MultiCharts: Trading Software for Automated Trading and Backtesting

shane1800

Thanks everyone I fixed it. I had created a custom broker profile for IB which I did not select correctly in the SA settings.

shane1800

Hi,

I tried updating the software and rebooting, will contact support thanks!

shane1800

Hi GP, Yes plugin is set to IB. I did a reboot and still the same error. Attached are some pics of my settings. I did SA trading a few years ago and it was working then... Read only is not selected, port 4001 is used in all settings as far as I can see. Data and manual trading work. Screen Shot 2020...

shane1800

Hi, I'm using IB Gateway with MC for data and for placing orders which works just fine. But on a chart with a strategy when I turn on SA I get the error "Source Intereactive Brokers" Message: Exception caught while reading socket - An established connection was aborted by the software in your host m...

shane1800

Will work on getting that.

shane1800

So I tried default strategies and got the same result, after a few hours the CPU use goes down to 10%, only 1 core being used rather than 6. MovAvg3Line Cross LE MovAvg3Line Cross SE _Percent Exit Pair One thing I notice in the optimization report is that there are over a million rows, is that okay?...

shane1800

Thanks Sptrader but no luck. Updates off, Internet connection off, firewall off, couldn't figure out the bugslayer part though.

Henry will try that now.

shane1800

Sorry say but my issue still exists. If anyone else has seen this please let me know. After about 3 hours CPU goes down from 95% to 20%, optimization times increase by 3 times or so. What happens is that it goes from using 6 active core to 1 core for no apparent reason. Pausing the test and resuming...

shane1800

Found the issue. My strategy was writing to a CSV log file and it got bigger and bigger, 10GB!

Commenting that out computer runs at 95% CPU and test will be 1 hour.

Thanks for everyones comments.

shane1800

Hi there. Intel i7-6800K. Not sure about virtual threads will research that.

shane1800

Hi, I'm using the current version of MC, not sure if this was an issue with older versions but last year it was not for me. I was able to optimize for 21 days straight 100% CPU used with accurate remaining time shown. When I run a genetic optimization it says it takes 12 hours to complete, 12 hours ...

shane1800

Hi Anna,

Any chance you can give more instructions on how to do this as I'm getting 0 in my custom fitness values after running a optimization in portfolio trader?

I added the !optmize by sharpe! signal to each of my strategies. I added !optmize to sharpe! to money management signal.

Thanks

shane1800

Hi Anna,

Ok I'm just reading about the real time feature of ASCII mapping. Will try that out first. I was adding data in a delayed method.

For hacks I have seen ways to command a fresh of charts based on the time. I may not need that.

shane1800

Hi, I'm using a Data2 in ASCII for trading and I'm wondering if there's a better way to have a Data2 as I would like it to be realtime 1 minute bars without needing to hit refresh every time. I know there were some hacks a year ago to refresh automatically but I don't think it was very reliable. Is ...

shane1800

Hi Henry,

Any ETA on Bitfinex or Poloniex trading API as I'm excited to use MC for crypto trading?

Or can we make a trading connection to Bitfinex API ourselves?

shane1800

I'm interested in this also. Would love to stay with MC rather than the other coin trading options out there.

The market cap of the top coins is growing nicely and I am interested in trading Dash, Bitcoin, Ethereum.

https://www.worldcoinindex.com

shane1800

Awesome!

shane1800

Hi, I contacted Rithmic and this issue seems to be fixable by Multicharts. So right now with MC 10 rather than get the whole history for a symbol you only get a few days at most. This has been a big issue for me as I'm now losing data and having gaps. I may have to subscribe to another data feed ser...

shane1800

Ok it's in Program data whew! I've been backing up the wrong directory so this is good for me to find out. Thank you!

shane1800

Windows 8.1

MC 10.0 13557

shane1800

Hi, I'm not able to boot my PC so I'm trying to copy the backed up MC files to a new computer in order to get all my symbol data and studies. For some reason though I cannot find any of the important files listed in these instructions. There is no Database folder or X:\Program Files\TS Support\PLEdi...

shane1800

I appreciate that advice as it's working now! I am running a PT genetic opt using 4 different strategies and now all cores are 100%. So that was the issue, using a simple optimization did not use all cores. Not sure if changing the regedit code did anything. I'm looking forward to getting a new serv...

shane1800

Yes will keep everyone updated! I did notice that all the cores are running, 12 shown in the attachment, but just at 50%. So it looks like MC is using both CPU's but just not fully. Maybe hyper threading is not working for MC or maybe MC is not using all the ram available and creating a bottle neck?...

shane1800

Hi, I'm trying to get MC to use 2 Xeon CPU's but on optimization and backtesting only 50% of the CPU total is used. I tried importing this regedit and using the all threads for optimization dword:00000000 and also 24 in decimal as there are 24 threads for this server. Same results even after rebooti...

shane1800

That is very helpful thank you!

