Search found 256 matches

by hughesfleming
13 Oct 2020
Forum: MultiCharts
Topic: What is going on with the license server?
Replies: 21
Views: 791

Re: What is going on with the license server?

@SP Thanks for the update. It does in fact seem to be working now.

Thanks Multicharts for fixing this!

Alex
by hughesfleming
12 Oct 2020
Forum: MultiCharts
Topic: Big improvement of MС14 - Data DownLoader
Replies: 4
Views: 378

Re: Big improvement of MС14 - Data DownLoader

I don't know....it is not a feature that seems available to everyone. Honestly, some clients have working licenses and others don't. What kind of screwed up idea was that.
by hughesfleming
12 Oct 2020
Forum: MultiCharts
Topic: What is going on with the license server?
Replies: 21
Views: 791

Re: What is going on with the license server?

Surely they could have does this on the weekend instead of kicking everyone out while markets are open.
by hughesfleming
12 Oct 2020
Forum: MultiCharts
Topic: What is going on with the license server?
Replies: 21
Views: 791

What is going on with the license server?

It just flashed up that my trial has ended in 2019. Trial? Since when. What is this all about. I have multiple licenses.

Kind regards,

Alex
by hughesfleming
10 Jul 2020
Forum: MultiCharts
Topic: Entry at exact time different with tick or minute bar
Replies: 28
Views: 4911

Re: Entry at exact time different with tick or minute bar

Sorry to bump this thread but what was the final conclusion if any?

regards,

Alex
by hughesfleming
08 Jul 2020
Forum: MultiCharts
Topic: Bar magnification for data streams other than one.
Replies: 4
Views: 478

Re: Bar magnification for data streams other than one.

@JoshM, I did look at the project management and I remember these being discussed in the past. The benefit of having bar magnification on multiple data streams would be huge. It is much too easy to create over optimistic back tests using anything other than data1 the way things work now. Do you have...
by hughesfleming
07 Jul 2020
Forum: MultiCharts
Topic: Spontaneous corruption of database MC12
Replies: 11
Views: 1114

Re: Spontaneous corruption of database MC12

@Sallymeow,

I tried a couple different things to fix the problem which didn't really help. I eventually deleted everything including the database and reinstalled. It is working again normally now but this is probably not the answer you were hoping for.

regards,

Alex
by hughesfleming
06 Jul 2020
Forum: MultiCharts
Topic: Bar magnification for data streams other than one.
Replies: 4
Views: 478

Bar magnification for data streams other than one.

Hi, is this on the road map for any particular release of Multicharts in the future? Where does this stand for Portfolio Trader? I know that this has been discussed many times but can we have an update on this.

Kind regards,

Alex
by hughesfleming
28 Jun 2020
Forum: MultiCharts
Topic: Spontaneous corruption of database MC12
Replies: 11
Views: 1114

Re: Spontaneous corruption of database MC12

Thanks @TJ and @ wilkinsw, I just loaded the strategy on a backup machine and that is working. I should be able to see what is different between the two. The odd thing is that it was working fine on Friday and strangely broken on Saturday. I will check the scaling and see if they match and if not, I...
by hughesfleming
28 Jun 2020
Forum: MultiCharts
Topic: Spontaneous corruption of database MC12
Replies: 11
Views: 1114

Re: Spontaneous corruption of database MC12

I have another database / IQFeed tick data problem. On Saturday something broke and it is affecting the @ES#C contract and not the September. Back tests break with bar magnifier set to tick. Should I bring this up with IQFeed as well? Fortunately the @ES# is working normally. This is what it looks l...
by hughesfleming
02 Jun 2020
Forum: MultiCharts
Topic: BarChart data feed: S&P Indices real time problem
Replies: 3
Views: 416

Re: BarChart data feed: S&P Indices real time problem

I used Barchart.com data for some time and I also had the S&P indexes. I was getting a large number of disconnects when the market opened. I found it unusable for real time trading with Portfolio Trader for example. I switched to IQFeed and all my problems went away. I did like Barchart historical d...
by hughesfleming
18 Apr 2020
Forum: MultiCharts
Topic: AMD TR 3990X - 64 cores, 128 threads
Replies: 5
Views: 886

