MultiCharts: Trading Software for Automated Trading and Backtesting

svopex

I can use my own indicator, which will consist of multiple indicators.
More constraints not necessary...

svopex

Please, in the new version, please you support multiple constrains and multiple sorts (more than 3) in scanner.
Thanks Petr

svopex

Ok, thanks.

svopex

Does support portfolio trader symbol mapping?

svopex

Now it started working alone without any problems ...

svopex

I want to get data from interactive brokers. Quote manager show message [11/29/2017 02:58:56] TWS warning message: Id= 2; code= 10168; description= Requested market data is not subscribed. Delayed market data is not enabled What I do wrong? Data in interactive brokers is showed correctly, please see...

svopex

By my opinion all stock (no CFD and Forex) brokers - Interactive brokers, Amp futures ...
Please, if it possible, you send question about this problem to Oanda too.
Maybe the answer from Oanda will be better...

svopex

I asked in Oanda: Hello, I have next problem: https://www.multicharts.com/discussion/viewtopic.php?f=1&t=50353 Backtest data is different from real trading data. Henry from multicharts send me this answer: Historical data loaded from the data provider can be different from the realtime data, that i...

svopex

Donald, yes, it's problem for me too. Real trading has bigger DD than backtest, but it is not critical for me. By Henry answer, it's problem on the Oanda side. I asked in Oanda: Hello, I have next problem: https://www.multicharts.com/discussion/viewtopic.php?f=1&t=50353 Backtest data is different fr...

svopex

"Live trades that do not match a historic or reloaded chart"

It discussed here:
viewtopic.php?f=1&t=50353&p=124331#p124331

svopex

I have problem with closing stoploss. Stoploss remains in user interface open. This situation is on the picture "Open orders and stoplosses". After I restart Multicharts stoploss is closed (in the picture "After multicharts restart"). I use v20 account and I have latest version of Multicharts (in th...

svopex

Thanks, I applied...

svopex

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svopex

Hello,
I have floating windows in the portfolio trader.
This windows I cannot dock to the main (portfolio trader) window...
download/file.php?id=10162

svopex

Hello, I create detailed test. Backtest (after strategy recalculation): ... ComputerTime=122132,12/16/2016 9:45:00,BarStatus=2,Value=1371.747200,RealTime=0,HighD(0)=1372.491000,LowD(0)=1368.337000,Close[1]=1370.501000 ComputerTime=122132,12/16/2016 10:00:00,BarStatus=2,Value=1372.899300,RealTime=0, ...

svopex

@TJ: I don't understand. Here is strategy, settings and results. Everyone can test it. Or you mean that I should log HighD(0), LowD(0) and Close[1] and show this situation in graph? @AlexKendo: I have disabled IOG. Realtime signals is different from the backtest. I create this simple test for solvin...

svopex

Hello, I have this example calculation: Inputs: double nas(0.6), AdditionalStrategyName(""); vars: Value(0), Half(1), RealTimeCalc(0), StrOut(""); Half = (0.5 * (HighD(0) - LowD(0))); Value = Close[1] + (nas * Half); RealTimeCalc = GetAppInfo(aiRealTimeCalc); StrOut = "ComputerTime=" + NumToStr(Curr...

svopex

Hello,

Oanda sent me:

Thank you for contacting OANDA.

Since Multi-charts is a third party software, we do not have back-end technical support to look into connection issues. You will need to contact Multi-charts directly to resolve the connection issues.

Yesterday was connection ok.

svopex

Portfolio trader doesn't support backtest precision (bar magnifier). This function will be added in future. I use portfolio trader only for trading (automate order execution function). Backtest I make in Multicharts. See this article about bar magnifier (backtest precision) and IOG: http://www.multi...

svopex

Yes, you can substitute multicharts by portfolio trader.
Settings is on the picture (in the attachment), in the previous post...

svopex

Yes, its possible:

svopex

Hello all,

thanks for information about certificate.

Actually Oanda have disconnected every day.

