MultiCharts: Trading Software for Automated Trading and Backtesting

AlphaCat

PM is still slow as ever..

AlphaCat

According to the lmax fee-schedule, DOM data over the API costs $2500. Does anyone know if this applies to Multichart-users too?

AlphaCat

You can use marketable Limit-orders instead of market orders. For example, current bid/ask is 95/96 and you want to buy, enter a buy Limit immediate-or-cancel (IOC) at 98. This would fill you immediately if you get a Price of 98 or below. If there would be slippage beyond 98 the order would be cance...

AlphaCat

I have suggested something like this before. It would already be better if it could be formated like 0.0000'0 (its much more readable if you seperate the fractional pip). For shortterm charts or the DOM an option to format as 00'0 would be nice too and for longer term charts don't display the fracti...

AlphaCat

:: 5-second snapshots sound grossly inadequate to me. I am not an IB user but i have to say this decision sounds very strange. A lot can happen in 5 seconds.. IB does not provide real time tick by tick data, it only sends data every fraction of second (250~300 milliseconds). IB also sends update da...

AlphaCat

Calculating the bid/ask mid-point isn't exactly rocket-science. 5-second snapshots sound grossly inadequate to me. I am not an IB user but i have to say this decision sounds very strange. A lot can happen in 5 seconds..

AlphaCat

"Build trade ticks from ask ticks and bid ticks" is not mid-point.

MC handling FX data differently from datasource to datasource is in my opinion a design flaw. Is there any reason in particular you use mid-point for some services, and bid for others?

AlphaCat

My feature request shows as implemented in MC 10 beta:

https://www.multicharts.com/pm/viewissu ... no=MC-1817

Can you confirm this is for all data-sources, or is it just for IB, like the changelog says ?

AlphaCat

Because trading is disabled in those 5 minutes. Try and send an order tonight..

AlphaCat

If this is in the 5 minute roll-over period then no.

AlphaCat

You could define a session and exclude the 5 minute roll over period from the data.

But one problem with this is that for example 15 minute bars start at 23:05 and not at the full hour/15/30/45 minutes. This is something Multicharts needs to fix since years.

AlphaCat

Could you do the same for lmax?

AlphaCat

I agree that the bid/ask midpoint should generally be used as trade tick, not only for IB. Its just the logical choice, instead of using either bid or ask. Especially when spreads widen, or less liquid pairs, the midpoint is the most representatice way to chart. Some of the EM crosses have really wi...

AlphaCat

Hi, i cant find FXCM as datasource in Quotemanager. It doesnt seem to be there. How can i get charts from fxcm? I can connect it as broker from within MC tho. Please see the MCFX connection instructions for details. So FXCM charts are only available through a additional subscription for MCFX? Becau...

AlphaCat

Hi,

i cant find FXCM as datasource in Quotemanager. It doesnt seem to be there. How can i get charts from fxcm? I can connect it as broker from within MC tho.

AlphaCat

Hello AlphaCat,

MultiCharts .NET 9.1 Beta 1 can be expected within a week.
Is this happening?
We are going to have MultiCharts .NET 9.1 Beta 1 this week.

I suppose this is why most developer just say "When its done" instead of giving out a release date..

AlphaCat

Hello AlphaCat,

MultiCharts .NET 9.1 Beta 1 can be expected within a week.

Is this happening?

AlphaCat

Hello,
any ETA on the .net version for this?

Regards,
A.

AlphaCat

Hello, i am using lmax and recently i changed some things in QuoteManager (session template, exchange settings) for the lmax symbols. Now when i place a marketorder in a Dom or chart-trader, it does execute but the position doesnt register with the DOM or chart trader, nor is the exit-strategy appli...

AlphaCat

Hello AlphaCat, EUR/USD minute-data is ok on our end. Have you tried reloading the data on your chart? Make sure the option "Cache downloaded quote files" is disabled for LMAX data provider . Hello, after deleting the data, clearing the cache files and unchecking "Cache downloaded quote files" the ...

AlphaCat

Its a real account.. can you check EUR/USD minute-data if you have a hole in last Friday?

AlphaCat

I am not sure if i am doing something wrong, or lmax historical data just has lots of holes in it. For example, Fridays data (22nd) is mostly missing in many symbols. Dax/Germany30 is a mess.