Re: AMD TR 3990X - 64 cores, 128 threads

You may run into issues with the Windows thread scheduling with 128 threads. Linux is better optimised for this. You might have scaling issues above 32 cores with Windows. There are only a few applications that benefit. You may also find that switching off hyperthreading helps with high core count c...
by hughesfleming
18 Feb 2020
Forum: MultiCharts
Topic: Link multichart signal to python classifier [SOLVED]
Replies: 14
Views: 2481

Re: Link multichart signal to python classifier [SOLVED]

Hi @wilkinsw, After 30 days, the trial turns into a community edition. A limit of 10,000 rows and single threaded. It is still extremely capable. You can also run R and Python within your process, deal with databases etc. It is an amazing tool. Single threaded is not the limitation that you might th...
by hughesfleming
13 Feb 2020
Forum: MultiCharts
Topic: MC12 and researching stock data, implications
Replies: 9
Views: 756

Re: MC12 and researching stock data, implications

Hi Salzburg, if you manage the selection day by day in text files you can handle de-listings quite easily. Recently I had to drop CELG but I have data for CELG until it stopped trading so it is still part of the back tests even though it does not currently trade. As long as you can bring in the deli...
by hughesfleming
12 Feb 2020
Forum: MultiCharts
Topic: MC12 and researching stock data, implications
Replies: 9
Views: 756

Re: MC12 and researching stock data, implications

Hi Salzburg, just to be clear, I also have IQFeed for equities which actually drives Multicharts. The downloaded data is for the symbol selection. That data never gets imported into Multicharts. IQFeed automatically split adjusts their data. Over time, I had some issues going back to a particular da...
by hughesfleming
12 Feb 2020
Forum: MultiCharts
Topic: MC12 and researching stock data, implications
Replies: 9
Views: 756

Re: MC12 and researching stock data, implications

Yes Salzburg, the symbol selection is managed with text files. At the open of the next trading day, the strategy reads the file and then submits the orders. This is all automatic. I download unadjusted data and split adjust it using a python script. I keep unadjusted, split adjusted and dividend + s...
by hughesfleming
12 Feb 2020
Forum: MultiCharts
Topic: MC12 and researching stock data, implications
Replies: 9
Views: 756

Re: MC12 and researching stock data, implications

Hi Salzburg, I use Portfolio Trader on the top 150 SP500 stocks. I do however download unadjusted data, split it on the fly and build selections outside of Multicharts. These get written to text files that Portfolio Trader then imports and rotates daily. Data and trade selections get stored in Maria...
by hughesfleming
11 Feb 2020
Forum: MultiCharts
Topic: MC12 and researching stock data, implications
Replies: 9
Views: 756

Re: MC12 and researching stock data, implications

I do this kind of analysis but not within Multicharts. It is not really the right tool for the job. Take a look at Rapidminer and MariaDB as a database. Anything missing can be filled in with Python or R. There are very few limitations. That is how I do it.

Kind regards,

Alex
by hughesfleming
02 Nov 2019
Forum: MultiCharts
Topic: Universal Optimization Benchmarking Tool
Replies: 2
Views: 399

Re: Universal Optimization Benchmarking Tool

To be brutally honest, I don't think there is a need for a tool like this. Faster computer = faster optimization. It comes down to how much money do you want to spend. Optimization is an art that leads to over fitted strategies if not used carefully. Often less is more. I will say this though, movin...
by hughesfleming
02 Nov 2019
Forum: MultiCharts
Topic: How to get accurate, close to real-life results with intrabarordergeneration = false
Replies: 4
Views: 645

Re: How to get accurate, close to real-life results with intrabarordergeneration = false

In theory TJ is right. In practice it is very difficult. I have used PT for my primary trading for a couple of years now with IQFeed and I am trading all 100 of the S&P100 (not all at the same time). Using minute data is fine for trading but I find it terribly inaccurate for back testing. Data loadi...
by hughesfleming
08 Oct 2019
Forum: MultiCharts
Topic: Enhanced option for KASE Bar
Replies: 3
Views: 523

