Search found 420 matches
- 03 Feb 2019
- Forum: MultiCharts
- Topic: BarsSinceExit [SOLVED]
- Replies: 2
- Views: 1019
Re: BarsSinceExit [SOLVED]
Perfect. Thank you. Was having an apparent brain fart on that one. Nice and simple solution. I appreciate the support.
- 03 Feb 2019
- Forum: MultiCharts
- Topic: BarsSinceExit [SOLVED]
- Replies: 2
- Views: 1019
BarsSinceExit [SOLVED]
Hi I'm trying to prevent a strategy from generating an entry on the same or very next bar after an exit. I'm using BarsSinceExit(1) > 1 In theory this seems like it should work. But for the very first trade. Since there are no prior exits, I'm assuming 0 is being returned and therefore no trades are...
- 18 Apr 2017
- Forum: MultiCharts
- Topic: Powerlanguage Function/studies Reference [SOLVED]
- Replies: 23
- Views: 8541
Re: Powerlanguage Function/studies Reference [SOLVED]
That's the link I posted yesterday.
- 17 Apr 2017
- Forum: MultiCharts
- Topic: Powerlanguage Function/studies Reference [SOLVED]
- Replies: 23
- Views: 8541
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...
- 17 Apr 2017
- Forum: MultiCharts
- Topic: Setstoploss, Setprofittarget in SA mode.
- Replies: 3
- Views: 1238
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...
- 17 Apr 2017
- Forum: MultiCharts
- Topic: Powerlanguage Function/studies Reference [SOLVED]
- Replies: 23
- Views: 8541
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.
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.
- 17 Apr 2017
- Forum: MultiCharts
- Topic: Powerlanguage Function/studies Reference [SOLVED]
- Replies: 23
- Views: 8541
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.
- 17 Apr 2017
- Forum: MultiCharts
- Topic: Setstoploss, Setprofittarget in SA mode.
- Replies: 3
- Views: 1238
Re: Setstoploss, Setprofittarget in SA mode.
I'm 99% certain price filled at the broker. I'm 100% certain outside of setstoploss and setprofittarget.
- 04 Apr 2017
- Forum: MultiCharts
- Topic: same buy/sell signal not allowed
- Replies: 4
- Views: 1545
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).
- 05 Mar 2017
- Forum: MultiCharts
- Topic: Different Entry Price - Expected Behavior
- Replies: 1
- Views: 843
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...
- 15 Feb 2017
- Forum: MultiCharts
- Topic: compile error:"line 0, column 0" [SOLVED]
- Replies: 36
- Views: 15208
Re: compile error:"line 0, column 0" [SOLVED]
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 ...
- 15 Feb 2017
- Forum: MultiCharts
- Topic: Storing Price of Data 2 when last trade was executed
- Replies: 2
- Views: 915
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.
- 08 Feb 2017
- Forum: MultiCharts
- Topic: "First 5 trading days of the year"
- Replies: 8
- Views: 2510
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...
- 08 Feb 2017
- Forum: MultiCharts
- Topic: "First 5 trading days of the year"
- Replies: 8
- Views: 2510
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...
- 08 Feb 2017
- Forum: MultiCharts
- Topic: "First 5 trading days of the year"
- Replies: 8
- Views: 2510
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...
- 23 Jan 2017
- Forum: MultiCharts
- Topic: Break Even Stop /Stop Loss
- Replies: 6
- Views: 2050
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 ...
- 23 Jan 2017
- Forum: MultiCharts
- Topic: Break Even Stop /Stop Loss
- Replies: 6
- Views: 2050
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...
- 05 Jan 2017
- Forum: MultiCharts
- Topic: Need slippage settings in Tick for futures backtesting
- Replies: 6
- Views: 2005
Re: Need slippage settings in Tick for futures backtesting
Ideally slippage specified per side, versus for both entry and exit.Screen Shot 2017-01-03 at 4.56.41 PM.png
Adding an option like this would be sufficient.
- 05 Jan 2017
- Forum: MultiCharts
- Topic: Multitimeframe strategy
- Replies: 3
- Views: 1634
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...
- 20 Dec 2016
- Forum: MultiCharts
- Topic: Broker choices and final decision
- Replies: 28
- Views: 14653
Re: Broker choices and final decision
PM me if you want and I will share some feedback on what I use.
- 03 Dec 2016
- Forum: MultiCharts
- Topic: Difference between backtest and real trading
- Replies: 5
- Views: 1784
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...
- 26 Nov 2016
- Forum: MultiCharts
- Topic: MULTICHARTS 10.0 RELEASE
- Replies: 121
- Views: 117513
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 ...
- 25 Nov 2016
- Forum: MultiCharts
- Topic: Broker discussion?
- Replies: 6
- Views: 1994
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...
- 22 Nov 2016
- Forum: MultiCharts
- Topic: Weekly & daily data [SOLVED]
- Replies: 3
- Views: 1535
Re: Weekly & daily data [SOLVED]
Try reloading your charts. That may resolve your issue.
- 31 Oct 2016
- Forum: MultiCharts
- Topic: Stop issue
- Replies: 2
- Views: 1132
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 ...
- 30 Oct 2016
- Forum: MultiCharts
- Topic: 1 entry long for day [SOLVED]
- Replies: 2
- Views: 1221
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 ...
- 26 Oct 2016
- Forum: MultiCharts
- Topic: Automation Stops... Have to Enter orders Manually!!???????
- Replies: 3
- Views: 1241
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.
