MultiCharts: Trading Software for Automated Trading and Backtesting

waldem

Hallo team, the function: TradeStr2="Perf%="+NumToStr(PercGain,1)+NewLine; FileAppend(FName3, TradeStr2); export to me the number with point ".", instead that with comma ",". I read that NumToStr() uses a point as the decimal separator (1.44530) or a comma (1,44530) depending from the regional setti...

waldem

Hallo team, why sometime the last bar close is not get? i did very simple commentary: If AtCommentaryBar then begin Vars:Str(""); str=Str+" ****************************************"+NewLine; str=Str+" commentary relativo a PROVA"+NewLine; str=Str+" Close = "+NumToStr(close ,3)+NewLine; str=Str+" bar...

waldem

Hallo TJ, with zero i got error "list out of bounds".
walter

waldem

Hallo all do you have any idea why the command "ListS.COunt" count the line but not the last? if i have 10 row the output is 9. this is my code: var:chklist (0),listaportafoglio(ListS.New),body(" "); chklist = ListS.Clear(listaportafoglio); chklist = ListS.ReadFile(listaportafoglio,percorso_file); f...

waldem

Thanks Smoky, but as suggested by TJ is easy to read wiky.
I used FormatDate function and it works:
FName3 = "C:\Temp\CheckList"+FormatDate("dd-MM-yy",MyDate)+".txt";

waldem

i tried to solve like this FName3 = "C:\Temp\CheckList_BLSH"+datetostring(date)+".txt";
but i got error because i cannot create file with special character "/"
any idea?

waldem

Hallo, when i export a txt file should be possible to format the name including the date?
today i have one initial variable like this: FName = "C:\Temp\CheckList.TXT";
Should be possible to append the date somehow?

waldem

hallo, i want ask you an update on this very old topic.
is possible now to create an index that is data1/data2?
i know TJ indicator and work good, but i want plot my indicator on spread chart and is impossible to plot indicator of indicator..

thank you

waldem

Hallo team, i have problem using portfolio with allocation set in % of equity. why if i set 10% of 100000, in first operation does not buy 10000? i attach 3 pictures of my portfolio. SPX1 you can see my setting 10% of 100.000 SPX2 you can see that on 2010 december 24 MC buy 6235 euro SPX3 you can se...

waldem

here the code.

Code: Select all


inputs: StopLossPcntsOfPortfolio(1),

ProfitTargetPcntsOfPortfolio(0.1);

variable: value(0);

setstopposition;

value = StopLossPcntsOfPortfolio * 0.01 * 100000;

setstoploss(convert_currency(datetime[0], portfolio_CurrencyCode, SymbolCurrencyCode, value ));

waldem

hallo, i reply to this old topic because is still not clear to me if is possible to program portfolio setstoploss at 1000$; if today loss is more than 1k i will see only 1k in backtest. i mean in backetst only, not in realtime. i have tried this code from Wiki but i see no changes; this should stop ...

waldem

Hallo all; someone should help me to translate in powerlanguage this formula from metastock?
(Mov(Stoch(40,20),5,S)-50)

i cannot understand how to do because in MC the stocastic formula does not have unique result but 4 results oFastK oFastD etc...

do you have any idea?

waldem

hi team, using [AllowSendOrdersAlways=true] in daily bar, should i use normal "sell" instead of Setprofittarget to exit in same bar?
Thanks and enjoy your Easter time.

walter

waldem

Hi TJ, 3663 should be 3660 or 3665 step of 5.
walter

waldem

Hi all there are some way to round the numbers before the zero? for example, i have the function: TrdQty = IntPortion (Capital / close); this results should be for eg: 3663 but i would like to have 3660 - 3665 etc... i know perfectly the function: JK_Math_RoundToNearest. but that works only for frac...

waldem

Hallo Team, if i write very simple instruction: if date <> 1161109 then begin, in chart work properly and in Portfolio is ignored.
did you know?
maybe i have different instruction to exclude outlier date?

