger script execution) is ignored. I have t...
by wilkinsw
05 Jun 2016
Forum: MultiCharts
Topic: Multicharts drops IQeed / loss of realtime data
Replies: 1
Views: 671

Multicharts drops IQeed / loss of realtime data

Hi, I'm repeatedly seeing Multicharts lose realtime data from IQfeed at the 1700ct session open for Globex products. Sometimes all products, sometimes just one. Am using IQfeed 5.2.1.0 The IQwatchquote app and "status" show that IQfeed is connected and I can pull up realtime data. So it se...
by wilkinsw
29 Apr 2016
Forum: MultiCharts
Topic: CME JPY futures specs
Replies: 12
Views: 3203

Re: CME JPY futures specs

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

I will provide evidence in due course.......
by wilkinsw
26 Apr 2016
Forum: MultiCharts
Topic: CME JPY futures specs
Replies: 12
Views: 3203

Re: CME JPY futures specs

Also, How exactly is MC converting the incoming 7 decimal place Yen price data into 6 decimal places? Sometimes it rounds correctly other time is appears to be rounding to a floor. So sometimes 31.5 gets converted to 32. Other times to 31. The reason I ask, is that if I can calculate signals for bac...
by wilkinsw
26 Apr 2016
Forum: MultiCharts
Topic: CME JPY futures specs
Replies: 12
Views: 3203

Re: CME JPY futures specs

Hi Henry, I'm looking to trade CME Yen futures. Would there be any workaround you could think of whereby I can carry on using MC 9.0 (as I want to maintain my CQG COM API connection and not use the WEB API [as it requires subscribing to realtime CQG data!]) but get an extra decimal place on Yen futu...
by wilkinsw
07 Apr 2016
Forum: MultiCharts
Topic: CME JPY futures specs
Replies: 12
Views: 3203

Re: CME JPY futures specs

Any updates? What's the eta?

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

http://pages.cmegroup.com/subscription- ... gn-in.html
by wilkinsw
04 Apr 2016
Forum: MultiCharts
Topic: Handling Partfills [SOLVED]
Replies: 2
Views: 671

Re: Handling Partfills [SOLVED]

Thanks Katrin. So , as these keywords's don't change value until a full fill is completed.... I guess the best workaround is to break entries and exits into 1 contract parts. So where before we had.... buy ("longentry") 10 contracts next bar at x limit instead we can do.... buy ("long...
by wilkinsw
30 Mar 2016
Forum: MultiCharts
Topic: Handling Partfills [SOLVED]
Replies: 2
Views: 671

Handling Partfills [SOLVED]

Hi, I've looked and can't find any literature on the following. Any advice would be much appreciated. When I get partfilled, corresponding OCO orders (stop+target) do not get submitted until I'm completely filled. I would like a partfill to trigger OCO orders corresponding to the partfill size. Curr...
by wilkinsw
04 Feb 2016
Forum: MultiCharts
Topic: Walk forward optimisation In sample period and maxbarsback [SOLVED]
Replies: 4
Views: 594

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

Re-read it....... "the first sample begins at the 1001st bar of your chart." because of mbb, value of 1000 = x in sample of 10,000 bars = y therefore the answer to my question was x+y= 11000 (11001). Note that i said the FIRST in sample period. (was tempted to say "try rereading my an...
by wilkinsw
04 Feb 2016
Forum: MultiCharts
Topic: Walk forward optimisation In sample period and maxbarsback [SOLVED]
Replies: 4
Views: 594

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

Thanks TJ.

So the answer was "B)". Thanks for clearing that up.
by wilkinsw
04 Feb 2016
Forum: MultiCharts
Topic: Walk forward optimisation In sample period and maxbarsback [SOLVED]
Replies: 4
Views: 594

Walk forward optimisation In sample period and maxbarsback [SOLVED]

Hi, I should know this but..... If I specify an in sample period of 10,000 bars and my maxbarsback setting is 1000, then when does the first in sample period end? A) 10,000 bars into the chart B) 11,000 bars into the chart Is the mbb setting part of the the IS period or pre IS period?? Many thanks, ...
by wilkinsw
07 Jan 2016
Forum: MultiCharts
Topic: CME JPY futures specs
Replies: 12
Views: 3203

Re: CME JPY futures specs

Any updates? Am looking to trade Yen but won't until this is fixed. Isn't there a patch that can be quickly created for this? When will 10 be along roughly?
by wilkinsw
05 Jan 2016
Forum: MultiCharts
Topic: MCContainerShared.dll What is it and why is IE blocking it?
Replies: 5
Views: 2816

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

All fixed. Thanks.