- 25 Oct 2016
- Forum: MultiCharts
- Topic: To avoid the trade at the same previous price [SOLVED]
- Replies: 14
- Views: 3627
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...
- 25 Oct 2016
- Forum: MultiCharts
- Topic: To avoid the trade at the same previous price [SOLVED]
- Replies: 14
- Views: 3627
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 ...
- 24 Oct 2016
- Forum: MultiCharts
- Topic: To avoid the trade at the same previous price [SOLVED]
- Replies: 14
- Views: 3627
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...
- 18 Oct 2016
- Forum: MultiCharts
- Topic: View Real Trade vs Backtest Trade
- Replies: 18
- Views: 4291
Re: View Real Trade vs Backtest Trade
Did you ever resolve this?
- 18 Oct 2016
- Forum: MultiCharts
- Topic: breakeven with offsett [SOLVED]
- Replies: 2
- Views: 1060
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...
- 16 Oct 2016
- Forum: MultiCharts
- Topic: QQE Quantitative Qualitative Estimation for Multicharts [SOLVED]
- Replies: 11
- Views: 4416
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.
- 16 Oct 2016
- Forum: MultiCharts
- Topic: QQE Quantitative Qualitative Estimation for Multicharts [SOLVED]
- Replies: 11
- Views: 4416
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).
If you do post please note where PLE is saying the error is (line / column).
- 15 Oct 2016
- Forum: MultiCharts
- Topic: View Real Trade vs Backtest Trade
- Replies: 18
- Views: 4291
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 you have...
- 15 Oct 2016
- Forum: MultiCharts
- Topic: View Real Trade vs Backtest Trade
- Replies: 18
- Views: 4291
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.
- 15 Oct 2016
- Forum: MultiCharts
- Topic: View Real Trade vs Backtest Trade
- Replies: 18
- Views: 4291
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?
- 15 Oct 2016
- Forum: MultiCharts
- Topic: View Real Trade vs Backtest Trade
- Replies: 18
- Views: 4291
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?
- 15 Oct 2016
- Forum: MultiCharts
- Topic: View Real Trade vs Backtest Trade
- Replies: 18
- Views: 4291
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...
- 15 Oct 2016
- Forum: MultiCharts
- Topic: View Real Trade vs Backtest Trade
- Replies: 18
- Views: 4291
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.
- 09 Oct 2016
- Forum: MultiCharts
- Topic: Install MC On New Machine [SOLVED]
- Replies: 5
- Views: 3978
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...
- 08 Oct 2016
- Forum: MultiCharts
- Topic: Install MC On New Machine [SOLVED]
- Replies: 5
- Views: 3978
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 to see th...
- 08 Oct 2016
- Forum: MultiCharts
- Topic: Install MC On New Machine [SOLVED]
- Replies: 5
- Views: 3978
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?
- 08 Oct 2016
- Forum: MultiCharts
- Topic: Install MC On New Machine [SOLVED]
- Replies: 5
- Views: 3978
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?
- 08 Oct 2016
- Forum: MultiCharts
- Topic: Install MC On New Machine [SOLVED]
- Replies: 5
- Views: 3978
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...
- 29 Sep 2016
- Forum: MultiCharts
- Topic: Day Of the Week coding [SOLVED]
- Replies: 2
- Views: 1606
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
- 23 Sep 2016
- Forum: MultiCharts
- Topic: Trade Once per Data2 Bar [SOLVED]
- Replies: 2
- Views: 1417
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...
- 23 Sep 2016
- Forum: MultiCharts
- Topic: 5 Lots exceeded with TopStepTrader [SOLVED]
- Replies: 9
- Views: 3661
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.
- 22 Sep 2016
- Forum: MultiCharts
- Topic: how can it calculate base on closed bar? [SOLVED]
- Replies: 18
- Views: 4276
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...
- 22 Sep 2016
- Forum: MultiCharts
- Topic: how can it calculate base on closed bar? [SOLVED]
- Replies: 18
- Views: 4276
Re: how can it calculate base on closed bar? [SOLVED]
Can you show your signal so we can better identify what's going on?
- 22 Sep 2016
- Forum: MultiCharts
- Topic: how can it calculate base on closed bar? [SOLVED]
- Replies: 18
- Views: 4276
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...
- 19 Sep 2016
- Forum: MultiCharts
- Topic: Faulty programming in backtesting/optimization?
- Replies: 9
- Views: 2661
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...
- 19 Sep 2016
- Forum: MultiCharts
- Topic: Faulty programming in backtesting/optimization?
- Replies: 9
- Views: 2661
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...
- 18 Sep 2016
- Forum: MultiCharts
- Topic: Help, Invalid Order Parameters, HELP
- Replies: 10
- Views: 2898
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...
- 17 Sep 2016
- Forum: MultiCharts
- Topic: Faulty programming in backtesting/optimization?
- Replies: 9
- Views: 2661
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 ...
- 12 Sep 2016
- Forum: MultiCharts
- Topic: Other datafeed [SOLVED]
- Replies: 6
- Views: 2306
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 mar...
- 12 Sep 2016
- Forum: MultiCharts
- Topic: Auto Trading with Playback
- Replies: 2
- Views: 1148
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 to change t...
- 30 Aug 2016
- Forum: MultiCharts
- Topic: 1 minute chart : how to print the high of the day? [SOLVED]
- Replies: 4
- Views: 1901
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" for enough bars t...
- 30 Aug 2016
- Forum: MultiCharts
- Topic: Best broker
- Replies: 1
- Views: 1099
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.
