MultiCharts: Trading Software for Automated Trading and Backtesting

lingwuchung

Thank you Svetlana, With turn OFF Include "Unreportable Last" Trades in IB data feed settings , it has worked well for the past 3 days. May be this should also be default setting , and with documentation that it also solves the block trades inclusion issue, which would not be known by the name and ...

lingwuchung

Hi, Is there a way to draw text at fixed position, e.g. 5% or 10 pixel of screen height from bottom of chart on a bar? It seems all the drawing "setLocation" functions are relative to price only. I want to draw indicators at fixed position of the chart, not flunctuating up and down with prices. Than...

lingwuchung

Tammy, Thank you for the reply. I know what u said. That’s why I am raising this as “feature request”, if you think this could be beneficial to us. Hello lingwuchung, It is only possible to apply the strategy inputs from the latest Optimization Report opened through main MultiCharts menu > View > St...

lingwuchung

Thanks Svetlana. If this is the case, I think MC should uncheck this setting by default for IB data feed.

Hi lingwuchung,

IB may send such updates as shown in the screenshot.phantom tick.jpg
According to IB support this is the high of the day due to the ticket type (6, see here).

lingwuchung

Hi Svetlana, "When this option is disabled, the discrepancy between DailyHigh (DailyLow) and IB real time data is possible." -> so the resolution is to make "the discrepancy possible" rather than "impossible"? Why would IB need to send such tick to align the DailyHigh? To rectify their previous data...

lingwuchung

OK and thanks. At least you're telling me I am not missing something obvoius or stupid. :P Attached images are another test: 1. original without comments out takes 3m20s to complete 216 iterations. 2. comment out everything inside "GetAppInfo(aioptimizing) = 0" only takes 2m4s - 1/3 faster! Let me t...

lingwuchung

Please uncheck Include "Unreportable Last" Trades. Restart all MultiCharts components to apply the changes. If it does not help, uncheck Generate a new Tick with Zero Volume upon DailyHigh (DailyLow) update too. I used to have the same problem. I received similar advice from previous post and I thi...

lingwuchung

Hi, Is this a right forum to raise feature request? Well, at least I can see if there is anyone else who would want the same feature ...... After optimization, I can click on the individual result row and MC will prompt "Do you want to apply this input combination to the strategy?" (attached image)....

lingwuchung

Correct. That's my intention. This is a print log function. I only want to do it while NOT in optimization. Quote: "aiOptimizing — returns a value of 1 if the calling application is currently performing an optimization, and a value of 0 in all other cases." https://www.multicharts.com/trading-softwa...

lingwuchung

Hi TJ, Thanks for the reply. I see that all codes within the first begin/end, including the two "GVGetName" should not be executed during optimization (when GetAppInfo(aioptimizing) = 0). Sorry, I don't know what you are trying to point out. I have formated your code for easy reading. You should ind...

lingwuchung

Hi all, I execute the following code and time one iteration of normal chart display and optimization (the optmizing variables are dummy and won't affect the strategy execution). I know that GVGetNamedXXX is slow, that's why I want to skip it during optimization. However the result is unexpected: As ...

lingwuchung

MultiCharts works on Windows 8.1 and 10. It is possible to use the software on a virtual machine that corresponds to those operating systems.

Thanks. Any plan to make the optimization or portfolio manager to be distributed across multiple VM on cloud?

lingwuchung

Hi, I am already running i9-10900k - 20 cores with 3700 base frequency. I am not asking how to increase my local computer power, but whether I can simply deploy MC on AWS to make it much more scalable. I assume u mean NO. Hello lingwuchung, You can increase the speed of strategies calculation/optimi...

lingwuchung

Can I run MC on AWS and make use of its scalability to run optimization faster? My i9 with 20 CPUs is still too slow.

lingwuchung

Hi,

I see that MC is not capturing quick enough. Or IB not feeding quick enough? Is it expected during violatile split of seconds?

