MultiCharts: Trading Software for Automated Trading and Backtesting

SP

Please make sure you map @NQ to the front-month contract (NQU3) to avoid the message.

By default MC added always QBALGO to the Exchange field. After remowing it, the error message is gone. Thanks.

SP

As for the DOM gaps, could you please attach a screenshot demonstrating it? Some levels are empty compared to the IB DOM. This actually only happens with the NQ and the MNQ Futures. It is also delayed by a few miliseconds to the IB DOM. I only remember that about 10-12 years ago in a remote session...

SP

If I open a saved workspace that contains the @NQ as a Custom Future as a chart and the MNQH3 as a DOM, I always get the following error message : Error Interactive Brokers Invalid value in field # 6035 Error Interactive Brokers Expired cache for symbol @NQ. Remove and re-add the symbol mapping for ...

SP

Interactive Brokers just sent an email that IB is merging products currently listed on exchange names DTB and SOFFEX into a single exchange named EUREX. If you are a user of the TWS API, you will be required to send the new exchange name "EUREX" after the product is converted. Do i need to change so...

SP

Under Broker Profile Settings you have 3 options to calculate the profit:
- By Best Bid & Best Ask
- By Last Trade
- Get form IB TWS

Maybe you need to change your settings to another method.

SP

The chart no longer shows the limit prices of the executed order although "Price and Type" is on "Visible" at "Historical Orders". It only shows the type "Limit".

SP

I now downloaded MC 14. If i try to use the historical downloader it says "Your licensing plan does not support this feature. To access it - upgrade to Advanced Strategy Pack plan". Wasn't it always mentioned here in the forum that old licenses will always have all the features in the future, and t...

SP

In MC 14 have now Data Downloader, although in theory they should have it from the very first versions ) I now downloaded MC 14. If i try to use the historical downloader it says "Your licensing plan does not support this feature. To access it - upgrade to Advanced Strategy Pack plan". Wasn't it al...

SP

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

SP

For the use in the Multicharts Scanner you could delete most of the code an only use variables: STRAT_State(""); if barstatus (1) = 2 then begin Noplot (1); Noplot (2); Noplot (3); Noplot (4); if High <= High[1] and Low >= Low[1] then begin STRAT_State = " Inside Bar "; Plot1(STRAT_State, "Inside Ba...

SP

It seems like a custom future of @CL caused the error requesting data for a previous expiration date. [10/17/2019 16:57:39] TWS error message: Id= 14; code= 200; description= Es wurde keine Wertpapierdefinition zu der Anfrage gefunden; for CLV9;NYMEX;FUT;USD; [10/17/2019 16:57:39] No security defini...

SP

With the new TWS Build 978.c i get a "Connecting to TWS failure" error message around every 4 minutes. Any solutions ? Version: MultiCharts64 Version 12.0 Release (Build 18184) I tried to attach a picture, but the board says "Sorry, the board attachment quota has been reached." https://ibb.co/CWBghHv

SP

Interactive Brokers has a new data bundle: " European Equities and Derivatives Display Value Bundle is a new market data subscription for equities and derivatives markets across Europe. This new service includes top of book data from Borsa Italiana, Eurex Retail Europe, Euronext Basic, Cboe Global M...

SP

For SlateBlue change the input upColor(Cyan) to upColor (13458026), for DarkSlateBlue to upColor (9125192).

You could find more information in this thread
viewtopic.php?t=5671
http://cloford.com/resources/colours/500col.htm

SP

Selecting 1 Second for "Build Tick-based Bars Using : " and a restart seems to solve the problem, the error messages are gone and the charts now load completely.

SP

Since yesterday i get the error message on the QM that the TWS is out of date. If have the latest TWS Build 973.2h, Sep 25, 2018 12:05:32 PM installed. It happens on a Volume delta NQ chart with "Loading Tick Data" showing in the background. capture_001_02102018_152431.jpg These are the settings at ...

SP

Henry,

could "Flush Cashed Data to Database" be also integrated under File->..... into the main program, so you don't always have to open the Quotemanager?

SP

As the text dot "." is always small, why not use the letter "o", or use plot with LineWidth or an arrow with Arw_new instead ot text_new.

SP

Is it recommended to leave the new option "Use MarkPrice for Trades" unchecked at Data Sources - IB - Real-Time-Data ?

SP

You could use this text fiel http://www.systemtradersuccess.com/down ... vanced.txt as template

http://systemtradersuccess.com/advanced ... tegy-tool/

SP

No sure if these are the correct settings, but here is my choice. capture_001_13122017_134251.jpg Maybe it is better to use for the Sessions the Trading Hours and not only the Liquid Trading Hours and change the settings under Chart->Format Instrument->Settings->Sessions to 24/7 to get the complete ...

SP

Same for 1 second, i get only about 10 days back. I therefore remain with the Custom Futures.

SP

Unavailable Historical Data
Data for continuous futures contracts

TJ,
if i set the Resolution to 1 minute i get at least the history for 50 Days. Not tested if the data is 100 percent accurate but there seems to be a history stored somewhere on their server.

SP

Henry, i tested these 14 major futures (FCE, 6E, CL, ES, FDAX, FDXM, FESX, FGBL, FSMI, GC, RTY, YM, ZN, NQ). The data range is set to 30 Days Back. Most futures load about 10 days with data collected the days before.

SP

If i use a tick resolution ie 100 Tick for the @FCE ( CAC 40 Future), i only get 2-4 days back. Is that a IB limitation or a Multicharts problem ?

