MultiCharts: Trading Software for Automated Trading and Backtesting

Wally_AD

Right, C# does not work with Multicharts. Probably it will work with Multicharts.net, but I am not sure about this, Using Visual Studio 2017 with a C++ compiler and C-syntax the following code works. #include "stdafx.h" extern "C" { __declspec(dllexport) double __cdecl Add(double x, double y) { doub...

Wally_AD

MultiCharts64 Version 11.0 Release (Build 15387)

Wally_AD

Hi, I am trying to call functions in a C# dll. external method: "ClassLibrary1.dll", double, "SwissWrapper.Add", double, double; .. value77 = SwissWrapper.Add(3.6, 7.2); print ("Ret_My_lib ", value77); C#File using System; using System.Collections.Generic; using System.Linq; using System.Text; using...

Wally_AD

Hello, I am using Multicharts v10 beta since some weeks. It runs on a PC with these characteristics (laptop): Windows 10 8 GB RAM CPU i5-4200 clean system, newly setup I am raising a question, it it not a complaint. While backtesting with Multicharts on a chart window for daily data the performance ...

Wally_AD

I have got the scrips to run, but without Corona. There is a clear bug in the code. If SNR > 0.5 then Width = 0; For N = 1 to 50 Begin Raster[N] = 20; If N < Round(50*SNR,0) Then Raster[N] = .5*(Power((20*SNR - .4*N)/ Width, .8) + OldRaster[N]); Setting width to 0 and then dividing by width can't wo...

Wally_AD

You should have a look at
https://www.quandl.com.

Wally_AD

According to the URL the Ehlers functions for Corona charts are provided by TJ. https://www.multicharts.com/discussion/viewtopic.php?f=5&t=3339&p=23450&hilit=corona#p23450 The link does not work any longer, but the ELS file can be found somewhere else. The variable I has to be changed, but besides t...

Wally_AD

FileAppend works in my script as expected.

orion, thanks for the warning.

With a filter only changes of the order status lead to a file access. It will not be more than 20 per day. For about 100 file accesses per week I don't expect a problem.

Wally_AD

Thanks orion.

I think FileAppend is the same, but I have to test it.

Wally_AD

I made a test by means of a simple signal script: Print(File(x), "..")); DeleteFile(x); Now do it again. Print(File(x), "..")); DeleteFile(x); The file is deleted only once; Executing the 2 lines more often shows that each time one line is added to the file. It is only deleted when the system is sta...

Wally_AD

1) A delay of 1 second after the Filedelete does not help. Multicharts Team should confirm that all handles are released after a Print(file(..) or a FileDelete. 2) No other symbols. There were 2 active chart windows: one only trading the ES, and the ATS_monitor from above. Used filenames are differe...

Wally_AD

I stopped robycopy - it did not help.
Added a time delay after the filedelete. It did not help.

Each filedelete is executed only once. After starting the signal.

Wally_AD

PValue=ELC.PathExists(Lenovo_Path3); ELC.PathExists works only with no backslash at the end. This is the reason for the slash. I wrote: In fact the deleting of files works when starting the program, .. So in principle FileDelete works. There are no issues with access rights. The program always tries...

Wally_AD

I have a problem deleting files. OS is Windows 7. The show code runs as a signal and shall monitor the current order status. Is was before part of the system itself, but I found it can run independently. Same problem was already before. [IntrabarOrderGeneration = false] { Name: UW_ATS_Monitor Task: ...

Wally_AD

Using 2 minutes bars I now used Bar Magnifier (switched it on) and selected - 1 tick - . This provided no different results as without Bar Magnifier. I assume this is because still the chart resolution is used. How can I obtain the tick resolution now? Changing on the chart the resolution would mean...

Wally_AD

The listed trade results were not complete. But for the day "02.01." they were complete. If margin is included I can see the problem - will be changed to GetRTAccountEquity. I used IOG = off and Bar Magnifier was not used. I understand now, to get meaningful back testing results I have to use Bar Ma...

Wally_AD

Thanks TJ. Those variable names were used exceptionally. It is not an issue in a small if condition. I think I roughly read the article in the Wiki. But will consider it again. I am testing a system with the ES and use target limit and stop loss orders. I would understand if the results differ in ti...

Wally_AD

Hi,
please see the attached files.
Hope it helps.
Regards

Wally_AD

Hi, Running an intraday system I would like to monitor account size and trading results in this manner: - write results into a file and make this file available to other devices (e.g. by copying it into a Dropbox folder) - output current account size and trade results after closing trades - using a ...

Wally_AD

Hallo fbertam, I created programs to do something similar using AutoIT. If somebody is interested I can provide the source code of my AutoIt scripts. The programs start MC and enable Automatic Trading. At the end of the day MC is shut down. Windows task manager is used for calling the programs. rega...

Wally_AD

Hi, I use IQFeed data and several times had corrupted or wrong data in the database. For example for Futures ES, US or YM. The attached file shows how it looks in the equity curve. One example is for daily US data: 62,89 61.85 82.92 62.32 62,37 This can't be in reality. I wonder whether there are no...

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Dear Multicharts Team

Since some weeks I always receive a warning message from Chrome when accessing http://www.multicharts.com because the security certifcate of the internet damain is exceeded.
Can this be renewed?

Wally_AD

Thank you for the hint. after CTRL-R in the chart window the Quote Manager shows minute data from 0800 til 2200. But when running a system with the Portfolio Backtester only data from 0930 until 1530 are available. I do not understand this. In my symbol dictionary XG or FDAX is not included. Has to ...

Wally_AD

Trying to use 1 minute FDAX data. From IQFeed I can download data from XETRA and EUREX. XETRA should be right, or ? I receive data from 0930 until 1530 - exchange time. But data should be available from 0800 to 2200. Can anybody provide help how to recieve FDAX data from 0800 to 2200. I could also t...