Attached images:
Interactive Broker High 612.77 at 15:50
MC High 611.74 at 15:50

lingwuchung

Anyway this can be built up for historical data so that I can use it for backtesting?

lingwuchung

Hi MC,

Whenever I connect MC from a remote session and logon back to the original session on the primary main machin, the plaback buttons are lost and I have to restart MC. Please check.

lingwuchung

Few thousands bars and few minutes optimizing... but nevermind my issue was about being able to optimize TLs, not about how long it would take. the TLValue() function does the trick. ok, few thousands bars and few minutes shouldn't make a big difference. Mine is talking about 100K bars, 10K optimiz...

lingwuchung

Not surprisng to me at all and I am actually grateful if it does. I found that TL is adding unnecessary burden in optimizatin. You don't need to plot and see any every line in optimization. Therefore my signal will automatically switch off TL within my code by using: if GetAppInfo(aioptimizing) = 1...

lingwuchung

Hi, I have a signal that draws TLs and trades based on associated logic. The signal itself draws the TLs and trades them fine ... until I attempt to optimize it. All attempts at optimization immediately produce a TL_New failure. Example error: http://www.multicharts.com/discussion/download/file.php...

lingwuchung

MC ignores Trendlines in the optimization. Intentionally? This is very surprising to me. Not surprisng to me at all and I am actually grateful if it does. I found that TL is adding unnecessary burden in optimizatin. You don't need to plot and see any every line in optimization. Therefore my signal ...

lingwuchung

Hi,

Is there a way to retrieve the lot size of a stock? Or is it always 100 for US stocks? (It's not in some other markets)

lingwuchung

Well, well, well....based on your feedback, it seems as though conditional execution of SetStopLoss is not really supported. Also, you insist on using MarketPosition WHEN IN FACT YOU DON'T NEED IT. SetStopLoss and the other internal stops "know" when there is a marketposition <> 0. I think it’s not...

lingwuchung

Is this real/paper trade or backtesting? This is backtest Then I am not sure if you are having the same issue as me: https://www.multicharts.com/discussion/viewtopic.php?t=52924 Try to call the setstoploss(10) at EVERY BAR (unconditionally, say at top of the main iteration) and see if that makes a ...

lingwuchung

Hi, I've developed a strategy which triggers a long entry when a certain set of conditions is met. In back-testing and forward-testing the code executes as expected. However, when I run the following code live it appears to be executing orders at the price of the open of the next bar, instead of th...

lingwuchung

Is this real/paper trade or backtesting?

lingwuchung

So you are saying that the SetStoploss is working in real time, but not in back-test mode ? You should post your code again. And make sure you show your IntrabarOrderGeneration(IOG) statement. Yes. My code look like this: mp = MarketPosition; if mp[0] <> 0 and mp[1] <> mp[0] then begin // new posit...

lingwuchung

Please correct if I am wrong. Thanks.
Dude, you're not just wrong, you're stupid.
We keep asking what is your IOG setting (IntrabarOrderGeneration) ..with no response ?

I said "I don't have IOG enabled in the signal properties". Let me capture some screen shots in next post.

lingwuchung

ps. you can use the papertrading account to do a real time test. Yes, I did a real test test yesterday, hence my deduction: 1. In real-time mode, setstoploss() does trigger to broker immediately within the same bar/tick iteration, no matter you call it under a condition or not. The stoploss exit wi...

lingwuchung

So you are saying that the SetStoploss is working in real time, but not in back-test mode ? You should post your code again. And make sure you show your IntrabarOrderGeneration(IOG) statement. Yes. My code look like this: mp = MarketPosition; if mp[0] <> 0 and mp[1] <> mp[0] then begin // new posit...

lingwuchung

Check this out....right from tech support: Lots of rule to be aware of ..... When the special order is not under an IF statement- it is evaluated intra-bar (even if IOG is off). The special order will be placed and remain active while position is open automatically without additional programming. W...

lingwuchung

Thanks! I am using IB and so all are supported at broker side. But I am just doing local backtesting/playback only now. I will verify the broker later. But about my puzzle around "logical error". I do place my OCO inside a IF as you can see above (and another bigger "if within trading hours"). Does...

lingwuchung

[snip] . . . If not inside a condition, does it mean that the SetStopLoss call has to be appeared at the top level of the code - meaning it will be called at every bar/tick? Isn't this ineffective and will MC trigger this to Broker at every bar/tick too? I wonder if broker will block me by generati...

lingwuchung

Hi, I thought I should execute it right after an order is made, so that the Multicharts or broker will trigger the stop loss once the stoploss price is matched. Here is my previous code which works ok: if MarketPosition <> 0 then begin SetStopPosition; SetStopLoss(StopLossAmt); end; however when I ...