thank you
Walter

waldem

problem solved.
thank you!

waldem

Hallo Team, on portfolio trader i have all the windows detached, could you tell me how to reattach into "data" space?

thanks

waldem

thank you so much and merry Christmas to all!!

waldem

Hallo Team, i have 2 questions about portfolio trader with automate order execution. 1 if i have multiple account, how can i select the correct account? 2 when portfolio send order and finish the money of "initial portfolio capital" stop to send order or still send it? is possible to limit the send ...

waldem

thank you so much, unfortunately is my poor non official italian broker, but anyway i never had this problem with previous version.
tomorrow when the problem occour i will send you the help->feedback.
thank you.

waldem

hello team, i'm using one tradingsystem since one year without any problem at all. this is working full day in a dedicated online server0. since I have installed the 10 version build 13626, it happen that MC open trade and during the day the order totally disappear from the chart and MC does not man...

waldem

hallo all, i've noticed that the results coming from optimization have different field from te results coming from backtesting. should be possible to have the same output? in my opinion when i run optimization is very important to have the following column: Avg_Trd Profit Factor Return on account sh...

waldem

Hallo, i think that if i am in AA Mode and i'm unfilled but MC think yes, the order remain at broker.
there is the way to delete all orders?
thank you

waldem

Hy Tj,
i mean that normally i use Expert commentary to print my variables like:
Str=Str+" My_Var: "+NumToStr(My_Var,6)+NewLine;

i know that is possible instead of NumToStr to plot variable True/False but i forgot the command to put it in a string.

thanks

waldem

Hi all, i know perfectly the NumtoStr, but i forgot the equivalent to print true/false.
could you help me?

waldem

probably you are rigth... as usual....
i need to deep investigate.
thanks

waldem

thank you as usual; GetAppInfo(aiStrategyAuto) should be very useful for me but unfortunately works only with order confirmation, and i never use it.
in automate trading i cannot believe who use order manual confirmation.

shouldn't be modified to get 1 in all the automated cases?

waldem

hi, in one of my computers i have the performance report non complete, could you tell me where is the settings to have all the field to export?

waldem

hi team, i still have little doubt with currentshares. if i use "sinc" mode and i got partial order fill (for eg. fill 5 instead of 10), currentshares should be 5 correct? therefore in this case is same of marketposition_at_broker rigth? marketposition_at_broker of course does not work in backtest, ...

waldem

ciao Team, this post just to tell you that today again i have this malicious error: ------ Compiled with error(s): ------ 'If' condition must be followed by the word 'Then' line 0, column 0 i have already solved simply deleting and copy/paste the same code step by step... i think this should be the ...

waldem

the error is that i don't have the rigth to go short in this stock therefore one of 2 order is refused. seems that one of two sell is interpreted like sellshort. or that is not possible to send 2 opposite signal for the same quantity like OCO order. crazy. i will solve simply activating the sell 5 t...

waldem

Hallo team, is never happen to you that when you are long you send togethet target and stop and you receive error from broker because one of 2 order try to go short? it seems to me that in past we already had this discussion but i don't remember where i'm wrong... if marketposition = 1 then Begin SE...

waldem

unfortunately develop complete study from an idea i think is out of scope of this forum. the scope of this forum is just help you if something in code does not work like you whish. support and resistance level are very difficult to program because you have to use array to keep the hystorical max min...

waldem

Hi Henry, pls see at the code we did together.
do you have idea of why MC send order limit ZERO instead of value of var0 that is printed correctly?

waldem

of course, at this time i forgot to tell you that there was one sell limit and now there are 2 order submitted.

waldem

i see nothing Henry..
maybe some other settings..

waldem

realtime at broker.
i use those commands on future and in other code i usually plot the level on chart just for my feeling.
w.

waldem

yes TJ, i can understand the syntax problem, but anyway for MC always mean a price where to exit, therefore is stubid that i have to recalculate by logical expression to view it..
in TS is a flag that show these keyword.
maybe in future should be possible also in MC.