I will watch for the ticks and see if this happens because of available trades and so forth...

shane1800

If this is happening to only one strategy but not the others, then you have to investigate this strategy in detail. >> I WILL TAKE A LOOK CLOSER, NEED TO GATHER MORE DATA What is the instrument? is it liquid? >> GASOLINE FUTURES, LIQUID What is your chart resolution? >> 5 MIN Have you tried this str...

shane1800

Hello, I'm using Rithmic for futures broker and for data. I'm using PT on 5 minute charts my trades are generated about 20-30 seconds after the bar. So for instance 12:00:30. Does anyone have this happen and have idea on how to troubleshoot? This maybe happening for only one of my strategies which i...

shane1800

Hi, I'm guessing there's an issue with PT and continuous symbols but not wanting to test this issue with live money so tabling it for now. Ideally PT would offer merged data. I like being able to see the whole history of my trading portfolio over several years while live trading for risk management....

shane1800

Just to give an update on this I changed the PT symbol from a custom continues futures symbol (Rithmic) to just the current months future symbol and trades started to go through on time rather than several bars later.

So now PT reports match the actual PT trades.

shane1800

I'm on build 12587 I have multi-time frame on, 5 minute bars as data1 and daily as data2. Rithmic / Dorman. To explain further. "Actual trade PT sent in was 25 minutes later than it should have been. Strategy report showed it going in at the correct time." I have 4 strategies in PT trading the same ...

shane1800

Ok this happened again today. Actual trade PT sent in was 25 minutes later than it should have been. Strategy report showed it going in at the correct time. So this is not an issue about two trades going in on the same bar anymore. PT just doesn't send in the trades on the right bar for some reason....

shane1800

And also to mention I've used this strategy in TS without this issue for years. Maybe PT has an issue.

shane1800

That is a good question. I updated the code to buy on next bar at open and the strategy report shows about $1k less profit a year so ideally be good to do this as a last resort. Profit target exit: Setstopcontract; If TradeTrigger = 1 and MarketPosition = 1 then begin SetProfitTarget(Entryprice * Pe...

shane1800

When I run the strategy test outside of PT it matches the PT report so looks like the details are consistent but the live trades are not going trough correctly.

shane1800

And the live strategy is in portfolio trader if that matters. And the strategy report in list of trades shows the correct trade matching the simulated chart.

Maybe there's a setting in PT that's off, optimize order flow?

I don't see any errors or rejected orders.

shane1800

Hi, I have a live chart trading using an automated strategy that doesn't match what I think should have happened. Would love some advice on how to troubleshoot. 5 minute bars. The profit target order was hit and executed during the beginning of that bar. Then for the close, the strategy should have ...

shane1800

I moved to Rithmic Live and so far has been working without any issues.

I think Rithmic Paper Trading closes all positions each night.

Thanks for the tips.

shane1800

Thanks for that, I haven't installed R Trader so will try this if the problem happens again. My broker may have reset my Rithmic paper trading account causing the broker position of 0 being displayed.

shane1800

Now that I'm using Rithmic (paper trading account) I'm having the same issue. Was working all week but then sometime Friday evening the broker connection was lost and has not came back even with the Sunday futures markets being open. Is there a way to see log files for Rithmic? Everything else looks...

shane1800

Thanks!

shane1800

Sounds like the best way to have continuous futures contracts with Rithmic is to use data merging? Using the current Rithmic symbol for Realtime and using pre-existing data for History. Wondering if there are other ideas out there or any downsides to this approach. And I notice that you cannot do da...

shane1800

Hi Henry. I had the same issue with tws. I'm not sure how to see if the IB server restarts and is then the cause of the issue. I do know that restarting IB doesn't help and that IB doesn't show any connection issues. I will check the log for server restarts.

shane1800

Great will be trying it next week!

shane1800

The broker position came back into connection by itself after a day and a half. Will probably go out again.

shane1800

Maybe it's because the of the type of optimization you're running? Try the benchmark test to see if you hit 100%.