Anyone else got problems like this or am i doing something wrong?

AlphaCat

but it works fine when compiled as "Debug".

The exception is of type System.ArithmeticException.

Any idea what could cause this?

AlphaCat

The SE edition doesnt even work anymore - you will get a license error when you try to start it. And dont count on MC for TWS being around for too long. They have axed the free products on a management-whim 2 times before (despite stating it would be around"forever").

AlphaCat

Did your analysis yielded any results yet?

AlphaCat

Thanks Josh. But it seems the reload all data wasnt added in the end for the scanner window.

viewtopic.php?f=1&t=45740#p102622

AlphaCat

Is it possible to somehow reload all instruments in all charts with one click? This is useful for example when there was a network outage or the computer wakes up from hibernation. Or do i have to ctrl-r every single window? And how can i reload data in a scanner window?

Regards,
A.

AlphaCat

I want to make an indicator that prints the tickvolume as a textobject next to the last bars close. My script works except for updating the y coordinate of the text-object, the x coordinate (=barnumber+2) updates as expected. It plots in the correct position for the first time, but fails to update y...

AlphaCat

Hi, i had the same problem. What worked for me was to maximize the the window from the task-manager.

AlphaCat

Very nice, thanks for posting.

AlphaCat

Ok thanks, thats working.

AlphaCat

I worte a simple indicator that prints the bid, ask and volume. The data is set to build volume on tick count. Here is the code and the corresponding output: http://i.imgur.com/Vo0Iocj.jpg As you can see in the output, there are several occurances where the volume doesnt change, despite there being ...

AlphaCat

JoshM: thanks!

AlphaCat

Is it possible to disable vertical gridline only but keep the horizontal lines in charts?

Regards,
A.

AlphaCat

The "Build trade-tick from bid and ask" option will not result in the bid-ask midpoint. It just does what it says. Not sure why it is beeing suggested as solution. I cant be done except for custom-painting a chart, and this wouldnt work with backfilled data anyways. I made a feature-request for a mi...

AlphaCat

Can you not just add it? Sounds like 10 minute job and its really just a simple useabilty improvement.

AlphaCat

I would like to suggest a new shortcut that can be assigned to a key that toggles the DOM bewteen full and compact mode.

It would also like to be able to assign single letter keys to a shortcut, not only key-combinations.

Thanks,
P.

AlphaCat

Maybe not a direct solution to your question, but you might want to consider using real logging framework like nlog. It is in many ways superior to the MC console. For example you can define multiple logging targets such as file, network, windows event log, database and others. You can have multiple...

AlphaCat

If i call Dispose() it results in an exception, the indicator appears to be gone but the chart pane wont close. Is there a way to do this?

AlphaCat

Yes, there is a reason - google for "floating point problem" or read: http://docs.oracle.com/cd/E19957-01/806-3568/ncg_goldberg.html In short, double cant store for example 0.1 precisely, so == will often fail when you dont expect it to fail, whereas these double compare functions will work as you p...

AlphaCat

My personal "antivirius" is not doing dumb stuff like clicking on penisenlargement.exe, dont use pirated software and so on. Works like a charm.

AlphaCat

Thanks Henry

AlphaCat

Because i wouldnt like to have to recreate a window just for that..

AlphaCat

Ha. I never noticed that.

AlphaCat

Limit orders (which is what MC sends as target order) will need full margin, stop orders dont need margin.

It would be nice if MC would implement the serverside native stop/target orders for lmax. They are more efficient with margin, and also more secure in case of internet connectivity loss.

AlphaCat

"To be able to sell $ 41.384 at point A, the pounds in your account need to be converted to USD." Not really - you typically trade on margin, so you can sell USD on your brokers credit and margin is deducted from your GBP account. When the trade is closed, the margin is freed up. The margin is not c...

AlphaCat

Oh, i see. Thanks for the link. Support: you think its possible to make the last installer for the starter addition available, even tho its not supported/developed anymore? 8.8 and also the 8.7 version would be nice.

AlphaCat

Because i cant find it on the MC website anymore.

AlphaCat

There is always interactive brokers..

AlphaCat

re #1: if the data is displayed correctly in the watchlists, but not in charts, how would this be a lmax issue? Obviously the data made it to the local machine and the watchlist, just not into the chart..

