Search found 418 matches

by tony
18 Apr 2017
Forum: MultiCharts
Topic: Powerlanguage Function/studies Reference [SOLVED]
Replies: 15
Views: 803

Re: Powerlanguage Function/studies Reference [SOLVED]

TJ wrote:Try this:


https://goo.gl/EI2cWF



That's the link I posted yesterday.
by tony
17 Apr 2017
Forum: MultiCharts
Topic: Powerlanguage Function/studies Reference [SOLVED]
Replies: 15
Views: 803

Re: Powerlanguage Function/studies Reference [SOLVED]

That link shows you info for reserved words AND functions. It will tell you the input and outputs / how calculated for functions like you need. Beyond that it's not up to MC to explain technicals or the basis / theory behind a function. They provide the code to make it work. I'm not sure why that li...
by tony
17 Apr 2017
Forum: MultiCharts
Topic: Setstoploss, Setprofittarget in SA mode.
Replies: 3
Views: 253

Re: Setstoploss, Setprofittarget in SA mode.

I'm 99% certain price filled at the broker. I'm 100% certain outside of setstoploss and setprofittarget. If you are not sure, then why are you answering? There are no brownie points for participation. A little tolerance helps the world spin a bit easier. I'm offering some help. Not in search of bro...
by tony
17 Apr 2017
Forum: MultiCharts
Topic: Powerlanguage Function/studies Reference [SOLVED]
Replies: 15
Views: 803

Re: Powerlanguage Function/studies Reference [SOLVED]

Try this link -

help.TS.com/09_00/tsdevhelp/mergedprojects/elword/elword.htm


And like I referenced above, Google will return a lot of good info on almost indicator, function, etc.
by tony
17 Apr 2017
Forum: MultiCharts
Topic: Powerlanguage Function/studies Reference [SOLVED]
Replies: 15
Views: 803

Re: Powerlanguage Function/studies Reference [SOLVED]

In the power language editor, you can see all of these. One easy trick, google MultiCharts and the function / indicator of interest and chances are you'll find the info you need on the first few results of the SERP.
by tony
17 Apr 2017
Forum: MultiCharts
Topic: Setstoploss, Setprofittarget in SA mode.
Replies: 3
Views: 253

Re: Setstoploss, Setprofittarget in SA mode.

I'm 99% certain price filled at the broker. I'm 100% certain outside of setstoploss and setprofittarget.
by tony
04 Apr 2017
Forum: MultiCharts
Topic: same buy/sell signal not allowed
Replies: 4
Views: 275

Re: same buy/sell signal not allowed

If you do buy, then your MP is no longer = 0 and therefore that first conditional statement is not true. If you want to continually buy, then you should say if MP <> 0 (doesn't equal 0).
by tony
05 Mar 2017
Forum: MultiCharts
Topic: Different Entry Price - Expected Behavior
Replies: 1
Views: 184

Different Entry Price - Expected Behavior

Does anyone know the expected behavior for the following example. A signal is generated to buy 10 lots at market. Once filled, five lots are at one price and the other five are a tick higher due to slippage. So there are two different entry prices. Further in the signal an OCO order is generated bas...
by tony
15 Feb 2017
Forum: MultiCharts
Topic: compile error:"line 0, column 0"
Replies: 11
Views: 978

Re: compile error:"line 0, column 0"

In about 3-4 years I have experienced it only 2. Each time I had to change the registry entry per the wiki instructions, reboot my machine and voila, it was back. I haven't had to change the directory path per the wiki instructions either time. Just a registry edit and reboot. Not a huge deal in my ...
by tony
15 Feb 2017
Forum: MultiCharts
Topic: Storing Price of Data 2 when last trade was executed
Replies: 2
Views: 239

Re: Storing Price of Data 2 when last trade was executed

If you capture the moment market position changed then you can hold a value. In this case you can hold the value of the close of data2. So it can be done for sure.
by tony
08 Feb 2017
Forum: MultiCharts
Topic: "First 5 trading days of the year"
Replies: 8
Views: 560

Re: "First 5 trading days of the year"

Hi TJ, hi Tony, of course what I could do is and so on: if date=1130109 and Close>Open[5] then buy 1 contract this bar close; if date=1131231 then sell 1 contract this bar close; if date=1140109 and Close>Open[5] then buy 1 contract this bar close; if date=1141231 then sell 1 contract this bar clos...
by tony
08 Feb 2017
Forum: MultiCharts
Topic: "First 5 trading days of the year"
Replies: 8
Views: 560

Re: "First 5 trading days of the year"

Here's an example of what I was saying above. A tad tedious but if you want to say test the past 10-15 years, you'll like find the first trading days of each year far quicker than spending time writing a script another way. if Date = 1170101 OR Date = 1170102 OR Date = 1170103 If the date equals any...
by tony
08 Feb 2017
Forum: MultiCharts
Topic: "First 5 trading days of the year"
Replies: 8
Views: 560

Re: "First 5 trading days of the year"

Depending on how far back you want to test this strategy, the easiest thing to do is likely just figure out the date range for each year (i.e. the first 5 trading days) and then have a conditional statement if date > or < and if true it will run your logic. A little work, but honestly, if not lookin...
by tony
23 Jan 2017
Forum: MultiCharts
Topic: Break Even Stop /Stop Loss
Replies: 6
Views: 489

Re: Break Even Stop /Stop Loss

Say you want a break even stop once a 3 tick profit target is met. Which means once you are 3 ticks in the money based on entry price, whether long or short, then a stop will be generated at entry price. So you would literally just right setbreakeven(n); where n equals the dollar value per contract ...
by tony
23 Jan 2017
Forum: MultiCharts
Topic: Break Even Stop /Stop Loss
Replies: 6
Views: 489

Re: Break Even Stop /Stop Loss

setbreakeven(); should work. Inside the bracket you put the per contract dollar amount at which point a break even stop is set. Put it at the end of your code and it should work just fine. Only thing worth noting is if you have an OCO order in place or similar orders, when the break even stop is tri...
by tony
05 Jan 2017
Forum: MultiCharts
Topic: Need slippage settings in Tick for futures backtesting
Replies: 6
Views: 421

Re: Need slippage settings in Tick for futures backtesting

regtracer wrote:Screen Shot 2017-01-03 at 4.56.41 PM.png

Adding an option like this would be sufficient.


Ideally slippage specified per side, versus for both entry and exit.
by tony
05 Jan 2017
Forum: MultiCharts
Topic: Multitimeframe strategy
Replies: 3
Views: 345

Re: Multitimeframe strategy

When you declare and initialize your variables you need to reference the data set in which they are associated. Data 1 is the top chart, the chart in which you signal off. The other data sets / sub charts are associated with conditional statements that are used to generated signals for Data 1. Be ca...
by tony
20 Dec 2016
Forum: MultiCharts
Topic: Broker choices and final decision
Replies: 25
Views: 5518

Re: Broker choices and final decision

PM me if you want and I will share some feedback on what I use.
by tony
03 Dec 2016
Forum: MultiCharts
Topic: Difference between backtest and real trading
Replies: 5
Views: 451

Re: Difference between backtest and real trading

I'm not quite following along the behavior you are noticing / questioning. The way your signal is written, once an order is generated (i.e. conditions are met) then the order will be generated on the next tick. Which in the case of IOG=False, as you have, would be the next bar. Now if the conditions...
by tony
26 Nov 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 12914

Re: MULTICHARTS 10.0 RELEASE

Question on the below new feature as stated in the release. On the https://www.multicharts.com/brokers page it states for Rithmic that OCO orders are emulated (calculated locally). Which I assume still means that when one side of the OCO order fills, it's up to the broker to write back to the local ...
by tony
25 Nov 2016
Forum: MultiCharts
Topic: Broker discussion?
Replies: 6
Views: 505

Re: Broker discussion?

There's a good thread on this topic, search for it and you should find it. I use High Ridge. But honestly in my view, it's less about the broker and more about who they offer for market access (I love Rithmic) and who they clear through (ADMIS for High Ridge). I'd focus less on who has the lower mar...
by tony
22 Nov 2016
Forum: MultiCharts
Topic: Weekly & daily data [SOLVED]
Replies: 3
Views: 353

Re: Weekly & daily data [SOLVED]

Try reloading your charts. That may resolve your issue.
by tony
31 Oct 2016
Forum: MultiCharts
Topic: Stop issue
Replies: 2
Views: 381

Re: Stop issue

Your original long ES in your example would have a condition IF MP = 0 then buy 1 contract. Then where your bracket orders are generated, I imagine you have if MP = 1 then sell at limit, sell at stop for example. What you could do if I understand you correctly is then have another set of conditions ...
by tony
30 Oct 2016
Forum: MultiCharts
Topic: 1 entry long for day [SOLVED]
Replies: 2
Views: 391

Re: 1 entry long for day [SOLVED]

I use the following IF Date <> Date[1] Then var1 = totaltrades // Holds var1 value at the start of each day var2 = var1 - totaltrades AND var2 < 1 // requires that no other trades have been taken for the current day Then Begin The above works but you need to declare your variables first. On another ...
by tony
26 Oct 2016
Forum: MultiCharts
Topic: Automation Stops... Have to Enter orders Manually!!???????
Replies: 3
Views: 462

Re: Automation Stops... Have to Enter orders Manually!!?????

In the auto-trading setting there is one radio button "stop auto-trading if final status of an order is not received." You might want to make sure that is not checked. Sounds like your orders stay live in market and are not cancelled. Just auto-trading is turning off.
by tony
25 Oct 2016
Forum: MultiCharts
Topic: To avoid the trade at the same previous price [SOLVED]
Replies: 14
Views: 855

Re: To avoid the trade at the same previous price [SOLVED]

Hi Tony, sorry I'm confused. I use stop order. This approach work the same? tradingest You said earlier you use limit orders. Regardless, entryprice returns the price you filled at per your broker. That may be different if you are not using SA mode, I don't know 100%. What you are trying to do is p...
by tony
25 Oct 2016
Forum: MultiCharts
Topic: To avoid the trade at the same previous price [SOLVED]
Replies: 14
Views: 855

Re: To avoid the trade at the same previous price [SOLVED]

Hi tony, I have read that entryprice (1) representing the number of positions ago. Perfect! That said my question is: this function entryprice consider the order place or the real price filled? I work with limit order and the signal is generated from H(n). If I write code H (n) <>entryprice (1) is ...
by tony
24 Oct 2016
Forum: MultiCharts
Topic: To avoid the trade at the same previous price [SOLVED]
Replies: 14
Views: 855

Re: To avoid the trade at the same previous price [SOLVED]

A conditional statement included in your order generation commands as simple as the following would work close <> entryprice(1) // if current price which is close doesn't equal entry price of the prior position Or if you wanted to have entry perhaps a few ticks above a prior value you can use ( clos...
by tony
18 Oct 2016
Forum: MultiCharts
Topic: View Real Trade vs Backtest Trade
Replies: 18
Views: 1197

Re: View Real Trade vs Backtest Trade

Did you ever resolve this?
by tony
18 Oct 2016
Forum: MultiCharts
Topic: breakeven with offsett [SOLVED]
Replies: 2
Views: 288

Re: breakeven with offsett [SOLVED]

So you want to have a stop set to 3 ticks above entry price for example after your paper profit in the trade reaches a certain level? For example if you are plus 6 ticks in the trade, at that point a stop would be placed at 3 ticks above your entry price? One way I can think of doing this is to hold...
by tony
16 Oct 2016
Forum: MultiCharts
Topic: QQE Quantitative Qualitative Estimation for Multicharts [SOLVED]
Replies: 11
Views: 837

Re: QQE Quantitative Qualitative Estimation for Multicharts [SOLVED]

Not sure where to begin there are so many things to fix. Other than re-writing the entire thing. From names of inputs to the use and non-use of IntraBarPersist and more, there are a lot of mistakes. Not knowing what you are trying to do, your request, unfortunately, is beyond the scope of the forum.
by tony
16 Oct 2016
Forum: MultiCharts
Topic: QQE Quantitative Qualitative Estimation for Multicharts [SOLVED]
Replies: 11
Views: 837