SP

You can check the source code of the prebuilt plugins.

Could you guide me where i find the source for the Renko code ? At the Custom Resolution Manager the "Open Script" is greyed out on all the 5 examples.

capture_001_29062017_220037.jpg: (36.96 KiB) Downloaded 7512 times

SP

Henry, the new Imbalance Delta chart looks good, Even if most settings and components explain themselves , is it possible to post a small video tuorial ? It seems that the Delta charts dont longer work with Custom Futures, showing only 0x0 on every row. As well for the new Custom Resolutions, a smal...

SP

Had some error messages as well. Changing the Len (Numericsimple) to Len (Numericseries) solved it.

SP

bensat, the data should be the same as you get with the # sign with IQFeed (i.e. QCL# for Crude). These are the continous contracts (rolls to the next contract as is). You get the same data if you set at the Quotemanager the Back Adjustment Mode to "Difference" for Custom Futures. The advantage is t...

SP

Interactive Brokers has a poll. If you are a IB customer and want this feature please vote
for Continous Future Contracts via API:

https://www.interactivebrokers.com/en/i ... &sid=11157

SP

I am using the same settings for the custom futures for over 2 years but since Build 13287 i am getting some messages after opening the workspace "Message: Incorrect data might be formed...". The setting are correct and havent changed in the last month year. Also i am getting some messages to add i....

SP

As a starting point you could insert your 10 Nasdaq Stocks into a scanner window with resolution 1 Tick and add one extra row (i.e. @NQ , this value is excluded from claculation with if leftStr(symbol, 1)<>"@" then ..). With that code you get the sum of the 10 ticks above that symbol: Vars: NasdaqTi...

SP

As example.

SP

Instead of plotting a dot with
Plot1 ( close , "Bid") ;
you could simple use two plots with
Plot1 ( close , "Bid") ;
Plot2 ( close + 0.25 , "Bid") ;
and format plot1 as Bar High and plot2 as Bar Low.

PS:
I cant upload an image, it says "Sorry, the board attachment quota has been reached."

SP

I imported some older TS elds using the new "Compare source code" feature. It often shows an error even though the codes are identical.

Is this feature designed only to work with PLA codes exported by Multicharts ?

SP

Or go to Format Window -> X - Time Scale -> Chart Shift -> Press the "%" button to change it to "Bars" and type in a number greater than the SpaceRight input (ie 40).

SP

Du kannst Plots oder Trendlinien zur Anzeige der Spreads verwenden. Ein einfacher, aber nicht sehr effizienter Code mit Plots wäre: // Under Properties - Check "Update on every tick" Input: SpaceRight ( 30 ), BidLineColor ( red ), AskLineColor ( green ), LineWidth ( 1 ) ; If LastBarOnChart_s then be...

SP

I posted a workaround some years ago

viewtopic.php?f=1&t=9348&hilit=+average#p44572

SP

Uncheck View -> Update Indication

SP

The Bund Future DOM (FGBL MAR 16) shows most of the time wrong best bid and best ask sizes compared to the Booktrader.

SP

For changing the color in the past add a loop, i.e.: vars: intrabarpersist barcolor ( 0 ); Once barcolor = red; Switch(getappinfo(aibarspacing)) begin case < 6: barcolor = red; case < 8: barcolor = magenta; case < 10: barcolor = yellow; case < 15: barcolor = cyan; case >= 15: barcolor = green; end; ...

SP

You could try something like that: vars: barcolor ( 0 ); Switch(getappinfo(aibarspacing)) begin case < 6: barcolor = red; case < 8: barcolor = magenta; case < 10: barcolor = yellow; case < 15: barcolor = cyan; case >= 15: barcolor = green; end; Plot1 ( 1 , "", barcolor ,barcolor );

SP

You need to use [IntrabarOrderGeneration = true] at your code. Then "next bar" is "next tick" if the condition is true and there is a tick/trade at the 1021 bar. After inserting the code go to Format->Properties->Check "Enable Intra-Bar Order Generation" and check under Exits "Allow any exits from t...

SP

I have a problem with the time displayed at the bottom (showing 11:45... instead of 14:...)

SP

inputs: Price( Close ), BaseLength( 2 ), Increment( 2 ), RibsUpTo99 ( 99 ); variables: firstpass( true ), Ribs ( 0 ), Length( 0 ), Counter( 0 ) ; arrays: SMA[99]( 0 ), Color[99]( 0 ) ; if firstpass then begin firstpass = false ; if RibsUpTo99 <= 99 then begin Ribs = AbsValue( IntPortion( RibsUpTo99...

SP

You could now insert Continuous Contracts into the TWS which updates automatically on rollover. Is there a possibility to add them into the Quotemanager and DOM ? This would be a great benefit as you dont need to create your own custom futures especially for those rolling over monthly like CAC40, CL...

SP

I installed the RC with the option "Compile the indicators" unchecked, but after opening the PLE all studies are compiled unlike in previous versions. Is that new or does something went wrong and may impair the function ?

SP

Did you try to reduce the xPermSize with

C:\Windows\syswow64\javaw.exe -cp jts.jar;total.2012.jar -Dsun.java2d.noddraw=true -Dswing.boldMetal=false -Dsun.locale.formatasdefault=true -Xmx512M -XX:MaxPermSize=128M jclient/LoginFrame C:\Jts

SP

If anyone has seen this before or could code this (MC included) I would appreciate your comments.