waldem

also print function seems not work, if i try :
print (Setprofittarget(500));
i get error "incorrect argument".

waldem

hallo team, there is the possibility to view on chart the line of Setstoploss and Setprofittarget like in TS?
i've already tried using function TL_New..... but i receive Line0 error; very strange, only if i put Setstoploss inside on Trendline...

you should think to visualize it in the future?

waldem

today after milions of try i have understand the problem and in my personal opinion have no sense; even if you have the recalc or not, when you apply any strategy to one chart, MC need to register one exchange, one new bar on chart; after this you can apply whatever you whant for the rest of the day...

waldem

very simple, sometimes it happen that i press "SA" button and i don't go in the book, simply nothing happen. i'm still investigating if is recalc problem, MC problem, broker, plugin, i don't know. what is strange is that MC does not send anything, normally if is broker problem i should receive any e...

waldem

Thank you TJ, i cannot understand why sometimes i don't go to the market..

are ok my properties in your opinion?

some other settings to do?

or maybe is my brocker problem.

thanks again..

waldem

Hallo, someone could explain me what does it mean exhactly this keyword? i cannot find it. i have problem with simple code: if (LastBarOnChart_s = True) then begin RecalcLastBarAfter(0.001); if marketposition<>1 then buy next bar at insidebid limit; end; the problem is that if book is very liquid li...

waldem

Hallo Team, there is any powerlanguage keywords that give me back the information on which level of book i am? i have one problem using insidebid: if i use the instruction insidebid + 1*tick to be first on book, after recalculation i'm the first and MC go ahed of one thick trying to overpass myself....

waldem

thank you, i tried and it works. strange things is that if i plot only one bid or ask work, if i try to plot both i get same argument error, but maybe is broker problem. variables: var0(0),var1(0); if (LastBarOnChart_s = True) then begin RecalcLastBarAfter(0.1); if dom_isconnected then var0 = dom_bi...

waldem

hallo, why if i do a simple print: Print (dom_askprice(2)); i got error "Invalid Argument"?

waldem

Hallo team, should be possible to have the keyword " second bid" 3rd bid" etc?
today if i'm correct only insidebid/ask exist with the best, i would like to know also the other level.

should be possible require this for the next release?

waldem

That's perfect! i never seen Henry's answer but was what i looking for.
thank you!

waldem

Hallo ABC, thank you, i use this function and i knows perfectly and is exhactly the reason of my question. As far as i know it cannot works in Market scanner because to be used in system you need also to set Intrabarordergeneration that not exhist in Market Scanner but forcely is updated every thick...

waldem

hallo team, is the complete day that all the Expert commentary comes plottet 4 times, someone of you knows this problem?
in past i had solved but i can't remember how.
thanks

waldem

Hallo sir, i ask you the possibility to update the Market scanner not every tick but in continuous every time that bid or ask change.
i have created one MS with bid,ask and spread ask-bid but obviously is in delay.

thank you.

waldem

thank you TJ for your precious support. for the MC developers: shouldn't possible to think for next release make the way to recalculate the strategy by timing that the user can put in TAB, like sort of loop? or other way have a continuous chart updated every millisecods even if nothing happen in mar...

waldem

tick chart resolution, provider is italian and not in MC panel..
but time recalculate should be independent from chart isn't it?

waldem

TJ you are rigth! i found mistake in other place of code sorry for that.
but anyway the function RecalcLastBarAfter(0.1) seems to me that is not working, MC always update every thick not every millisecond.

time recalculate is really possible?

waldem

hallo team, should be possible to follow the bid on book? i have tried to use this function: if (LastBarOnChart_s = True) then begin buyReferencePrice = insidebid; sellReferencePrice = insideask; RecalcLastBarAfter(0.1); end; but i got exception error. is really possible to ask MC to recalculate the...