- 30 Aug 2016
- Forum: MultiCharts
- Topic: 1 minute chart : how to print the high of the day? [SOLVED]
- Replies: 4
- Views: 1901
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.
- 29 Aug 2016
- Forum: MultiCharts
- Topic: Data feed TS and trade with IB [SOLVED]
- Replies: 1
- Views: 1070
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.
- 14 Aug 2016
- Forum: MultiCharts
- Topic: Problems collecting / stored Data [SOLVED]
- Replies: 5
- Views: 2375
Re: Problems collecting / stored Data [SOLVED]
Sounds powerful for sure.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.
- 14 Aug 2016
- Forum: MultiCharts
- Topic: Problems collecting / stored Data [SOLVED]
- Replies: 5
- Views: 2375
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...
- 12 Aug 2016
- Forum: MultiCharts
- Topic: Buy this bar at close, buys next bar at open? [SOLVED]
- Replies: 17
- Views: 11183
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 ...
- 12 Aug 2016
- Forum: MultiCharts
- Topic: Buy this bar at close, buys next bar at open? [SOLVED]
- Replies: 17
- Views: 11183
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...
- 12 Aug 2016
- Forum: MultiCharts
- Topic: Buy this bar at close, buys next bar at open? [SOLVED]
- Replies: 17
- Views: 11183
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...
- 29 Jul 2016
- Forum: MultiCharts
- Topic: Hidden orders [SOLVED]
- Replies: 2
- Views: 1471
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.
- 26 Jul 2016
- Forum: MultiCharts
- Topic: Performance Question
- Replies: 1
- Views: 1220
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...
- 13 Jul 2016
- Forum: MultiCharts
- Topic: Prevent multiple entries on same bar?
- Replies: 6
- Views: 2913
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. PM me if...
- 13 Jul 2016
- Forum: MultiCharts
- Topic: Prevent multiple entries on same bar?
- Replies: 6
- Views: 2913
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...
- 08 Jul 2016
- Forum: MultiCharts
- Topic: Breakeven modifivation
- Replies: 8
- Views: 2502
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 ...
- 08 Jul 2016
- Forum: MultiCharts
- Topic: I need to Count or Flag the 1st Exit of a Trade
- Replies: 8
- Views: 3057
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 "exitstod...
- 01 Jul 2016
- Forum: MultiCharts
- Topic: PL Code to Cancel Pending Orders Needed
- Replies: 3
- Views: 1690
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 is closed ...
- 15 Jun 2016
- Forum: MultiCharts
- Topic: Backtest Forex
- Replies: 9
- Views: 3559
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...
- 15 Jun 2016
- Forum: MultiCharts
- Topic: Backtest Forex
- Replies: 9
- Views: 3559
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.
- 12 Jun 2016
- Forum: MultiCharts
- Topic: Backtest Forex
- Replies: 9
- Views: 3559
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...
- 09 Jun 2016
- Forum: MultiCharts
- Topic: Positions opened 8 times
- Replies: 9
- Views: 3685
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.
- 04 Jun 2016
- Forum: MultiCharts
- Topic: Monthly Returns
- Replies: 2
- Views: 1486
Re: Monthly Returns
Solid green - net profit
Solid red - net loss
Dash green - run up
Dash red - draw down
Solid red - net loss
Dash green - run up
Dash red - draw down
- 04 Jun 2016
- Forum: MultiCharts
- Topic: Sell function
- Replies: 2
- Views: 1442
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, " N/2: ", N/2, " close N...
- 02 Jun 2016
- Forum: MultiCharts
- Topic: eliminate sponsor banner
- Replies: 3
- Views: 1646
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.
- 28 May 2016
- Forum: MultiCharts
- Topic: Rithmic Loss Of Heartbeat [SOLVED]
- Replies: 1
- Views: 1134
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 outages and...
- 28 May 2016
- Forum: MultiCharts
- Topic: Rithmic Loss Of Heartbeat [SOLVED]
- Replies: 1
- Views: 1134
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...
- 26 May 2016
- Forum: MultiCharts
- Topic: Cancelling and Closing all trades at 1507 on 1M chart [SOLVED]
- Replies: 21
- Views: 6995
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.
- 26 May 2016
- Forum: MultiCharts
- Topic: Cancelling and Closing all trades at 1507 on 1M chart [SOLVED]
- Replies: 21
- Views: 6995
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.
- 25 May 2016
- Forum: MultiCharts
- Topic: Place order GTC
- Replies: 4
- Views: 1510
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.
- 25 May 2016
- Forum: MultiCharts
- Topic: Place order GTC
- Replies: 4
- Views: 1510
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.
- 23 May 2016
- Forum: MultiCharts
- Topic: Equity Curve Trading
- Replies: 1
- Views: 1188
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...
- 20 May 2016
- Forum: MultiCharts
- Topic: Question for Rithmic and TS datafeed users
- Replies: 2
- Views: 1528
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.
- 20 May 2016
- Forum: MultiCharts
- Topic: Rithmic Auto Liquidate
- Replies: 0
- Views: 1242
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.
- 16 May 2016
- Forum: MultiCharts
- Topic: MarketPosition_at_Broker vs MarketPosition
- Replies: 10
- Views: 4271
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.
- 10 May 2016
- Forum: MultiCharts
- Topic: MULTICHARTS 10.0 BETA 1
- Replies: 89
- Views: 27629
Re: MULTICHARTS 10.0 BETA 1
I like the fraction price scale for Treasuries.