Hi Paul,

do you mean something like in this older video from CT ? http://www.customizedtrading.com/TradeS ... Management

SP

Henry, another question: the profiles have a very nice feature for displaying the text size using "Static Font" so that the text always adapts if the price or time scale shrinks or extends. Is there a way to make that available for the PLEditor too so you can use it for your own studies and text dis...

SP

Could we get the same option to format the indicator before inserting into the scanner as we have for the charts?

SP

I have set the "Unrealized Profit Calculation Mode" to "Get from IB". The new PnL on the right shows the correct number (€+8,89) but the bottom value is wrong (€3,89).

SP

Could it be that you used the December 2014 contract of the YM instead of the front month March 2015 ?

SP

Does anyone having the DOM (connected to IB) a bit jumpy today? A couple of rows disappear from time to type. http://www.multicharts.com/discussion/download/file.php?id=8396 arnie, had that problem on the NQ 1 year ago. After a remote with Alex the problem was a saved old workspace with a DOM. Afte...

SP

Interactive Brokers will migrate the European servers starting December 3, 2014 from gw1.ibllc.ch (Login/Trade) and mktgw1.ibllc.ch (Market Data) to zdc1.ibllc.com (for both Tade and Market Data). Do i need to chance someting at MC 9 or the Quotemanager ?

SP

@TS,

i saw that this PM is under review for over one and a half years, are there any plans to built it into MC as bartypes cannot simple simulated with PLE ?

As the fixed Box Size of the Renko only needs to be changed into BoxSize-TrendOffset-ReversalOffset it can be done very fast and simple.

SP

arnie, if you use it only in the scanner you could use 5 plots, one for each text. Or you code like this input: pct (14.5), ytvol (21563), tvol (156874), nubar (45); Plot1((NumToStr(pct,1) + "%" + spaces(10-StrLen(NumToStr(ytvol,0) )) + NumToStr(ytvol,0) + spaces(10-StrLen(NumToStr(tvol,0) )) + NumT...

SP

If i open a DOM for CFDs i.e. IBUS30 for the Dow, the QuoteManager shows every 10 seconds the event message "TWS warning message; Id=16; code=10092, description=Deep market data is not supported for this combination of security type/exchange". Can i somehow avoid that MC always tries to query the ma...

SP

philhm,

take a look a the "The Economic Events Collection" code from JoshM how to read values form text files into PLE.
viewtopic.php?f=5&t=9951

SP

Thanks Andrew,

seems to work without problems now. I posted a new thread in the "User Contributed Studies and Indicator Library" so that others may also benefit from.

viewtopic.php?f=5&t=47238

SP

Since MC 8 uses Miliseconds precision the attached codes allow to send and receive values between charts and charts and scanner using Miliseconds. To send ie a moving average based on volume charts for the same symbol you use for sending inputs: Price ( Close ), Length ( 9 ), Send ( true ), // TypeC...

SP

I used for tick / volume charts save_global_data( SymbolName, ADE.TypeZeroInterval(TypeCode, IntervalSize), ADE.TypeZeroBarID_s,"_MyMovAvg", MyMovAvg); to send some values from the scanner to the charts, but now i want to use datetime in the ADE.TypeZeroBarID_s function as i have some problems since...

SP

You could find a paid version with open code here if you dont want to code it yourself.

http://markplex.com/easylanguage-progra ... ux-showme/

SP

Henry,

is there a way to make the scanner text thicker? I only find the option to change the "Text Size", but no solution to make it bold.

SP

The easiest way is to combine the two codes into one single code. { how big is today's range, and where are we in that range? } input: fib1(0.214), fib2(0.382), fib3(0.618), fib4(0.786); var: dayRange(0),hi(0),lo(0), bottom(0),top(0),it(0),color(yellow); hi = HighD(0); lo = LowD(0); dayRange = hi - ...

SP

Could we upgrade the IQFeed client to version 5.1.1.3 (July 25th, 2014) or are there any similar issues like with Java 60/65 and IB ?

SP

I have a similar problem with MultiCharts64 Version 9.0 Beta 1 (Build 9345) after updating the TWS (Build 944.3) with Java 7.0.600 (Version 7 Update 60 ).
The intraday charts have gaps and a reload does not help, the gaps remain.

SP

You mean the Keltner and Bollinger Bands Squeeze? Inputs: Price (Close), Length (20), { Length for Average True Range (ATR) & Std. Deviation (SD) Calcs } nK (1.5), { Keltner Channel ATRs from Average } nBB (2), { Bollinger Band Std. Devs. from Average } AlertLine ( 1); { BBS_Index level at which to ...

SP

I will not upgrade till there is an option to disable these Pacing Violation pop-ups. I have 40 charts and when starting MC they always hit the IB pacing violation data limit.

Please add the disable option as suggested below!

At least they should disappear after a few seconds.

SP

The normal version also needs the features from the .Net version to detect BidAsk Trade ( CumulativeDeltaChartType.ASK_TRADE_BID_TRADE, FootPrintChartType.BID_ASK_VOL) into PLE without usind data2. The jigsaw Summary tape is much easier to read and better for detecting DOM/T+S momentum. http://www.m...

SP

On a 1 tick chart you could add

Code: Select all


if Close <> Close [1] then 

begin

         //Your code here       

end;

on a higher timeframe you could add

Code: Select all


vars: IntrabarPersist Last_Price(0);



if Close <> Last_Price  then 

begin

         //Your code here       

end;

Last_Price = Close;

SP

viewtopic.php?f=1&t=46214

SP

I saw that Zerohedge shows percentage charts on different sectors/ETFs from the session open. Do i need to build an indicator for that or could that be done with by default?