My portfolio tree looks like this, maybe each is on a core?

shane1800

I'm curious about dual xeon CPU's also.

PT has worked for me using all my cores in the last year I've been using MC.

shane1800

Hi, Every 2-7 days I lose the broker broker position in position tracker leading me to not knowing if MC is in sync with the brokers trades. My only solution so far has been to exit MC completely. I'm using MC > Interactive Brokers Gateway 952 (demo trading account) > TS for data. I installed a reco...

shane1800

I faintly remember having the same issue before, MC not using 100% of the processor. It fixed itself but not sure how. Maybe PT needs to be opened as Admin. I remember my overclocking settings were looking good but MC would not use the processor fully, I overclocked it differently somehow and it sta...

shane1800

That is interested you're not getting 100% on the 5960x. Are you using MC 64bit?

shane1800

Turning on chart trading worked, thank you now it all looks good!

shane1800

Hi,

Anyway to show these on a live trading chart? Example below of them on TS.

Basically showing open orders on the chart. I'm using Interactive Brokers.

shane1800

Me too! It was working for weeks and then "no data" and cannot view the data in QuoteManager. This same file works fine in TS and there are no duplicate lines or dates so really not sure what to do. Please keep us updated if you find a fix. The new MC software did not make a difference. FIX: I had t...

shane1800

That sounds unfortunate. I'm going to keep troubleshooting and see if I can figure out a way to prevent this.

I'm needing to run optimizations for 60 days straight.

Will post any findings here.

shane1800

Took about 25 seconds to do 5,000. 79 hours to completion. I see that Ec2 offers few faster C4 instances so maybe they can match a 5960x. For overclocking note that all chips are different so a good way to guarantee performance is to buy from a place like this. https://siliconlottery.com/products/59...

shane1800

I've even tried optimizing on a 64 core server at profitbricks and it didn't beat the 5960x. Guessing there's something with Xeon's or with virtualization...

Same results using TS.

shane1800

Cool numbers. My computer will be free to run that test again in about a week, will let you know. I got about a 19,000 on CPU Mark overclocked to 4500 mhz. https://www.cpubenchmark.net/high_end_cpus.html The newest fastest chip, i7-6950x should be coming out in a few months. I may get a dual Xeon bo...

shane1800

Now I remember running into this issue in the past. Currently running a large test and what I think is happening is that the committed memory creeps up and then the hard drive starts to run out of space then it crashes. Often stopping MC before the crash still results in losing optimization results,...

shane1800

How large is your optimization?: 256,217 simulations How long is the history?: Using data1 and data2 (ascii). 5 minute bars, 5 years of history. How many runs?: Population 17081, Generations 14946 Were you running other programs? Browsers? email? calendar? Messengers?: No nothing is open, I close al...

shane1800

I made a benchmark workspace to test our computers optimization speed using exhaustive.

After a few minutes I got 79 minutes as expected finish time using an overclocked 5960x at 46x.

You?

shane1800

I receive a memory leak and low memory warning after or during long optimization runs.

For example just finished a 9 day genetic test and windows says to close MC. This happens on a repeatable basis for long tests. I'd really need MC to work on a test for several weeks so this is an issue for me.

shane1800

I've had a difficult time with vps instances also. Wasn't sure why it got slower with larger instances so decided on an overclocked 5960x which works great.

shane1800

Any new learnings from your testing?

Was the Xeon faster than i7 at genetic optimizing?

Wondering about a dual cpu Xeon board for testing.

shane1800

Someone is helping me with this code, testing to see if it makes a difference. variables: peq(0), n(0), dlta(0), mean(0), m2(0); peq = Portfolio_NetProfit + Portfolio_OpenPositionProfit; // https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Online_algorithm n = n + 1; dlta = peq - mea...

shane1800

Yes I know. I'm trading one symbol but under multiple accounts.

