MultiCharts: Trading Software for Automated Trading and Backtesting

DaveAronow

Glad to help.

DaveAronow

Looks like you need the Windows server source DVD to do the install. Did you install Windows or did they? If you have a DVD of it you can ask their support to connect an IP KVM so you can mount the image from your local PC and the server can see it.

DaveAronow

Thanks.

DaveAronow

Hi just updated to TS version 9.5 (Update 18) over the weekend, data is no longer working. QuoteManager shows requests (no errors) but no data is returned. I switched to another data provider for now. Forgot to mention, updated my MC to MultiCharts64 Version 10.0 Release (Build 14417) without it mak...

DaveAronow

Ok thanks

DaveAronow

I see an autotrading setting for "Stop auto-trading if final status of an order is not received". However I didn't see this described on the wiki so I'm not sure how this would work. If this was checked and an order status was not received, I assume (based on the wording) autotrading would be turned...

DaveAronow

Would that work? Orders weren't rejected just not confirmed.

DaveAronow

OK found a bunch of "Did not receive final status for order" so I assume that's the problem. How do I prevent that? I'd rather miss a trade than end up filled 8 times.

DaveAronow

Broker is openecry. Not by my trading pc will check for them when back.

DaveAronow

I'm running a daytrading system which has had a few hiccups due to me running automated trading asychronously (orders sometimes seem to fill but data doesn't quite match) which has been fine, but today the system went nuts and while the "model" system in MC did not even show a fill, MC sent 8 buy or...

DaveAronow

Is there any way to determine which month contract is the current one in a custom futures data set? For example when I load my custom futures can I tell what the current highest volume is directly via either a function or something else? Or do I have to figure it out manually/externally?

DaveAronow

When this happens I don't want it to stop autotrading just stop resubmitting the same order. Any way to stop resubmitting it without disabling autotrading?

DaveAronow

What dates are you trying to load?. I haven't had any problems with cqg through amp. Demo or live?

DaveAronow

One of my strategies sends orders only if specific criteria are met (for example price is above/below a moving average) but the actual stop prices are based on earlier price action. As a result an order may reject since the price has already been traded through. As an example the current price of ES...

DaveAronow

Consider using a service such as Dropbox, Box.net, OneDrive, etc. to continuously backup your workspaces. Be careful though as some services will erase your good backups with the corrupted one, so you want a service that saves past copies (I use paid Dropbox which does but they're not the only servi...

DaveAronow

I use a dedicated server from Wholesale Internet : https://www.wholesaleinternet.net/dedicated/ . They are based in Kansas City but fairly cheap -- then again I am not trading with ticks but minute based systems where a couple of seconds do not make a difference. You can generally get a dedicated se...

DaveAronow

If you try the same chart in TWS do you see anything different? If there is data there then look into the log (open MC's Quote Manager) and see if you're getting any errors (data not subscribed, no data available, etc.). As a generaly note, with some options and futures options there are generally n...

DaveAronow

So far every script I've moved over from TS has worked completely fine. Note there are differences between MC and TS however, as I found out when I turned on autotrading and found that MC handles a buy order (when you're currently short) by buying 2 contracts (to close the short position and open th...

DaveAronow

Awesome thanks Henry. Meant to submit a bug report but forgot. Thanks.

DaveAronow

Found a registry key named AT_MaxRejectsLimit which is set to 100. Can MC support confirm if I reduce this to say 10 it will stop re-submitting rejected orders after 10 tries?

DaveAronow

Along the same lines is it possible to make this kind of adjustment for trading? For example if one data feed returns the price for Orange Juice futures as 122.10, but my broker uses 1.2210, how can I automate trading without ending up with orders sent as 122.10 (which will never fill)? By diving p...

DaveAronow

I wouldn't rule out a coding error -- that said what happens is an order is submitted at the market close (or one second after due to normal bar building lag) and it gets rejected. MC then tries to re-submit the order for around 15 seconds (it re-submits about 15 times in that span) and then stops. ...

DaveAronow

Openecry

DaveAronow

I'm finding that certain futures that close early (for example NYBOT Sugar) end up with rejected orders at the close if a position is open. MC tries to submit the order around 10-15 times until it stops. 1. Is there any way to prevent the order submission at the end of the trading day? 2. Is there a...

DaveAronow

Henry, Thanks for this will try it. Along the same lines is it possible to make this kind of adjustment for trading? For example if one data feed returns the price for Orange Juice futures as 122.10, but my broker uses 1.2210, how can I automate trading without ending up with orders sent as 122.10 (...

DaveAronow

Thanks will try later. Not sure if it's the same issue but I found when I re-open the charts it fires the alerts again. Luckily my email client was not running or it would have been bad.

