MultiCharts: Trading Software for Automated Trading and Backtesting

yosnappyj

I'm not going to argue about quality of data server. There's no need. We both know - we all know - that the reliability of your data feed is completely unacceptable in a commercial product. If you think it is not right you always have a choice. You leave me with none. Having persevered here for fiv...

yosnappyj

The problem is quite complicated and I'm passing it to QA department for investigation.

Thanks.

yosnappyj

Then are you able at least to quantify what you mean when you describe your product as "reliable"? For example, port 8000 had data outages today at around 1000GMT, 1024GMT, and at the time of writing is dead once again. Honestly, how can you continue to describe your product as "reliable" in these ...

yosnappyj

We’ve received ticks with future time from FXCM today. This is why we had problems. What safeguards are in place to guarantee the quality of the data you receive and pass on to your customers? What will happen next time you receive bad data on a Sunday night? Will your customers lose another half-d...

yosnappyj

Is there a problem with the uscad data yet, just wondering, dont seem to have no data, thanks

I'm also seeing no USD/CAD data on port 8000, and port 9000 is flatly refusing to connect.

yosnappyj

Anyone else having screwed up data problems tonite? Yep. The graphs seemed to be trying to function after a fashion last night at market open, but after an hour or so of patchy and inconsistent service interspersed with total lack of connection, I gave up and went to bed. This morning, the situatio...

yosnappyj

It is not bad. She had good time in the company and she is just moving to another city... "That's too bad" is just an idiomatic expression of mild disappointment or regret - in this case that the members of this forum (assuming that I'm not the only one left) will no longer enjoy the pleasure of Ms...

yosnappyj

GBP/USD is now missing yesterday's (Thursday 19/7/2007) bar from the 2-day chart, but only in one of the two possible permutations. Please see the attached .png

yosnappyj

I'm seeing one missing day in the GBP/JPY pair on port 8000. The missing day is Tuesday 17th July 2007. The day is displayed correctly in the daily chart and 4-day chart, but is missing from the 2-day and 3-day charts.

yosnappyj

Kate left in the company

That's too bad. If you're able to, please pass on my very best wishes.

so I will respond to your question the next week. I need time analyze the issue.

Thanks.

yosnappyj

In fact Kate's reply ("don't use 'bars back' charts") was quite helpful.

That's not to say, of course, that I wouldn't greatly appreciate a timely response to my other questions.

yosnappyj

Still no helpful answer to your complete questions from last month Yosnappyj - or perhaps it was a private reply?

In fact Kate's reply ("don't use 'bars back' charts") was quite helpful. But I haven't received any further response in private.

yosnappyj

The starting point only appears to shift to the new day one hour after NY close, which means that for that one hour, an n-day chart effectively displays X n-day bars, one 1-day bar, and one 1-hour bar, even after reloading. That seems to be the case whether I use exchange time or local time. I wond...

yosnappyj

... through 0945 GMT

... and at 1020 GMT I now have data.

yosnappyj

Complete absence of data here since market open, through 0620 GMT.

... through 0945 GMT

yosnappyj

Any one else having data problems or connection problems tonite, just wondering.

Complete absence of data here since market open, through 0620 GMT.

yosnappyj

I just noticed that MCFX is only downloading intraday data back to the 26/03/07.

It seems to be the case that intra-day data requested in "bars back" format is limited to three months at a time. If you request the data in "days back" form, you can get as much as you like.

yosnappyj

Currently the problem using "bars back" charts is that there is (or seems to me to be - we seem to disagree on that point) a lag of one hour between NY close, and MCFX re-plotting its n-day "bars back" charts on reload. That means that at NY close I'm not looking at a freshly completed n-day bar, b...

yosnappyj

In the interest of clarity, let me explain what it is I'm trying to do. I'm devising a set of rules for medium-term trade entry points based on candlesticks combined with a custom indicator in the n-day charts. Both the indicator and the candlestick formation are based on closing price, so I'm check...

yosnappyj

As far as I understand from your description you are requesting data in bars back? Right. If it is right, then the current logic of governing N-day charts is obvious. With respect, if it were obvious, I wouldn't need to ask for clarification. Bars back are calculated from a certain floating startin...