Re: Enhanced option for KASE Bar

Hi Anna, It will would be great to have a simple minimum example for creating a custom bar type. Something like a basic candlestick chart. Maybe it is just me but I am finding the whole subject light on documentation. There has been almost no discussion about this in the forum yet this is a pretty i...
by hughesfleming
01 Sep 2019
Forum: MultiCharts
Topic: Link multichart signal to python classifier [SOLVED]
Replies: 14
Views: 2481

Re: Link multichart signal to python classifier [SOLVED]

Great MJ, I am glad that you got it working. Enjoy the rest of your weekend. Give Rapidminer a try. It is especially useful for validating your time series models. Once you are done with your testing, you can then call your python code directly. It is very easy use and is a huge time saver. Regards,...
by hughesfleming
31 Aug 2019
Forum: MultiCharts
Topic: Link multichart signal to python classifier [SOLVED]
Replies: 14
Views: 2481

Re: Link multichart signal to python classifier [SOLVED]

Hi MJ, Hopefully this will help. I am running this Python code inside of Rapidminer as I prefer to use that for many machine learning tasks especially in the early phase of testing ideas. This requires that I use dataframes but the code should be straight forward. In this example, I am exporting six...
by hughesfleming
27 Aug 2019
Forum: MultiCharts
Topic: Link multichart signal to python classifier [SOLVED]
Replies: 14
Views: 2481

Re: Link multichart signal to python classifier [SOLVED]

Hi Mj,

I will try and post a simple example later today. It has been a while since I looked at this. You are probably running into an issue with C types and Python types.

regards,

Alex
by hughesfleming
26 Aug 2019
Forum: MultiCharts
Topic: Link multichart signal to python classifier [SOLVED]
Replies: 14
Views: 2481

Re: Link multichart signal to python classifier [SOLVED]

Hello MJ, You can try sending your array to sharedvar server. You can then read your array into python calling the dll using python ctypes. I have done this and it works. It is probably faster to write the result to a text file and read it . This way you can also back test. You can call your code at...
by hughesfleming
28 Jul 2019
Forum: MultiCharts
Topic: Copy file [SOLVED]
Replies: 13
Views: 1207

Re: Copy file [SOLVED]

Hi Shaman, I am sorry that you are running into trouble. You are doing these copies faster than I expected!

I think with that kind of frequency, you should think about using something like Sharedvar server and forget about copying files. It is easy to setup and very convenient.

regards,

Alex
by hughesfleming
27 Jul 2019
Forum: MultiCharts
Topic: Copy file [SOLVED]
Replies: 13
Views: 1207

Re: Copy file [SOLVED]

Try using Robocopy instead of copy. https://sumtips.com/how-to/robocopy-command-line-usage-examples-and-switches/. Place the Lua call within an Barstatus(0) = 2 condition so that it does not run every tick. Try embedding Robocopy into a batch file and call that. I am calling a java application that ...
by hughesfleming
22 Jul 2019
Forum: MultiCharts
Topic: Problem with Highest built in function on data2
Replies: 4
Views: 514

Re: Problem with Highest built in function on data2

Hi TJ,

I am using the latest version but I am now getting this error that I have never seen before so I am going to reinstall. Something seems to have happened that isn't normal.

regards,

Alex
Error.JPG
(20.71 KiB) Downloaded 190 times
by hughesfleming
22 Jul 2019
Forum: MultiCharts
Topic: Problem with Highest built in function on data2
Replies: 4
Views: 514

Problem with Highest built in function on data2

I have two data streams with data2 being 65 minutes and data1 being one minute. If I set data1 to 30 minutes or 10 minutes or any resolution down to 3 minutes I get the same value for my indicator but not at 1 minute. This is infuriating! I have checked all data2 values with print statements and the...
by hughesfleming
10 Jul 2019
Forum: MultiCharts
Topic: Copy file [SOLVED]
Replies: 13
Views: 1207

Re: Copy file [SOLVED]

Here is a cut and paste from my code which has a path for the java.jar that I am calling. See if that format helps. LuaState = Lua.New(); Lua.Exec(LuaState, "f = os.execute([[C:\\ProgramData\\Oracle\\Java\\javapath\\java.exe -jar C:\\Users\\flemi\\IdeaProjects\\HMM65XXX\\out\\artifacts\\HMM65XXX_jar...
by hughesfleming
10 Jul 2019
Forum: MultiCharts
Topic: Copy file [SOLVED]
Replies: 13
Views: 1207