DaveAronow

tony, Still having random weirdness. Relying on email is a bit of a weak link anyway so I'm re-architecting this to use one of my accounts as the "base" account which will be traded via MC auto trading and then through the API will capture the fill and replicate it to my other accounts. I'll revisit...

DaveAronow

I added a RecalcLastBarAfter with a last bar on chart check and that definitely fixes my issue. I guess it is not determining the MarketPosition change until after the bar closes, so when that code executes it has not determined the position has changed, so nothing happens until the next bar ends an...

DaveAronow

MarketPosition is calculated at the end of the bar (EOB). OK so you're saying after the bar ends, it recalcs MarketPosition and then won't fire the alert until the end of the following bar? I would have thought setting the alert conditions check to every tick would take care of this, but apparently...

DaveAronow

:: I'm wondering if it's related to the PrevMP and the IntraBarPersist setting? How do I clear that fully? Do you understand the purpose of "IntraBarPersist"? Apparently I thought I did but I didn't. That said now that I've RTFM I'm still not clear why it's not always sending the alert on the bar t...

DaveAronow

I'm using the following alert signal which works but I noticed tonight is sending the alert one bar after the signal (after the signal changes the MarketPosition of the script). The alert condition check in the settings is set to Every Tick. I noticed on some charts it's fine, while on others it fir...

DaveAronow

Ugh guess I should RTFM. Thanks TJ!

DaveAronow

My autotrading system is somehow trading two contracts when reversing from long to short. In Strategy Properties I have the option Maximum Shares/Contracts per position set to 1, yet it opens a long position with 1 share, then reverses but for the short position sells 2 contracts. So it buys + 1 to ...

DaveAronow

Uninstalled and reinstalled the old version (build 12010) and the problem is gone.

DaveAronow

First time today since the upgrade earlier this week using continuous futures and I'm seeing this error on some (not all) futures. I'm using my E-Signal trial that worked as of last weekend (before I upgraded). http://s16.postimg.org/yzr8iiljp/MC_Cont_Fut_Errpr.png If I load the individual contract ...

DaveAronow

If I'm hoping to get any of these implemented, should I submit them as feature requests in the project management section of the site?

DaveAronow

Will the new release (MultiCharts 9.1 Release 3) resolve this or will this still need to be done when running MultiCharts 9.1 Release 3?

DaveAronow

Ugh that's unfortunate. Really surprised you can't add to the list (I understand why you can't remove currencies but not why you can't add).

DaveAronow

I can't figure out how to add Korean Won as a currency as it's not in the list of available currencies. Sorry realized I posted this in MC.net forum earlier. DOH!

DaveAronow

That is not a MC problem. Contact your broker and tell them to give you more symbols. To save band width brokers limit how many real time symbols they have per client, especially when the feed is unfiltered. I get that -- sorry if my question wasn't clear I was asking what are the default limits by...

DaveAronow

viewtopic.php?f=1&t=1063

DaveAronow

Is there a list of the maximum supported charts per datafeed? I am now discovering OEC only supports 5 charts (and MC has some disconnect/reconnect issue which is killing my MC almost every day) which is absurd so I'm looking to switch to another data feed but don't want to run into the same issue e...

DaveAronow

I've had issues with MSFT's antimalware and TS. I whitelisted the whole TS folder to no effect, it ignores that and still scans spiking CPU. Might want to switch to a paid application such as Norton, Mcafee, etc. so you at least have recourse with technical support if it does something *bad*.

DaveAronow

Highest version I get CQG trial with AMP working is MultiCharts64 9.0 Release (Build 11210). After that it does not work for me here.

Regards.

Ben

Ugh seriously? Does it work in production but just not in the demo?

Any way to get the old version of MC so I can try it out?

DaveAronow

Account was set up about a week ago. Had the same error during the week but finally got back to try again. Wondering if there's something else I need to do configuration-wise to get it working.

DaveAronow

I am trying the AMP demo (using the full version of MC version 9.1.12010.400 64 bit) and I am able to add contracts (symbol lookup works) but not able to get data. When I try connecting to data with the CQG connection set to sim I get: Establishing connection to CQG: Datafeed version= 1.0.12010.400 ...

DaveAronow

Another suggestion -- a way to filter the symbol dictionary. Or export to ascii text (or xml) and then re-import.

DaveAronow

Some things that I've noticed as a new user I think would make MC better and easier to use: 1. When adding a symbol and the exchange needs to be added, add an option to allow an existing exchange to be cloned. Useful when the exchange already exists but with a different abbreviation (for example one...

DaveAronow

Thanks I've been building the continuous OK, I figured out the problem was that ESignal has about 6 different contracts that are all named basically the same, I had the wrong one. My bad .... although their symbols are a nightmare. They do have their own continuous contracts but mainly only for US f...