- 08 May 2016
- Forum: MultiCharts
- Topic: Problem with ZC roll over/continuous contract [SOLVED]
- Replies: 11
- Views: 4197
Re: Problem with ZC roll over/continuous contract [SOLVED]
A quick google search looks like you can - https://www.interactivebrokers.com/en/s ... inuous.htmHi Tony,
I use IB as data feed and I believe we can't get continuous contracts from IB through API ?!
- 08 May 2016
- Forum: MultiCharts
- Topic: PowerLanguage Programmers Guide in PDF format [SOLVED]
- Replies: 15
- Views: 15996
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...
- 08 May 2016
- Forum: MultiCharts
- Topic: PowerLanguage Programmers Guide in PDF format [SOLVED]
- Replies: 15
- Views: 15996
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
- 08 May 2016
- Forum: MultiCharts
- Topic: Problem with ZC roll over/continuous contract [SOLVED]
- Replies: 11
- Views: 4197
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?
- 07 May 2016
- Forum: MultiCharts
- Topic: Problem with connection (hostorical data backfil) to rithmic [SOLVED]
- Replies: 4
- Views: 2249
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.
- 03 May 2016
- Forum: MultiCharts
- Topic: Limit order cancelled & resent when using RecalcLastBarAfter
- Replies: 8
- Views: 6552
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...
- 02 May 2016
- Forum: MultiCharts
- Topic: Losing Broker Position Randomly
- Replies: 12
- Views: 3377
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.
- 02 May 2016
- Forum: MultiCharts
- Topic: questions about platform
- Replies: 8
- Views: 2732
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 ...
- 01 May 2016
- Forum: MultiCharts
- Topic: Losing Broker Position Randomly
- Replies: 12
- Views: 3377
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 bottom lef...
- 26 Apr 2016
- Forum: MultiCharts
- Topic: How do you do BollingerBand for daily on a 5 minute chart? [SOLVED]
- Replies: 2
- Views: 1504
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...
- 26 Apr 2016
- Forum: MultiCharts
- Topic: Different sizing value between real-time and back-test [SOLVED]
- Replies: 9
- Views: 2615
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 results differ f...
- 23 Apr 2016
- Forum: MultiCharts
- Topic: Different sizing value between real-time and back-test [SOLVED]
- Replies: 9
- Views: 2615
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.
- 22 Apr 2016
- Forum: MultiCharts
- Topic: Losing Broker Position Randomly
- Replies: 12
- Views: 3377
Re: Losing Broker Position Randomly
I love Rithmic. I stared with IB and would never go back. I think you'll be happy with the switch.Hi,
I'll be using Rithmic soon so hopefully not an issue there?
- 22 Apr 2016
- Forum: MultiCharts
- Topic: The better way
- Replies: 6
- Views: 1980
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.
- 20 Apr 2016
- Forum: MultiCharts
- Topic: The better way
- Replies: 6
- Views: 1980
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...
- 12 Apr 2016
- Forum: MultiCharts
- Topic: Help with strategy [SOLVED]
- Replies: 7
- Views: 2772
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...
- 09 Apr 2016
- Forum: MultiCharts
- Topic: Is there a way to limit use of code to a single machine ID? [SOLVED]
- Replies: 4
- Views: 1947
Re: Is there a way to limit use of code to a single machine [SOLVED]
You can encrypt your source code as well.
- 08 Apr 2016
- Forum: MultiCharts
- Topic: Single bar trade execution [SOLVED]
- Replies: 3
- Views: 1739
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?
- 26 Mar 2016
- Forum: MultiCharts
- Topic: Portfolio Strategy on Equity
- Replies: 13
- Views: 4662
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 barnumber.
- 10 Mar 2016
- Forum: MultiCharts
- Topic: IB/MC: How to manage Rollover [SOLVED]
- Replies: 7
- Views: 3803
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.
- 10 Mar 2016
- Forum: MultiCharts
- Topic: OCO Orders [SOLVED]
- Replies: 3
- Views: 2728
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 limit order sitting out there a...
- 09 Mar 2016
- Forum: MultiCharts
- Topic: Alerts sending 1 bar late
- Replies: 12
- Views: 3266
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 still 0, a...
- 06 Mar 2016
- Forum: MultiCharts
- Topic: Autotrading default [SOLVED]
- Replies: 1
- Views: 1256
Re: Autotrading default [SOLVED]
40+ seconds per the MC wiki - https://www.multicharts.com/trading-sof ... to_Trading
- 04 Mar 2016
- Forum: MultiCharts
- Topic: Execution delay [SOLVED]
- Replies: 26
- Views: 12187
Re: Execution delay [SOLVED]
If you want to PM me I will send you what MC sent me in regards to the required registry edit.Thanks Tony.
Can MultiCharts please post the fix. I am seeing this issue now.
- 02 Mar 2016
- Forum: MultiCharts
- Topic: Limit IOG to either buy or sell per bar
- Replies: 13
- Views: 2591
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.
- 02 Mar 2016
- Forum: MultiCharts
- Topic: Limit IOG to either buy or sell per bar
- Replies: 13
- Views: 2591
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...
- 02 Mar 2016
- Forum: MultiCharts
- Topic: Limit IOG to either buy or sell per bar
- Replies: 13
- Views: 2591
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 how many trade entrie...
- 02 Mar 2016
- Forum: MultiCharts
- Topic: Limit IOG to either buy or sell per bar
- Replies: 13
- Views: 2591
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
- 26 Feb 2016
- Forum: MultiCharts
- Topic: IB: Order being held and monitored
- Replies: 4
- Views: 4790
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 ...