yosnappyj

It won't solve the problem if you remove dump files, till the problem is fixed they will be generated again. Understood, but it would at least liberate several GB of drive space in the short term, allowing me to continue working. MCFX appeared to be working fine - the first inkling I had of the pro...

yosnappyj

Please contact us via our Live Support before deleting them as we'd like analyze why MCFX generates so many dumps and then we will help you delete them. Thanks for the reply Kate. I no longer have the dump files: I had to close MCFX, and when I restarted it, the error folder was deleted automatical...

yosnappyj

The folder

MCFXCharting_Dump

at

Local Settings\Application Data\TS Support\MCFX

has acquired over 11,000 .dmp files with a total size of over 5 GB since I started MCFX yesterday afternoon. Can these files be safely deleted while the program is running without affecting its operation?

yosnappyj

Could someone (Andrew, Kate?) clarify the rules by which MCFX governs n-day charts? From what I've been able to figure out, it appears that at New York close (2100 GMT, 2300H my local time), a new candle is opened with the same timestamp as the most recent candle. [If the chart is not refreshed, but...

yosnappyj

I now have live data on port 8000 for EURUSD and GBPUSD, and Friday's missing daily bar has reappeared.

Connection status is cycling: No Connection - Reconnecting - Connection OK - No Connection, but data seems to be arriving correctly.

yosnappyj

8 am GMT - still stuck on Friday close

A few moments ago I was receiving GBPUSD data on port 8000, but nothing for EURUSD. At time of writing, GBPUSD is dead again.

yosnappyj

Connection status is "OK", but I've seen no price updates in any pair since the market reopened.

0445GMT - No change.

yosnappyj

Connection status is "OK", but I've seen no price updates in any pair since the market reopened.

As I write, I've closed MCFX to attempt to restart in Port 7000, but "firewall doesn't allow software to connect".

yosnappyj

My hunch is that this particular glitch is to do with the way your servers handle the Friday close, so it may be that this effect won't show up again until the weekend. Once again, the same effect. Friday's daily bar is missing from all the pairs I've looked at today: GBPUSD, EURUSD, GBPJPY, EURJPY...

yosnappyj

yes yosnappy, same thing here on two separate internet connections, intermittent reconnecting, trying to reconnect message. Constantly checking to make sure the data is up to date. Thanks for the corroboration. Following what I assume was another server outage and restart circa 1230GMT today, I'm s...

yosnappyj

At time of writing, connection status is now "OK" and stable.

yosnappyj

I've never said something without checking this information before. Now we have the Server Monitor that monitors the ports, alerts if something goes wrong with them and even restarts the server if it doesn't respond for some time. So when you noticed that there was no connection, this Server Monito...

yosnappyj

According to our information, at the time you pointed the server was working fine and no restarts have been traced. Thanks for your reply Kate. The fact that I'm seeing this behaviour on two independent connections makes me think that my connections (which are reliable for all other software, my tr...

yosnappyj

From about 2145GMT last night through this morning, up to the present moment (1000GMT) I'm seeing strange connection behaviour (on port 8000). The connection status will read "Connection OK" for a period of seconds or minutes, then "No Connection", then "Reconnecting...", then " Connection OK". This...

yosnappyj

Thank you for your attention. Both ports are up and running.

Thanks for your reply Kate.

Could you clarify: are you saying that at your time of writing both ports were working correctly, or that you believe the ports were operating correctly at the times I noted?

yosnappyj

...

0522GMT No Connection

...

0535GMT No Connection

...

yosnappyj

1512 GMT

No Connection

yosnappyj · Re: 23/05/2007 1125GMT - No Connection 1142GMT Service Resumes

1142GMT

Service Resumes

yosnappyj · Re: 23/05/2007 1125GMT - No Connection 1136 GMT No Connection

1136 GMT

No Connection

yosnappyj · Re: 23/05/2007 1125GMT - No Connection 1131GMT Service Resumes

1131GMT

Service Resumes

yosnappyj

Reconnecting...

No Connection

Reconnecting...

No Connection

Reconnecting...

No Connection

Reconnecting...

No Connection

Reconnecting...