Re: QQE Quantitative Qualitative Estimation for Multicharts [SOLVED]

Can you post what you wrote in PLE so we can see why it is not compiling. Sometimes it can be as simple as using , versus ;

If you do post please note where PLE is saying the error is (line / column).
by tony
15 Oct 2016
Forum: MultiCharts
Topic: View Real Trade vs Backtest Trade
Replies: 18
Views: 1197

Re: View Real Trade vs Backtest Trade

here you are the screen that you have requested http://www.multicharts.com/discussion/download/file.php?mode=view&id=9945&sid=14dc69f2d3767386885c7c8e158ede52 The new profile name is LMAX - live but I don't believe that the rename of profile can be a problem. I don't see the trades made So ...
by tony
15 Oct 2016
Forum: MultiCharts
Topic: View Real Trade vs Backtest Trade
Replies: 18
Views: 1197

Re: View Real Trade vs Backtest Trade

Tricky one here. Can you put a screenshot of the trade tab up as well for the order and position tracker window? That may shed a little light. I'm heading out for a little bit but when I get home I'll see if I can help further.
by tony
15 Oct 2016
Forum: MultiCharts
Topic: View Real Trade vs Backtest Trade
Replies: 18
Views: 1197

Re: View Real Trade vs Backtest Trade

Looks like your date range begins with October 1 and trades are populating with those dates. Aside from that what is missing. I see your Demo and Live account profiles populated. If you change the begin date range to earlier will that populate what you are looking for?
by tony
15 Oct 2016
Forum: MultiCharts
Topic: View Real Trade vs Backtest Trade
Replies: 18
Views: 1197

Re: View Real Trade vs Backtest Trade

Can you take a screenshot of your entire order and position tracker window including tabs / menus so I can make offer more assistance?
by tony
15 Oct 2016
Forum: MultiCharts
Topic: View Real Trade vs Backtest Trade
Replies: 18
Views: 1197

Re: View Real Trade vs Backtest Trade

Make sure you have the right profile selected from the dropdown Thanks for the answer. How I can see the correct profile? I don't have MC open on my machine right now so I can't say exactly. If you have the order and position tracker window open, select the order tab (I believe it's called order, s...
by tony
15 Oct 2016
Forum: MultiCharts
Topic: View Real Trade vs Backtest Trade
Replies: 18
Views: 1197

Re: View Real Trade vs Backtest Trade

In the order and position tracker window you should see historical trades whether to a funded or paper account. Make sure you have the right profile selected from the dropdown. On the chart you should see them as well assuming you are connected to a broker profile.
by tony
09 Oct 2016
Forum: MultiCharts
Topic: Install MC On New Machine [SOLVED]
Replies: 5
Views: 679

Re: Install MC On New Machine [SOLVED]

Arnie you rock! Thank you for taking the time to write the above. Fortunately I was able to restore all my data following the steps you wrote. The procedure I had planned to use, restoring an image back up, was not as seamless as anticipated. But at least I have my data and a plan going forward. I l...
by tony
08 Oct 2016
Forum: MultiCharts
Topic: Install MC On New Machine [SOLVED]
Replies: 5
Views: 679

Re: Install MC On New Machine [SOLVED]

Another question if "anyone is listening." In the databases directory (c:\programdata\TSsupport\multicharts64\databases) there are three files FBportfolio.GDB, TScache.GDB and TSstorage.GDB. Fortunately I backed up my data on an external drive and have a file TSstorage.GDB but I don't seem...
by tony
08 Oct 2016
Forum: MultiCharts
Topic: Install MC On New Machine [SOLVED]
Replies: 5
Views: 679

Re: Install MC On New Machine [SOLVED]

Looks like user id does change. Same IP address, same machine, just a new install with a different hard drive. My signals work fine when I update the user ID and the only constant throughout was user name never changed. So I'm up and running, but now curious, why does user ID change in this instance?
by tony
08 Oct 2016
Forum: MultiCharts
Topic: Install MC On New Machine [SOLVED]
Replies: 5
Views: 679

Re: Install MC On New Machine [SOLVED]

This may be one of those posts where I answer my own questions. I found my SWREG receipt which had login credentials. When I enter those then go to home => about I see my license info. BUT my User ID is different. Is that a unique number that changes with new installs?
by tony
08 Oct 2016
Forum: MultiCharts
Topic: Install MC On New Machine [SOLVED]
Replies: 5
Views: 679

Install MC On New Machine [SOLVED]

I had a hard drive fail this week so have to reinstall MC after the repair. I own a lifetime license. When I start up MC I register my license info, but when I go to help => about it shows Licensed To: (Evaluation copy) therefore my signals which reference username are telling me the two don't match...
by tony
29 Sep 2016
Forum: MultiCharts
Topic: Day Of the Week coding [SOLVED]
Replies: 2
Views: 412

Re: Day Of the Week coding [SOLVED]

Use the following with 1=Monday, 2=Tuesday, etc.

Code: Select all

IF DayOfWeek(Date) = 1 // for Monday
by tony
23 Sep 2016
Forum: MultiCharts
Topic: Trade Once per Data2 Bar [SOLVED]
Replies: 2
Views: 503

Re: Trade Once per Data2 Bar [SOLVED]

I love using multiple data series, but MC has limitations with backtesting such strategies. If you reference prior bars on Data2, etc then it's less of an issue and if you do not use IOG then it's almost a non-issue. But if you have an intraday scalping strategy that relies on tick data, then just b...
by tony
23 Sep 2016
Forum: MultiCharts
Topic: 5 Lots exceeded with TopStepTrader [SOLVED]
Replies: 9
Views: 926

Re: 5 Lots exceeded with TopStepTrader [SOLVED]

I believe if you exceed 9 rejections Rithmic threatens to shut off your account due to excessive messaging.
by tony
22 Sep 2016
Forum: MultiCharts
Topic: how can it calculate base on closed bar? [SOLVED]
Replies: 18
Views: 1035

Re: how can it calculate base on closed bar? [SOLVED]

variables: var0 ( 0 ), var1 ( 0 ), var2 ( 0 ), var3 ( 0 ), var4 ( 0, data2 ), var5 ( 0, data2 ), var6 ( 0, data2 ), var7 ( 0, data2 ), var8 ( 0, data3 ), var9 ( 0, data3 ), var10( 0, data3 ), var11( 0, data3 ); Value1 = Stochastic( H, L, C, Length, 3, 3, 1, var0, var1, var2, var3 ) of data1; Value2...
by tony
22 Sep 2016
Forum: MultiCharts
Topic: how can it calculate base on closed bar? [SOLVED]
Replies: 18
Views: 1035

Re: how can it calculate base on closed bar? [SOLVED]

Can you show your signal so we can better identify what's going on?
by tony
22 Sep 2016
Forum: MultiCharts
Topic: how can it calculate base on closed bar? [SOLVED]
Replies: 18
Views: 1035

Re: how can it calculate base on closed bar? [SOLVED]

dear all, I have a script work for multi data instruments, the entry and exit are correct during back test. but when the script running for real time trade, the orders will be submit on every data1 bar close as usual, but the calculation base on the indicators of the current bar on data2, data3, da...
by tony
19 Sep 2016
Forum: MultiCharts
Topic: Faulty programming in backtesting/optimization?
Replies: 9
Views: 671

Re: Faulty programming in backtesting/optimization?

A lot is dependent on your code. If your code is not efficient . eg. if it calls for analysis even if you have no position opened, then whether you have a position or not is a moot point. If I'm not mistaken, even if your code is efficient and appropriate use of barstatus, it will always use the Ba...
by tony
19 Sep 2016
Forum: MultiCharts
Topic: Faulty programming in backtesting/optimization?
Replies: 9
Views: 671

Re: Faulty programming in backtesting/optimization?

What I am saying is, the program should only use the bar magnifier data on the exits, thereby saving a lot of processing time. So you are asking MC to perform a script calculation on every possible tick which exponentially increases the calculations and thus adds time. Additionally when you use bar...
by tony
18 Sep 2016
Forum: MultiCharts
Topic: Help, Invalid Order Parameters, HELP
Replies: 10
Views: 506

Re: Help, Invalid Order Parameters, HELP

In format - signal - auto-trading (I don't have MC open so I don't know the exact path) you need to make sure in auto-trading you have your broker credentials and account number entered and are valid. That may be the source of your problem. It sounds like orders are being generated (if true, your si...
by tony
17 Sep 2016
Forum: MultiCharts
Topic: Faulty programming in backtesting/optimization?
Replies: 9
Views: 671

Re: Faulty programming in backtesting/optimization?

If you are not using IOG then you will calculate on bar close. On a daily chart that's about 250 calculations for one year. Now if you use IOG mode and no bar magnifier now you are calculating on OHLC or 4 times per bar for 1,000 calculations for one year. Now turn on both IOG and bar magnifier and ...
by tony
12 Sep 2016
Forum: MultiCharts
Topic: Other datafeed [SOLVED]
Replies: 6
Views: 776

Re: Other datafeed [SOLVED]

At the moment I use IB as broker and datafeed. Looking for another datafeed, for example IQfeed. i trade futures (DAX, S&P) A couple of questions I have is: Is there noticable difference in quotes? If so how do you deal with that. If there is a difference, say 1 point at one moment, and you use...
by tony
12 Sep 2016
Forum: MultiCharts
Topic: Auto Trading with Playback
Replies: 2
Views: 429

Re: Auto Trading with Playback

Hi all, it's possible to apply the auto trading strategy with mode playback? thanks, tradingest Or do you mean take the same strategy used in auto-trading and replay a prior period with that same strategy to watch the trades "as they happened." If you want to do this, sure, but you need t...
by tony
30 Aug 2016
Forum: MultiCharts
Topic: 1 minute chart : how to print the high of the day? [SOLVED]
Replies: 4
Views: 591

Re: 1 minute chart : how to print the high of the day? [SOLVED]

I tried highd(0) but it doesn't seem to work: the indicator says "calculating..." indefinitely and when I check the %cpu used by multicharts, it is at 0% !? Same for highd(1) Any idea what's wrong? Thanks! You likely don't have enough bars to calculate and therefore it's "waiting&quo...
by tony
30 Aug 2016
Forum: MultiCharts
Topic: Best broker
Replies: 1
Views: 417

Re: Best broker

Unless you need a lot of support, choosing a broker is more a function of (a) who they clear with and (b) who they offer for market access. I am personally with High Ridge because they clear through ADMIS (money is safe) and offer Rithmic (can't beat them). PM if you want more info.
by tony
30 Aug 2016
Forum: MultiCharts
Topic: 1 minute chart : how to print the high of the day? [SOLVED]
Replies: 4
Views: 591

Re: 1 minute chart : how to print the high of the day? [SOLVED]

HighD(0) as for the previous day I'm not sure if HighD(1) would work or if you need to have a Data2 and then reference Data2 in your signal.
by tony
29 Aug 2016
Forum: MultiCharts
Topic: Data feed TS and trade with IB [SOLVED]
Replies: 1
Views: 489

Re: Data feed TS and trade with IB [SOLVED]

By "receive signals" do you mean price for an instrument (i.e. using TS for data)? If so, then yes. You'll just have to make sure you symbol map the instrument(s) being traded.
by tony
14 Aug 2016
Forum: MultiCharts
Topic: Problems collecting / stored Data [SOLVED]
Replies: 5
Views: 786

Re: Problems collecting / stored Data [SOLVED]

andriuking wrote:I think is enougth powefull:

Intel Core i7 4790K CPU 4GHz
RAM 16 GB
64Bits Windows 10
SSD Hard Disk 1GB

What do you think?

I tried the solution proposed for TJ and works well, now data is stored and charged fastly.