Re: Copy file [SOLVED]

Hi Shaman, if you use the code example above and just add your copy command within the brackets after the os.execute it should work.

regards,

Alex
by hughesfleming
08 Jul 2019
Forum: MultiCharts
Topic: Copy file [SOLVED]
Replies: 13
Views: 1207

Re: Copy file [SOLVED]

Take a look at the lua thread. https://www.multicharts.com/discussion/viewtopic.php?t=49242 You need to use os.execute and there are two ways to do this depending on how you want it to work. If you call a batch file then control will be returned to Multicharts as soon as the batch file executes. If ...
by hughesfleming
05 Jul 2019
Forum: MultiCharts
Topic: Running Multicharts from the "cloud"
Replies: 18
Views: 3945

Re: Running Multicharts from the "cloud"

Hi Ben, If you ran Windows 2012/2016 server on a dedicated machine somewhere, the experience with RDP is exactly that. It looks and feels local and you can cut and paste between desktops. It is a great way of working. You don't need Teamviewer or Citrix as everything is already built in. The key to ...
by hughesfleming
03 Jul 2019
Forum: MultiCharts
Topic: Spontaneous corruption of database MC12
Replies: 11
Views: 1114

Re: Spontaneous corruption of database MC12

Must be the season. Just lost mine as well. Very frustrating.

regards,

Alex
by hughesfleming
10 May 2019
Forum: MultiCharts
Topic: Running MultiCharts In A Virtual Machine
Replies: 5
Views: 1056

Re: Running MultiCharts In A Virtual Machine

Hi TrendFirst, I have a colocated server running Windows 2016. It made sense to have one locally as well. It is much lighter than Windows 10 but runs desktop applications the same way. It is quite minimalist which I like. I moved away from Linux after an update broke my KVM and prevented me from sta...
by hughesfleming
10 May 2019
Forum: MultiCharts
Topic: Running MultiCharts In A Virtual Machine
Replies: 5
Views: 1056

Re: Running MultiCharts In A Virtual Machine

I have done this running KVM on Linux. Make sure that you use the native Nvidia drivers on the linux side and install the QEMU/VirtIO/Spice windows drivers. Performance was good but be aware of updates that can break things. You won't need PCI pass though. While I did learn something in the process,...
by hughesfleming
18 Apr 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 6
Replies: 40
Views: 23590

Re: MULTICHARTS 12.0 RELEASE 6

FileDelete seems to be broken in R6. I am writing out csv files and my code deletes the old file before writing the new one. The end result is the new data is being appended to the old data. This is a deal breaker for me. I only upgraded yesterday but I am rolling back. Kind regards, Alex Edit: Roll...
by hughesfleming
17 Apr 2019
Forum: MultiCharts
Topic: Editor crashing constantly after optimization.
Replies: 1
Views: 284

Editor crashing constantly after optimization.

I have just upgraded to R6 and I am having this problem all the time after an optimization pass. The editor stays minimized and refuses to open. I have to kill the application in the task manager and restart it.

Is anyone else having this problem?

regards,

Alex
by hughesfleming
17 Jan 2019
Forum: MultiCharts
Topic: Charts NOT updating in Real Time [SOLVED]
Replies: 19
Views: 2749

Re: Charts NOT updating in Real Time [SOLVED]

Good news Mark. I am glad that you got it all sorted.
by hughesfleming
17 Jan 2019
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 4
Replies: 36
Views: 4154

Re: MULTICHARTS 12.0 RELEASE 4

Thank you @wilkinsw for doing these tests.