No Connection

yosnappyj · Re: 21/05/2007 0910GMT - No Connection 0930GMT Service resumes

0930GMT

Service resumes

yosnappyj

Reconnecting... No Connection Reconnecting... No Connection Reconnecting... No Connection Reconnecting... No Connection Reconnecting... No Connection Reconnecting... No Connection Reconnecting... No Connection Reconnecting... No Connection Reconnecting... No Connection Reconnecting... No Connection ...

yosnappyj

0955GMT

I'm attempting to create charts in various timescales in the USDCAD pair, port 8000. MCFX will only give me n-tick, n-second, 1-hour, and n-day charts, with all other timescales (n-minute, n-hour) displaying "no data".

yosnappyj

"Nothing happens, nobody comes, nobody goes, it's awful!"

I now have data on port 8000, but timestamps are one hour ahead of local time. Is everyone else seeing this?

yosnappyj

1220GMT, Connection status "OK", and I've received no data on port 8000 for nearly thirty minutes. Charts are "Waiting for data", but no data comes. I feel like I'm waiting for Godot: "Nothing happens, nobody comes, nobody goes, it's awful!" Vladimir: Well? Shall we go? Estragon: Yes, let's go. They...

yosnappyj

Intermittent connection problems began again this morning. After a brief resumption of service at around 0830GMT, and another at 0900GMT that lasted a matter of minutes, MCFX is again refusing to connect. As a matter of simple honesty, I feel you should remove all use of the word 'reliable' from you...

yosnappyj

I really like your people and your charts but Im running out of excuses to tell myself on why I shouldnt be looking for something different.

Let me add my agreement. The situation is crazy - and I'm beginning to think I must be crazy to have persevered for so long. I'm actively seeking alternatives.

yosnappyj

My hunch is that this particular glitch is to do with the way your servers handle the Friday close, so it may be that this effect won't show up again until the weekend. Here's another example of the same behaviour. Friday's candle has disappeared from the daily chart, which puts the weekly candle (...

yosnappyj

Our developers have reconsidered the way we construct data series and as an alternative to the current synchronization mechanism we can consider implementing 168-hour (24/7) session breaks as you suggested but for all types of charts. That's excellent news, and a real improvement over the current s...

yosnappyj

Today I managed to reproduce the situation. So it appears to be a normal behaviour because when you have an "auto-hidden" title-bar and click on the price scale the program shifts the picture (screen range) to include the title-bar. Is there a reason it doesn't just rescale the graph while retainin...

yosnappyj

Why do the gaps between candles increase with the resolution?

Because the charts are all drawn to the same horizontal scale, and MCFX aligns the subcharts by timestamp. As the candles are all drawn the same width, the longer time scales have wider gaps.

yosnappyj

In a vertically-tiled window with an auto-hidden title bar, left-clicking on the price scale resets the price scaling from Automatic (Screen) to User Defined. Re-reading the above in the bright light of day, it seems that this must be intentional. In fact, right-clicking on the price scale of a 'gl...

yosnappyj

We saw these spikes received from 7000 port, but the matter is that we don't know what filtering mechanism to apply to filter such ticks and what ticks to consider incorrect. If we make the filtration range too narrow it may result in filtering out all the ticks during periods of high volatility. T...

yosnappyj

Here are the first two...

...and here are the last.

yosnappyj

What type of file is ".rar"? Can I open it with winzip? .rar is a WinRAR archive, similar to a .zip file. I don't know whether or not WinZip will open .rar files, but WinRAR will open .zip files and .rar files. http://www.win-rar.com/download.html It might be easier if you just posted the graphics ...

yosnappyj

I've added a couple more examples.

yosnappyj

Here are a few screen grab examples: 1d3d13d17d23d.png shows (as the name implies), 1-day, 3-day, 13-day, 17-day, and 23-day charts on the same x-axis. You can see the one synchronisation point, which is (in this example) NY Close on the 24th. The bars only align at that one point, and where it make...

yosnappyj

Although interest in this issue by other traders in this forum has been about as inspiring as a death in the family, I have heard back from TSS privately to the effect that they will "reconsider this issue with session breaks" once their current development project is finished. That is good news! M...

yosnappyj

You did mention that a single sync point is already in use at resolutions above 1 day. I think we're starting to confuse ourselves though... we should consider the system as a whole... if MCFX uses one supra-daily sync point AND one daily session sync point then we have a system that uses two synch...

yosnappyj

I think that your observation here is inspired! I love it! Both the idea of a single syncing point and the idea of letting the sync threshold be controlled by the user are ingenious. IF TSSUPPORT IS NOT READING AND GIVING SOME SERIOUS THOUGHT TO THIS QUOTE, THEY ARE REALLY MISSING OUT ON A FLAWLESS...