Sounds powerful for sure.
by tony
14 Aug 2016
Forum: MultiCharts
Topic: Problems collecting / stored Data [SOLVED]
Replies: 5
Views: 786

Re: Problems collecting / stored Data [SOLVED]

How powerful is your machine? My first go with MC a few moons ago, I was running fusion on a Mac and it would take insanely long to load historical data. Fast forward to now, and with a dedicated and powerful PC it's insanely fast. Only caveat is during market hours that the instrument trades it doe...
by tony
12 Aug 2016
Forum: MultiCharts
Topic: Buy this bar at close, buys next bar at open? [SOLVED]
Replies: 12
Views: 1389

Re: Buy this bar at close, buys next bar at open? [SOLVED]

You are over complicating things. All you need is this: [ IOG=True ] If volume = 499 then BUY next bar at market; Thanks TJ, seems like buy the penultimate bar tick without the need for a 2nd data feed. I'll give that a go. Word of caution using multiple data series. Data2, etc are only calculated ...
by tony
12 Aug 2016
Forum: MultiCharts
Topic: Buy this bar at close, buys next bar at open? [SOLVED]
Replies: 12
Views: 1389

Re: Buy this bar at close, buys next bar at open? [SOLVED]

I assume you are using market orders in live trading based on how your code is written. That would explain being off one tick in some instances. If you have IOG=False, then if you generate orders at bar close, then the only opportunity for your generated order to fill would be on the next tick whic...
by tony
12 Aug 2016
Forum: MultiCharts
Topic: Buy this bar at close, buys next bar at open? [SOLVED]
Replies: 12
Views: 1389

Re: Buy this bar at close, buys next bar at open? [SOLVED]

I assume you are using market orders in live trading based on how your code is written. That would explain being off one tick in some instances. If you have IOG=False, then if you generate orders at bar close, then the only opportunity for your generated order to fill would be on the next tick which...
by tony
29 Jul 2016
Forum: MultiCharts
Topic: Hidden orders [SOLVED]
Replies: 2
Views: 658

Re: Hidden orders [SOLVED]

I don't believe iceberg orders are supported though it looks like they've been submitted for development? Either way, in this day and age, is anything truly hidden from the market? At least for retail traders I would believe the answer is no.
by tony
26 Jul 2016
Forum: MultiCharts
Topic: Performance Question
Replies: 1
Views: 598

Re: Performance Question

I'm not a hardware expert but it appears your machine is adequate. Though personally I prefer a desktop which I believe has more computing power or the ability to have more. I can say when I backtest or optimize I am going back 4 years using tick data, IOG mode, so there are a lot of calculations. I...
by tony
13 Jul 2016
Forum: MultiCharts
Topic: Prevent multiple entries on same bar?
Replies: 6
Views: 1078

Re: Prevent multiple entries on same bar?

If you add a statement(s) as back up logic aside from the settings, then I would advise putting the statement(s) in your list of conditionals that generate orders. Versus as more of a global conditional. I believe this way it is "fool proof" to not allow more than one entry on the same bar...
by tony
13 Jul 2016
Forum: MultiCharts
Topic: Prevent multiple entries on same bar?
Replies: 6
Views: 1078

Re: Prevent multiple entries on same bar?

You can format the signal to limit entries and or exits to one per bar. I use this but also built in some back up code based on bar number. Once a position is taken whether long or short I recored that bar number and then include in my order generation statements that bar number <> current bar numbe...
by tony
08 Jul 2016
Forum: MultiCharts
Topic: Breakeven modifivation
Replies: 8
Views: 812

Re: Breakeven modifivation 2

[IntrabarOrderGeneration = false] inputs: FloorAmt( 1 ), AmounT(.0002), PositionBasis( false ) ; variables: var0(0),var1(0); var0 =marketposition; var1= setbreakeven; if PositionBasis then SetStopPosition else SetStopShare ; if var0 = -1 then var1= entryprice + 4 Ticks ; i am getting the following ...
by tony
08 Jul 2016
Forum: MultiCharts
Topic: I need to Count or Flag the 1st Exit of a Trade
Replies: 8
Views: 1003

Re: I need to Count or Flag the 1st Exit of a Trade

Say I go long 4 ES contracts using chart trader . I want to sell half at the first profit target and the rest at the second profit target(using PL)... How do I flag or count, the "filled" profit targets ? If this first target is hit, how can I use that to activate the 2nd target ? I tried...
by tony
01 Jul 2016
Forum: MultiCharts
Topic: PL Code to Cancel Pending Orders Needed
Replies: 3
Views: 532

Re: PL to cancel pending orders

Is there a function to "Cancel all pending orders for a strategy" ? (using IB broker).. I enter a position manually and exit with an auto strategy , it works great but pending orders are not cancelled..(stops, limit orders etc.).. * How can I cancel all pending orders (after the position ...
by tony
15 Jun 2016
Forum: MultiCharts
Topic: Backtest Forex
Replies: 9
Views: 1655

Re: Backtest Forex

I don't use setprofittarget or settrailingstop, but it looks like you need to specify whether it is for the position or per contract, which you are not doing for either. So that right there may be part of the problem. Also, setbreakeven will exit at entryprice, which too is the problem. I posted a l...
by tony
15 Jun 2016
Forum: MultiCharts
Topic: Backtest Forex
Replies: 9
Views: 1655

Re: Backtest Forex

You have to find the answer yourself. I believe you've been given a few suggestions already that would explain the behavior your results are demonstrating.
by tony
12 Jun 2016
Forum: MultiCharts
Topic: Backtest Forex
Replies: 9
Views: 1655

Re: Backtest Forex

Looks like you are buying 5,000 contracts. Setbreakeven will result in entry price equal to exit price. Setprofittarget(50) is for 5,000 contracts as well (it's for the whole position) so that too will essentially result in exit and entry price being equal. I don't use setprofittarget, but a quick s...
by tony
09 Jun 2016
Forum: MultiCharts
Topic: Positions opened 8 times
Replies: 9
Views: 1709

Re: Positions opened 8 times

You can turn auto-trading off after a specified number of rejected orders if that would work for you as a back up.
by tony
04 Jun 2016
Forum: MultiCharts
Topic: Monthly Returns
Replies: 2
Views: 697

Re: Monthly Returns

Solid green - net profit
Solid red - net loss
Dash green - run up
Dash red - draw down
by tony
04 Jun 2016
Forum: MultiCharts
Topic: Sell function
Replies: 2
Views: 757

Re: Sell function

Hi all, I have the problem with the code below: var: MP(0), N(0), CloseHalfPosition (0), P(0); P = Entryprice(0); CloseHalfPosition = P + 50 point; N = MarketPosition_at_Broker; If N > 0 and P <> 0.0 and P > CloseHalfPosition Then Begin Once print( " P: ", P:3:5, " N: ", N, &quo...
by tony
02 Jun 2016
Forum: MultiCharts
Topic: eliminate sponsor banner
Replies: 3
Views: 751

Re: eliminate sponsor banner

Why do you want to remove them? If you are perhaps licensing your signal people will only see those logos if they use Rithmic for market access.
by tony
28 May 2016
Forum: MultiCharts
Topic: Rithmic Loss Of Heartbeat [SOLVED]
Replies: 1
Views: 552

Re: Rithmic Loss Of Heartbeat [SOLVED]

Looks like it was Rithmic related per the note I received below from their tech support people. "The connectivity loss was the result of an inadvertent disconnect from one of our isps. Once we reported the problem they restored connectivity promptly. Our system is designed to handle such outage...
by tony
28 May 2016
Forum: MultiCharts
Topic: Rithmic Loss Of Heartbeat [SOLVED]
Replies: 1
Views: 552

Rithmic Loss Of Heartbeat [SOLVED]

I'm curious if anyone that uses Rithmic found a number of messages regarding loss of heartbeat with their connection on Friday (5/27). It's rare I ever see these, but was inundated with them on Friday between 0900 and 0935 (Chicago time). I sent my logs to MC and Dave is helping me understand the ca...
by tony
26 May 2016
Forum: MultiCharts
Topic: Cancelling and Closing all trades at 1507 on 1M chart [SOLVED]
Replies: 21
Views: 2951

Re: Cancelling and Closing all trades at 3:00PM [SOLVED]

Why not simply cancel any open orders then if you are not fully automating your trading? Seems like the easiest solution then.
by tony
26 May 2016
Forum: MultiCharts
Topic: Cancelling and Closing all trades at 1507 on 1M chart [SOLVED]
Replies: 21
Views: 2951

Re: Cancelling and Closing all trades at 3:00PM [SOLVED]

In your list of conditional statements that generate the long or short position you could include a time condition statement like AND TIME <= 1445 and since that would be false, the limit would be cancelled.
by tony
25 May 2016
Forum: MultiCharts
Topic: Place order GTC
Replies: 4
Views: 501

Re: Place order GTC

I'm not following your question. The signal (also I think you are calling it) will generate an order, and it is in settings listed in the prior message where you specify how long the order is in force whether it's day, GTC, etc.
by tony
25 May 2016
Forum: MultiCharts
Topic: Place order GTC
Replies: 4
Views: 501

Re: Place order GTC

You can specify GTC in format - signal - properties - autotrading - settings. In the bottom right you'll see where you can specify.
by tony
23 May 2016
Forum: MultiCharts
Topic: Equity Curve Trading
Replies: 1
Views: 659

Re: Equity Curve Trading

You could probably declare a variable and have it equate to daily profit then apply a moving average and you would have what you are looking for. This is not something you necessarily need to automate though. You'd know each very simply whether to run the system or not based on your equity curve cri...
by tony
20 May 2016
Forum: MultiCharts
Topic: Question for Rithmic and TS datafeed users
Replies: 2
Views: 871

Re: Question for Rithmic and TS datafeed users

Only thought that comes to mind is filtered data causing the discrepancy. I believe MC builds bars on time stamps so shouldn't be that.
by tony
20 May 2016
Forum: MultiCharts
Topic: Rithmic Auto Liquidate
Replies: 0
Views: 671

Rithmic Auto Liquidate

Does anyone know how to set up auto-liquidate a position in Rithmic based on a set drawdown for the session? I know it can be done, just not sure how. I'm not talking in MultiCharts, purely in Rithmic as a back up in case of lost connectivity, etc.
by tony
16 May 2016
Forum: MultiCharts
Topic: MarketPosition_at_Broker vs MarketPosition
Replies: 10
Views: 1699

Re: MarketPosition_at_Broker vs MarketPosition

MP at Broker checks your position at broker, used for live versus MP does not check broker position and is used for backtesting.
by tony
10 May 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 1
Replies: 89
Views: 11000

Re: MULTICHARTS 10.0 BETA 1

I like the fraction price scale for Treasuries.
by tony
08 May 2016
Forum: MultiCharts
Topic: Problem with ZC roll over/continuous contract [SOLVED]
Replies: 11
Views: 1842

Re: Problem with ZC roll over/continuous contract [SOLVED]

benho wrote:Hi Tony,

I use IB as data feed and I believe we can't get continuous contracts from IB through API ?!
A quick google search looks like you can - https://www.interactivebrokers.com/en/s ... inuous.htm
by tony
08 May 2016
Forum: MultiCharts
Topic: PowerLanguage Programmers Guide in PDF format [SOLVED]
Replies: 15
Views: 2966

Re: PowerLanguage Programmers Guide in PDF format [SOLVED]

Thanks Tony...but I am worried that PL has attributes, settings and other features not in EL. TJ or Josh can likely speak better to this, but I believe there are limited differences. If you're new to PL, I believe this resource will be more than enough to get you started. Little subtleties are some...
by tony
08 May 2016
Forum: MultiCharts
Topic: PowerLanguage Programmers Guide in PDF format [SOLVED]
Replies: 15
Views: 2966

Re: PowerLanguage Programmers Guide in PDF format [SOLVED]

I downloaded the below years ago and studied it on my iPad - https://www.TS.com/~/media/Fi ... tials.ashx
by tony
08 May 2016
Forum: MultiCharts
Topic: Problem with ZC roll over/continuous contract [SOLVED]
Replies: 11
Views: 1842