Alex
by hughesfleming
03 Jan 2019
Forum: MultiCharts
Topic: Charts NOT updating in Real Time [SOLVED]
Replies: 19
Views: 2749

Re: Charts NOT updating in Real Time [SOLVED]

Try Multicharts 12 R4 that has just been released. From reading the change log there have been some updates with regards to how the software works with TS. It might help your situation.
by hughesfleming
23 Dec 2018
Forum: MultiCharts
Topic: Charts NOT updating in Real Time [SOLVED]
Replies: 19
Views: 2749

Re: Charts NOT updating in Real Time [SOLVED]

Mark, I still think you should be more proactive about isolating your problems from a hardware standpoint. You could setup a test on AWS quite easily. As it stands now, complaining about the same thing over and over without changing anything is the same as watching the Titanic over and over and hopi...
by hughesfleming
21 Dec 2018
Forum: MultiCharts
Topic: Charts NOT updating in Real Time [SOLVED]
Replies: 19
Views: 2749

Re: Charts NOT updating in Real Time [SOLVED]

Then you should ask Multicharts about how they calculate range bars. The number of symbols in the database is irrelevant. What is important is how many simultaneous data streams are you trying to use at any one time. What hardware are you using Mark? You still have not mentioned any details. regards...
by hughesfleming
19 Dec 2018
Forum: MultiCharts
Topic: Charts NOT updating in Real Time [SOLVED]
Replies: 19
Views: 2749

Re: Charts NOT updating in Real Time [SOLVED]

Reading the connection guide for Multicharts with regards to TS, the options are tick, minute and daily data for historical data. This implies that you would have 30 days of tick data available to build non time based bars. This is dependent on your data provider. For example, you can build tick bar...
by hughesfleming
19 Dec 2018
Forum: MultiCharts
Topic: Charts NOT updating in Real Time [SOLVED]
Replies: 19
Views: 2749

Re: Charts NOT updating in Real Time [SOLVED]

Hi Mark,

4 Points in Multicharts = 4 ticks so yes... we agree. In the quote manager, you can edit various aspects of how a symbol displays. It might be possible to set things up to match TS. I don't know if this is possible with range bars.

Alex
by hughesfleming
19 Dec 2018
Forum: MultiCharts
Topic: Charts NOT updating in Real Time [SOLVED]
Replies: 19
Views: 2749

Re: Charts NOT updating in Real Time [SOLVED]

Hi Mark, just out of curiosity, what kind of hardware are you running? How much memory etc? How are you trying to collect data on 5000 symbols? How many simultaneous charts etc. Your screen shot isn't very helpful. If you could capture the whole frame including the time and price scale it would be m...
by hughesfleming
19 Dec 2018
Forum: MultiCharts
Topic: Why in 2018 still so difficult to access values from other DataN/indicators
Replies: 10
Views: 1569

Re: Why in 2018 still so difficult to access values from other DataN/indicators

@Dvdkite, try to get up to speed with sharedvar server. I am finding it extremely useful to solve lots of different problems. While it was designed to share data with other trading applications, it can do much more than that. For example, I am using it as bridge to Python as well as live dashboards ...
by hughesfleming
19 Dec 2018
Forum: MultiCharts
Topic: Which Computer to Buy?
Replies: 25
Views: 3376

Re: Multicharts 13 - when?

@Shamen, get the fastest machine you can. It takes me three hours to optimize a few parameters on my portfolio strategy using 14 cores / 28 threads. It is a waste of time to try to do it on a four core machine. For trading, four cores work fine. Ignore the argument about Intel/AMD. They both work fi...
by hughesfleming
14 Dec 2018
Forum: MultiCharts
Topic: Format Instrument Bars Back strange behaviour [SOLVED]
Replies: 2
Views: 528

Re: Format Instrument Bars Back strange behaviour [SOLVED]

Hi Anna,

Thanks so much for the registry editor information. This is a great help.

Kind regards,

Alex
by hughesfleming
12 Dec 2018
Forum: MultiCharts
Topic: how to get pre-market data print out
Replies: 1
Views: 427

Re: how to get pre-market data print out

I remember having an issue with this as well at some point. In the end, I decided to trade with just regular trading hours so I have not looked at it in a while. I did fix it by setting up a custom sessions tempate. I will have to see what I did and I will post back later. I did post on the forum ab...
by hughesfleming
10 Dec 2018
Forum: MultiCharts
Topic: Which Computer to Buy?
Replies: 25
Views: 3376

Re: Multicharts 13 - when?