waldem

Hallo Team, should be possible in some way to export and reimport symbols from market scanner to Portfolio Backtester?

could you study for the future the possibility to do simply copy/paste???

thank you

waldem

hallo all, someone of you have TD sequential code?
i know is no more sellable therefore i think is not forbid to share.
thank you.

waldem

hallo Team, i reply to this very old topic because recently something very strange happen to my MC. i have 2 MC license in 2 different machine "Windows 10" and "Windows Server 2012". on both if i let MC open the complete day from 7am to 22pm, the close procedure always fail; that mean that the proce...

waldem

Hallo Team,
is forecasted to implement in MC the TS functions "MarketOrder" and "RunCommand"?
or maybe is possible to import it?

thank you

waldem

Dear MC team, i have one big problem with portfolio backtesting: I have intraday (15 min.) TS that works with order long Low - 5 tick "limit" and is generating very good equity and performance. of course it could be that a lot of that buy are exactly in lowest point of bar, therefore i press the bac...

waldem

thank you so much that was the answer i was looking for.
i was referring to real time.
thanks

waldem

hallo team, i would like to better clarify the "At Market" sell order. i have already read your wiki page: https://www.multicharts.com/trading-software/index.php/Sell but i still have doubt. you wrote: A Sell Arrow will be placed at the next bar's Open tick. but if open bar is equal to open day, and...

waldem

yes, probably 10 votes around the world are not enough for the staff.

hopefully they simply forget and we remind..

MC staff, this is possible to implement in next version?

waldem

hallo, i have voted this suggestion because i think is important.

why seems cancelled?

do you think to implement this feature?

thanks

waldem

hallo all, i wrote again because i think there is one error in market scanner. seems that is impossible to get the yesterday volume. if i do simply: Plot1( volume[1] , "Volume yesterday" ); i got the volume of 2 days ago. if i do: Plot1( volume , "Volume yesterday" ); i got the correct yesterday vol...

waldem

Hallo team, i vould like to check the current intraday_volume with yesterday close volume.
this is possible in RT scanner? or is possible only using Data2 in your opinion?
Data2 is still unavailable for Scanner?

thank you

waldem

hi TJ, I found it in Kaufman AMA: [LegacyColorValue = TRUE]; inputs:period(10),price(c); vars: noise(0),signal(0),difference(0),efratio(0), smooth(1),fastend(.666),slowend(.0645),AMA(0); {CALCULATE EFFICIENCY RATIO} difference = @AbsValue(price - price[1]); if(currentbar <= period) then AMA = price;...

waldem

hallo all, someone could tell me the explanation of @power function?
i cannot find any wiki..
thank you

waldem

hanno all, it is normal that i plot volume up and volume dn but volumedn works only from now to the future instead volume up is correctly plotted also in the past?

waldem

hallo team, i've noticed that in GV included on new version does not exist any more the keywords: GVSetNamedDouble - GVGetNamedDouble.
since i have one strategy with this i have integrated from old GV 2.2.
it is something that you know?

waldem

in DOM is possible to place dinamic order like bestbid+1tick? Hello waldem, That is possible to create a Keyboard Shortcut for placing such order. In Keyboard Shortcuts go to Trading.Custom category to do that. no, i mean that the bestbid follow the price remaining always at first position. i have ...

waldem

why i press "lookup" button but i cannot insert any simbol in dom?

waldem

hallo all, in DOM is possible to place dinamic order like bestbid+1tick?
or is better to create one strategy and apply in tick graph?

waldem

hallo all, thank you for the answer but one thing is still not clear to me after read the wiki. the Quote manager must stay always open to collect the data or is enough to have open the MC? since my brocker allow the "download historical data" is enough if i open and close the quote manager once per...

waldem

yes, that's perfect!
thanks a lot Josh!
Walter

waldem

Hallo Team, should be possible to insert the "description" field in market scanner?
At the moment i'm able to insert only the Symbol.

thank you all.