SP

Cleanup Version

SP

I posted a solution here some months ago for the whole DOM, you need to delete the parts you dont need.

SP

You could use getappinfo(aibarspacing) to adjust the width, ie with inputs: BarWidth(0); //0 = automatic bar width based on chart, 1-6 manual fixed bar width vars: BarSize(0); //once //begin if BarWidth <> 0 then BarSize = BarWidth else begin Switch(getappinfo(aibarspacing)) begin case < 4: BarSize ...

SP

Before i start programming it myself in the next days does somebody already coded equity curves and performance data for manual trades displayed into the chart realtime ? Or did i miss some new keywords at the PowerLanguage Keyword Reference ?

SP

We need an option that while lines be set as the instrument, the chart should be focused on the price bars and not on the lines.
Basically, lines should act the same way as trendlines.

arnie,

did you uncheck under Format Instrument -> Scaling -> General -> Expand Scale to Indicators ?

SP

Thanks ABC,
will give it a try, i have not seen text_setbarnumber at the PLE help Keyword Alphabetical Index. It is only at the wiki.

SP

Is there a reason why there is no Text_Setlocation_Bn function for Text_new_bn like
Text_Setlocation_DT / Text_Setlocation_S for Text_new_dt / Text_new_s?

Now you always need to use Text_Exist and Text_Delete to remove the text and draw it new to change the location.

SP

ABC, it works with this code, but the disadvantage is that you draw a trendline on every bar. On a chart with 5000 bars you end up with around 5000 trendlines. Edit: I saw on Arps Website that the stair lines in the posted picture above are for another platform and the TS/MC version only plots norma...

SP

arnie,
rounding does not help, try the code i.e. on the NQ or YM.

SP

The problem with left/right tick as plot is that it does not adjust for bar space between the bars. If i use this code it looks ok with small bar spacing, but fails on larger bar spacing. inputs: Price( Close ), Length( 9 ), BarSize( 3 ) , MAColor (white) ; variables: var0( 0 ) ; var0 = AverageFC( P...

SP

I want to join the request. I saw under the Add Ons that the Jan Arps Triple Trender has the ability to plot a volatility stop as stair step instead of a normal line and it looks way better. How could this be done for a normal average, with trendlines or 4 plots with type bar high/low/right/left tic...

SP

The Summation of the True Range is a bit different in NJ and MC/TS. This gives the NT ATR in MC: inputs: ATRLength( 14 ); variables: NinjaTrueRange ( 0 ), NinjaAtr ( 0 ) ; NinjaTrueRange = MaxList ( Absvalue(Low[0] - Close[1]) , MaxList ( High[0] - Low[0] , Absvalue ( High [0] - Close[1] ) ) ); Ninj...

SP

Martin,

to reduce calculations you can use barstatus (1) = 2, you dont need to calculate the aiHighestDispValue location every tick.

Code: Select all


if barstatus (1) = 2 then

begin

HighLocation = GetAppInfo( aiHighestDispValue ) ;

text_setlocation_s(spreadTextLine,date,time_s,highLocation);

end;

SP

Deleting a trendline created with TL_New_bn and deleted with TL_delete sometimes deletes trendlines created by another indicators. This could cause the other indicator turning the status to off with the error message " Study is missing Data -1. Please setup your chart data."

SP

Importing a TS eld that contains a function always gives an error.

Error occured during import. ....
Study: "(Function)"
Error code: 1

SP

Added a short video to illustrate the problem.

SP

Hi Henry, it is not urgent. If you use a 1 tick chart on a fast market lastbaronchart turns true for multiple bars. I.e. use a 1 tick ES chart when the markets move fast with If lastbaronchart and BarStatus(1) = 2 then Begin Value1 = Text_New_bn( currentbar, High - (Range/2), "Bars" ); Text_SetStyle...

SP

With the new drawings according to the bar number is it posible to get a new
lastbaronchart function too with lastbaronchart_bn to check if it is the last completed barnumber bar ?

SP

For scalping strategies you probably need to enable all options under Strategy Properties -> Backtesting -> Backtesting Mode -> Extended with Bid/Ask -> Backtesting Precision -> Use Bar Magnifier -> 1 Tick Enable acces to intra-bar time ... checked -> Backtesting Assumptions -> Fill limit oder when ...

SP

I would love to be able to narrow this window more because there's too much empty space in there.

I think it looks better if the bracket of trades could be placed behind the volume instead behind the price.

SP

Since friday i have some empty rows at the DOM of the NQZ3. The DOM of ES, YM and some others are correct.

I updated to the latest IB TWS (Build 940.3a, Sep 19, 2013), but that doesnt help. The TWS Booktrader shows all values.

Dom.jpg: (68.34 KiB) Downloaded 8358 times

SP

With barstatus (2)=2 the code only counts at the closing tick of data 2. { ==== CONDITIONS ================================================================} if barstatus (2)=2 then begin Closedown = Price[0] data2 < Price[1] data2; if Closedown then Count = Count + 1 else Count = 0 ; Countconfirm = ...

SP

Gold traders usually only rollover 5 times a year using the feb, april, june, august and dec
contracts.
So you may could uncheck the oct (V) contract at "Select contracts to Use" as the oct contract does not play a role in gold, then it should roll directly from Q to Z.

SP

If i plot a lower timeframe (ie 200 tick) as data1 and a higher timeframe (ie 800 tick ) i now get 4 candles at the lower timeframe and then a space of one candle. In that space the candle of the higher timefame is plotted at data2. (MultiCharts64 Version 8.7 Release (Build 7634)) On the older versi...