@Shaman, the 2950X or the 2920X are very good choices. So are the new Intel 9900k and 9700k options which are eight core cpu's and cheaper. Keep in mind that you might not need to spend so much money. My actual automated trading is done on a basic four core server and Multicharts works perfectly. If...
by hughesfleming
09 Dec 2018
Forum: MultiCharts
Topic: Which Computer to Buy?
Replies: 25
Views: 3376

Re: Multicharts 13 - when?

Threadripper is the name of an AMD CPU with 16 cores and 32 threads. What TJ is referring to is Hyper-threading.
by hughesfleming
09 Dec 2018
Forum: MultiCharts
Topic: Which Computer to Buy?
Replies: 25
Views: 3376

Re: Multicharts 13 - when?

Shaman for starters, welcome to the forum. For all practical purposes, optimization works well. Are you having a specific problem? I know what discussion you are referring to and it does help to know the details of how genetic optimization works. I am just letting you know that I am not having any i...
by hughesfleming
09 Dec 2018
Forum: MultiCharts
Topic: Which Computer to Buy?
Replies: 25
Views: 3376

Re: Multicharts 13 - when?

TJ, the OP was asking if Multicharts is multithreaded for optimization. He seems to think that it isn't which is incorrect.
by hughesfleming
09 Dec 2018
Forum: MultiCharts
Topic: Which Computer to Buy?
Replies: 25
Views: 3376

Re: Multicharts 13 - when?

It can already saturate 14 cores / 28 threads on my machine. I think you will need to explain yourself better.
by hughesfleming
09 Dec 2018
Forum: MultiCharts
Topic: Which Computer to Buy?
Replies: 25
Views: 3376

Re: Multicharts 13 - when?

It does now. What makes you think that it does not?

Alex
by hughesfleming
01 Dec 2018
Forum: MultiCharts
Topic: function in C# dll not found
Replies: 5
Views: 875

Re: function in C# dll not found

It can be another language other than c++. It depends if the dll is managed or unmanaged. For C# you would need a wrapper.
by hughesfleming
27 Nov 2018
Forum: MultiCharts
Topic: Elder Volume Force Index %
Replies: 4
Views: 715

Re: Elder Volume Force Index %

@filippo.milano

You might consider just calculating the z-score over a suitable range.

regards,

Alex

Edit:

ZScore = (Price - Average( Price, AvgLen ) )/ StandardDev( Price, AvgLen, 1 ) ;
by hughesfleming
23 Nov 2018
Forum: MultiCharts
Topic: MT - MC Bridge
Replies: 4
Views: 772

Re: MT - MC Bridge

You should take a look at sharedvar server. It is a dll and application that will allow you to exchange data with MT. I don't use it with MT but there are some instructions. I use it all the time for a number of other things. All you would need to do is send your conditions to the sharedvar server a...
by hughesfleming
21 Nov 2018
Forum: MultiCharts
Topic: Retaining historic tick data
Replies: 5
Views: 921

Re: Retaining historic tick data

Quanttools is straight forward. Better than some of the python options that I looked at that required a developer license from DTN. Quanttools has its own database which I have not tested. Instead I am experimenting with Parquet files and MongoDB but MySQL or MariaDB would work just as well for hist...
by hughesfleming
20 Nov 2018
Forum: MultiCharts
Topic: Format Instrument Bars Back strange behaviour [SOLVED]
Replies: 2
Views: 528

Format Instrument Bars Back strange behaviour [SOLVED]

I have one workspace with about 50 symbols (US SP100 Equities) that use a fixed starting date and this works fine. I tried to setup another workspace but this time with a bars back of 2000 bars. In this case, I am using 65 minute intervals. On AAPL as a test, I am getting only 399 bars loaded onto t...
by hughesfleming
18 Nov 2018
Forum: MultiCharts
Topic: Retaining historic tick data
Replies: 5
Views: 921

Re: Retaining historic tick data

Hi syswizard, I am either exporting using csv files or bringing in the data directly into R from IQFeed. Most of my signals are generated outside of Multicharts so for now it is about cleaning and storing that cleaned data. I am not using tick data. You could take a look at R and Quanttools. It migh...
by hughesfleming
17 Nov 2018
Forum: MultiCharts
Topic: Retaining historic tick data
Replies: 5
Views: 921