Re: Problem with ZC roll over/continuous contract [SOLVED]

Perhaps a dumb question on my part. Why are you creating a continuous contract when odds are your data provider has a continuous contract you can use to development purposes?
by tony
07 May 2016
Forum: MultiCharts
Topic: Problem with connection (hostorical data backfil) to rithmic [SOLVED]
Replies: 4
Views: 651

Re: Problem with connection (hostorical data backfil) to rit [SOLVED]

Have you completed the registration agreements when you first log into R Trader. Assuming you are new to Rithmic. TJ is right as well. I do know they do server maintenance on the weekends. I ran in to this in the past.
by tony
03 May 2016
Forum: MultiCharts
Topic: Limit order cancelled & resent when using RecalcLastBarAfter
Replies: 8
Views: 2157

Re: Limit order cancelled & resent when using RecalcLastBarA

If a limit order is generated and sent it will be cancelled if on a subsequent tick conditions are no longer valid for that order to be generated. If you had for example a condition to buy if var1 = close then when true, a limit order would be generated. But if on a future tick var1 <> close, the li...
by tony
02 May 2016
Forum: MultiCharts
Topic: Losing Broker Position Randomly
Replies: 12
Views: 1323

Re: Losing Broker Position Randomly

Did you complete non-professional agreements? When you log into R-Trader you will have to complete two forms, and I believe then your account will be active. Until then it may not. That may be the reason right there. Once you figure it out, trust me, you'll love Rithmic.
by tony
02 May 2016
Forum: MultiCharts
Topic: questions about platform
Replies: 8
Views: 719

Re: questions about platform

Hello Commtrd, our support team is willing to help you configure MultiCharts for charting and trading. If you face any difficulties or cannot find some features that you need to use I would ask you to contact our support via email (support@multicharts.com) or via Live Chat (operation hours 6:30 AM ...
by tony
01 May 2016
Forum: MultiCharts
Topic: Losing Broker Position Randomly
Replies: 12
Views: 1323

Re: Losing Broker Position Randomly

Here's a Rithmic publication which I believe covers log files as well - http://eminifuturesbroker.com/wp-content/uploads/2014/05/R-Trader-User-Guide.pdf From page 9: If you find that the login process takes a long time or if you are having trouble connecting, click on "ECL" located at the ...
by tony
26 Apr 2016
Forum: MultiCharts
Topic: How do you do BollingerBand for daily on a 5 minute chart? [SOLVED]
Replies: 2
Views: 544

Re: How do you do BollingerBand for daily on a 5 minute char [SOLVED]

The first idea that comes to mind is create a data 2 (sub chart) that is a daily chart and your data 1 is the 5 min bar. Then when you declare your variables declare them such as var1( 0, data2 ); and then when you reference var1, reference it as var1 of data2. So for example if var1 is the upper BB...
by tony
26 Apr 2016
Forum: MultiCharts
Topic: Different sizing value between real-time and back-test [SOLVED]
Replies: 9
Views: 851

Re: Different sizing value between real-time and back-test [SOLVED]

I'am using only entry "at market". Can you confirm the following formula? equity = InitialCapital+netprofit+openpositionprofit; I'am using it to check the equity during the backtest and it show me this big escursion If I understand correctly what you are asking, then your backtests result...
by tony
23 Apr 2016
Forum: MultiCharts
Topic: Different sizing value between real-time and back-test [SOLVED]
Replies: 9
Views: 851

Re: Different sizing value between real-time and back-test [SOLVED]

In backtesting buying at market or at limit should yield the same results. Whereas in production (live) buying at market yields a different value than buying at limit.
by tony
22 Apr 2016
Forum: MultiCharts
Topic: Losing Broker Position Randomly
Replies: 12
Views: 1323

Re: Losing Broker Position Randomly

shane1800 wrote:Hi,



I'll be using Rithmic soon so hopefully not an issue there?


I love Rithmic. I stared with IB and would never go back. I think you'll be happy with the switch.
by tony
22 Apr 2016
Forum: MultiCharts
Topic: The better way
Replies: 6
Views: 860

Re: The better way

I pay about $100 a month for IQFeed. I love their product. But there are all sorts of options. Some free, some paid. Search the forum and you'll find a number of reviews users have put up on various data options.
by tony
20 Apr 2016
Forum: MultiCharts
Topic: The better way
Replies: 6
Views: 860

Re: The better way

If I understand your question correctly, then the answer I would say depends. If you are using a scalping strategy and tick data is critical I would make sure testing was with an unfiltered data provider. If not, I would switch to one and go back to testing to confirm performance. Then in live go wi...
by tony
12 Apr 2016
Forum: MultiCharts
Topic: Help with strategy [SOLVED]
Replies: 7
Views: 996

Re: Help with strategy [SOLVED]

You can also reference variables from other data series if you have more than one chart on your WS. If you are trading 5 minute bars but want to reference perhaps a daily bar as part of your conditions for order entry, then create a sub chart and now declare variables for that chart such as varN ( 0...
by tony
08 Apr 2016
Forum: MultiCharts
Topic: Single bar trade execution [SOLVED]
Replies: 3
Views: 701

Re: MC single bar trade execution [SOLVED]

I trade on 5 minute bars, often opening and closing a position on the same bar and I don't have any problems. And I also use total trades as back up logic to prevent more than one trade per bar and or limit total trades per day. Perhaps there is something wrong in your script?
by tony
26 Mar 2016
Forum: MultiCharts
Topic: Portfolio Strategy on Equity
Replies: 13
Views: 1664

Re: Portfolio Strategy on Equity

You have "calc" as an input not a variable, so right there it seems like this is not automated but something you would be manually turning on or off. You also have barnumber > 20 in most / all of your conditional statements. It will likely always be > 20 unless you are trying to reset barn...
by tony
10 Mar 2016
Forum: MultiCharts
Topic: IB/MC: How to manage Rollover [SOLVED]
Replies: 7
Views: 1887

Re: IB/MC: How to manage Rollover [SOLVED]

You can't trade the continuous contract, but there is no such instrument that can be traded. It's purely for evaluation purposes. I manually symbol map as each new contracts becomes the higher volume contract to trade.
by tony
10 Mar 2016
Forum: MultiCharts
Topic: OCO Orders [SOLVED]
Replies: 3
Views: 850

Re: OCO Orders [SOLVED]

Add recalclastbar(n) to the start of your script so it will calculate at least every "n" seconds. Then add a conditional statement for the long entry signal "if mp = 0" and do the same for the sell short signal "if MP = 0" This way assume you have a buy and sell short l...
by tony
09 Mar 2016
Forum: MultiCharts
Topic: Alerts sending 1 bar late
Replies: 12
Views: 1041

Re: Alerts sending 1 bar late

Couple reasons why you may have the delay. 1: You should declare all variables, not just the initial as intrabarpersist so these variables can be updated on every tick. 2: At the close of the bar, if a signal is generated it is "filled" on the open of the next bar. But at that time, MP is ...
by tony
04 Mar 2016
Forum: MultiCharts
Topic: Execution delay [SOLVED]
Replies: 22
Views: 3381

Re: Execution delay [SOLVED]

escamillo wrote:Thanks Tony.

Can MultiCharts please post the fix. I am seeing this issue now.


If you want to PM me I will send you what MC sent me in regards to the required registry edit.
by tony
02 Mar 2016
Forum: MultiCharts
Topic: Limit IOG to either buy or sell per bar
Replies: 13
Views: 680

Re: Limit IOG to either buy or sell per bar

You can use more than one script / signal for your strategy. You could have one for entry that uses IOG=True and an exit signal that uses IOG=False if you need something like that. I didn't read through your script in detail but wanted to at least share one option for you.
by tony
02 Mar 2016
Forum: MultiCharts
Topic: Limit IOG to either buy or sell per bar
Replies: 13
Views: 680

Re: Limit IOG to either buy or sell per bar

When you declare your variables you need to declare them as intrabarpersist var1(0), etc Can you explain further on what you mean? Can you give examples of various scenario where this is applicable? His script is using IOG=True so variables are declared as intrabarpersist var1(0) versus if IOG=Fals...
by tony
02 Mar 2016
Forum: MultiCharts
Topic: Limit IOG to either buy or sell per bar
Replies: 13
Views: 680

Re: Limit IOG to either buy or sell per bar

Thanks for the reply TJ. Is there a way to set up the "sell" condition so it cannot occur in the same bar as a "buy"? By sell do you mean sellshort? If so, yes, add a conditional for each entry of if MP = 0, therefore you'll only buy or sell short if flat. You can also specify h...
by tony
02 Mar 2016
Forum: MultiCharts
Topic: Limit IOG to either buy or sell per bar
Replies: 13
Views: 680

Re: Limit IOG to either buy or sell per bar

When you declare your variables you need to declare them as intrabarpersist var1(0), etc
by tony
26 Feb 2016
Forum: MultiCharts
Topic: IB: Order being held and monitored
Replies: 4
Views: 833

Re: IB: Order being held and monitored

That is expected behavior. The stop is on the market as a limit in case the market moves insanely fast on you. The actual stop is sent to market when price is fulfilled. But just in case something goes awry and the market order is not sent in time or delayed in getting to market there is a limit in ...
by tony
22 Feb 2016
Forum: MultiCharts
Topic: 1-day trading strategy close out before close of market
Replies: 7
Views: 666

Re: 1-day trading strategy close out before close of market

You need to do two things. First, add the line I mentioned prior

Code: Select all

If time = 1545

then begin

This will only calculate at the time you want. Second you need to hold the value each day so you can calculate your ratio.
by tony
21 Feb 2016
Forum: MultiCharts
Topic: 1-day trading strategy close out before close of market
Replies: 7
Views: 666

Re: 1-day trading strategy close out before close of market

I don't fully understand your question but you can add the following at the start of your script If TIME = 1545 Then Begin This way the script will only run when the bar = 1545, no sooner, no later. Obviously 1345 is based on using 15 minute bars and needs to be converted to the time zone of the ins...
by tony
19 Feb 2016
Forum: MultiCharts
Topic: Broker and OCO order
Replies: 8
Views: 1390

Re: Broker and OCO order

For clarification, your OCO order is not lost, both orders are waiting for execution. What happens is when one fills, the broker relies on MC to tell it to cancel the remaining open order. Still a legitimate concern. Why I have power back ups on my machine and router even why my systems usually tra...
by tony
18 Feb 2016
Forum: MultiCharts
Topic: Broker and OCO order
Replies: 8
Views: 1390

Re: Broker and OCO order

For clarification, your OCO order is not lost, both orders are waiting for execution. What happens is when one fills, the broker relies on MC to tell it to cancel the remaining open order. Still a legitimate concern. Why I have power back ups on my machine and router even why my systems usually trad...
by tony
18 Feb 2016
Forum: MultiCharts
Topic: "MACD LE" signal applied to Data Series 3
Replies: 7
Views: 768

Re: "MACD LE" signal applied to Data Series 3

I would not write the following as you have condition1 = CurrentBar of data3 > 2 and var2 of crosses over 0 ; if condition1 then Buy ( "MacdLE" ) next bar at market ; I would write something like this If current bar of data3 > 2 and var2 crosses above 0 then begin Buy ( "MacdLE" ...
by tony
03 Jan 2016
Forum: MultiCharts
Topic: Compile error line 0, column 0
Replies: 7
Views: 1918

Re: Compile error line 0, column 0

Is your error found under this http://www.multicharts.com/trading-software/index.php/Compilation_Error_%28errLine_0,_errColumn_0,_errLineEnd_0,_errColumnEnd_0%29

I have come across it once previously, as have other users on the forum.
by tony
20 Dec 2015
Forum: MultiCharts
Topic: minimize messaging traffic with IB from my signals [SOLVED]
Replies: 8
Views: 1906

Re: minimize messaging traffic with IB from my signals [SOLVED]