Wally_AD

Thank you for your help.

I try to use a paper trading account. This contributes also to the problem.

"ERROR: DTN IQFeed is unable to validate IB demo accounts."

Wally_AD

To use the IQFeed waiver program with Interactive Brokers some configuration is necessary.
The waiver exchange shall be configured by entering the client ID and account code, which is provided from the broker.

How can I get the account code from Interactive Brokers ?

regards
Wally_Ad

Wally_AD

Ok. Got it.

Thank you Andrew.

Wally_AD

But the trace output shows something different. With MarketPosition = -1 Buy("Rev_S") 2 Contracts Next Bar At (limitvalue) Limit; and then printing the MarketPosition results into MarketPosition = 1 So for backtesting MarketPosition shows -1 or 1 and the Broker Position shows -2 or 2. This is confus...

Wally_AD

There is a window shown: "Loading Data ... " Instrument --- Status @ES#C,IQFeed --- None No error message. The program tries to load data and was waiting for ever for a connection. The user has to cancel the backtest and change the data range, so that more data do not need to be downloaded. This is ...

Wally_AD

Hi all, I want to reverse a short position. If MarketPosition = -1 Then begin Buy("Rev_S") 2 Contracts Next Bar At (limitvalue) Limit; end; SetProfitTarget(TargPts * BigPointValue ); SetStopLoss(SLPTs * BigPointValue); The result is that 2 positions are created instead of 1 reverse position. Is ther...

Wally_AD

I guess "Download Data Before Backtesting" checkbox is activated. Can't check right now as MC is running on another machine.

The issue is then that if one day - the last day - is missing in the database the backtest is not started.
Correct, but without any hint not user friendly.

regards

Wally_AD

Inputs: Price1(Close of data1), Price5(Close of data2), .. MA5 = XAverage( Price5, 5 ) ; MA13 = XAverage( Price5, 21) ; This code does not work. To use data2 for Price5 it must be coded like this: MA5 = XAverage( Price5, 5 ) data2; MA13 = XAverage( Price5, 21) data2; Can somebody explain why referr...

Wally_AD

I run a backtest some days with data from data IQFeed for one year. In the Quote Manager "Collect RT Data" was set to ON. Trying to run the same backtest in the Portfolio Backtester some days later without an internet connection did not work. The missing internet connection was the reason. I thougth...

Wally_AD

Thank you for your time. I don't understand; why do you ask us if you already have a function to monitor data gaps? I am asking because it does not work as it should and I am struggling with this since a longer time. Just test it, then you'll know for sure. :] It is quite an effort to test it. As it...

Wally_AD

I am using MC 8.8 and IB tools in the latest version, but I use the IB Gateway.
With TWS I had several problems, but IB Gateway runs without problems in autotrading mode, which I am still testing.

Wally_AD

myDataGapDefinition = .... How would you calculate myDataGapDefinition ? if 5 minute bars are used, then the time different between two bars must be 5 minutes. It would mean: if time - time[1] = 5 then myDataGapDefinition = true else myDataGapDefinition = false; time - time[1] works for 1230 and 12...

Wally_AD

MA9 = XAverage( Price5, 9) ; MA13 = XAverage( Price5, 13) ; MA9_Shows_Up = MA9 > MA13; MA5_Penetrated_Up = CurrentBar > 1 and MA9_Shows_Up and (MA9_Shows_Up[1] = false); inputs: Price( Close ), variables: var0( 0 ) ; var0 = XAverage( Price, 9) ; condition1 = Price > var0 and var0 > var0[1] and var0...

Wally_AD

Hi all, tpyicall the condition to detect a cross over event looks like this: MA9 = XAverage( Price5, 9) ; MA13 = XAverage( Price5, 13) ; MA9_Shows_Up = MA9 > MA13; MA5_Penetrated_Up = CurrentBar > 1 and MA9_Shows_Up and (MA9_Shows_Up[1] = false); or so: inputs: Price( Close ), variables: var0( 0 ) ;...

Wally_AD

As I remember all positions were zero. But I can't prove this right now.

I try to reproduce this during the weekend.
At present times I do no see the effect.

regards

Wally_AD

Hello Andrew,

"Assign Initial Market Position At Broker feature"

I do not use this. I was even not aware of it.

What mode of auto-trading is used?

I use SA mode

Wally_AD

Dear all, I use the following code fragment. If AvgTrueRange(atrlen) > atgr * 0.1 Then HighVotality = true else HighVotality = false; SetStopPosition; If HighVotality Then setdollartrailing( TrlStp * BigPointValue) else begin SetProfitTarget(TargPts * BigPointValue ); SetStopLoss(SLPTs * BigPointVal...

Wally_AD

Hello Andrew,

Thank you. It worked.

regards

Wally_AD

Hi, In the Portfolio Backtester there is an empty window" instrument list". First it showed the selected data, but after a while the content disappeared. I found no way to get the list back. Or can tell me somebody how to get the data shown in the instrument list. see attached picture regards Ulrich

Wally_AD

Is there a way to detect by means of software whether automatic trading has been enabled? It means whether SA mode is active?
For example by reading a log file or by using an EasyLanguage function or statement.

Wally_AD

Hello,
but would it be possible to move tha data from 32 bit version to 64 bit version?
regards
Ulrich

Wally_AD

Ok. That is what I did. I changed from 32bit version to 64 bit version.
Thanks.

Wally_AD

How can I update to a new version of MC without losing all configurations and market data.
I installed the new Version and found everything blank afterwards. No scripts in the PLE, no data.

regards
Ulrich

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