Problem started 12/1 - 12/2 2016.

Petr

svopex

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svopex

Hello, this issue hasn't been repaired. It's a log from my real time trading: ComputerTime=94459,BarStatus=2,12/1/2016 9:45:00 ComputerTime=94724,BarStatus=1,12/1/2016 10:00:00 ComputerTime=95027,BarStatus=1,12/1/2016 10:00:00 ComputerTime=95958,BarStatus=2,12/1/2016 10:00:00 I don't use intra bar o...

svopex

I do reload without changes...

svopex

USRuss2000...

svopex

Hello, I have difference between backtest and real trading. Strategy create stop order at 1334.006550 at the close candle 11/30/2016 9:45:00. Next candle have high 1333.979 and it is under 1334.006550. Backtest work ok and backtest did not perform order. But in real trading multicharts buy order at ...

svopex

Does multicharts support this new type Oanda accounts?

svopex

Signal above (in previous reply) work without any problem - please ignore it. Please you use this signal: inputs: AdditionalStrategyName(""); vars: PenultimateCandle(False), StrOut(""); PenultimateCandle = CalcTime(SessionEndTime(0, 1), -BarInterval) = time; if (MarketPosition = 0 and time <> Sessio...

svopex

Hello, i use this signal: inputs: AdditionalStrategyName(""); vars: StrOut(""); StrOut = "ComputerTime=" + NumToStr(CurrentTime_s, 0) + "," + "BarStatus=" + NumToStr(BarStatus(), 0) + "," + NumToStr(date, 0) + " " + NumToStr(time, 0) + NewLine; FileAppend("C:\Log\Strategy_Vars_" + GetStrategyName + ...

svopex

It's interesting (IntrabarOrderGeneration is disabled), signal called with BarStatus()=1 and MultiCharts call signal multiple times in one 15 minutes candle: Multicharts: ComputerTime=154511,BarStatus=2,7/20/2016 15:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2lo...

svopex

Hello Henry, i test it. There is workflow: 1. Add [IntrabarOrderGeneration=True] to strategy 2. I run strategy in portfolio trader 3. Save and close portfolio trader 4. Run portfolio trader 5. Remove [IntrabarOrderGeneration=True] from strategy 6. I run strategy with portfolio trader Now is intrabar...

svopex

Hello Henry,
now everything is ok.
What happened? It's a bug? You repair it in new version of multicharts? Or it's my fault?
Petr

svopex

There is additional log. Signals run on every tick? Please see to "ComputerTime". It's CurrentTime_s . BarStatus()=1... ... ... ... ComputerTime=113039,BarStatus=2,7/18/2016 16:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = true,Ent...

svopex

I have only one instrument. See picture in attachment.It's signal Svp3.
I use MultiCharts 9.1 Release 4 with Oanda patch...

svopex

Hello, i have this log in strategy: ... ... ... StrOut = NumToStr(CurrentTime_s, 0) + "," + NumToStr(BarStatus(), 0) + "," + SvpDateString3(date, time) + "," + BuyString + "," + "MarketPosition=" + NumToStr(MarketPosition, 0) + "," + TimeSessionEndTimeString + "," + "EntriesToday=" + NumToStr(Entrie...

svopex

Thanks.
Data now works.

svopex

Hello, I have problem with connection to rithmic. Backfill data not work. [05/07/2016 05:06:29] Establishing connection to Rithmic 01... [05/07/2016 05:06:33] Market Data Connection Opened [05/07/2016 05:06:33] Market Data Connection Login Complete ok [05/07/2016 05:06:33] Trading System Connection ...

svopex

For what I can filter out of your posts, you describe two different issues. - first issue : backtest results differ from realtime result. - second issue : you see that "EntriesToday(date)" gives you different values in the print log with backtesting, compared to, the print log when you turned on th...

svopex

I use EntriesToday in my strategies and it works for me. You probably should look into IOG and Barmagnifier settings of your strategy. In realtime trading, every new tick will calculate your script unless you have coded "barstatus(1) = 2" in your logic. The same code in backtesting is calculating a...