SP

T+S Summarize

SP

Maybe that helps

viewtopic.php?f=5&t=11348
viewtopic.php?f=5&t=43390

SP

In contrast with the built in functionality "Aggregate Similar Ticks" this version also resets if we have the same price but the traded volume changes from traded at bid to traded at ask and vice versa. {Summarize Times and Sales based on the Breakdown by "Ask Traded vs Bid Traded" functionality. Ve...

SP

You need to add a second data stream with a Cumulative Delta Chart. An example how it could be done is at post #4 here : viewtopic.php?f=5&t=10314

SP

viewtopic.php?f=1&t=10760#p53109

SP

As a starting point. Insert as strategy, turn SA on. //Strategy, SA on [IntrabarOrderGeneration = true]; inputs: Offset (2); vars: intrabarpersist MPatB(0), intrabarpersist prevMPatB(0), intrabarpersist myEntrytimes (0), intrabarpersist timediffs(0), textstr( "Turn SA On"),txt(0) ; if getappinfo(air...

SP

MC 8.7 changed the plot and calculation of Cumulative Delta 1 Tick Charts, it is no longer plotted as histogram oscillating around Zero like at the picture in post #1. If you still want to use the code at post #6 (even if MC 8.7 now has a native Times and Sales) you need to change all lines with clo...

SP

Not sure if it helps:
- At the QM use "Generate a new Ask/Bid tick if Trade changes"
- Your code says "if Close >= insideask ... else if Close<=insidebid", what are you doing with all trades between especially in the JY ?

SP

Hi Henry,
seems that the download link leads to a 64-bit release 8.7.7471.400 with 97,6 MB instead of 8.7.7472 with 102,3 MB .

SP

if LastBarOnChart_s then print (FormatTime("HH:mm:ss:ms", datetime)) ;

SP

Is it me or something's wrong with cumulative delta?

up/down ticks is identical to ask/bid

Same here, we had that problem earlier on 8.5 beta 2, sometimes a reload helped.

viewtopic.php?f=1&t=11659&p=57380&hilit ... ick#p57380

SP

If you have on the settings "Build minute and daily bars based on tick data" at the Quotemager checked, MC builds it with tick data. IQFeed provides 120 days of tick data only at non session hours, else you can only go back 8-12 days. So you need to reload your chart after the pit close for the comp...

SP

Dont know if that cause the error here, but after i exported all studies and ignoring the warning "Exporting of non-compiled studies may damage the archive's integrity." i had the same error on a previous version. I got a compiling error on all new indicators. After reinstalling the error was gone, ...

SP

Martin,
FormatTime("HHmmss",datetime) or
FormatTime("HHmmss",el_timetodatetime_s (time_s)) returns 063037 as string.

FormatTime("hhmmssms", datetime)) returns 063037957 with Milliseconds.

SP

Added a new PM (https://www.multicharts.com/pm/viewissu ... no=MC-1334).

If you want to have this feature, please vote for it.

SP

Will the next beta contain some new key words for text and trendlines
to use the microsecond timestamps (Text_New_MicroS and TL_New_MicroS)?

SP

Thanks for the Times and Sales and the aggregation option. Looks good. Is it possible to add one more option for the aggregation method to stop the aggregation if the traded at bid or traded at ask changes. At the moment if we have 500 bid @ 95.50 and 500 ask @ 95.75 and we trade the 500 at bid the ...

SP

Take a look at the Pivot High/Pivot Low indicators or how the ZigZag Pnts is built.

SP

Rick,

isnt it easier to replace the line with removing the hy_:
DOTS = average ((CLOSE+HIGH+LOW) /3, 5) ;
and take a look if you get the same results as in TS.

SP

The main difference to the standard renko bars is that you could have an offset of the open of the new bar. On standard renkos the open is equal to the close of the prior bar. The second difference is that you could choose different values for trend continuation and trend reversal (Renko Hybrid, Fle...

SP

Are there any plans to implement the new renko bar styles that are available for other platforms in the near future in MC or the creation of own bar types?

Can it be done in the MC.Net Version?

SP

SessionLastBar ?

SP

I upgraded to Win8 Pro and MC 8.5 release at the weekend. Since then i cant compile any more studys, i always get the same error. The log says: "internal error in mingw32_gt_pch_use_address, at config/i386/host-mingw32.c:171: MapViewOfFileEx: Es wurde versucht, auf eine unzulässige Adresse zuzugreif...

SP

I have one problem with the master strategy and the breakeven stop with IB and real account. I normally use the master strategy with the setting for the NQ as follows: - PrTarget: 14 Ticks, SL: 9 Ticks, Stop Loss As: StopLimit, Offset 2 - At Broker Profiles i have unchecked "Use Native OCO Group". O...

SP

You could adjust the shift as part of a AvgTrueRange instead of a fixed amount. Inputs: Strength(2), TicksToShift (5); Variables: TickShift(0); if barstatus (1) = 2 then begin TickShift = TicksToShift*reciprocal(10) * AvgTrueRange( 50 ) ; condition1 = PivotHighVSBar( 1, High, Strength, Strength, Str...

SP

This is my Workspace for the @ES# with IQfeed.

SP

I would love to have the bar for the day but that is really outside of my programming capabilities and I really can't see how that can be done when we are overlaying several data series here. You could create two vertical trendlines, the thicker one for the candle body and the thinner for the wicks...