AlphaCat

By the way, there is a lmax blog entry about marketdata problems. Not sure if it has anything to do with your issue tho.

http://blogs.lmax.com/business-and-tech ... eally-eat/

AlphaCat

I have placed hundreds of orders using MC.net and lmax - and for me it works 100% reliably, both mc and lmax. But i do not use any charts and only use MC for manual order entry - so i have only MC DOM windows and order-blotters open. At least that part works fine (realtime data in DOM and order proc...

AlphaCat

Hi, i am using the DOM order entry together with Lmax. With FX being quoted in 0.1 pip increments, i only get a range of 2 or 3 pips displayed in the DOM ladder, even with small fonts, which is not really useful for my purposes (and i would assume its not very useful for most other FX users either)....

AlphaCat

I had funky symbol settings myself with version 8.8 and lmax, there might be some kind of bug somewhere.

AlphaCat

Did you try rounding your order price to 3 decimal places? USD/JPY is not quoted with 4 decimal places, maybe this is the problem.

AlphaCat

Hi,

EUR/USD, USD/JPY and a few other fx pairs i have tried. Apparently all of them.

It should be 5 levels of depth. I am using MC.net 8.7 SE and that works as expected (with 5 levels of depth in the DOM). This appears to be a problem introduced in version 8.8.

AlphaCat

Hi, i just installed MC.net 8.8 trail and connected a lmax demo account. Apparently i am only able to get 1 level of depth in the DOM (should be 5). Here are the steps i took: * installed MC.net x64 version 8.8 * created the lmax broker profile * deleted all symbols in quote manager * added all lmax...

AlphaCat

Ok i understand. In my opinion, there should be something like a "Trade history" tab in the Order and Position Tracker, that just shows all fills and associated PnL. I'm not entirly sure what is intended with the Position history tab - as far as i understand it, even with no double entries, it would...

AlphaCat

Is it somehow possible, to get a list of closed trades and closed PnL ? I did not use a chart - only a dom window. If i now open a chart, the trades from yesterday are not displayed on it, so i cannot open a trading performance report. And is it possible to get a report(or atleast a list) on all clo...

AlphaCat

Hi, i am getting some unexpected behaviour while testing MC with lmax. I sent a buy-market order, using the DOM. It got filled at 1.37484. MC attached a bracket order exit strategy. I then modified the stop order (again using the dom) and shortly after the target-limit was filled at 1.37585. Everyth...

AlphaCat

Thanks for the sample code. I would like to draw normal candlecharts, but based on the bid/ask midpoint price. For info: i am using lmax, which does not have a last price. Apparently, last price is based on bid price for charts. In the DOM, the mid-price is used to display the last-price. In my opin...

AlphaCat

Is it possible to create a custom chart-type (such as Renko or Kagi, which are already available in the Format-Instrument dropdown menu) ?

If yes, is there somewhere documentation available about this?

Regards,
Andy

AlphaCat

Hi, it would be great if there was an option to switch the positions of the buy and sell columns in the DOM. Or rather, switch the behaviour when i click on it - I am somewhat used to it the other way round (click on the column with the offers to send a buy order and vice versa). It would also be gr...

AlphaCat

Andrew: thanks

AlphaCat

Its set to "First to Position, then to Orders". The default, i believe.

AlphaCat

Andrew: Ok. One other question: Just now, i entered into a long position on the DOM, with an auto-attached stoploss-strategy. The trade went in profit, and then i entered a sell-limit on the DOM to exit the trade. Seven seconds after the sell-limit filled (now flat) MC entered a stop-buy strategy or...

AlphaCat

TJ: thanks for the link. Its not that the orders are not being sent to lmax, but that "normal" stop and limit orders are sent, instead of using 'native' bracket-orders that are attached to a position. Because of that, the OCO logic to cancel the remaining order when the other one is filled, relies o...

AlphaCat

Hello, is it possible to set the MC ladder/exit order strategies to use the native, server-held stop and target orders? It seems like MC manages the resulting stop/limit order locally instead of using the native contingent orders. This can be problematic in the case of a temporary loss of internet c...

AlphaCat

Henry: a static big-point value won't cut it, since during a backtest this value would fluctuate in reality. Depending on the currency pair up to +-50% for the last 5 years.

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