Why not do something like this.

if(marketposition = 1) then AND close < ( entryPrice - avgTrRange stop) then sell ("LX") 1 contract next bar at market;

This way you would not need to round anything.
by tony
12 Dec 2015
Forum: MultiCharts
Topic: intrabar Time access
Replies: 3
Views: 616

Re: intrabar Time access

It's because you are using time frame of daily, thus time does not equal 1655. You'll need to reference time in another format, such as computerdatetime or something else. Time is closing bar time of the current bar in data1, in your case one full day.
by tony
11 Dec 2015
Forum: MultiCharts
Topic: intra-barassumptions and StopLoss/TakeProfit [SOLVED]
Replies: 3
Views: 1503

Re: intra-barassumptions and StopLoss/TakeProfit [SOLVED]

I don't fully understand your question but will take a try. IOG mode on or off does not matter. If conditions are met then orders will be generated when close produces the values defined, even if the bar is not yet closed.
by tony
11 Dec 2015
Forum: MultiCharts
Topic: [IntrabarOrderGeneration = true] in backtesting
Replies: 4
Views: 561

Re: [IntrabarOrderGeneration = true]

In IOG mode your script is calculated on every tick. Now if your data resolution is less than every tick, for example OHLC then you will only get a calculation on OHLC. For example say you have data for ES and backtest over one year. The most recent 6 months likely have tick data and thus the script...
by tony
07 Dec 2015
Forum: MultiCharts
Topic: exit a trade before the close
Replies: 6
Views: 847

Re: exit a trade before the close

What time frame are you trading? For example if you are trading 5 minute bars, just have some logic that says if time = 1555 and MP > 0 then sell next bar at market; if time = 1555 and MP < 0 then buy to cover next bar at market; Something to that affect will work if you are trading shorter than dai...
by tony
04 Dec 2015
Forum: MultiCharts
Topic: 5 Instances of MC for 5 Different Trading Accounts
Replies: 2
Views: 766

Re: 5 Instances of MC for 5 Different Trading Accounts

Are you asking to trade 5 different instruments simultaneously within one MC license? If so, then yes. Create a WS for each instrument and then one broker profile and then format each signal by changing the account information for each broker plugin. I do this for two instruments, I am not aware of ...
by tony
03 Dec 2015
Forum: MultiCharts
Topic: Way to stop the PLE compiling
Replies: 2
Views: 525

Re: Way to stop the PLE compiling

Curious, roughly how many lines of code is one signal? Three minutes sounds like an insane amount of time.
by tony
26 Nov 2015
Forum: MultiCharts
Topic: Storing a value
Replies: 12
Views: 1185

Re: Storing a value

Well I don't need to be more exact than a minute so I could just use currentime = 1200 and also I do use recalclastbarafter(1) but I guess I don't see how this is any different than my original code. Bottom-line, if there's a var that is calculated and then the conditions are no longer true for it ...
by tony
25 Nov 2015
Forum: MultiCharts
Topic: Storing a value
Replies: 12
Views: 1185

Re: Storing a value

Just realized the above may and may not work. Essentially the script needs to calculate at 120000 exactly for it to work, otherwise it won't work. You'd need to have recalclastbar() to force a calculation which may not be ideal.
by tony
25 Nov 2015
Forum: MultiCharts
Topic: Storing a value
Replies: 12
Views: 1185

Re: Storing a value

input: checktime(120000) var: checkprice(0) if currenttime_s <= checktime then begin; checkprice = currentbid of data2; end; if currenttime_s > checktime then begin; checkprice = checkprice; end; I just want the value checkprice to remain constant after 120000 at the last value of the bid of data2 ...
by tony
25 Nov 2015
Forum: MultiCharts
Topic: Storing a value
Replies: 12
Views: 1185

Re: Storing a value

Tony, Yes, that is what i want to do. Hold the value constant after the time has crossed over. Not exactly sure how you are suggesting to do it. Could you please give a simple example? Thanks Can you explain what exactly you want to hold and when to hold it and I or someone can offer suggestions on...
by tony
25 Nov 2015
Forum: MultiCharts
Topic: Storing a value
Replies: 12
Views: 1185

Re: Storing a value

Are you trying to "hold" a value, not "store" a value. In other words do you want a value to hold a constant once something happens and only change that constant to when another "something" happens? If so, I don't believe how you wrote your signal that is going to work....
by tony
21 Nov 2015
Forum: MultiCharts
Topic: Data2 causing orders to be sent late
Replies: 6
Views: 1088

Re: Data2 causing orders to be sent late

Yes, One of the conditionals is related to data2, but it only relates to the market (bid, bid size, ask, ask size), nothing to do with a trade occurring or not. So in many if not most cases, the conditions for data2 are met constantly, so i am only waiting for the time component condition to kick i...
by tony
21 Nov 2015
Forum: MultiCharts
Topic: Data2 causing orders to be sent late
Replies: 6
Views: 1088

Re: Data2 causing orders to be sent late

I would uncheck it. Then I looked at the time and sales of data2 and realized that the strategy was waiting for a trade to occur in Data2 before sending the order. Is one of your conditionals related to Data2? Stating the obvious, and sorry for doing so, when Data1 has met conditionals for an order ...
by tony
21 Nov 2015
Forum: MultiCharts
Topic: Data2 causing orders to be sent late
Replies: 6
Views: 1088

Re: Data2 causing orders to be sent late

Do you have real-time history matching unchecked?
by tony
21 Nov 2015
Forum: MultiCharts
Topic: [IOG] how to make a limit order remain active if not filled [SOLVED]
Replies: 5
Views: 1503

Re: how to make a limit order remain active [SOLVED]

In this instance MP=1 will remain true so the stop and limit order should not be cancelled. Somewhere in your code, likely the definition of longProtStop and LongProfitStop is what is causing orders to be cancelled and re-generated. Without seeing more code I can't help.
by tony
20 Nov 2015
Forum: MultiCharts
Topic: [IOG] how to make a limit order remain active if not filled [SOLVED]
Replies: 5
Views: 1503

Re: how to make a limit order remain active [SOLVED]

I dealt with this a long time ago. When a limit order is generated, it is because the conditions are true but if price ticks to such a level that conditions are no longer true, the order is cancelled. You therefore need to write your code to hold a value once conditions are true and thus not cancel ...
by tony
19 Nov 2015
Forum: MultiCharts
Topic: confirmation of filled order from the broker [SOLVED]
Replies: 2
Views: 779

Re: confirmation of filled order from the broker [SOLVED]

Hi, Wonder if there's a way to retrieve the confirmation info from your broker that your order gets filled? One way workaround that I can think of is to monitor my position change in code. However, market is unpredictable , plus the complexity of your code on handling stop loss, profit target, scal...
by tony
17 Nov 2015
Forum: MultiCharts
Topic: instantaneously detecting position change in IOG code [SOLVED]
Replies: 4
Views: 882

Re: instantaneously detecting position change in IOG code [SOLVED]

I use that very code in my own scripts which are with IOG=True. All it is doing is holding a value for MP from the prior tick when the next tick is calculated and MP changes. Trust me, it works in IOG mode.
by tony
17 Nov 2015
Forum: MultiCharts
Topic: instantaneously detecting position change in IOG code [SOLVED]
Replies: 4
Views: 882

Re: instantaneously detecting position change in IOG code [SOLVED]

Not 100% sure what you are trying to accomplish. If you want to know the moment you either go flat or long / short then in line with what you have, you can hold a variable at that instance and set it to whatever you want for example If MarketPosition =0 and var1 <> 0 Then var2 = barnumber; after the...
by tony
16 Nov 2015
Forum: MultiCharts
Topic: Backtesting: IOG or two data streams?
Replies: 11
Views: 1569

Re: Backtesting: IOG or two data streams?

Ok. Imagine this strategy. I want to buy stocks 15 minutes before the NASDAQ and NYSE close. I want to buy the top 5 stocks with the lowest RSI(14). I want the RSI to be calculated "in real time" based on "1 day" data. However I also want to be able to buy the stock before the m...
by tony
16 Nov 2015
Forum: MultiCharts
Topic: Backtesting: IOG or two data streams?
Replies: 11
Views: 1569

Re: Backtesting: IOG or two data streams?

One data series would be most accurate. A decision to use IOG mode or not should not be a function of accurate backtest results but your strategy. With one data series and IOG mode or not, results should be pretty accurate. Unless of course you are scalping say ES and want to test further back than ...
by tony
16 Nov 2015
Forum: MultiCharts
Topic: Submitting Too Many Orders
Replies: 2
Views: 884

Re: Submitting Too Many Orders

You can always add in redundant code in your script to limit the number of trades either per bar or for the day. I have this built in purely as a redundancy.
by tony
16 Nov 2015
Forum: MultiCharts
Topic: Backtesting: IOG or two data streams?
Replies: 11
Views: 1569

Re: Backtesting: IOG or two data streams?

Unless it has changed, which I believe it has not, when you backtest using more than one data series, the data series not being traded are only calculated on OHLC values, not at other points. As a result your backtests will not be accurate at all.
by tony
16 Nov 2015
Forum: MultiCharts
Topic: How to review results of Data Playback?
Replies: 2
Views: 1175

Re: How to review results of Data Playback?

Note that bar magnifier does not work in playback mode, which depending on the instrument traded and style of trading (i.e. IOG = true) can result in a difference in results with back tests were versus replay mode.
by tony
13 Nov 2015
Forum: MultiCharts
Topic: Backtesting questions
Replies: 4
Views: 1569

Re: Backtesting questions

Thanks for making things clearer. My data1 is currently 1 day resolution. Would I need to add another dataset e.g. 1 minute resolution to be able to IOG? Would it help if I build the 1 day resolution from minutes? No you do not. And I would advise against doing that from a backtesting standpoint. H...
by tony
13 Nov 2015
Forum: MultiCharts
Topic: Backtesting questions
Replies: 4
Views: 1569

Re: Backtesting questions

If you want a trade to be generated "intrabar" then you need to use IOG mode which will generate an order on the "next bar" after conditions are met and in IOG next bar is next tick. Using bar magnifier simply helps determine how a bar was formed and will give you more accurate b...
by tony
09 Nov 2015
Forum: MultiCharts
Topic: IB Friends and Family account [SOLVED]
Replies: 6
Views: 2314

Re: IB Friends and Family account [SOLVED]

With Rithmic I know I can set up two different profiles and then when I format the signal for each profile being traded I specify the different account numbers. I can't speak to IB but imagine you can have multiple profiles connected simultaneously. Under file, broker profiles (forget all the settin...
by tony
03 Nov 2015
Forum: MultiCharts
Topic: limit the number of daily trades [SOLVED]
Replies: 6
Views: 1100

Re: limit the number of daily trades [SOLVED]

I use the following method

Code: Select all


IF Date <> Date[1]

then var1 = TotalTrades; // holds value for the entire day

var2 = ( TotalTrades - var1 ) // shows net completed trades for the day

IF var2 < 3 // whatever total completed trades I want to limit to

Then Begin



by tony
03 Nov 2015
Forum: MultiCharts
Topic: MC 9.1 - tick-by-tick replay - not forwarding a tick [SOLVED]
Replies: 12
Views: 1628

Re: MC 9.1 - tick-by-tick replay - not forwarding a tick [SOLVED]

The support team gets inundated with support requests, including often spending an hour plus on the phone with one user working through problems. If you need help, I suggest emailing them versus relying on the forum at times. They may not always have the same urgency on the forum that users may, whe...
by tony
02 Nov 2015
Forum: MultiCharts
Topic: [v9.1] Oanda market buy show error Rejected ... [SOLVED]
Replies: 6
Views: 1972

Re: Oanda market buy show error Rejected ... [SOLVED]

Something in your signal is wrong, because the order generated is buy at 0.00000 which is why it is rejected. Make sure your broker does not have a conversion that you need to take into account when generating your order(s).
by tony
28 Oct 2015
Forum: MultiCharts
Topic: IB Friends and Family account [SOLVED]
Replies: 6
Views: 2314

Re: IB Friends and Family account [SOLVED]

You can set up multiple broker profiles for IB and then when you auto-trade, set up the broker plugin specific to the account that will be traded on that specific chart. You'll be able to now have each work space tied directly to a specific account at IB.
by tony
26 Oct 2015
Forum: MultiCharts
Topic: no signal appearing on the chart with this simple code [SOLVED]
Replies: 12
Views: 976

Re: no signal appearing on the chart with this simple code [SOLVED]

Make sure max bars back is sufficient, I can't tell from your screenshot.
by tony
26 Oct 2015
Forum: MultiCharts
Topic: no signal appearing on the chart with this simple code [SOLVED]
Replies: 12
Views: 976

Re: no signal appearing on the chart with this simple code [SOLVED]

I'm not trying these suggestions, my machine is off line.