DaveAronow

I got the free trial from ESignal and I'm impressed with how quickly MC can pull the data and build out continuous futures. I'm running into some weirdness where MC is basically ignoring a specific month, leaving a weird gap on the chart. I checked the contract itself in QM and it has data, so any t...

DaveAronow

Basically once the errors start to occur, quotes stop feeding to the charts. So no more signals get generated. I did not see this problem occur again yesterday after I re-started MC (I did not see any OEC disconnects either though). It happened first thing in the morning then ran all day without pro...

DaveAronow

Updates - I changed the setting on "Get Real-time data from broker" to use data from the chart. I don't see as many connections to RT data however after an OEC disconnect the errors started again this morning and I had to close and re-open MC to fix the error. After closing and re-opening the same 4...

DaveAronow

Please reconsider this. Confirming the save of each workspace is not a solution it's a nightmare. Also if you've recently saved all your workspaces you won't get the prompt at all....

DaveAronow

I have been getting the error "Your subscription limit of 10 has been reached" alternating with "Your subscription limit of 5 has been reached" despite running only 4 real-time charts. I understand from OEC's support that MC uses the DOM for data so they increased my subscriptions to 10. However the...

DaveAronow

Awesome thanks didn't know that existed!!!

DaveAronow

Is there any way to load the Strategy Performance Report window in MC without using the mouse (or scrolling through the View menu to pick it)? Something like a shortcut key? TS has Shift-Alt-P to toggle the strategy performance window, is there some similar command in MC?

DaveAronow

Sorry I'm not clear from the documentation, but are strategy alerts only sent if automated execution is enabled?

DaveAronow

OK so I got alerts going and my custom SMTP host (based on C# code from the internet) is working perfectly, I can do what I want with the email alerts. However, MC thinks the email send failed. The same SMTP server works fine with TS, how can I suppress the email alert error popups that pop up on th...

DaveAronow

Is there a way to handle different multipliers in futures when building a chart merging historical and real-time data? For example TS data has NYBOT Sugar (SB) with a price around 15, but data from Openecry has prices around 0.15. Putting them on the same chart is not workable.

DaveAronow

I found this post: https://www.multicharts.com/discussion/viewtopic.php?f=1&t=48626 which gets me part way there. I can configure that to send an alert when the position changes -- but how do I configure it to only do that when a new bar comes in? 1. My understanding is that the alert will only be t...

DaveAronow

Why is there no symbol dictionary for Openecry? Seems like there's one for every other data source.

DaveAronow

Thanks for your assistance. Much appreciated!

DaveAronow

Contacted support, they figured it out it was user error on my part. At some point I had entered credentials to another account that did not have access rights. There are two locations with credentials in them and they didn't match. Thanks so much to Katrin for the assistance!

DaveAronow

Unfortunately that's not it, you can see the expiration when you add the contract and it's 2016. Ugh very frustrating.

DaveAronow

I was adding them through the dialog directly in MC, which does a lookup to Openecry. However I just tried adding 6EH6 through QuoteManager and it has the same issue, it won't load data. However adding RLM-MH6 -- e-mini Russell 2000 works and loads data.

DaveAronow

I found the Event Log in QuoteManager and I see that for new symbols it makes a data request followed by a send: [01/20/2016 21:57:12] Data request for PZH6 1 Minute Trade [ 11/30/2015 20:00:00.000 - 12/02/2015 20:00:00.000 ] (Id= 1000097) [01/20/2016 21:57:13] Sending PZH6 1 Minute Trade history to...

DaveAronow

I was unable to get data to load from Openecry until I used a symbol that did not exist as part of the MC install. I created a couple of new symbols and they load data properly, but "built-in" symbols (such as ESH6, NQH6, etc.) just hang when loading charts. After I realized existing symbols were th...

DaveAronow

So it seems you need to code this yourself in an indicator, this is not something MC can do on it's own like TS? As an example, say my strategy is running 30 minute bars of ESH6, and the code says Buy At Stop Close * 1.02 (buy stop 2% above the last bar's close). Multicharts would trigger a stop ord...

DaveAronow

Can MultiCharts be configured to send an email alert when a strategy order is filled (similar to what TS does)? By filled I mean when the strategy engine reports a new fill (not necessarily a live fill with a broker).

DaveAronow

Sorry I meant what is the oldest version of TWS that's supported by Multicharts. I'll update tonight to the latest version, but for future reference how will I know if my version won't be supported by a MC update?

DaveAronow

I actually tested a little more and now I get a popup saying my version of TWS is old. I'm using 944.3 which is about a year old. Where can I find out what the oldest supported version is?

DaveAronow

I installed a trial of Multicharts and I can connect to TWS, but I am unable to retrieve any data. What it looks like is that once it connects it seems to request data for all open positions, of which there are over 100 (over 100 distinct symbols). This pops up an error (passed through from the API)...

Search found 72 matches