lingwuchung

CAGMAD, When you use setstoploss in AA mode then it is calculated both vs chart prices and vs broker prices. So as per your example: 1) on the chart stop loss would be 12314 2) at the broker stop loss would be 12317 To avoid this please use SA mode or write your own stop order for AA mode that will...

lingwuchung

See post #5 https://www.multicharts.com/discussion/viewtopic.php?t=10811 Don't quite understand - "To avoid logical errors, DO NOT place these keywords inside a condition". I do try to apply exit on the entire strategy. If not inside a condition, does it mean that the SetStopLoss call has to be app...

lingwuchung

See post #5 https://www.multicharts.com/discussion/viewtopic.php?t=10811 Don't quite understand - "To avoid logical errors, DO NOT place these keywords inside a condition". I do try to apply exit on the entire strategy. If not inside a condition, does it mean that the SetStopLoss call has to be app...

lingwuchung

Check this out....right from tech support: Lots of rule to be aware of ..... When the special order is not under an IF statement- it is evaluated intra-bar (even if IOG is off). The special order will be placed and remain active while position is open automatically without additional programming. W...

lingwuchung

Hi, I thought I should execute it right after an order is made, so that the Multicharts or broker will trigger the stop loss once the stoploss price is matched. Here is my previous code which works ok: if MarketPosition <> 0 then begin SetStopPosition; SetStopLoss(StopLossAmt); end; however when I s...

lingwuchung

Hello lingwuchung, There is no specific limit to the number of parameters. But we recommend to build up your setup gradually and check how the changes affect the performance of your machine. Thank you Kate. Everything is working ok as I gradually increase the parms. Now I think I have more than 40....

lingwuchung

Hi,

What's the max no. of parameters a signal can support? I am having 30 now but don't know how much more I continue to add. I want to know if there is a max that I won't be able to reach in the near future, before I decide to continue to develop the signal in the way I am designing. Thanks!

lingwuchung

Hi, I got fake price spikes during real time mode. See attached photos. I read some past posts that this could be resolved by some settings in QuoteManager but those posts ( https://www.multicharts.com/discussion/viewtopic.php?t=45296 ) were > 7 years ago and those options do not exist in v14 anymor...

lingwuchung

Hello lingwuchung, In one of the future releases we are planning to add a new optimization manager in Portfolio Trader. It’s going to be the same as the one in MultiCharts, it’ll allow controlling the number of engaged cores on the run with a slider. Excellent! I have changed to i9 with 20 cores no...

lingwuchung

Excellent! I have changed to i9 with 20 cores now. As expected all cores are still 100% during portfolio manager optimization but somehow I still manage to do some simple tasks like browser. Guess that’s due to improvement of the i9 processor’s architecture.

lingwuchung

I always recommend people to use a separate machine for testing, backtesting and optimization. Computers are not that expensive nowadays. There is no reason not to dedicate a computer for development purpose. That's how professional do it. I do have 2 machines (going to buy a 3rd one) but I still w...

lingwuchung

You can do this yourself by creating a .BAT file to start Portfolio Trader using the /AFFINITY option to restrict which cores you want used for this app. Here is a thread explaining this in more detail: https://www.tenforums.com/performance-maintenance/47607-affinity-command-cmd.html Thanks. I can ...

lingwuchung

You can do this yourself by creating a .BAT file to start Portfolio Trader using the /AFFINITY option to restrict which cores you want used for this app. Here is a thread explaining this in more detail: https://www.tenforums.com/performance-maintenance/47607-affinity-command-cmd.html Thanks. I can ...

lingwuchung

Hi, I am running MC v12 with 4 cores and 8 threads (Intel i7) machine. Whenever I run optimization in Portfolio Trader, all 8 threads are being 100% used up and I cannot do anything else. Is there a way to limit the no. of cores (e.g. to 3 cores in my case) in Portfolio Trader optimization like the ...

lingwuchung

Hi everybody,

Is there a way a signal can tell whether it is run under optimization? I want to disable some codes during optimization to make it run faster. Currently I need to manually specify this in one signal input which is quite troublesome.

Many thanks!

lingwuchung

Hi, I am using Interactive Broker as datafeed. When I load HSI Future "HSIM14", I can see real-time data since 9am but Multicharts can only start showing from 13:30-16:15 only. Why? Is there any setting in Multicharts that prevents IB from feeding data into it for specific period? I don't have this ...

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