So in PT I have them listed separately under the Portfolio Tree.

shane1800

It looks like I can select Custom Fitness Value so I've been using the Optimize By Equity Curve but notice it only displays the value for that individual strategy and not all the strategies in the portfolio. Is there a way around that as Portfolio Trader is not very helpful if I cannot optimize stra...

shane1800

Hi, I'm sure this has been covered before but I'm still pretty new to this. I currently have two strategies in the Portfolio Trader that I’m not going to change. I have a third strategy that I’m genetically optimizing and my ideal system it finds would not increase negative drawdowns but just increa...

shane1800

Hello, I'm really excited to see this metric! I was able to get it working using the provided workspace. I then tried to get my own workspace working but the Custom Fitness Value is always 0 and I'm not sure why. My custom workspace has a data1 and data2, 5 min bars for 5 years. The !optimize! signa...

shane1800

Works thanks!

shane1800

Spoke to soon... Times before 1PM work. 12:50:00 = 12:50:00 Times after though it looks like this. 15:15:00 = 3:15:00 In code: var3 is where I would like the time, hh:mm:ss. outputString = Text(FormatDate("MM-dd-yyyy", ELDateToDateTime(var2) ), ";", var3, ";", NumToStr(var1, 4)); inputs: Price( Clos...

shane1800

Perfect thank you.

shane1800

Hi,

I have this variable and it returns 1400 for example. Wanting to format it to 14:00:00.

var3( Time ),

This doesn't work, returns 12:00:00 all the time.
";", FormatTime("hh:mm:ss",var3)

Thanks in advance.

shane1800

Hi Andrew,

As an example I have Data1 (SPX) and Data2 (custom data) loaded in the chart.

Buy if Data2(200 bars in future) > Data2(today).

Does that help?

shane1800

Hi, I have custom data that I made that I imported into MC, is it possible to reference future bars in this data in MC? The custom data is a forecasted estimate of the future. I know you cannot do this in TS and it's obvious as to why. A workaround for me would be to post date my data and reference ...

shane1800

I think it get it somewhat. Will trust it and use. Thank you.

shane1800

Hi, When running optimizations I would like to filter out systems that have less than x amount of total trades. While still seeing systems that have the highest NetProfit. I'm guessing entering JS in the Custom Criteria place is the correct area to do this in? I tried but was not able to get it work...

shane1800

Got some help, here's the fix:

Replace
"ELDateToDateTime(Date)" with "ELDateToDateTime(var2)"

shane1800

I missed this for some reason before. When I place a 10% on INTC I notice that the output values are correct but the dates are off.

For example:
6/2/2014; 26.67

26.67 is the correct value for last ZigZag high but date should be 1/15/2014. Do you see the same thing?

shane1800

That works wonderfully well. I appreciate you taking the time to help me with this.

shane1800

Thanks Josh. Looking at the ZigZag code, I'm not sure what to put in the "Appended Text" field to represent the ZigZag value. Do you know? FileAppend("C:\test.txt","Appended Text"); inputs: Price( Close ), RetracePct( 5 ), LineColor( Yellow ), LineWidth( 1 ) ; variables: var0( 0 ), var1( Price ), va...

shane1800

Hi,

I added the ZigZag % indicator to my chart and would like to export the actual ZigZag values so I can modify in Excel. I notice it says No Plot. Anyways to plot this so I can export?

See attached yellow line.

shane1800

Got some help on Elance, this works great. inputs: PcntMarginToTrade( 100 ) , // 95 = 95%. Applies both to historical only LongFastMov(9) , {Fast moving average of OverUnderPer for long trades} ShortFastMov(9) , {Short moving average of OverUnderPer for short trades} Percent_ProfitStrat1L(0.1) , {.0...

shane1800

I'm going to ask for more support as this is over my head, will report back.

shane1800

Thanks for quick reply. So what I'm learning is to not place Global Exits in a condition. So I moved them out and now the Signal enters a trade then exits the same bar. Thoughts? inputs: PcntMarginToTrade( 100 ) , // 95 = 95%. Applies both to historical only LongFastMov( 9) , {Fast moving average of...

shane1800

Hi, Looking for some help, moving from TS and not able to get my stops working, they were not perfectly accurate in TS either but now they don't work at all. Basically setting percent target and stops. Position goes up X% then exit etc... Thanks for looking! Code Example: (Note the strategy trades 1...

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