waldem

also if i put in AA mode the entryprice is ZERO, that make no sense for me.
how could i get this value from broker?

i read in this answer that entryprice should work therefore maybe i will contact you in chat to see my problem.

viewtopic.php?f=1&t=15952

waldem

Hallo Andrew, i have thought a lot on your words and finally is quite clear how to synchronize, but i still have one doubt: all my target or stop level are based on entryprice, but the entryprice function is impossible to retrieve from broker. for eg. my Target is: TargetLL = JK_Math_RoundToNearest ...

waldem

thank you, is very clear. now, if i would like to put one target for half of position, the command "currentshares" is able to read the position at blroker? if not should be corret something like: if marketposition_at_broker <> 0 then begin Sell ("LTprof") marketposition_at_broker/2 shares next bar a...

waldem

Hi Andrew, thanks. yes is an auto trading strategy, you can see from the picture that i'm using in RT, the problem is that is working with new order, but as before i cannot sincronyze after nigth stop. i've tried to apply you portion of code to print the order status, but i cannot understand why: 1 ...

waldem

i've seen that if i turn on the strategy it works something.
MarketPosition at Broker is correctly 868 instead MarketPosition at Broker for The Strategy is still zero.

waldem

hallo all, i am very sorry, but i still cannot understand. someone could make me a bit training session pls, i'm very sad! :( first of all, as you can see in image attached, i'm long since yesterday with 868 stocks but i cannot retrieve this to the brocker. MarketPosition_at_broker_for_the_Strategy ...

waldem

yes, you got the question perfectly!

thanks for the reply, i did the settings and i will try soon as one overnight occour.

walter

waldem

Thank you all, i will look for IB topic: my broker is not IB but an italian broker. i don't know if i will solve simply using: "The Show Always box should be checked to get the Assign the Initial Market Position Dialogue every time the automation is enabled, no matter what is the strategy position b...

waldem

hallo, i cannot understend completely this command.

shouldn't be better "MarketPosition at Broker for The SYMBOL"?

if i have the same strategy running in more instruments one flat and the secon at market, maybe i got 1 as results even if i'm flat on this specific instrument?

waldem

probably i solve if i put a control that save in variable like:
if MarketPosition_at_Broker <> 0 then MP = MarketPosition_at_Broker;

waldem

hallo team,
unfortunately my brocket doesn't allow the 24 hour connection but they broke it every midnigth, therefore i have to restart every morning.

in case of myltiple day order, should MC retrieve the open position at broker and understand if is already in position?

waldem

thank you, i never knew.
i have tried now.

bye

waldem

hallo all, it is possibile in some way to record the historical data?

my broker allow only 3 months in intraday, but i would like to record these datas every day and attach in cue to their datafeed.

should be good idea for future implementation?

waldem

yes, "show open position" and "Show active order" are enabled on both the pc.
thanks

waldem

Hallo Team.
could you explain me why when i use the tradingsystem, i see the visual order, instead my friend using 1 my workspace 2 my system 3 same broker don't see the visual order?
also he have always the "Chart Trading" windows always open.

maybe some settings somewhere?

thank you.

waldem

Hallo all, my question is: should i run 2 times the same MC with different user in same pc? i have one server with a Friend and we would like to run 2 MC (with different user) in same server; i have created 2 user in server, but in this case if i run the 2 MC together in your opinion should create c...

waldem

Hallo MC tem, i think that the new code implementation http://www.multicharts.com/trading-software/index.php/Portfolio_Trader_Strategy_Examples are so powerful and important, but only following the wiki i cannot understand. Should be possible to require a video that explain how implement this strate...

waldem

now is monday morning, new week bar is open and finally i can get the close of October 03, this is amazing....

waldem

Hallo Bensat, i cannot do Update On Every Tick because is a strategy not indicator.