yosnappyj

I'm getting jittery artifacts in the port 7000 data feed for the EURUSD pair. I've noticed them before, and have generally just switched to another port, but I'm uploading a screen grab just to record the behaviour. This was around 1000GMT 23/04/2007.

yosnappyj

Yeah, that's what I need to know. I'm getting ready to move in a few months and my Cliff Notes on mathematics are packed away The percentage of broken bars is simply the number of broken bars multipled by one hundred, divided by the total number of bars. So, for your examples: 16:37 16 x 100 / 37 =...

yosnappyj

There seems to be a small intermittent glitch with the scaling of charts in workspaces where several charts are tiled vertically. If all charts are set to scale automatically (screen range), it seems that occasionally the scaling of a given chart will reset itself to user-defined at random, so that ...

yosnappyj

Simply type your forum nickname or real name into a post and hit SUBMIT.

It goes without saying that I think this issue is of vital importance. I urge TSSupport to make the necessary changes to MCFX to fix the problem of broken candles with the least possible delay.

yosnappyj

What I'd like to know is, percentage wise, what the percentage of broken candles would be in both cases. For B1 it should be around 48%. For B2 it would probably be around 20%. But of course B2 does not have ALL the broken candles removed as they would be if the chart was generated by a non-corrupt...

yosnappyj

So it follows that making the weekly session the lowest scale session or sync point would solve the broken candle problem in sub-daily charts as the sync threshold would be further removed from these charts. This, according to your statement above, would not create any disharmony in the supra-daily...

yosnappyj

I think that's a good, practical suggestion. There are more refined methods, but as the data feed is broken over the weekend in any case, synchronising at the weekly level makes practical sense as a first step. I was going to add that, of course, this shouldn't apply to multi-day candles, when it o...

yosnappyj

I'm getting "firewall does not allow software to connect" on all 3 ports - even after I shut my firewall down. Port 8000 was working fine for me until I tried to restart on port 9000, then I received the firewall message. Like you, my firewall is disabled. What worked for me was to run a reinstall/...

yosnappyj

In case it's of interest to other users, I've hit on a rather obvious solution for this particular case. As the moving averages are always inside the Bollinger bands, and automatic scaling depends on the extreme values of an indicator, setting up two 4-Line Custom studies as follows displays all fiv...

yosnappyj

... and at 0745GMT MCFX will not allow me to log on at all.

Status: network connection error

... and at 1045GMT

Status: firewall doesn't allow software to connect

yosnappyj

0530GMT and all my charts are blank or static - all three ports.

... and at 0745GMT MCFX will not allow me to log on at all.

Status: network connection error

yosnappyj

It IS necessary to have a break somewhere in a TIME-based chart. Since it is a TIME chart it has to be synchronized by time. In fact there are synchronisation protocols that need never break a bar, though they're more complicated to implement than the current brutal system, and the weekly break you...

yosnappyj

It's true that a previous version of MCFX inserted gaps between candles at the locations of session breaks. (The trader in question however was definitely talking about the truncated candle issue. You can tell by the way he describes the problem of his 4,000 Tick candle being broken below 400 ticks...

yosnappyj

This is the first testimony we've had concerning the effects of broken candles on indicators. ... What is most interesting to me about this exchange is the last question the trader asks about hiding session breaks. From his first line we clearly see that he is talking about eliminating broken "bars...

yosnappyj

One of my favourite indicators is the Detrended Price Oscillator, which I use with its Bollinger bands and simple moving averages in different time scales to generate buy and sell signals. The way I have this set up in MCFX Basic is to superimpose a Custom 3-line study on a Custom 2-line study in on...

yosnappyj

The solution involves moving the synchronization threshold UP THE SCALE from the daily or 24 hour level in Forex to a weekly or 168 hour (7 day) level. I think that's a good, practical suggestion. There are more refined methods, but as the data feed is broken over the weekend in any case, synchroni...

yosnappyj

Formerly our developers thought about plotting time-based and count-based bars from a certain starting point without cutting bars but finally they decided that it was fraught of hidden dangers and would result in a big mess on one's charts. So far we'd like to close this discussion of what is consi...

