MultiCharts: Trading Software for Automated Trading and Backtesting

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IncludeSignal: is not supported?

Hello Mark

Are you 'the' Mark Brown of Oddball?

Thanks

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TJ, If it was only that easy.. however, no doubt you are aware 1- SA wipes historical orders and chart marketposition and starts calculating afresh so that is a non starter since I wish to preserve the chart entries and marketposition to take the 'next trade' at the end of the pre-market period 2- L...

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Hi TJ, thanks for your reply Answers in bold below your questions.. Are you talking about 4 strategies on the same instrument? Each strategy is completely separate, different instruments. Same chart? or multiple charts of various resolutions? All different charts, different resolutions What are the ...

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Lets say hypothetically you have 4 strategies and from a pre-market session you only want to choose 2 of them to auto-trade does anyone know of some addon software to MC which would require just 1 click to allow trades from the said 1 or 2 strategies which would pick up the marketposition on each ch...

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Anybody kindly confirm the default setting or recommended setting for "Cancel market orders as obsolete if not filled with n seconds" ?

as per attached pic

Thank you.

Cancel market orders default.PNG: (25.88 KiB) Downloaded 434 times

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Hello, Just wondering if it is possible to save the setup of the Order and Position Tracker Window. I prefer some fields re-arranged or removed, however if I close the window and re open later the setup has reverted to its original state. Thank You, Mike Mike, that would be useful! - I'd also like ...

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If you save workspaces and desktops with customised tool bars why does MC not reload those workspaces and desktops with the customisations in place every time? Deleting these not required toolbars takes 2-3 minutes every day... I only require just 8 items across 'all' of the Tool bars which fit on j...

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On tick charts the time to the right of the current bar doesn't update so displays a time in the past. Geoff thank you for posting your pic - that probably accounts for why 'Track Time and price' to the right side of the last bar is not working between different bar types... ie: does not update all...

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The behaviour of Track time and price in Beta 2 is different - in previous MC releases you could click to the right side of any chart and that would bring ALL charts Last bar into view - now if you don't click on the last bar of a chart ALL the charts line up in different places - surely that can't...

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The behaviour of Track time and price in Beta 2 is different - in previous MC releases you could click to the right side of any chart and that would bring ALL charts Last bar into view - now if you don't click on the last bar of a chart ALL the charts line up in different places - surely that can't ...

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Hello jrakovsk, Please send us the workspace and study you are using to support@multicharts.com: - MultiCharts-> File ->Save Workspace As; - Power Language editor-> File-> Export-> Export with dependent functions the studies you are having issue with. I've also received this error message on loadin...

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Thanks Henry - replies below within your questions 1- When loading multiple chosen accounts to the chart(s) the account chosen isn't always the one traded to though its easier if one uses 1 account for multiple symbols rather than multiple accounts for same symbol.. Hello Michael, -I'm not sure I am...

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Hello MichaelS, In order to use the Paper Trader profile for auto trading you need to go to Format->Strategy Properties->Auto trading tab->Select broker plugin->select the Paper Trader profile->go to Settings-> select the account you need. You need to do that for each chart you are using for auto t...

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The local Sim broker in 9.1 Beta is great so many thanks to all at MC for the continued development. I do have a question about the Local broker Sim - how to attribute different accounts to different charts - it seems a number of Sim accounts can be created but how can one select strategy A to sim o...

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Michael, I was away and hence the delayed response. If this is still an open issue, the point I was trying to make is that XAverage() is a series function as opposed to a simple function. While a simple function executes only when called by logic, a series function executes on every bar even if not...

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Yes, that is expected behavior! Take the following code for myXaverage(). Verify that it is identical to the builtin xaverage() function you are using except for the print statement that has been inserted. Save this code and compile it as a function. Use auto-detect for the function setting when co...

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If you have previously traded forex on Barx (the Barclays platform) I'd be much obliged to PM with you?

Cheers

Michael

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Hi Edwin, have you tried * data2 onwards as 1 tick (if d2 is same symbol then why not average d1 instead and lose d2 ?) * testing your strat using data playback which accelerates the test process dramatically * doing so with RTHM 'off' and then RTHM 'on'? * adjust code and synchronisation accordingl...

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Hi evdl, Agreed, multidata strats using IOG is a challenge to ensure synchronisation and that is why I'm taking static backtests 'with bar magnifier' switched on as 95% of the time totally worthless to any anticipated RT result - so we are not just talking about a pinch of salt.. Have you tried usin...