Re: Retaining historic tick data

I am actually starting to look at the same thing but for a slightly different reason. I have no problem with IQFeed's live data but their historical data is not clean at all at least with equities at the tick level or minute level. I will post details when I have them. At the moment it consists of m...
by hughesfleming
16 Nov 2018
Forum: MultiCharts FAQ
Topic: Supported MultiCharts Brokers
Replies: 21
Views: 20051

Re: Supported MultiCharts Brokers

Hi David, The only two brokers I have personal experience with that trade CFDs are Interactive Brokers and Lmax. Both seemed fine They might be good for testing strategies but I have not tried. I don't trade them. Perhaps someone else can comment. IB's SP500 CFD seemed to match the movement in the E...
by hughesfleming
02 Nov 2018
Forum: MultiCharts
Topic: Help for an indicator-Custom bands [SOLVED]
Replies: 9
Views: 1196

Re: Help for an indicator-Custom bands [SOLVED]

Declare a variable, lets say y ....then y=HV_array[19]

You might to look through this. http://www.traderslaboratory.com/forums ... ylanguage/

regards,

Alex
by hughesfleming
02 Nov 2018
Forum: MultiCharts
Topic: Help for an indicator-Custom bands [SOLVED]
Replies: 9
Views: 1196

Re: Help for an indicator-Custom bands [SOLVED]

Using StdDev directly on the price series will always result in jumpy values of your bands. If you want smoother bands then another appoach would be to load the 30 highest values into an array and then apply a little bit of averaging. You get more or less the same but smoother. Making minor adjustme...
by hughesfleming
02 Nov 2018
Forum: MultiCharts
Topic: Help for an indicator-Custom bands [SOLVED]
Replies: 9
Views: 1196

Re: Help for an indicator-Custom bands [SOLVED]

@Marktwizz, I had to make a minor correction to the code as I realised that the values of your function needed to be absolute values. Bands Example2.PNG inputs: priceseries(close), lookback(30); vars: series(0), funcseries(0), funcseries_highestvalue(0), bandhigh(0), bandlow(0); funcseries = absvalu...
by hughesfleming
02 Nov 2018
Forum: MultiCharts
Topic: Help for an indicator-Custom bands [SOLVED]
Replies: 9
Views: 1196

Re: Help for an indicator-Custom bands [SOLVED]

Like this? Subtracting the lowest of the standarddev vaues would give you a line that is very close the moving average. This is substacting highest value from the MA and adding the highest value to the MA.
Bands Example.PNG
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by hughesfleming
18 Oct 2018
Forum: MultiCharts
Topic: TS Data not storing Data slow to load
Replies: 26
Views: 3427

Re: TS Data not storing Data slow to load

Mark, you are missing the point. Only some of that data is in the database. It had to get the new data from IQFeed. This was not a chart I use for my trading. It was to give you an example using tick data and to give you an idea how long it could take to get new data from IQFeed. Data that is in the...
by hughesfleming
18 Oct 2018
Forum: MultiCharts
Topic: TS Data not storing Data slow to load
Replies: 26
Views: 3427

Re: TS Data not storing Data slow to load

For this test.... 1000 tick bars, 10000 bars. 18 seconds to backfill on a freshly started MC. This is to a datacentre in Frankfurt so you should be able to do better being in the US.
by hughesfleming
17 Oct 2018
Forum: MultiCharts
Topic: TS Data not storing Data slow to load
Replies: 26
Views: 3427

Re: TS Data not storing Data slow to load

Data is being stored locally. If it has to backfill then the new data comes from IQFeed. If I close a tick chart and re-open it....the chart comes up instantly.
by hughesfleming
17 Oct 2018
Forum: MultiCharts
Topic: TS Data not storing Data slow to load
Replies: 26
Views: 3427

Re: TS Data not storing Data slow to load

Are you sure it is not your firewall setup? Did you do it yourself?

https://forum.mikrotik.com/viewtopic.php?t=98291
by hughesfleming
17 Oct 2018
Forum: MultiCharts
Topic: TS Data not storing Data slow to load
Replies: 26
Views: 3427

Re: TS Data not storing Data slow to load

Mark, why don't you try and get an IQFeed demo up and running and see if you have the same issues that you do with TS data. Disable windows defender or any other antivirus temporarily. If I were having your problems, I would even consider a fresh install of Windows on a different machine. You could ...
by hughesfleming
17 Oct 2018
Forum: MultiCharts
Topic: TS Data not storing Data slow to load
Replies: 26
Views: 3427

Re: BACKFILLING DATA BUG!