- 22 Feb 2016
- Forum: MultiCharts
- Topic: 1-day trading strategy close out before close of market
- Replies: 7
- Views: 2189
Re: 1-day trading strategy close out before close of market
You need to do two things. First, add the line I mentioned prior
This will only calculate at the time you want. Second you need to hold the value each day so you can calculate your ratio.
Code: Select all
If time = 1545
then begin
- 21 Feb 2016
- Forum: MultiCharts
- Topic: 1-day trading strategy close out before close of market
- Replies: 7
- Views: 2189
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...
- 19 Feb 2016
- Forum: MultiCharts
- Topic: Broker and OCO order
- Replies: 8
- Views: 3759
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...
- 18 Feb 2016
- Forum: MultiCharts
- Topic: Broker and OCO order
- Replies: 8
- Views: 3759
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...
- 18 Feb 2016
- Forum: MultiCharts
- Topic: "MACD LE" signal applied to Data Series 3
- Replies: 7
- Views: 3075
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" ) next bar at market...
- 03 Jan 2016
- Forum: MultiCharts
- Topic: Compile error line 0, column 0
- Replies: 7
- Views: 3491
Re: Compile error line 0, column 0
Is your error found under this http://www.multicharts.com/trading-soft ... mnEnd_0%29
I have come across it once previously, as have other users on the forum.
I have come across it once previously, as have other users on the forum.
- 20 Dec 2015
- Forum: MultiCharts
- Topic: minimize messaging traffic with IB from my signals [SOLVED]
- Replies: 8
- Views: 3234
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.
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.
- 12 Dec 2015
- Forum: MultiCharts
- Topic: intrabar Time access
- Replies: 3
- Views: 1495
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.
- 11 Dec 2015
- Forum: MultiCharts
- Topic: intra-barassumptions and StopLoss/TakeProfit [SOLVED]
- Replies: 3
- Views: 2513
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.
- 11 Dec 2015
- Forum: MultiCharts
- Topic: [IntrabarOrderGeneration = true] in backtesting
- Replies: 4
- Views: 1640
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...
- 07 Dec 2015
- Forum: MultiCharts
- Topic: exit a trade before the close
- Replies: 6
- Views: 2451
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...
- 04 Dec 2015
- Forum: MultiCharts
- Topic: 5 Instances of MC for 5 Different Trading Accounts
- Replies: 2
- Views: 1451
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 ...
- 03 Dec 2015
- Forum: MultiCharts
- Topic: Way to stop the PLE compiling
- Replies: 2
- Views: 1103
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.
- 26 Nov 2015
- Forum: MultiCharts
- Topic: Storing a value
- Replies: 12
- Views: 3417
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 ...
- 25 Nov 2015
- Forum: MultiCharts
- Topic: Storing a value
- Replies: 12
- Views: 3417
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.
- 25 Nov 2015
- Forum: MultiCharts
- Topic: Storing a value
- Replies: 12
- Views: 3417
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 ...
- 25 Nov 2015
- Forum: MultiCharts
- Topic: Storing a value
- Replies: 12
- Views: 3417
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...
- 25 Nov 2015
- Forum: MultiCharts
- Topic: Storing a value
- Replies: 12
- Views: 3417
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. You need to identify a moment...
- 21 Nov 2015
- Forum: MultiCharts
- Topic: Data2 causing orders to be sent late
- Replies: 6
- Views: 2073
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...
- 21 Nov 2015
- Forum: MultiCharts
- Topic: Data2 causing orders to be sent late
- Replies: 6
- Views: 2073
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 ...
- 21 Nov 2015
- Forum: MultiCharts
- Topic: Data2 causing orders to be sent late
- Replies: 6
- Views: 2073
Re: Data2 causing orders to be sent late
Do you have real-time history matching unchecked?
- 21 Nov 2015
- Forum: MultiCharts
- Topic: [IOG] how to make a limit order remain active if not filled [SOLVED]
- Replies: 5
- Views: 2781
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.
- 20 Nov 2015
- Forum: MultiCharts
- Topic: [IOG] how to make a limit order remain active if not filled [SOLVED]
- Replies: 5
- Views: 2781
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 ...
- 19 Nov 2015
- Forum: MultiCharts
- Topic: confirmation of filled order from the broker [SOLVED]
- Replies: 2
- Views: 1483
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...
- 17 Nov 2015
- Forum: MultiCharts
- Topic: instantaneously detecting position change in IOG code [SOLVED]
- Replies: 4
- Views: 1848
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.
- 17 Nov 2015
- Forum: MultiCharts
- Topic: instantaneously detecting position change in IOG code [SOLVED]
- Replies: 4
- Views: 1848
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...
- 16 Nov 2015
- Forum: MultiCharts
- Topic: Backtesting: IOG or two data streams?
- Replies: 11
- Views: 3431
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 market closes i.e. as...
- 16 Nov 2015
- Forum: MultiCharts
- Topic: Backtesting: IOG or two data streams?
- Replies: 11
- Views: 3431
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 ...
- 16 Nov 2015
- Forum: MultiCharts
- Topic: Submitting Too Many Orders
- Replies: 2
- Views: 1623
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.
- 16 Nov 2015
- Forum: MultiCharts
- Topic: Backtesting: IOG or two data streams?
- Replies: 11
- Views: 3431
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.
- 16 Nov 2015
- Forum: MultiCharts
- Topic: How to review results of Data Playback?
- Replies: 2
- Views: 1740
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.
- 13 Nov 2015
- Forum: MultiCharts
- Topic: Backtesting questions
- Replies: 4
- Views: 2438
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...