SP

You could change the line to: // VariBox text_setstring(varBoxTXT , spaces(1) + " % | " + NumToStr(changePct, 2) + Spaces(StrLen (NumToStr(changePrice, MyDecimals)) - StrLen( NumToStr(changePct, 2)) )+ spaces(SetVariBoxEndSpace) + NewLine + spaces(1) + " CH | " + NumToStr(changePrice, MyDecimals) + ...

SP

Arnie,

as the monday was Martin Luther holiday and you get the data only displayed if you have unchecked "Do not use holidays" in the QM, could it be that the code does not recognize sessionstarttime and sessionendtime correctly at the ES#C as there was no classic RTH trading ?

SP

Martin,

go to Format Instrument -> Settings -> Chart Type. It is the last option at the scroll down list.

I dont think that it is useful for forex. It is only meaningful for futures and stocks as you need the real traded volume at the bid and the ask, not the quotes of your broker.

SP

You need to remove the once at

Code: Select all


once { function designed for Daily, Weekly, or Monthly bars} 

DMIPlusValue = DMIPlus( DMILength ) ;

SP

Hi Mike, added a color option and made it working with Cumulative Delta charts and Breakdown by Ask Traded vs Bid Traded for Version 8.5 Beta 2. http://www.multicharts.com/discussion/download/file.php?id=5719 // V2 beta by SP for RTH Session Charts // Numbers Bars for Volume Breakdown Ask vs Bid // ...

SP

- As volume delta charts are able to plot subseconds text, boxes/rectangles, colors, is there a possibility to make this feature availible for all PLE indictors ? At the moment we are limited to seconds which makes it very dificult to plot text on fast tick charts as some text gets plot on the same ...

SP

jl12,

you could get the values with the formula here on Cumulative Delta charts:
viewtopic.php?f=1&t=11339#p56296

SP

Dave,

what does the number on the upper left on a volume profile mean, i.e. 60,17K (lmF -22,63%) ?

SP

With @ES#C i get the same results as you with different values, but with @ES# they are the same values for both calculations.

PS: Ok, reloading the complete history with Reload All Data solved it. Now the values are correct.

SP

If i open with beta 2 and IQFeed two Cumulative Delta charts (1 set to Uptick vs Downtick and the other to Ask vs Bid ) i get exactly the same result which cant be the case due to the different calculation. The same is true for Volume Delta charts. The beta 1 shows correctly different values for bot...

SP

You need a normal range chart as data 1 and insert a second Cumulative Delta chart as data 2 with the same resolution as data 1 and then create an indicator with: Inputs: TriggerValue (-2); Vars: VB ( 0 ); //Return the Realtime VB //For back reference use VB [1], VB [2] ... VB = Close data (2) - c d...

SP

To get that VB per bar simple open a chart with chart type "Cumulative Delta", set Breakdown to "Ask Traded vs. Bid Traded", set style to candlestick and important uncheck "Break on Session". Then create an indicator as follows and set it to subchart 2. PlotPaintBar (High-c[1],Low-c[1],0,Close-c[1],...

SP

arnie, this one is the first attempt for volume breakdown charts. It resets the cummulative calculation if either the price has changed or the trades are at the same price, but traded at bid or traded at ask has changed. It needs the following Chart Settings: A Cumulative Delta chart with Resolution...

SP

One problem occured with FormatTime, i dont think i had it with the previous version 8.1. On minute charts the line if LastBarOnChart_s then print (FormatTime ("HH:mm:ss",el_timetodatetime_s (time_s))); doesnt return seconds. I always get xx:xx:00 rounded to end of the bar time. On tick and volume c...

SP

Switch to a higher timeframe, ie 2000 tick charts. To get correct time settings for minute charts too, change if Time.Setting>1 then time.string = FormatTime ("HH:mm:ss",el_timetodatetime_s (time_s)) else time.string = FormatTime ("mm:ss",el_timetodatetime_s (time_s)); to if Time.Setting>1 then time...

SP

arnie,

take a look a this thread:
viewtopic.php?f=5&t=11196

I will post a updated version for Volume Breakdown too when the next beta is out.

SP

If i decrease the bar space the delta is displayed sometimes as " bid x ask" instead of " bid x ask". For me it is very confusing to see the bid above the ask, is there a way to change this behaviour to display at least the ask above the bid or better to prevent that three rows instead of one are di...

SP

The best solution is to use 1440 Min Charts instead of 1 Day.

SP

I just want to get the value, then export it to a text file, basically i want to record the inside bid, inside bid volume, inside ask, and inside ask volume. Open a 1 Tick chart with ->Settings->Chart Settings->Quote Field : Bid then ticks returns the bidsize, not the trade size. if lastbaronchart_...

SP

Attached the pla for V2. Added input UseData2asPrice. If set to false the study only uses one datastream getting the price from the "last" quote field. With this option the study only gets live data, no historical values. Make sure to decrease the Bar Spacing as much as possible to reduce the text m...

SP

Andrew, if you open 2 Cumulative Delta charts, one with Ask Traded vs Bid Traded and one Up Tick vs Down Tick, both return the same UpVol and DnVol values using Upticks/Downticks in PowerLanguage and at the Data Window. Could that be changed that with Ask Traded vs Bid Traded the volume values trade...

SP

Hi Dave, I have "Show Volume Profile" unchecked. I tried to open a new chart as Heikin-Ashi and Quotemanager started directly to data request of bid and ask-Tick. aiti I wanted to limit a study to the new chart types only, but both "Volume Delta" and "Cumulative Delta" return 256 using print (barty...

SP

Great work, thanks to the whole MC team.