Which windows were being blocked? It would be good to know just to check.
by wilkinsw
27 Dec 2015
Forum: MultiCharts
Topic: MCContainerShared.dll What is it and why is IE blocking it?
Replies: 5
Views: 2816

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

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

Many thanks!
by wilkinsw
15 Oct 2015
Forum: MultiCharts
Topic: Extended backtesting mode needs tweaking
Replies: 4
Views: 941

Re: Extended backtesting mode needs tweaking

Has this been acknowledged?
by wilkinsw
15 Oct 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 8481

Re: Limit Orders with incorrect fills [SOLVED]

Hi Henry,

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

?
by wilkinsw
09 Sep 2015
Forum: MultiCharts
Topic: Extended backtesting mode needs tweaking
Replies: 4
Views: 941

Re: Extended backtesting mode needs tweaking

The third issue is the triggering and filling of stops. I simply don't understand the behavior in extended backtesting. It should be (as I'm sure is obvious): If last traded = sell stop trigger price then fill at bid (ideally wait for an updated bid first!) What seems to be happening instead is that...
by wilkinsw
09 Sep 2015
Forum: MultiCharts
Topic: Extended backtesting mode needs tweaking
Replies: 4
Views: 941

Re: Extended backtesting mode needs tweaking

It would make ones life easier if MC can address both of these incorrect modelling assumptions. There is a workaround that I use for handling the "price improvement / false fill on blip" event. I also advise anyone use this when backtesting on tick data. Simply put, you need to reference a...
by wilkinsw
09 Sep 2015
Forum: MultiCharts
Topic: Extended backtesting mode needs tweaking
Replies: 4
Views: 941

Re: Extended backtesting mode needs tweaking

The second issue I found, when using tick charts, occurs in the event of a large single matching event (a large aggressor order going through or a cascade of stops being triggered), aka a "blip". Because of the way market data is handled (FIX/FAST, MDP3.0 messaging etc), info on how the bo...
by wilkinsw
09 Sep 2015
Forum: MultiCharts
Topic: Extended backtesting mode needs tweaking
Replies: 4
Views: 941

Extended backtesting mode needs tweaking

extended backtest too harsh.PNG Tweaking is an understatement. Extended backtesting needs overhauling (please prove me wrong)! I'm assuming the point of extended backtesting is to enhance the accuracy of fill assumptions by referencing bid/ask data. There are three issues that I've identified that ...
by wilkinsw
09 Sep 2015
Forum: MultiCharts
Topic: Soybean custom future
Replies: 2
Views: 769

Re: Soybean custom future

I've attached screenshots for the settings I use.

Adapt them as you see fit.

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

soybean custom 1.PNG
soybean custom 1.PNG (22.09 KiB) Viewed 375 times
by wilkinsw
01 Sep 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1229

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

I don't specify stop limit and the order is never rejected. It goes on the market as a limit a few points away from my stop price in case the market moved insanely fast, I would fill but it remains a stop order monitored until price is met in which case it fills at that price and the limit is cance...
by wilkinsw
31 Aug 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1229

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

Prove me wrong re CME. You'll regret that one! All stop orders are sent as stop limit orders to globex, fact, else are rejected by the exchange gateway. Sounds like you did need the lesson mate! You obviously think the question was poorly formed as you never understood it! You seemed to think my que...
by wilkinsw
31 Aug 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1229

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

Happy to ask the question here Tony. The answer will then help others. When I said a "stop" order I meant a stop order. Ie An order with a trigger. I meant it the first time and still mean it now. Stop orders are NOT always sent as market orders once triggered. I'm not differentiating betw...
by wilkinsw
31 Aug 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1229

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

Tony, don't think you understood the question. By stop order, I mean stop order. What is the logic for stoptriggered=true in MC when running an extended backtest. Which price series is referenced for the trigger. It doesn't specify in the literature. The answer should be data1=trade. This is the cas...
by wilkinsw
30 Aug 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1229

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

Hi,

I'm running extended backtests using:

Data1: Trade
Data2: Ask
Data3: Bid

Which are triggering buy and sell stop orders?
by wilkinsw
26 Aug 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 8481

Re: Limit Orders with incorrect fills [SOLVED]

I've uncovered another bug.... When turning off "Fill limit order when trade price goes beyond limit price by x points" the fill price should AGAIN not be improved. It should still show a fill at 1182.4 (as in the previous post) and NOT 1182.5, as 1182.4 is the price specified to the limit...
by wilkinsw
25 Aug 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 8481

Re: Limit Orders with incorrect fills [SOLVED]

beta fill assumption intraday.PNG
beta fill assumption intraday.PNG (18.02 KiB) Viewed 4004 times
The intraday functionality of the Beta amendment is fine and is indeed an improvement (see attached)

Please, please, please try and see that MC have created a new issue here. Once fixed, you've got something very exciting here!
by wilkinsw
25 Aug 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 8481

Re: Limit Orders with incorrect fills [SOLVED]

I've attached an example erroneous fill, from a inter-day gap in the eurostoxx recently (60min chart) Beta fills assumption.PNG This fill is simply impossible!!! MC has created a new bug by trying to fix an old one. The fill should be placed at the open of the new session. If you roll out the next v...
by wilkinsw
25 Aug 2015
Forum: MultiCharts
Topic: Backtest Limit Orders with incorrect fills [SOLVED]
Replies: 32
Views: 8481

Re: Limit Orders with incorrect fills [SOLVED]

Henry, I simply think that you and Multicharts are not understanding me, unfortunately. Maybe I have used incorrect terminology somewhere? How am I asking for a different TIF to GTC?? I have no idea where you got that from at all! To be clear, when talking about "price improvement" I'm ref...

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