Try one more thing:

If marketposition=0

AND time = 0933

then begin

sellshort 100 shares next bar at market;

end;
by tony
26 Oct 2015
Forum: MultiCharts
Topic: no signal appearing on the chart with this simple code [SOLVED]
Replies: 12
Views: 976

Re: no signal appearing on the chart with this simple code [SOLVED]

It time = 0933

then sellshort 100 shares next bar at market;

I assume you want to go short, by saying sell 100 shares, you are I believe saying exit a long position and you are flat. Try that.
by tony
26 Oct 2015
Forum: MultiCharts
Topic: no signal appearing on the chart with this simple code [SOLVED]
Replies: 12
Views: 976

Re: no signal appearing on the chart with this simple code [SOLVED]

Not sure if this matters, didn't test, but try time = 0933, versus time = 933
by tony
24 Oct 2015
Forum: MultiCharts
Topic: Simulated and Live Trading Simultaneously
Replies: 0
Views: 342

Simulated and Live Trading Simultaneously

Curious if anyone has done something similar to what I want to do. I want to auto-trade ZB (Treasury futures) in a simulated account and also in a funded account both at the same time. I'll have two work spaces opened side by side within MC with one auto-trading ZB using a broker profile for a simul...
by tony
24 Oct 2015
Forum: MultiCharts
Topic: MC 9.1 - tick-by-tick replay - not forwarding a tick [SOLVED]
Replies: 12
Views: 1628

Re: MC 9.1 - tick-by-tick replay - not forwarding a tick [SOLVED]

Just to the right of the right arrow you can click to advance replay one step at a time is a horizontal bar that you can adjust left or right. As you move it to the right it speeds up, to the left it slows down. Try moving all the way to the left, the slowest speed, and see if you get one tick resol...
by tony
24 Oct 2015
Forum: MultiCharts
Topic: MC 9.1 - tick-by-tick replay - not forwarding a tick [SOLVED]
Replies: 12
Views: 1628

Re: MC 9.1 - tick-by-tick replay - not forwarding a tick [SOLVED]

Speed is set by adjusting "updates per second." I use replay a bit as well and notice the same as you point out. If you slow it down as much as possible you may get one tick updates, but it may also be too slow depending on what instrument you want to replay.
by tony
16 Oct 2015
Forum: MultiCharts
Topic: Creating complex alerts [SOLVED]
Replies: 2
Views: 814

Re: Creating complex alerts [SOLVED]

Seems like you could have one section of your signal where it says something like

if indicator1 is true AND
Indicator2 is true AND
Indicator3, etc

Then alert;
by tony
11 Oct 2015
Forum: MultiCharts
Topic: Paper trading Broker Profile
Replies: 8
Views: 835

Re: Paper trading Broker Profile

You need to have an account with a broker, then set up their profile in MC and use the paper account login credentials to access. But you need to have an account with a broker to do this. Some may require no deposit but others will. The latest MC has paper trading built-in. I stand corrected. I hav...
by tony
11 Oct 2015
Forum: MultiCharts
Topic: Algo trading.....is it reliable enough ?
Replies: 4
Views: 906

Re: Algo trading.....is it reliable enough ?

You don't need to spend excessive money for a system. Most of my money went into a solid PC and of course the one-time charge for an MC license (which in my opinion is too low in price, yes I think MC should charge users even more for what we get). You need to work with a good broker and technology ...
by tony
11 Oct 2015
Forum: MultiCharts
Topic: Paper trading Broker Profile
Replies: 8
Views: 835

Re: Paper trading Broker Profile

You need to have an account with a broker, then set up their profile in MC and use the paper account login credentials to access. But you need to have an account with a broker to do this. Some may require no deposit but others will.
by tony
11 Oct 2015
Forum: MultiCharts
Topic: possible to close open position at any time on a 5m chart?
Replies: 14
Views: 1400

Re: possible to close open position at any time on a 5m char

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 unde...
by tony
11 Oct 2015
Forum: MultiCharts
Topic: possible to close open position at any time on a 5m chart?
Replies: 14
Views: 1400

Re: possible to close open position at any time on a 5m char

You could try the reserve word computerdatetime which may work, but again I haven't tried it in your situation.
by tony
10 Oct 2015
Forum: MultiCharts
Topic: possible to close open position at any time on a 5m chart?
Replies: 14
Views: 1400

Re: possible to close open position at any time on a 5m char

One possible solution that comes to mind, is use a data2, which is a 1 minute chart. Then in your script have if time of Data2 = 1021 then begin. I didn't check to see if it works and am working from memory as to how you write it i.e. "time of data2." To test you'll need to add a sub chart...
by tony
25 Sep 2015
Forum: MultiCharts
Topic: Problem with Order and Position Tracker Window
Replies: 10
Views: 1744

Re: Problem with Order and Position Tracker Window

Only other thought has to do with time in force settings. Best and quickest route, have MC remote in and figure it out. To do that go to support and follow the directions.
by tony
25 Sep 2015
Forum: MultiCharts
Topic: Problem with Order and Position Tracker Window
Replies: 10
Views: 1744

Re: Problem with Order and Position Tracker Window

There's a setting in auto-trading to cancel market orders if unfilled after X seconds. Looks like that could be one possible reason.
by tony
24 Sep 2015
Forum: MultiCharts
Topic: red light at the bottom right [SOLVED]
Replies: 1
Views: 862

Re: red light at the bottom right [SOLVED]

If you want to PM me I can share the solution MC gave me to resolve. Essentially you are sending excessive logs (something like that) causing a delay. I assume you trade in IOG mode? Either way, PM me and I can share the registry change to resolve.
by tony
18 Sep 2015
Forum: MultiCharts
Topic: how to have only 1 entry per bar
Replies: 3
Views: 800

Re: how to have only 1 entry per bar

If your limit orders (for entry either long or short) are being cancelled because conditions for those orders are constantly changing you need to hold values so that when the limit is sent it does not cancel. If you do use the setting as pointed out to only allow one entry per bar, you may still nee...
by tony
18 Sep 2015
Forum: MultiCharts
Topic: Interactive Brokers Continuous Contract
Replies: 6
Views: 1799

Re: Interactive Brokers Continuous Contract

The continuous contract is not a traded instrument. There would be no bid / ask size for example to show. Edit - just read your post again and realize you likely already know what I just wrote. At first I thought you were talking about trading the continuous contract used for testing, etc, not tradi...
by tony
01 Sep 2015
Forum: MultiCharts
Topic: How work stoploss and breakeven?
Replies: 5
Views: 901

Re: How work stoploss and breakeven?

You use reserved words I don't normally use, so without spending much time researching here are a few thoughts for you. 1: Looks like per MC, setstopposition is not necessarily needed, as the default is to go flat the entire position. So perhaps remove that. 2: You have your exit logic before you sp...
by tony
31 Aug 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1093

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

For every trade I make with ES I send a stop order. It's literally written as sell at market; 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 o...
by tony
31 Aug 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1093

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

Was just trying to help, no need for a lesson from you. And you are not correct in regards to CME products. You can likely answer this question yourself if you go back and look at your results, versus demanding someone answer a question for you, and one never formed properly in the first place. No n...
by tony
31 Aug 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1093

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

You may want to contact support directly to get an answer. Your stop order, when triggered is being sent as a "market order" as you know. It should work based on the close "last trade" triggering the market order and then it's a matter of where the bid and ask are in terms of wha...
by tony
31 Aug 2015
Forum: MultiCharts
Topic: How work stoploss and breakeven?
Replies: 5
Views: 901

Re: How work stoploss and breakeven?

Are you sure you are using it correctly? You should have setstoploss and setbreakeven in your signal. Those are designed to send a market order (buy or sell) when the pre-set value is met, regardless of where in "the bar" you are at that time. If you are not using those by trying something...
by tony
30 Aug 2015
Forum: MultiCharts
Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
Replies: 8
Views: 1093

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

I'm likely stating the obvious. Your question relates to stop orders (i.e. market orders) which would be the last tick, which could be either the bid or the ask at that time. So I would say the last "trade." I haven't used bid and ask on backtesting, but would assume the one advantage is k...
by tony
28 Aug 2015
Forum: MultiCharts
Topic: how to simulate stop order [SOLVED]
Replies: 3
Views: 801

Re: how to simulate stop order [SOLVED]

Then I believe you can just put this in your signal

SetPercentTrailing(Profit, Percentage);

This would exit a position "mid bar" if you are not using IOG mode.
by tony
28 Aug 2015
Forum: MultiCharts
Topic: how to simulate stop order [SOLVED]
Replies: 3
Views: 801

Re: how to simulate stop order [SOLVED]

Not sure I am following you but if you are saying you are in a position and need to get out at a certain point, then use a market order. For example

If Close > EntryPrice then buy to cover next bar at market;

or

If Close < EntryPrice then sell next bar at market;
by tony
17 Aug 2015
Forum: MultiCharts
Topic: Some problems
Replies: 3
Views: 696

Re: Some problems

Using MC and IB. 1) All bars in MC are time-stamped one hour behind IB bars. For example, the 5:14 EST minute bar in TWS shows as 4:14 pm in MC. I believe you simply need to adjust the time on MC to match the time zone of TWS. 2) Bar charts in MC's do not exactly match charts in TWS. Not only are c...
by tony
17 Aug 2015
Forum: MultiCharts
Topic: Orders/Conditions with values [SOLVED]
Replies: 12
Views: 1167

Re: Orders/Conditions with values [SOLVED]

That snippet of code looks correct to me so there is likely an issue elsewhere in the signal. Can you post more or if not too long, all of your signal so we can see where the problem(s) are. If you'd rather not post all of your signal, feel free to PM me and I am happy to work off line via email if ...
by tony
16 Aug 2015
Forum: MultiCharts
Topic: Orders/Conditions with values [SOLVED]
Replies: 12
Views: 1167

Re: Orders/Conditions with values [SOLVED]

Please post your new code so we can try and help resolve this.
by tony
16 Aug 2015
Forum: MultiCharts
Topic: Orders/Conditions with values [SOLVED]
Replies: 12
Views: 1167

Re: Orders/Conditions with values [SOLVED]

Thanks so much for your help! I have made the changes but no buy arrows/ticks show up on the chart indicating a buy would have been made on the backtest, even though the values would have been hit on several occasions. Any other ideas? Do you see trade detail in your performance report? If so, then...
by tony
16 Aug 2015
Forum: MultiCharts
Topic: Orders/Conditions with values [SOLVED]
Replies: 12
Views: 1167

Re: Orders/Conditions with values [SOLVED]

I see two things that jump out. First, you should change the order of var11 and var12, since var12 is a function of the value of var11. And rather than write condition1 = close = value12; to define condition1, just delete that line and for your order generating line of code write if close = value12 ...
by tony
15 Aug 2015
Forum: MultiCharts
Topic: Problem with Contract Expiry
Replies: 2
Views: 546

Re: Problem with Contract Expiry

It only happens 4 times a year, so why try to automate that? I would do it manually. And you can't trade the continuous contract, there is no such instrument traded live. As for AA and SA mode, that you can research on the wiki.
by tony
12 Aug 2015
Forum: MultiCharts
Topic: Why is it still taking trades when equity is negative!?
Replies: 2
Views: 500

Re: Why is it still taking trades when equity is negative!?