Is there a way to change the color of the numbers at Volume Delta charts from white to another color (ie. black) without changing the Wick color to black?

SP

With the new Breakdown functionality, it is now possible to get a better Times&Sales using Bid and Ask. {Times and Sales for MC 8.5 by SP V1 : 17.10.2012 The code uses the new Breakdown by "Ask Traded vs Bid Traded" functionality. It uses 2 datastreams: - A Cumulative Delta chart with Resolution 1 T...

SP

You can get the Net Liquidation Value in signals with : inputs: mAccountID ("DU12345"), PctAllocation(5); Vars: NetLiquidVal(0), NumContracts(0); NetLiquidVal = GetRTAccountEquity(mAccountID); NumContracts = Floor ((NetLiquidVal * (PctAllocation/100)) / Close); if LastBarOnChart_s then print ("NetLi...

SP

escamillo,
i decided to remove the 2 posts.

SP

Removed.

SP

There is a TS function to detect early closings for the US markets. EarlyClose( Date ) then returns true. // Identify Market Scheduled Early Closing Days ( EarlyClose ) // ©JRG, 1 Jul 2005 -- Version 1g ©2003, 2004, 2005 // ************************************************************** {FUNCTION: De...

SP

TJ,

maybe it is difficult to read on the txt file, but the Auto.Decimals is already in the Once block.

Nevertheless the code isnt really a substitution for a native solution.

SP

You need to change the Text_SetLocation_s (......) lines. Take a look at "Using GetAppInfo for Chart Window information " for different time settings
https://www.multicharts.com/trading-sof ... GetAppInfo

SP

ConsolTape

SP

The indicator consolidates the time and sales. As long as the price does not change the volume gets summed up. If the price changes the values reset and a new row is printed. The indicator shows - the total volume traded on the specific price since the last change, - the number of trades, - the trad...

SP

Set the study to subchart #1 and uncheck
- Update on every tick
- Realtime-history matching
- Skip identical ticks

At least for me that works.

Edit: As i only tested it as the market was closed at the morning, there is indeed an error printing the lines again on a new bar at realtime charts.

SP

Martin, as i learned from my codes with MouseClick events, it is the best solution to use lastbaronchart_S and keep all calculations outside of the "if MouseClickShiftPressed then begin..." loop. Take a look if this modification works for you: [ProcessMouseEvents = true] vars: Intrabarpersist vClick...

SP

Henry,

the IB DOM is even worse because it is frozen at yesterdays close and the IB Chart isnt plotting anything.

Nevertheless using the MC Chart Trader instead of the DOM works for me.

SP

I inserted the new IB CFDs for the Dax (Symbol: IBDE30). As it trades with a spread on 50 or 100 minmoves (Ie. bid@ 7388,16 and ask@7388,66/7389,16), it is hard to see the bid and ask at the same time at the DOM, even if i set under "selct font" the size to 6 (the smallest size that is accepted as i...

SP

I dont understand why you want to set [ProcessMouseEvents = False]; ? If you want to reset the sound to be ready for one of the next click, add one more line If MouseClickShiftPressed then Sound = true; So if you press MouseClickCtrlPressed the sound appears one time, then use MouseClickShiftPressed...

SP

Use a intrabarpersist vars to play the sound only once. To recalculate your study take a look a ReCalcPersist and ReCalculate. [ProcessMouseEvents = True]; variables: intrabarpersist Sound(false),ReCalcPersist recalc_once(True); Once begin Sound = True; end; if MouseClickCtrlPressed and LastBarOnCha...

SP

You need [ProcessMouseEvents = True]; at the begin of the code.

Posted an example how to use here :
viewtopic.php?f=5&t=10067

and one here (sef file without source code)
viewtopic.php?f=5&t=9984

SP

The ...D functions are limited by the OHLCPeriodsAgo function with the array
arr0[ 4, 50 ]( -1 ) at 50. Use a daily chart as data2 and Open[200] of data2.

SP

arnie,

the Min.Movement on the US on your first picture in post 16 shows 10 instead 1. That should solve your problem.

SP

I didnt change anything at the QM the last 2 years, on my settings i have set it at "1/32 and 10th of 32nd".

Dont know exactly what the difference between these 3 are, mabye Henry could clarify:
- "1/32 and S of 32nd".
- "1/32 and j of 32nd".
- "1/32 and 10th of32nd".

SP

Removed.

SP

Dont know how resource intensive it is, but at least is does the job with the scanner rows (although the inaccuracy with insidebid/insideask persists). Attached the workspace and the code for improvements, suggestions welcomed. http://www.multicharts.com/discussion/download/file.php?mode=view&id=525...

SP

I created a workaround to plot the T+S plotting the last trade size as "Study Values" in the Status Line of the indicator and insert the study 20 times. One problem is the limit of 20 Subcharts which limits the T+S plots to 20. Is there a way to increase the number of possible subcharts in the regis...

SP

You could use the _AvgWhenTrueV2 function posted here https://www.multicharts.com/discussion/viewtopic.php?f=1&t=10025&p=48287&hilit=_AvgWhenTrueV2#p48287 with this code. It plots the Average Daily Volume of the last DailyAvgVolLen days excluding todays volume. Make sure that you have loaded more th...

SP

I need to transfer the database and MC to a new pc. Is there a release date for MC 8.1, if it is not to far ahead i will wait with the transfer?

SP

The o before a var like oReversingBar is the old TS mark for ref values. It should compile with oReversingBar( NumericRef ) even it is not used in the strategy. If you need more details of the swings like date,time and price you need to create a function ZigZag2 inputs: Price( numericseries ), Retra...