Hallo all, today is sunday and i still cannot get the last friday close, this should be an error.
pls see in attached picture the date of my pc.

on monday i will contact MC developer on chat.

waldem

Hi fomtl, i wrote the post when the week was finish and the bar already close, i'm writing in European time. if i put again the system today that is saturday, the week is close and i cannot get the last close, this is an error in my opinion. if i use metastock data it works. dear MC developer, as wr...

waldem

I forgot to tell you that i'm using Adidas correctly plot in chart, you can see the picture.

waldem

Hallo MC team, i have a severe problem using esignal as datafeed. i'm using weekly bars and i really cannot understand why my strategy cannot recognize the last bar even if the market is close. today is October 03 and if i plot on chart a very simple code: var:MyDate (0); //Debug if currentbar = 1 t...

waldem

hi TJ,
sessend variable is set to 1725, our market close at 1730 local time.

the 3 line break chart is set to 3 line break resolution 2 minute

waldem

Hallo all, i'm writing a system intraday using 3 line break chart. i'm trying to setup a funcion to close the operation at 17.25 (5 minutes before end in European time) using the following code: If time >=SessEnd and Marketposition<0 Then BuytoCover ("STime") currentshares shares this bar on close; ...

waldem

TJ, you are a genius!
thank you so much, i would never thought about that simple solution....

Walter

waldem

Please give me the piece of code that prints the values. Henry, this is the extracted code for you (Data 1 weekly, Data2 Dayly): input: Capital (10000),LChnEn(5); vars: TrdQty (0), Bar2 (0),MyDate (0),EP(0); //ENTRY if marketposition = 0 and C >= Highest(H[1],LChnEn) then begin TrdQty = IntPortion(...

waldem

maybe i have solved with this string:
if dayofweek (date of data2) = monday then EP = open of data2;
::
What happens if Monday is a holiday?

you are rigth, therefore i need to do a counter of the Data2 to solve this.
i will try in the next days...
w.

waldem

hi, should be possible to have different from regular chart on Portfolio backtesting?

for example line break?

waldem

maybe i have solved with this string:

if dayofweek (date of data2) = monday then EP = open of data2;

i cannot understand why if i use it, the last buy disappear from the chart...

but anyway in print still remain...

walter

waldem

Thanks a lot Andrew, now the functionality is much more clear for me. should i ask you if i can calculate only one variable on IOG? the problem is that if i use IOG for all the code the entry is completely different because i look for close. why i cannot use for exhample IntraBarPersist to calculate...

waldem

thanks for the reply, i have tried even with "bar magnifier" than with intrabarordergeneration.

if i use intrabarordergeneration the day will be multiplied by 4 in print and the strategy enter in different bar.

i think is working only with tick not with daily..

walter

waldem

Hall all, i cannot solve this problem: i have weekly bar strategy, the strategy start the trade on monday at open; therefore I need to get on monday the open value (=to Entryprice) to calculate the stop and targets. i cannot understand why even the expert commentary than the function Print, doesn't ...

waldem

hallo, thank you, this is a good method when you have single chart, even if when you have very long code is complex to find the bad variable.

in any case this does not work for portfolio, is not possible for you to state which is the stock with error that i can simply delete from portfolio?

waldem

hallo all, sometime I got the "Exception error" on my Portfolio Backtester. should be possible to have in the error windows the name of the stocks that cause the problem? this because if you have a big list of stocks is very complicated understand which one have problem and discard it. there is one ...

waldem

thank you Andrew.
i have tried but i don't know how to vote

))))

i have pressed vote but the number are always 10...

waldem

Hallo, I'm new in MC and in this forum.

I would like to ask at MC team if is forecast in future to have WFA in portfolio backtester.

Single wfa is not so significant for me..

Thank you so much.

Bye

waldem

Hallo MC staff, i have question concerning portfolio backtesting. Should be possible in some way the restart each year the capital to the initial amount? I explain: if i start to work with 100000$ in 10 year of testing, and i have fixed to 10000 dollar amount per trade, i will be after 10 years of t...

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