Something else to try is print out the value of equity by putting the following at the bottom of your script

print(equity);

This way you can see if the value you think is being calculated is actually calculated the way intended.
by tony
12 Aug 2015
Forum: MultiCharts
Topic: Why is it still taking trades when equity is negative!?
Replies: 2
Views: 500

Re: Why is it still taking trades when equity is negative!?

You may want to try pulling out the conditional for entry based on equity value to the start of your script, something like: IF Equity > MinEquity Then Begin rest of your code End; So when the script is first calculated, if equity is <= MinEquity, the rest of the script will be ignored including the...
by tony
03 Aug 2015
Forum: MultiCharts
Topic: guidence for a stoploss [SOLVED]
Replies: 1
Views: 431

Re: guidence for a stoploss [SOLVED]

Look up setbreakeven() and see if that will work. Sounds like what you are asking for, but I'm not 100% sure from how you are asking the question.
by tony
25 Jul 2015
Forum: MultiCharts
Topic: Is delay due to a batch of orders queue recorded in log file [SOLVED]
Replies: 7
Views: 1573

Re: Is delay due to a batch of orders queue recorded in log  [SOLVED]

I had this problem and had to make a registry edit to not send empty log files which was causing a back up in the queue and thus the delay you are referencing. If you want the registry edit procedure, please PM me and I will share.
by tony
09 Jul 2015
Forum: MultiCharts
Topic: Trading Performance Report
Replies: 2
Views: 722

Re: Trading Performance Report

To recap in case anyone comes across this in the future, if you are running more than one broker profile, you need to specify on chart trading even if auto-trading, which broker profile you are using on each WS. I had this set up in auto-trading format settings, but had not done on chart trading. So...
by tony
09 Jul 2015
Forum: MultiCharts
Topic: Bar magnifier question
Replies: 5
Views: 836

Re: Bar magnifier question

Your signal is doing what you are telling it to do. You are saying buy or sell short "this bar" when you want it to buy or sell short "next bar" So when conditions to buy or sell short are met, the signal to do that is generated but now on the next bar, whereas right now you are ...
by tony
08 Jul 2015
Forum: MultiCharts
Topic: Bar magnifier question
Replies: 5
Views: 836

Re: Bar magnifier question

I assume you are not using IOG mode (intra bar order generation)? If so, then you should have the following (note you used this bar, but I use next bar): if Value1 > Value1[1] then buy next bar at market; if Value1 < Value1[1] then sell short next bar at market; You are saying buy this bar but you o...
by tony
08 Jul 2015
Forum: MultiCharts
Topic: Bar magnifier question
Replies: 5
Views: 836

Re: Bar magnifier question

It sounds like you are asking two different questions. Bar magnifier would have nothing to do with signal generation. It is purely used to increase back testing as it helps determine how a bar was formed and thus how price flowed. If you want to generate a signal to buy or sellshort on bar open, tha...
by tony
08 Jul 2015
Forum: MultiCharts
Topic: Trading Performance Report
Replies: 2
Views: 722

Trading Performance Report

I'm running two workspaces at the same time. Each WS has just one instrument (ES and ZB) and uses its' own broker profile. And each WS uses its own unique script. I'm noticing that only one trading performance report is available even if I close one of the WS. I also notice on the WS that has not tr...
by tony
07 Jul 2015
Forum: MultiCharts
Topic: Great podcasts on systematic trading
Replies: 1
Views: 724

Re: Great podcasts on systematic trading

There's also a link to a free Monte Carlo simulator on this site. Thanks for pointing out the link furytrader.
by tony
05 Jul 2015
Forum: MultiCharts
Topic: Order rejected
Replies: 8
Views: 1048

Re: Order rejected

Realized one more thing going through some old notes. There are two set of login credentials, at least for me, using Rithmic. My account number with my broker had changed and I not only had to enter the revised account number, but also change the login credentials. Under format - signal - properties...
by tony
05 Jul 2015
Forum: MultiCharts
Topic: Order rejected
Replies: 8
Views: 1048

Re: Order rejected

I had a similar problem before with auto-trading and the problem was my account number had changed with my broker. Beyond that, unfortunately I can't offer any help. You could ask MC to remote in and see if they can help, but it could like be at the broker where you need assistance to troubleshoot. ...
by tony
02 Jul 2015
Forum: MultiCharts
Topic: Order rejected
Replies: 8
Views: 1048

Re: Order rejected

It's possible the contract you are trading expired or the trade route changed. That would explain why you are receiving this error suddenly and have not changed anything. Let us know the contract symbol so we can help further.
by tony
26 Jun 2015
Forum: MultiCharts
Topic: Is it possible to plot cancelled orders?
Replies: 3
Views: 641

Re: Is it possible to plot cancelled orders?

Can't you run a backtest for the period you are studying and then your "cancelled" orders are those that are on the chart and not in your broker statement or other trade journal?
by tony
24 Jun 2015
Forum: MultiCharts
Topic: Close Two Ticks Back [SOLVED]
Replies: 3
Views: 859

Re: Close Two Ticks Back [SOLVED]

Thanks TJ. I had been approaching this a different way. Took me a few to wrap my head around your solution and then felt like half an ass for not realizing immediately. Much appreciated and very simple solution.
by tony
24 Jun 2015
Forum: MultiCharts
Topic: Multicharts 9.0 very dissapointing
Replies: 6
Views: 1140

Re: Multicharts 9.0 very dissapointing

Have MC remote in and help you out. MC9 was seamless for me. Click here to open a live chat and have them remote in - http://messenger.providesupport.com/mes ... pport.html
by tony
24 Jun 2015
Forum: MultiCharts
Topic: Close Two Ticks Back [SOLVED]
Replies: 3
Views: 859

Close Two Ticks Back [SOLVED]

I understand how to determine the close on the previous tick but am curious about the close two ticks back. Can anyone shed any insight on how to approach this. Right now I have a variable = close which is placed at the end of my script AFTER the final end; and that value is held as "previous c...
by tony
16 Jun 2015
Forum: MultiCharts
Topic: Workspaces DISAPPEARED during update to 9.0.11210.400.
Replies: 12
Views: 1512

Re: Workspaces DISAPPEARED during update to 9.0.11210.400.

I backup my whole MultiCharts64 directory to a separate disk every Friday. Harddisk is cheap; I do not overwrite the backups, I save my copies from every week. The most I would lose is one week's work. TJ - by using your method described above, if for some reason you either had a problem with your ...
by tony
15 Jun 2015
Forum: MultiCharts
Topic: Workspaces DISAPPEARED during update to 9.0.11210.400.
Replies: 12
Views: 1512

Re: Workspaces DISAPPEARED during update to 9.0.11210.400.

Thanks for the detailed follow up and I give you credit for being calm about this. Your post caused me to study a bit more in terms of back up. I have been backing up the critical WSP and PLE files as well as a hard printout of my PLE files in case, GOD forbid I ever had to manually re-create the sy...
by tony
15 Jun 2015
Forum: MultiCharts
Topic: Workspaces DISAPPEARED during update to 9.0.11210.400.
Replies: 12
Views: 1512

Re: Workspaces DISAPPEARED during update to 9.0.11210.400.

We are sorry for your negative experience. There is indeed no recommended path for storing the workspace files, but personal user files should not be stored in the "system" MultiCharts folders as those may be affected during upgrades. We will add a note now that one should not store his p...
by tony
13 Jun 2015
Forum: MultiCharts
Topic: Seeking feedback - CQG vs Rithmic [SOLVED]
Replies: 9
Views: 2231

Re: Seeking feedback - CQG vs Rithmic [SOLVED]

Not sure how IQ is annoying to be truthful. But everyone has their opinions. Regardless the topic was primarily about trade execution and I believe Rithmic is the overwhelming winner on that side of the trade.
by tony
12 Jun 2015
Forum: MultiCharts
Topic: Seeking feedback - CQG vs Rithmic [SOLVED]
Replies: 9
Views: 2231

Re: Seeking feedback - CQG vs Rithmic [SOLVED]

IQ for data and Rithmic for trading. I cannot say enough great things about Rithmic. Best one word to describe them is seamless. As long as you have Rithmic then who your broker is to an extent is meaningless unless you keep a bit of cash with them in which case who they clear through is pretty impo...
by tony
11 Jun 2015
Forum: MultiCharts
Topic: Take Profit Greater than Expected
Replies: 1
Views: 938

Re: Take Profit Greater than Expected

One way this can happen is if you don't allow more than one exit per bar, a setting under the signal. There are a few scenarios I've seen as well including a function of bar magnifier and the resolution set. MC is not perfect, but I've personally found more times than not, something that seems stran...
by tony
05 Jun 2015
Forum: MultiCharts
Topic: MULTICHARTS 9.0 RELEASE
Replies: 165
Views: 26595

Re: MULTICHARTS 9.0 RELEASE

Hi Henry - I installed a patch a few weeks ago to fix an issue with excessive messaging regarding the unfilled order of an OCO using Rithmic. If I download the update to MC will that patch stay in effect or will it be overwritten by the new version of MC? Thank you -
by tony
29 May 2015
Forum: MultiCharts
Topic: Incorrect Order Connecting Lines [SOLVED]
Replies: 8
Views: 1835

Re: Incorrect Order Connecting Lines [SOLVED]

I believe your initial order which sounds like a short entry, should have stated "sellshort" not "sell." And your buy should have been "buytocover" to exit the short. Looking at your screenshot, the "sell" also shows a red connecting line which would indicate ...
by tony
20 May 2015
Forum: MultiCharts
Topic: Strategy Positions Do Not Appear
Replies: 3
Views: 725

Re: Strategy Positions Do Not Appear

The only trades that will populate in the order and position tracker window are those that go to either a funded or simulated account, but they need to have been sent to a broker. Backtesting, replay or even live testing without sending to a broker will not populate.
by tony
19 May 2015
Forum: MultiCharts
Topic: Cancelled Error Message [SOLVED]
Replies: 5
Views: 1404

Re: Cancelled Error Message [SOLVED]

The update worked like a charm Henry! Thank you for the support. Perfect example of just how good MC is. The number of files in the zip file I downloaded shows a bit of work went into that update. Thank you very much!
by tony
18 May 2015
Forum: MultiCharts
Topic: Cancelled Error Message [SOLVED]
Replies: 5
Views: 1404

Re: Cancelled Error Message [SOLVED]

Thanks Henry. The update went smooth, now just need to wait for a trade to confirm if the increased messaging is resolved. If anyone is noting in their log an error message from Rithmic that you are exceeding standard messaging when it comes to canceling orders (not market on entry orders) then you ...
by tony
12 May 2015
Forum: MultiCharts
Topic: Simultaneous long and short signals
Replies: 7
Views: 928

Re: Simultaneous long and short signals

Without trying it in a script here are a few thoughts. My preference would be to use market position as noted above, but if you prefer your method I would try the following: Notice how you say two different times if golong and goshort = true then in one instance golong=false and with the same condit...
by tony
11 May 2015
Forum: MultiCharts
Topic: Cancelled Error Message [SOLVED]
Replies: 5
Views: 1404

Re: Cancelled Error Message [SOLVED]

I still don't know why this happened but I wanted to shed some light in case anyone comes across this in the future. I had a buy stop and buy limit waiting at the exchange after I entered short. The limit filled and the buy stop was sent a message to cancel and before it could cancel, MC sent anothe...
by tony
11 May 2015
Forum: MultiCharts
Topic: Simultaneous long and short signals
Replies: 7
Views: 928

Re: Simultaneous long and short signals

Your code is likely wrong. If you post it here, we can give more guidance. You should precede your long and short conditionals with IF MP=0 then begin
by tony
11 May 2015
Forum: MultiCharts
Topic: Simultaneous long and short signals
Replies: 7
Views: 928