yosnappyj

Just curious as to how you were able to identify session break candles in your TIME based charts. Can you clue me in? Were you looking at a time stamp or something? My trading relies on comparing indicators in several different time scales simultaneously, typically 30 minute, 1,2,4 and 8 hour chart...

yosnappyj

It's surprising how quickly session break candles dominate a chart when you move from low to higher resolutions. In a 15 Point chart I found half a dozen SBC's. In a 200 Point chart all candles are Session Break Candles. In fact, when you know the criteria the program is applying, it's only to be e...

yosnappyj

We are preparing a new version and hope it will fix this problem as well. In the meantime we will monitor this problem and try to reproduce it here (so far we cannot reproduce it, all charts show correct time). My hunch is that this particular glitch is to do with the way your servers handle the Fr...

yosnappyj

Isn't there a smarter way to synchronise without breaking so many bars? Unfortunately, the program cannot synchronize bars without cutting them by session breaks and we are not planning to change its behavior. I can only urge you to reconsider. I agree with "terminal7" - it's of primary importance ...

yosnappyj

In case it seems that all I ever do is kvetch, I just want to say what pleasure it was to use MCFX last week. Many thanks to the team.

yosnappyj

I see your point. However, the charts which are factors of 24 (1,2,3,4,6,8,12,24) only need to be synchronised to one arbitrary NY Close, and will remain in sync. without any bars being broken. The non-factors (5,7,9,10,11,13,14,15,16,17,18,19,20,21,22,23) will have a broken bar every 24 hours, whi...

yosnappyj

Could you post a screenshot too? Hour and daily charts are created from tick data and should coincide and so our developers are interested to analyze this situation. Ok, here are some screenshots from this weekend, before and after market open on Sunday night, European time (GMT+2). These are from ...

yosnappyj

If the bars were not cut by the session break, your charts would begin from a certain starting point and would keep collecting data but they wouldn't coincide with other charts that would be opened at other time. To synchronize charts it was decided to cut bars at the close of each session. I see y...

yosnappyj

It's a normal behavior that bars are cut by the session break.

Thanks Kate.

It did cross my mind that this might be intentional. Could you explain the rationale?

yosnappyj

I've been setting up charts in 1-hour increments from 1 to 24 hours, and I've noticed what seems to be an anomaly in the way MCFX handles bars that cross the NY close. In effect, every bar that is open at 5pm New York time is closed at that time, and a new bar opened. That means that if you set up a...

yosnappyj

Our developers are aware of these data gaps and are fixing them now.

Thanks Kate. I appreciate the reply.

yosnappyj

MCFX it's a work in progress, everybody subscribing should (k)now that. It's normal for software to be released with a certain amount of bug fixing left to do: that's the nature of software. However I can't help feeling that MCFX was brought to market too early. If it's genuinely a work in progress...

yosnappyj

As a matter of interest, have you got any errors in your application event log (Control Panel/Administrative Tools/Event Viewer). I've got loads of errors for MCFX although the program doesn't say anything is wrong? Just sits there "waiting for data"! I've just checked, and I have over 1400 events ...

yosnappyj

I have been a user of MCFX for just over a month now and, unfortunately, don't see my way clear to persevering with it much longer. The intentions of the technical support people appear to be good and they are genuinely helpful, but frankly, I can't continue to allow the world to pass me by while I...

yosnappyj

Reloading a chart seems to set the open price of the current bar to the current price. For example, I've just hit Reload on the 1 day chart of GBPUSD, and the open and current price are both 19654, while the market opened around 19606 last night. Is this intentional? It doesn't help that Friday's da...

yosnappyj

GBPUSD and EURUSD (the only pairs I'm currently watching) have many missing bars in the data for Friday afternoon in ALL THREE data feeds. The 1 minute and 1 hour charts are intact, but the other time scales all appear to have varying amounts of data missing. For example, EURUSD 5m charts has a tota...

yosnappyj

Thanks for your reply Kate. I have tried using the "help" but nothing activates when I choose it from the menu. I have the same problem. You can find the help file manually in the folder of your hard drive where you installed MCFX. That's probably: C:\Program Files\TS Support\MCFX The file you need...

yosnappyj

Could you post a screenshot too? Hour and daily charts are created from tick data and should coincide and so our developers are interested to analyze this situation.