- 13 Nov 2015
- Forum: MultiCharts
- Topic: Backtesting questions
- Replies: 4
- Views: 2438
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 back tests, but only ...
- 09 Nov 2015
- Forum: MultiCharts
- Topic: IB Friends and Family account [SOLVED]
- Replies: 6
- Views: 5991
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...
- 03 Nov 2015
- Forum: MultiCharts
- Topic: limit the number of daily trades [SOLVED]
- Replies: 6
- Views: 17730
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
- 03 Nov 2015
- Forum: MultiCharts
- Topic: MC 9.1 - tick-by-tick replay - not forwarding a tick [SOLVED]
- Replies: 12
- Views: 3994
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...
- 02 Nov 2015
- Forum: MultiCharts
- Topic: [v9.1] Oanda market buy show error Rejected ... [SOLVED]
- Replies: 6
- Views: 4242
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).
- 28 Oct 2015
- Forum: MultiCharts
- Topic: IB Friends and Family account [SOLVED]
- Replies: 6
- Views: 5991
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.
- 26 Oct 2015
- Forum: MultiCharts
- Topic: no signal appearing on the chart with this simple code [SOLVED]
- Replies: 12
- Views: 3540
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.
- 26 Oct 2015
- Forum: MultiCharts
- Topic: no signal appearing on the chart with this simple code [SOLVED]
- Replies: 12
- Views: 3540
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;
Try one more thing:
If marketposition=0
AND time = 0933
then begin
sellshort 100 shares next bar at market;
end;
- 26 Oct 2015
- Forum: MultiCharts
- Topic: no signal appearing on the chart with this simple code [SOLVED]
- Replies: 12
- Views: 3540
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.
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.
- 26 Oct 2015
- Forum: MultiCharts
- Topic: no signal appearing on the chart with this simple code [SOLVED]
- Replies: 12
- Views: 3540
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
- 24 Oct 2015
- Forum: MultiCharts
- Topic: Simulated and Live Trading Simultaneously
- Replies: 0
- Views: 797
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...
- 24 Oct 2015
- Forum: MultiCharts
- Topic: MC 9.1 - tick-by-tick replay - not forwarding a tick [SOLVED]
- Replies: 12
- Views: 3994
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...
- 24 Oct 2015
- Forum: MultiCharts
- Topic: MC 9.1 - tick-by-tick replay - not forwarding a tick [SOLVED]
- Replies: 12
- Views: 3994
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.
- 16 Oct 2015
- Forum: MultiCharts
- Topic: Creating complex alerts [SOLVED]
- Replies: 2
- Views: 1546
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;
if indicator1 is true AND
Indicator2 is true AND
Indicator3, etc
Then alert;
- 11 Oct 2015
- Forum: MultiCharts
- Topic: Paper trading Broker Profile
- Replies: 8
- Views: 3455
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...
- 11 Oct 2015
- Forum: MultiCharts
- Topic: Algo trading.....is it reliable enough ?
- Replies: 4
- Views: 3048
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 ...
- 11 Oct 2015
- Forum: MultiCharts
- Topic: Paper trading Broker Profile
- Replies: 8
- Views: 3455
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.
- 11 Oct 2015
- Forum: MultiCharts
- Topic: possible to close open position at any time on a 5m chart?
- Replies: 14
- Views: 3828
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 under Exits "Allow any exits from ...
- 11 Oct 2015
- Forum: MultiCharts
- Topic: possible to close open position at any time on a 5m chart?
- Replies: 14
- Views: 3828
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.
- 10 Oct 2015
- Forum: MultiCharts
- Topic: possible to close open position at any time on a 5m chart?
- Replies: 14
- Views: 3828
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 on your W...
- 25 Sep 2015
- Forum: MultiCharts
- Topic: Problem with Order and Position Tracker Window
- Replies: 10
- Views: 4790
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.
- 25 Sep 2015
- Forum: MultiCharts
- Topic: Problem with Order and Position Tracker Window
- Replies: 10
- Views: 4790
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.
- 24 Sep 2015
- Forum: MultiCharts
- Topic: red light at the bottom right [SOLVED]
- Replies: 1
- Views: 1506
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.
- 18 Sep 2015
- Forum: MultiCharts
- Topic: how to have only 1 entry per bar
- Replies: 3
- Views: 1909
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...
- 18 Sep 2015
- Forum: MultiCharts
- Topic: Interactive Brokers Continuous Contract
- Replies: 6
- Views: 4176
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...
- 01 Sep 2015
- Forum: MultiCharts
- Topic: How work stoploss and breakeven?
- Replies: 5
- Views: 2213
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...
- 31 Aug 2015
- Forum: MultiCharts
- Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
- Replies: 8
- Views: 2357
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...
- 31 Aug 2015
- Forum: MultiCharts
- Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
- Replies: 8
- Views: 2357
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...
- 31 Aug 2015
- Forum: MultiCharts
- Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
- Replies: 8
- Views: 2357
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 what price you get. In ...
- 31 Aug 2015
- Forum: MultiCharts
- Topic: How work stoploss and breakeven?
- Replies: 5
- Views: 2213
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 else then...
- 30 Aug 2015
- Forum: MultiCharts
- Topic: Extended Backtest (Trade,Ask+Bid). Which feed triggers stops
- Replies: 8
- Views: 2357
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 knowing if ...
- 28 Aug 2015
- Forum: MultiCharts
- Topic: how to simulate stop order [SOLVED]
- Replies: 3
- Views: 1630
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.