svopex

EntriesToday(Date) is a function. You can open the code to see how it is written. Yes, I know. EntriesToday code: : inputs: TargetDate_YYYMMDD( numericsimple ) ; variables: var0( 0 ) ; var0 = 0 ; for Value1 = 0 to 10 begin condition1 = EntryDate( Value1 ) = TargetDate_YYYMMDD ; if condition1 then v...

svopex

Hello, i have problem with EntriesToday(Date) and not with SetExitOnClose. I test SetExitOnClose with Oanda many times and this work perfectly. Russell 2000 is CFD. Please, discuss in this thread about EntriesToday(Date). When I add to signal print (log): print(date, " ", time, " ", EntriesToday(Dat...

svopex

Realtrading - signal buy at 9:30am, backtest - signal buy at 9:45am... There is difference between realtrading and backtest when I use EntriesToday(Date)... You can test it, here is very very simple signal: if EntriesToday(Date) < 1 and MarketPosition = 0 then begin buy next bar market; end; setexit...

svopex

I found difference between real time trading and backtest. EntriesToday(Date) work wrong by my opinion. Log: 3/11/2016 friday - signal create order 3/13/2016 sunday - I restart portfolio trader 3/14/2016 monday - signal create trade on the first candle! It's wrong, because EntriesToday(Date) must be...

svopex

Sorry, my English is bad.
What is the significance of equity high?
What is the significance of equity low?

svopex

Difference between equity low and equity high in equity graph?

svopex

Hello, if i run Power Language Editor:

1.png: (83.28 KiB) Downloaded 963 times

Automate order execution is stopped:

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Is it ok?

Classic version of MultiChart haven't cause it.

svopex

Yes,

I test it in Oanda, US Russel 2000, interval 24727 bars back from 11/22/2015.

I use session (9:30am - 4:15pm EST/exchange), 15 minutes is length of candle, 27 candles in a day.

If I set "3/1/2012" - "11/22/2015", all data was loaded.

svopex

Hello, if I use 24727 bars back, Multicharts show me only about 2000 bars back.
Detailed settings are in the attachment.
For small values it works ok.

svopex

Yes, I test it with Oanda. I am sorry for EasyLanguage code in .NET section, but the principle is the same in C#. I use Oanda, Nasdaq (US Nas 100), session in Multichart (Chicago time) I set from 8:30am to 3:00pm. Stock closes in 3:15pm (Chicago time). If I use this code, stop order is active in nig...

svopex

Hello, thank, you write: If you stop resubmitting the stop order after the close of trading, then the stop order is cancelled and not active for the whole night session. If I have session in from 8:30am to 3:00pm, and when I create stop order at close of penultimate candle, stop order stay in stock ...

svopex

I must call dmiMinus.Call() and dmiPlus.Call()? namespace PowerLanguage.Strategy { public class TEST : SignalObject { private Function.DirMovement dmiMinus; private Function.DirMovement dmiPlus; public Svopex_TomNesBossBT(object _ctx) : base(_ctx) { } protected override void Create() { dmiMinus = ne...

svopex

Hello, I solve it: SOLUTION1 - don't open stop order at penultimate candle: if (time <> CalcTime(SessionEndTime(0, 1), -1 * BarInterval)) then begin buy next bar at close + 30 stop; end SOLUTION2 - don't open stop order at one minute before close session. Intrabar order generation must be enabled. [...

svopex

Hello, exist way, how I close stop order inside a candle? In this example they have close position inside candle: http://www.tradingcode.net/multicharts-net/trading-strategies/exit-strategy-position-prior-close/ If I create stop order by this code: protected override void Create() { orderStop = Orde...

svopex

Work great, thanks Petr

svopex

I test it but not work correctly for me.
Have you any example?

svopex

How I replace OpenD, CloseD ... from EasyLanguage in Multicharts.NET?

svopex

I ask Multicharts support a they write:

There is a known issue on Oanda end which they are currently looking into.
We have not received any ETA from them so far.
Once the issue is fixed on OANDA end we will send you an email.

svopex

Oanda market buy show error Rejected ... Instrument: US SPX 500; Order: Buy Market 1; Status: Rejected; Reason: Invalid Market order parameters: Buy 1 US SPX 500 @ 0.000000 for account 405566 Instrument: EUR/USD; Order: Buy Market 1; Status: Rejected; Reason: Invalid Market order parameters: Buy 1 E...

svopex

I test Oanda historical market data backfill and by my opinion, backfill is limited to 10 years.
This limit is on the Oanda broker side or on the Multicharts side?

According to my, older data there are available and it is a pity, that I cannot load older data than 10 years to Multicharts...

svopex

Oanda - multiple strategies on one instrument on one account.
Works it?

svopex

Hello, i solved it. I add one bar to end - of - session. For this bar i don't create stop order... For example: I have session to 16:30. 1. 15:45 - create STOP 2. 16:00 - create STOP 3. 16:15 - don't create stop order 4. 16:30 - create STOP, but this stop executed next day when session open... TS ca...

svopex

I create test (in attachment).

I want to close stop order on last bar in session
and re-open stop order on first bar on next day...

svopex

Hello, if I use "Buy next bar at Long Breakout tracks;" while I use the session without night session, in old multicharts 8.5 left the stop command open whole night. TS is not behave this way (if i use symbols XXX.D). I would like to stop command entered after the market opened following day. Not i ...

svopex

This is still a mystery to me. In the Multicharts.NET - ProgrammingGuide - v1.0 is written: Calculation upon Close of each bar and filling of the generated orders collection on the next bar. If I have close session on 16:15 and open in the next day 9:30, stop order should be filled on the open 16:00...

svopex

Notice:

wrong hardware was Intel Atom. Detail specification is in the picture in attachment.

svopex

JoshM write: Then you need to stop resubmitting the stop order prior to 16:14:59.999, with, for example, not resubmitting the stop order in the 10 seconds prior to the session close. I use this code, but don't work... Does anyone know why? … protected override void Create() { … order = OrderCreator....

svopex

Ok. But use this session (9:45-16:15): session.png And this code (simplification): … protected override void Create() { … order = OrderCreator.Stop(new SOrderParameters(Contracts.Default, EOrderAction.Buy)); … } … if (StrategyInfo.MarketPosition == 0) { order.Send(LongBreakout); } … i have next prob...

svopex

I have this code (simplified):

protected override void Create()
{
…
order = OrderCreator.Stop(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
…
}
…
if (StrategyInfo.MarketPosition == 0)
{
order.Send(LongBreakout);
}

How I by program code close pending Stop order?

Thank Petr

svopex

Ok, I test it and it is no problem in 32bit/64bit version. I use Czech version of windows, but I have selected EST time zone, English(USA) data formats and USA place too. I use 32 bit home version of windows 7... On the English Windows 7 64 bit ultimate works everything ok. Required files I sent you...

svopex

Hello, when I use DrwTrendLine.Create on the 32bit version Multicharts .NET SE, DrwTrendLine.Create produce exception. On the 64bit version of the Multicharts .NET SE everything is ok. Or maybe this causes version of windows (windows 7 home versus windows 7 ultimate)? Error and program code are in a...

svopex

Ok, I test it and it seem to be ok (it's a problem set start interval exactly on the right bar, in the platform I can set up start interval only from date (from day) and calculation depend on the every bar). Thank for explanation. I have one improvements for you (for autors of multicharts). In WFA r...

svopex

Yes.
I do WFA and after it i run backtest with the WFA parameters (results) on the same period.

svopex

Hello,

i have wrong Incorrect results in the Max Intraday Drawdown column in the Walk-forward Optimization Report.

In the Walk-forward Optimization Report i have -4825$ and
(for the same strategy parameters and period) -3920$ in the
strategy performace report.

Petr

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