I will next time I notice a discrepancy, though I've been using 24h charts rather than daily charts lately.

yosnappyj

I've just recently downloaded MCFX Pro. I went to study my charts this weekend and found that the displayed price was vastly different on the hrly chart than on the daily chart. How is this possible? The most recent bar on the daily chart is often in error. I don't know why - perhaps the tech staff...

yosnappyj

You are correct, PLEditor is not available in MCFX Basic. In this case you need to know how EasyLanguage functions are written. I can email you EasyLanguage manual to learn more about these functions and their syntax. Thanks. If this is the same manual as downloadable from your "Online Tutorials" p...

yosnappyj

You can find the valid syntax in PLEditor.

As you know, I'm running MCFX Basic, and all my questions about using indicators on indicators have been in that context. If I understand correctly, PLEditor isn't available to MCFX Basic users. Have I misunderstood?

yosnappyj

If you want to superimpose one indicator on the other, please review the attached screenshots. I used Moving Average and Average True Range as an example. Of course! It simply hadn't occurred to me that the "Price" parameter in a study could itself be another study, even though that's exactly what ...

yosnappyj

I run several workspaces based on different time scales, and I like to have the tabs along the bottom of the screen arranged in order of increasing time period, so I can flip from e.g. a 5 minute chart to a 4 hour chart without having to reload any data. If an error occurs, and I have to close a wor...

yosnappyj

I'm running MCFX Basic Beta. Is it possible to set the start time of a bar when compiling a chart? For example, if I compile a 4 hour chart, I'm given bars with timestamps (local time): 0700 1100 1500 1900 2300 0300 As 4 hour bars are (if I understand correctly) compiled from 1 hour data, is it poss...

yosnappyj

MCFX gives all the tabs on the Y axis to seven decimal places. In fact that's an oversimplification. If set to "auto", the "Format Window" - "Y-axis" tab will apply the same number of decimal places to all tabs in all subwindows of a chart, so a simple one-window chart of price with moving averages...

yosnappyj

That's the point - I don't need 7. I'd prefer 4. In fact, playing around with the "Format Window" tab, you can set the "Y-Price scale" to "manual" and define the number of characters in the price tab - five digits plus one decimal point equals six characters. This limits the tabs in all the windows...

yosnappyj

Could you tell me why you need these 7 decimal places? Actually, we receive data with only 4 decimal places and in MCFX it is impossible to change this setting. We don't need seven, we only need four. MCFX gives all the tabs on the Y axis to seven decimal places. This makes sense for some indicator...

yosnappyj

My attempts to use custom studies in MCFX Basic Beta are causing problems for the software, and generating hundreds of bug report logs. I'd like to send them to MCFX Support (because I know you'll be thrilled to analyse them) but the email address in the bug report is corrupt, and I don't have the t...

yosnappyj

Join the club. I had the exact same problem and the only fix was to hack the registry to change it back to port 8000 (FXCM data). Because you couldn't actually start the app, you couldn't change the port settings as they only take hold once you start the app, change the port and then re-start the a...

yosnappyj

I can't trade like this

What the hell happened now????

Same problem here, and now MCFX won't connect at all (see post above).
I know FXCM (my broker) is having server problems:

www.fxstatus.com/

Maybe that's affecting the data feed to MCFX.

yosnappyj

When trying to open MCFX I receive the error message:

"Firewall doesn't allow software to connect"

I have no software firewall installed! This was working fine yesterday, and nothing has changed at my end since then.

Help!

yosnappyj

Are you guys running the official releases of MCFX or the beta's? If the former try uninstalling it and installing the beta. They seem to always be a little more reliable with the data feed. Just a thought...

I'm running the Beta.

yosnappyj

I checked the feed once last night and this morning against DailyFX.com and OANDA.com and didn't notice any interuptions. Maybe it's because I'm only watching EUR/USD or because I'm running a different version (735.985 beta). EUR/USD didn't move much last night but my MCFX charts didn't fail to upd...

yosnappyj

Yosnappyj, Please try to use the settings shown on the screenshot. Thanks - that works just fine. In the same way, I'm trying to apply Bollinger bands to RSI, but currently without any luck. I'm trying: BOLLINGERBAND(RSI(close,13),25,2) BOLLINGERBAND(RSI(close,13),25,-2) but this returns various er...

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