SetPercentTrailing(Profit, Percentage);
This would exit a position "mid bar" if you are not using IOG mode.
- 28 Aug 2015
- Forum: MultiCharts
- Topic: how to simulate stop order [SOLVED]
- Replies: 3
- Views: 1630
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;
If Close > EntryPrice then buy to cover next bar at market;
or
If Close < EntryPrice then sell next bar at market;
- 17 Aug 2015
- Forum: MultiCharts
- Topic: Some problems
- Replies: 3
- Views: 1520
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...
- 17 Aug 2015
- Forum: MultiCharts
- Topic: Orders/Conditions with values [SOLVED]
- Replies: 12
- Views: 3142
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 ...
- 16 Aug 2015
- Forum: MultiCharts
- Topic: Orders/Conditions with values [SOLVED]
- Replies: 12
- Views: 3142
Re: Orders/Conditions with values [SOLVED]
Please post your new code so we can try and help resolve this.
- 16 Aug 2015
- Forum: MultiCharts
- Topic: Orders/Conditions with values [SOLVED]
- Replies: 12
- Views: 3142
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...
- 16 Aug 2015
- Forum: MultiCharts
- Topic: Orders/Conditions with values [SOLVED]
- Replies: 12
- Views: 3142
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 ...
- 15 Aug 2015
- Forum: MultiCharts
- Topic: Problem with Contract Expiry
- Replies: 2
- Views: 1168
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.
- 12 Aug 2015
- Forum: MultiCharts
- Topic: Why is it still taking trades when equity is negative!?
- Replies: 2
- Views: 1242
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.
print(equity);
This way you can see if the value you think is being calculated is actually calculated the way intended.
- 12 Aug 2015
- Forum: MultiCharts
- Topic: Why is it still taking trades when equity is negative!?
- Replies: 2
- Views: 1242
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...
- 03 Aug 2015
- Forum: MultiCharts
- Topic: guidence for a stoploss [SOLVED]
- Replies: 1
- Views: 941
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.
- 25 Jul 2015
- Forum: MultiCharts
- Topic: Is delay due to a batch of orders queue recorded in log file [SOLVED]
- Replies: 7
- Views: 3438
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.
- 09 Jul 2015
- Forum: MultiCharts
- Topic: Trading Performance Report
- Replies: 2
- Views: 1306
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...
- 09 Jul 2015
- Forum: MultiCharts
- Topic: Bar magnifier question
- Replies: 5
- Views: 2069
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 saying on this bar w...
- 08 Jul 2015
- Forum: MultiCharts
- Topic: Bar magnifier question
- Replies: 5
- Views: 2069
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...
- 08 Jul 2015
- Forum: MultiCharts
- Topic: Bar magnifier question
- Replies: 5
- Views: 2069
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...
- 08 Jul 2015
- Forum: MultiCharts
- Topic: Trading Performance Report
- Replies: 2
- Views: 1306
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...
- 07 Jul 2015
- Forum: MultiCharts
- Topic: Great podcasts on systematic trading
- Replies: 1
- Views: 1263
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.
- 05 Jul 2015
- Forum: MultiCharts
- Topic: Order rejected
- Replies: 8
- Views: 3033
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...
- 05 Jul 2015
- Forum: MultiCharts
- Topic: Order rejected
- Replies: 8
- Views: 3033
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. ...
- 02 Jul 2015
- Forum: MultiCharts
- Topic: Order rejected
- Replies: 8
- Views: 3033
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.
- 26 Jun 2015
- Forum: MultiCharts
- Topic: Is it possible to plot cancelled orders?
- Replies: 3
- Views: 1249
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?
- 24 Jun 2015
- Forum: MultiCharts
- Topic: Close Two Ticks Back [SOLVED]
- Replies: 3
- Views: 1632
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.
- 24 Jun 2015
- Forum: MultiCharts
- Topic: Multicharts 9.0 very dissapointing
- Replies: 6
- Views: 2560
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
- 24 Jun 2015
- Forum: MultiCharts
- Topic: Close Two Ticks Back [SOLVED]
- Replies: 3
- Views: 1632
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 close"...
- 16 Jun 2015
- Forum: MultiCharts
- Topic: Workspaces DISAPPEARED during update to 9.0.11210.400.
- Replies: 12
- Views: 3800
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 ...
- 15 Jun 2015
- Forum: MultiCharts
- Topic: Workspaces DISAPPEARED during update to 9.0.11210.400.
- Replies: 12
- Views: 3800
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...
- 15 Jun 2015
- Forum: MultiCharts
- Topic: Workspaces DISAPPEARED during update to 9.0.11210.400.
- Replies: 12
- Views: 3800
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 personal fi...
- 13 Jun 2015
- Forum: MultiCharts
- Topic: Seeking feedback - CQG vs Rithmic [SOLVED]
- Replies: 9
- Views: 5656
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.
- 12 Jun 2015
- Forum: MultiCharts
- Topic: Seeking feedback - CQG vs Rithmic [SOLVED]
- Replies: 9
- Views: 5656
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...
- 11 Jun 2015
- Forum: MultiCharts
- Topic: Take Profit Greater than Expected
- Replies: 1
- Views: 1353
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...
- 05 Jun 2015
- Forum: MultiCharts
- Topic: MULTICHARTS 9.0 RELEASE
- Replies: 165
- Views: 66342
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 -
- 29 May 2015
- Forum: MultiCharts
- Topic: Incorrect Order Connecting Lines [SOLVED]
- Replies: 8
- Views: 3410
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 you had been long and exited for a loss ...