Re: Simultaneous long and short signals

Are you saying you are generating a long and a short at the same time? You'll need to use marketposition = 0 ahead of long conditional statements and the short conditional statements. This way a long can only generate if MP = 0 and the same with a short. For example if you are long one lot then MP =...
by tony
11 May 2015
Forum: MultiCharts
Topic: Cancelled Error Message [SOLVED]
Replies: 5
Views: 1404

Cancelled Error Message [SOLVED]

I was live auto-trading ES today using Rithmic and had two orders fill via market (one short, one long respectively) and there was no delay in my fills. I have auto-trading set to cancel market orders if unfilled after 30 seconds. In my log I noticed for the first time ever, the following error mess...
by tony
08 May 2015
Forum: MultiCharts
Topic: The Trading Holy Grail of Time Traveler-“Back to the Future"
Replies: 22
Views: 2885

Re: The Trading Holy Grail of Time Traveler-“Back to the Fut

Hi Tony: Yes, you point it out. Thanks for the good explanation which makes the problem much clear. The reason is my strategies need multiple data series with different time resolutions to trade. Performing intra-bar back test in detail with ticks is highly demanded to evaluate performance of the s...
by tony
07 May 2015
Forum: MultiCharts
Topic: The Trading Holy Grail of Time Traveler-“Back to the Future"
Replies: 22
Views: 2885

Re: The Trading Holy Grail of Time Traveler-“Back to the Fut

I don't fully understand the problem you are having but wanted throw out one other possible explanation. If you use multiple data series in backtesting, then tick resolution is only valid on data1. Calculations on data2, etc are done only on OHLC, not at every tick within the bar on that data series...
by tony
06 May 2015
Forum: MultiCharts
Topic: The Trading Holy Grail of Time Traveler-“Back to the Future"
Replies: 22
Views: 2885

Re: The Trading Holy Grail of Time Traveler-“Back to the Fut

That's one long post and truthfully I didn't study everything but I did notice you have "real-time history matching checked" which I believe you should not have.
by tony
05 May 2015
Forum: MultiCharts
Topic: 'Breakeven Stop' works randomly
Replies: 7
Views: 1428

Re: 'Breakeven Stop' works randomly

If you do use setbreakeven note that if / when the conditions are met and a stop order is sent, any existing orders like an OCO will be cancelled and re-issued. In other words you'll lose your line queue.
by tony
04 May 2015
Forum: MultiCharts
Topic: Dollar trailing LX and Stop loss LX
Replies: 1
Views: 3112

Re: Dollar trailing LX and Stop loss LX

In your back test settings you should have bar magnifier checked I believe. And make sure you are allowing unlimited entry and or exits (both of these settings are under format => signal).

You should also add [intrabarordergeneration = true]; at the top of your script.
by tony
28 Apr 2015
Forum: MultiCharts
Topic: Classic Multicharts vs. Dot Net
Replies: 5
Views: 1400

Re: Classic Multicharts vs. Dot Net

I had the same questions a few years back, and opted to go the "easier route." And it was the right decision for me. If you have an extremely complex strategy / algorithm then perhaps .net is the way to go but so far, I have been able to do everything I need and then some without it. I bel...
by tony
27 Apr 2015
Forum: MultiCharts
Topic: Orders not submitting on start of new trading session
Replies: 9
Views: 1386

Re: Orders not submitting on start of new trading session

From my knowledge of recalclastbarafter() from what I understand and I use it in my own script, is it will recalculate your script after a set time. I'm stating the obvious. But I believe it doesn't know nor care about market hours, it's literally just doing what it's told, calculate the script afte...
by tony
27 Apr 2015
Forum: MultiCharts
Topic: Orders not submitting on start of new trading session
Replies: 9
Views: 1386

Re: Orders not submitting on start of new trading session

Shouldn't you be using GTC orders since you are not closing out the position? At least it sounds like you are not closing out the position at the end of day. I had a similar situation a while ago and can't fully remember the details but limit and stop orders (OCO bracketed) would cancel at the open ...
by tony
21 Apr 2015
Forum: MultiCharts
Topic: Internet Speed
Replies: 0
Views: 557

Internet Speed

I was curious what traders, that run an automated system have found they have for internet speed (ping, download and upload). I get 10 ms and 10-15 Mbps and 1 Mbps respectively. It's more the upload speed I'm wondering if that needs to be higher. I run my systems out of my home and only during the d...
by tony
20 Apr 2015
Forum: MultiCharts
Topic: Data Replay Does Not Simulate Real-time Accurately on Ticks
Replies: 11
Views: 1723

Re: Confused About Tick Play Speed on Data Replay

I use play back mode a lot and love the features, etc. But if I understand your question correctly, I agree, it would be nice to be able to play back in the exact frequency, time lapse that those trades executed real time.
by tony
18 Apr 2015
Forum: MultiCharts
Topic: Average Calculations in Performance Report
Replies: 1
Views: 570

Re: Average Calculations in Performance Report

13.4 is the avg bars between losing LONG trades, 12.9 between SHORT trades. So I don't believe your average calculation drawn on your image is correct. Your calculation would imply you always go from a long loss to a short loss or vice versa.
by tony
17 Apr 2015
Forum: MultiCharts
Topic: Increase Trade Size After Loss Code Help
Replies: 6
Views: 881

Re: Increase Trade Size After Loss Code Help

You can clean it up and get rid of the variable as well and use

if positionprofit(1) < 1 then unitsize = 20000;

if positionprofit(1) >= 0 then unitsize = 10000;

and when you declare the variable change it to unitsize (0),
by tony
17 Apr 2015
Forum: MultiCharts
Topic: Increase Trade Size After Loss Code Help
Replies: 6
Views: 881

Re: Increase Trade Size After Loss Code Help

I'm not sure I follow what is happening. After one loss, size increases from 10000 to 20000 or are you saying after two consecutive losses that is when size increases? Positionprofit(1) should show the position profit of the last closed position. At the bottom of your script write print(positionprof...
by tony
17 Apr 2015
Forum: MultiCharts
Topic: Increase Trade Size After Loss Code Help
Replies: 6
Views: 881

Re: Increase Trade Size After Loss Code Help

Attempting to increase the trade size after a loss using the code below, however, no success. Any help will be greatly appreciated. vars: unitSize(10000), lastPositionPL(0); lastPositionPL = Positionprofit(1); If lastPositionPL < 0 then begin unitSize = 20000; End Else unitSize = 10000; //Entry Log...
by tony
15 Apr 2015
Forum: MultiCharts
Topic: Execution delay [SOLVED]
Replies: 22
Views: 3381

Re: Execution delay [SOLVED]

That was the fix and thanks to the MC team, once again for figuring this out. If anyone is running a scalping system, trading an instrument like ES that generates a lot of script calculations, then you need to make sure you are not sending batch queues causing order delays. The fix for me, was to ma...
by tony
14 Apr 2015
Forum: MultiCharts
Topic: floating point error [SOLVED]
Replies: 4
Views: 963

Re: floating point error [SOLVED]

In your denominator you have (high - low). That could be 0 thus the floating point zero error. Change the equation so you are not dividing by anything that could be 0.
by tony
14 Apr 2015
Forum: MultiCharts
Topic: Execution delay [SOLVED]
Replies: 22
Views: 3381

Re: Execution delay [SOLVED]

I sent my log files to MC and it appears I was sending empty batches of orders causing this queue. I'll confirm tomorrow when cash markets open which is when I typically see this problem arise, if that was the fix. It makes sense. The fix was a registry edit, which I'd rather not post here in case s...
by tony
13 Apr 2015
Forum: MultiCharts
Topic: Execution delay [SOLVED]
Replies: 22
Views: 3381

Re: Execution delay [SOLVED]

I'm going to give Rithmic another shot at why there is a delay. I sent them order numbers so see if they may be able to see anything on their end. If they don't then I'll post some code. Thanks for taking the time to share your feedback.
by tony
13 Apr 2015
Forum: MultiCharts
Topic: Execution delay [SOLVED]
Replies: 22
Views: 3381

Re: Execution delay [SOLVED]

It is not a general problem with ZB or ES. I have rithmic and see no related issues on my end. -Make sure you're updated completely. An old version had this exact problem. -Check your code. I'd suggest posting an example form of it. The problem most likely lies here. Do you run a scalping system th...
by tony
13 Apr 2015
Forum: MultiCharts
Topic: Execution delay [SOLVED]
Replies: 22
Views: 3381

Re: Execution delay [SOLVED]

Not sure if this is related or not, but I have noticed two instances where there was a delay in my signal generated trade filling (I buy or sell on entry at market) of 2-3 seconds. Each of those instances there was also a delay of 5 seconds of my OCO order being generated. My signal is such that imm...
by tony
13 Apr 2015
Forum: MultiCharts
Topic: Execution delay [SOLVED]
Replies: 22
Views: 3381

Re: Execution delay [SOLVED]

I've seen it only with ES and with two different signals, so I don't believe it has anything to do with the signal I use. Seems like it is with a certain securities that trade in very high volume/frequency. With ZB for example I have not seen it happen. It's predominantly at the cash market open and...
by tony
13 Apr 2015
Forum: MultiCharts
Topic: Execution delay [SOLVED]
Replies: 22
Views: 3381

Re: Execution delay [SOLVED]

I wanted to open this topic again and see if anyone else notices any problems with a delay based on a batch of orders queue. I know it's not my machine. My machine is very powerful in regards to processor, memory, etc. And I only run one workspace, one chart and just a handful of indicators. And my ...
by tony
12 Apr 2015
Forum: MultiCharts
Topic: SYMBOL MAPPING [SOLVED]
Replies: 4
Views: 1130

Re: SYMBOL MAPPING [SOLVED]

Correct. When the symbol changes, you need to map the new one.
by tony
07 Apr 2015
Forum: MultiCharts
Topic: Techniques to match realtime with backtest
Replies: 6
Views: 1143

Re: Techniques to match realtime with backtest

HI Fredi - Backtesting is important, no question, but it has limitations for sure. And it's not a knock on MC, it's a reality. Order flow is pretty much impossible to simulate in backtest mode. Surely it can be improved if using bid ask historical data, I truthfully have not done that. When most of ...
by tony
03 Apr 2015
Forum: MultiCharts
Topic: Techniques to match realtime with backtest
Replies: 6
Views: 1143

Re: Techniques to match realtime with backtest

I have an ES scalping system, targets 4 ticks for a profit so it's truly scalping. I enter live via market and exit via limit (profit target hit) or market (stop hit). To simulate in back testing, I have it set to not fill limit orders until price flows through 2 ticks (says points in MC, should say...
by tony
01 Apr 2015
Forum: MultiCharts
Topic: Script Calculation [SOLVED]
Replies: 6
Views: 806

Re: Script Calculation [SOLVED]

In case someone googles this question years from now I wanted to post follow up after MultiCharts helped me out. I have "allow one entry per bar" checked for my signal. What was happening is for example on the 905 bar my script would generate a signal and during the 905 bar would exit for ...
by tony
28 Mar 2015
Forum: MultiCharts
Topic: How can I autotrade with a signal only for one entry/exit ? [SOLVED]
Replies: 9
Views: 1170

Re: How can I autotrade with a signal only for one entry/exi [SOLVED]

You could use a conditional with positionprofit, so once a trade is taken and exited whether you have a win or loss, there would be a positionprofit. So you could put one of your first lines of code to be "If PositionProfit <>0 Then Begin;" Only problem is if you are flat on that first tra...
by tony
27 Mar 2015
Forum: MultiCharts
Topic: Script Calculation [SOLVED]
Replies: 6
Views: 806

Re: Script Calculation [SOLVED]

It's a short MA so the bands move quickly. I printed out the value of the variable and it matches with what I have on my chart. At this point I'm thinking there was a rogue tick in my data that caused this to happen. I've been running this type of script for over a year and never saw anything like t...

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