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Can you please supply a basic code example of how to match a backtest with realtime results with RHM disabled " The changes needed in improper (sloppy) code which has a mismatch between realtime and history are dependent on the nature of the code. The medicine depends on the disease the patient has...

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"Proper code can be written to ensure that backtest and realtime results match even with RHM disabled. "

Thanks Orion,
Can you please supply a basic code example of how to match a backtest with realtime results with RHM disabled"

Thanks,
Michael

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Beejaysea, I can't understand either why there is no difference when same strat is toggled on and off alongside each other- nor why RTHM is enabled by default .. If RTHM makes a difference it would be useful to fully understand the precise implications since it makes absolutely no sense in my mind f...

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I tried that, and have the same results. "When Realtime-history matching option is enabled the signal/indicator is calculated on the latest bar of the main data series and on the currently completed bar of the auxiliary data series. If the auxiliary data series stops updating, the final calculation...

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I love all the information pouring out in this topic :) But because of that, I'm being a little indirect. So before we get too far derailed I must state that the lag problem is the MC software without any question. I've been working on this for a long time... and tried my hardest to blame it on eve...

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I like where you're going with this. I've wished for quite some time that each window would be completely independent of the others. I'd like to access the average market position, but not have it as the only available feature. If a strategy has resting orders or a position, only its window should ...

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I've written a java program that places an order with IB via TWS-API. I've used the same logic in an MC-indicator and compared the execution times Multicharts was always approx. 100ms slower to place the same order than my java program. C++ would probably be even faster Hi Gerler that is pretty ama...

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Hello MichaelS, Please follow the next steps to enable old-fashioned file cache instead of the new RAM cache: Close MultiCharts and all its parts Make sure all MC processes are ended in Windows Task Manager. Here you can find the list of all MC processes: https://www.multicharts.com/trading-softwar...

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As I wrote in another thread to keep advantage of RAM cache and saving data from time to time to prevent data loss, I would suggest to use FancyCache or SuperSpeed cache solutions. Further keep in mind a RamDisk to load the hole MC environment into the RamDisk and save data in intervals during the ...

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Since MC 9 (64 bit) now appears to write real time data to cache ram and to only 'save' real time data on a platform 'exit' if there is an unexpected power outage at the user end any data which cannot be refreshed by the data vendor/broker is then lost and not just since the outage if MC has been ru...

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[quote="hilbert"]oType Intrabarordergeneration in powerlanguage editor and click F1 (for help). "Number of trades have changed and signals have compiled. " Hilbert, just because the Strategy verifies and signals change that is no guarantee the calc or signals are correct. If IOG with multi data seri...

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Hello Xyzzy, Unfortunately there is no way to send your order exactly on closing tick of a bar in this case. Thу only workaround is to use RecalcLastBarAfter (1) to send the order (IOG must be ON for this) in 1 second after the calculation on close. Andrew, would you be so kind to demonstrate the a...

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If your still stuck... I read somewhere that history matching can cause a delay. Hello Don Yes, most odd MC support advised me to switch History matching OFF yet Andrew suggests with IOG enabled and HM set to ON provided conditions are met the order will fire on the next tick of data 1 as that stil...

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Hi Ben, Thank you for pointing out Dimension 4. I loaded it up and was pretty surprised at the scale of adjustments and so frequently. Maybe I have a duff (new) motherboard! So I logged onto CME site and came up with the following - http://www.cmegroup.com/confluence/display/EPICSANDBOX/Network+Time...

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MichaelS, please provide the requested information or come to our live chat to demonstrate the issue remotely Monday-Friday 6:30 am - 2.45 pm EST. "Remarkably" the problem has now resolved itself and I appear to have regained twice the RAM which MC was using but for now for some reason does not req...

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Henry, I cannot even rebuild the chart because a new chart auto fills the £ setting which cannot be altered and another error message flashes up. Please ask your engineeers to look at this issue as a matter of urgency. None of the charts should be turned off just because a once a day search to a cur...

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Hi Henry, It seems there are multiple ways to configure data streams in order to sell at bid and buy at ask. But which one will give more accurate fills. If referencing trade data and bid and ask is part of a strat does it really matter whether ask data is data 2 or 3 provided the advanced backtest ...

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This error just turned OFF 20 charts after a reboot despite have collected quotes for gbpusd and eurusd (I checked) in the Server. The charts affected are now set to USD rather than GBP yet they still won't startup. Other indicators which were not gbpusd related just STOPPED working today - does thi...