- 20 May 2015
- Forum: MultiCharts
- Topic: Strategy Positions Do Not Appear
- Replies: 3
- Views: 1591
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.
- 19 May 2015
- Forum: MultiCharts
- Topic: Cancelled Error Message [SOLVED]
- Replies: 5
- Views: 2531
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!
- 18 May 2015
- Forum: MultiCharts
- Topic: Cancelled Error Message [SOLVED]
- Replies: 5
- Views: 2531
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 ...
- 12 May 2015
- Forum: MultiCharts
- Topic: Simultaneous long and short signals
- Replies: 7
- Views: 2531
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...
- 11 May 2015
- Forum: MultiCharts
- Topic: Cancelled Error Message [SOLVED]
- Replies: 5
- Views: 2531
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...
- 11 May 2015
- Forum: MultiCharts
- Topic: Simultaneous long and short signals
- Replies: 7
- Views: 2531
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
- 11 May 2015
- Forum: MultiCharts
- Topic: Simultaneous long and short signals
- Replies: 7
- Views: 2531
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 =...
- 11 May 2015
- Forum: MultiCharts
- Topic: Cancelled Error Message [SOLVED]
- Replies: 5
- Views: 2531
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...
- 08 May 2015
- Forum: MultiCharts
- Topic: The Trading Holy Grail of Time Traveler-“Back to the Future"
- Replies: 22
- Views: 7518
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...
- 07 May 2015
- Forum: MultiCharts
- Topic: The Trading Holy Grail of Time Traveler-“Back to the Future"
- Replies: 22
- Views: 7518
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...
- 06 May 2015
- Forum: MultiCharts
- Topic: The Trading Holy Grail of Time Traveler-“Back to the Future"
- Replies: 22
- Views: 7518
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.
- 05 May 2015
- Forum: MultiCharts
- Topic: 'Breakeven Stop' works randomly
- Replies: 7
- Views: 3025
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.
- 04 May 2015
- Forum: MultiCharts
- Topic: Dollar trailing LX and Stop loss LX
- Replies: 1
- Views: 4218
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.
You should also add [intrabarordergeneration = true]; at the top of your script.
- 28 Apr 2015
- Forum: MultiCharts
- Topic: Classic Multicharts vs. Dot Net
- Replies: 5
- Views: 3129
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 believe those...
- 27 Apr 2015
- Forum: MultiCharts
- Topic: Orders not submitting on start of new trading session
- Replies: 9
- Views: 2735
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...
- 27 Apr 2015
- Forum: MultiCharts
- Topic: Orders not submitting on start of new trading session
- Replies: 9
- Views: 2735
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 ...
- 21 Apr 2015
- Forum: MultiCharts
- Topic: Internet Speed
- Replies: 0
- Views: 964
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...
- 20 Apr 2015
- Forum: MultiCharts
- Topic: Data Replay Does Not Simulate Real-time Accurately on Ticks
- Replies: 11
- Views: 4134
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.
- 18 Apr 2015
- Forum: MultiCharts
- Topic: Average Calculations in Performance Report
- Replies: 1
- Views: 1064
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.
- 17 Apr 2015
- Forum: MultiCharts
- Topic: Increase Trade Size After Loss Code Help
- Replies: 6
- Views: 2023
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),
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),
- 17 Apr 2015
- Forum: MultiCharts
- Topic: Increase Trade Size After Loss Code Help
- Replies: 6
- Views: 2023
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...
- 17 Apr 2015
- Forum: MultiCharts
- Topic: Increase Trade Size After Loss Code Help
- Replies: 6
- Views: 2023
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...
- 15 Apr 2015
- Forum: MultiCharts
- Topic: Execution delay [SOLVED]
- Replies: 26
- Views: 12187
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...
- 14 Apr 2015
- Forum: MultiCharts
- Topic: floating point error [SOLVED]
- Replies: 4
- Views: 2004
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.
- 14 Apr 2015
- Forum: MultiCharts
- Topic: Execution delay [SOLVED]
- Replies: 26
- Views: 12187
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...
- 13 Apr 2015
- Forum: MultiCharts
- Topic: Execution delay [SOLVED]
- Replies: 26
- Views: 12187
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.
- 13 Apr 2015
- Forum: MultiCharts
- Topic: Execution delay [SOLVED]
- Replies: 26
- Views: 12187
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...
- 13 Apr 2015
- Forum: MultiCharts
- Topic: Execution delay [SOLVED]
- Replies: 26
- Views: 12187
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...
- 13 Apr 2015
- Forum: MultiCharts
- Topic: Execution delay [SOLVED]
- Replies: 26
- Views: 12187
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...
- 13 Apr 2015
- Forum: MultiCharts
- Topic: Execution delay [SOLVED]
- Replies: 26
- Views: 12187
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 ...
- 12 Apr 2015
- Forum: MultiCharts
- Topic: SYMBOL MAPPING [SOLVED]
- Replies: 4
- Views: 2629
Re: SYMBOL MAPPING [SOLVED]
Correct. When the symbol changes, you need to map the new one.
- 07 Apr 2015
- Forum: MultiCharts
- Topic: Techniques to match realtime with backtest
- Replies: 6
- Views: 2853
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 ...
- 03 Apr 2015
- Forum: MultiCharts
- Topic: Techniques to match realtime with backtest
- Replies: 6
- Views: 2853
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...
- 01 Apr 2015
- Forum: MultiCharts
- Topic: Script Calculation [SOLVED]
- Replies: 6
- Views: 1848
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 a win. Now...