SP

Function for ZigZag, you only need to change the RetracePct to RetracePoints for your needs. _ZigZagV1 { Function: _ZigZagV1 Customized based on the the built-in ZigZag % indicator. Returns the price of the most recent ZigZag high or low. Also plots ( using trend lines ) the ZigZag itself ( which wo...

SP

Is it possible to upload the past webinars to a Multicharts youtube channel (preferred in 720p)? The webex interface is a horror.

SP

Henrik,

if you right click at the TWS at the DBK CFD -> Charts -> New Chart , does it show you a chart of the CFD? In my case i get the message "The chart for this CFD product is displaying the data for the underlying DBK IBIS Stock".

SP

virginiatrader,

not exactly what you search, but this modification sums up the bids and asks and shows the percentage of the total orderbook.

SP

TJ,
the code Super posted is the older one from 2005 . The one above is the newer one from 2009. I didnt compare in detail what goose changed except that he deleted the GVSetNamedInt section.

SP

goose Eod_Exit code with an EarlyClose function for the US markets.

SP

viewtopic.php?f=1&t=8682#p49993

SP

My mistake, I edited the message so no one gets confused.

SP

Could someone convert the FastFileAppend dll (32bit) to a 64 bit version that can be used with MC8 64bit ?

SP

Did you put the sender code/indicator (ie ADE Save OHLCV) on the same chart as the strategy? That cause the problem on optimization, they need to be on seperate charts.

SP

Had the problem last week. The update link in the 64-bit program leads only to the 32-bit version. You need to download the newest 64-bit version from the website and fill out the form once again at https://www.multicharts.com/trading-software-download/.

SP

Henry, could Multicharts not simple add one more option to the Quotemanager to retrieve the "AtBidOrAsk" option directly from the IQFeed server like it does i.e. the QCollector. It is automatically stored if the trade was at bid (b), at ask (a), below bid(d), above ask (e) or between bid and ask (c)...

SP

If you want your ask and bid ticks to be alligned with trade ticks-you need to enable the option "Generate a new ask/bid tick if trade changes" in QuoteManager->Tools->Data Sources->IQFeed->Settings. Henry, i have that option enabled, but if i use a three 1 Tick charts with trade as data1, bid as d...

SP

Years ago there was a discussion about cross in the TS forum. The recommendation was to avoid the use of cross because it gives false results in loops and to use hard coding with
if x[1]<=y and x>y instead. Maybe "Auto detect" Maxbarsback acts as loop here.

SP

Attached is a function for calling 1045 colors as RGB code.

Second option:
Color Palette from http://jamstrategytrading.com/FreeStuff.htm#C with 140 colors.

SP

Dave,

is there any news regarding native times and sales, as window in the program and usable in PowerLanguage and studies?

SP

Do you use intraday charts ? Your code only calculates the range of the first bar of the day with
"if date > date[1] then begin...", not the range of the complete day.

Also keep in mind that the array size of HighD and LowD is limited to 50 days back.

SP

Maybe SessionCountDay could help:

Code: Select all


variables: 

	zaehler( 0 ) ; 



for zaehler = 1 to SessionCountDay(0, DayOfWeek(Date)) 

begin 

	print(" SessionNumber #:", NumToStr(zaehler, 0), Spaces(5 - StrLen(NumToStr(zaehler, 0))),  

		 SessionStartTime(0, zaehler), " - ", SessionEndTime(0, zaehler)); 

end ;

SP

Could you explain some details what the option
Preferences -> Appearance -> Improve visual appearance of drawing tools (no blurriness, but higher CPU usage) does?

SP

I have an 2 dimension fixed length array with
array: PctChgData[50,25](0);

and i want to change the 2 parameters (50, 25) via a input and make it a 2 dimension dynamic array. Is there a solution?

SP

As i was asked about history with Bid/Ask, one more comment.

If you have a reliable data feed you could add 2 additional 1 tick data series to the chart (bid(data2) and ask(data3)) and replace at the code insidebid with c data2 and insideask with c data3 to get a history plot.

SP

You could open a 2000 Tick chart or the timeframe you choose at SynthTimeFrame and take a look what is the biggest range in ticks for a single bar at the last trading days. Then increase the number at MaxNumberOfRowsPerFootprint to the highest value + x. So try a value above 100-200 for the CL. Same...

SP

These will be the last changes i make for the code: - Plotting the Volume Profile: If PlotDeltaModeProfile is set to 5 then it draws a Volume Profile on the right. - UpDnTicksOrBidAsk : If UpDnTicksOrBidAsk is set to 2 the code use insidebid/insideask instead of up/downticks. Keep in mind that insid...

SP

Any idea on how to make the synthetic time frame to be based on minutes instead of ticks? Regards, Fernando To simulate a 5 minute chart you could set Show.DataBox to false and change the line at 534 // Reset variables if (BarCounter = SynthTimeFrame) then begin to if value20 = 0 and Mod(Time,5) = ...

SP

Fernando,

made some small updates. Take a look if it fits your needs.

FootV2.jpg: (296.81 KiB) Downloaded 2887 times

SP

As i know SC uses true AtBid/AtAsk calculation for the profile, this code here only uses an approximation with upticks/downticks.

SP

arnie,

try to set Format Instrument-> Settings -> Sessions to CME: Equity Index Futures (Open Outcry)
and load only 3 trading days.

It seems there is still a problem with 24 h charts.

SP

Made some small adjustments and added one more plotting mode 3.

Search found 465 matches