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I just put in a feature request that will display the memory used by each workspace, along with number of charts/T&S/DOM for each workspace. Please vote as this feature will allow us to quickly figure out which workspace is using how much memory. I haven't asked MC team to give us memory numbers at...

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"" MichaelS, did you try rebuilding individual charts? If that did not help - please come to our live chat to demonstrate this behavior remotely Monday-Friday 6:30 am - 3 pm EST."" I'm getting by by the skin of my teeth having rebuilt the workspaces and zapped any real hogs - like E-Mini S&P, too ma...

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" I have to say the TS LOAD facility saves days of aggravation so I I just put in a feature request that will display the memory used by each workspace, along with number of charts/T&S/DOM for each workspace. Please vote as this feature will allow us to quickly figure out which workspace is using ho...

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Thank you MA tricks. I've rebuilt the desktops but not the individual charts so I'll give that a go. And you are right - MC should copy TS and have a continuosly running LOAD app which gives the memory load for each workspace, in fact in TS its by graph/workspace/desktop so you can be 100% sure wher...

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"All known memory issues have been resolved in MultiCharts 9.0 Release." Oh dear Henry, this is not my experience at all. I increased my Ram to 16 Gb and MC wants to use it all up. Whats more I'm spending all my time trying to free up Ram. If MC stays on overnight its Ram useage increases by 5 GB. N...

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Thanks Don, I will try Value1[0] (or even as Sam Tennis does it [00]) since it hasn't got the same treatment as Value9 The strat is IOG though so when condition2 or 3 are met my understanding is that the market order should fire next tick. MC support told me that IOG in fact related to data1 not dat...

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Beck Donald, thank you for your ideas some of which I can implement right away - As a matter of interest why would you not use market orders? And why do you suggest Async mode would be easier to identify where the problem may be? Thanks. I do not use market orders... 1. Click on Order tab. What time...

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MA Tricks

Yes, I have used bar magnifier and that doesn't show up any issues - the strat will issue and paint orders approximate to the the current price 60% of the time but then it will give the behaviour in the pdf -

I'll replace my functions with canned ones and see if it replicates.

Thanks.

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ABC & MATricks Here are the conditions. Maybe you can see something.. Condition1=t>Stime and t<Etime; Condition8=Value9[01]<=0 or Value9[02]<=0; Condition9=Value9[01]>=0 or Value9[02]>=0; Condition2=Open>Value1+fac and Value9>0 and Condition8; Condition3=Open<Value1-fac and Value9<0 and Condition9; ...

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Hilbert, thanks buts there are 2-3 proprietary functions so that is not possible. However, the issue is more fundamental than my code or in fact anyone's code - to quote MC support "market order = order to buy/sell at current price. Current price = market price right after the order is generated by ...

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Here is the behaviour captured precisely -

Position is short @ 1187.5 with 1 minute 16 seconds left on bar

Within 15 seconds miraculously a long market position is painted at 1186.50 when the price (as can be seen is above 1188).

Great market orders!

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Hi ABC, bar magnifier is turned off.

Here is typical situation from today - about a minute left on the bar and the strat paints a market entry at 1183.30 when actual price is around 1184.50 (it took me 5-6 seconds to snap it)

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Thanks ABC, my answers below MichaelS, to make sure, are you trading "live on a simulated account" or are you just watching the symbol on the chart? Obviously tried trading it live but stopped pretty sharpish - thought there would be an obvious answer but closer inspection of the strat on 2 symbols ...

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Thanks JoshM The symbols are TFM14 and ESM14, Russell 2000 and S&P emini futures - hardly exotics! The strategy uses 10 minute as data1 and 1 minute as data2. Same symbol used in data1 and data2 so no issue there and both time and price between MC & TS look synchronised on the screen. As you will kn...

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MA Tricks I will post a pic tomorrow since I shut the platform. However the behaviour is as follows - a 10 min bar opens hypothetically at 100 and after 9 minutes the price has moved to 97 at which point (ie 9 minutes through the bar) MC paints a short entry on the bar at 100 or less. The orders are...

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I'm interested to know what MC users are seeing as slippage for Market orders? 1-2 points maybe or perhaps a 1-5 second delay in your order being filled? My charts (the 2 data strat uses IOG on 10 min charts) are painting 'market' orders on my charts up to 9 minutes after price touched that level wh...

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Hi Henry, - As regards this leak issue can you please list previous stable versions of MC that do not have this problem? - Can you please explain why it is necessary for MC to be constantly logged into mcauth.com? Surely this is only necessary with a new logon to check authority of the user to do so...

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