Hi Mark, Are you using any kind of antivirus? Windows defender can slow things down significantly if the correct directories an not excluded. I update about a 100 charts everyday from IQFeed and it is quick. It is much quicker on the colocated server compared to doing the same thing at home so netwo...
by hughesfleming
15 Oct 2018
Forum: MultiCharts
Topic: Slower and slower genetic optmizations
Replies: 13
Views: 1661

Re: Slower and slower genetic optmizations

Trying seeing if the Windows Resource Monitor tells you the same thing. I noticed on the latest version of Windows when I did my last optimization that the Task manager gave me between 20-30% CPU utilization but the Resource Monitor was showing 100% across all cores. I don't know if the latest windo...
by hughesfleming
10 Oct 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 3
Replies: 47
Views: 6919

Re: MULTICHARTS 12.0 RELEASE 3

Rectangles! Awesome! How did I miss that?
by hughesfleming
10 Oct 2018
Forum: MultiCharts
Topic: Portfolio Trader does not use the current date when using a Regular Trading Hours session template on US Equities.
Replies: 3
Views: 698

Re: Portfolio Trader does not use the current date when using a Regular Trading Hours session template on US Equities.

This should be fixed in the current Portfolio Trader but I have not tested it. There was a date issue but it only caused problems if you stopped the strategy for some reason and then restarted it. Only then would you run into a problem. If you started PT normally and left if running then there was n...
by hughesfleming
01 Oct 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 5718

Re: Delays receiving real-time data

Hi Mark, I wouldn't switch off logging until you know for sure what caused your double sized mini order. Unless you are seeing repeated queue delays (the bar at the bottom right that shows up) when you are trying to get orders filled then messing with the registry is probably not necessary. On the r...
by hughesfleming
29 Sep 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 5718

Re: Delays receiving real-time data

@pcrespo,

Thanks for posting your code. I will run it as well and let you know if there are any issues. My server is in Frankfurt so about 100ms worse in terms of latency than yours. Have a good weekend.

Alex
by hughesfleming
27 Sep 2018
Forum: MultiCharts
Topic: Documentation for creating new bar types
Replies: 2
Views: 458

Re: Documentation for creating new bar types

Thanks Henry,

I will take a look.

Alex
by hughesfleming
27 Sep 2018
Forum: MultiCharts
Topic: Documentation for creating new bar types
Replies: 2
Views: 458

Documentation for creating new bar types

Is there any documentation available which outlines this? I am trying to create "Dollar Bars" as described by Macro Lopez de Prado in his book "Advances in Financial Machine Learning. The idea is quite simple as it is similar to a volume bar. The only difference is that instead of creating a new bar...
by hughesfleming
22 Sep 2018
Forum: MultiCharts
Topic: Memory Monitor MADNESS STOP IT!
Replies: 4
Views: 918

Re: Memory Monitor MADNESS STOP IT!

Hi Mark, You can open another instance of Multicharts. I don't think recent builds are any different from older ones. The limit comes from Windows itself so there is probably little that can be done. I have run into this limitation many times. You can workaround most GDI issues by spreading heavy wo...
by hughesfleming
19 Sep 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 5718

Re: Delays receiving real-time data

I would leave it on. There is a benefit in general. Perhaps not with Multicharts but overall. I am using the same CPU with Portfolio trader with second intervals and about 75 instruments. CPU utilization fluctuates between 6% and 12%. Was your last server also near NYC? Where are you connecting from?
by hughesfleming
17 Sep 2018
Forum: MultiCharts
Topic: Preventing multiple trades from initiating across different charts at the same time
Replies: 3
Views: 528

Re: Preventing multiple trades from initiating across different charts at the same time

How are you managing the correlations? If you can figure out a way to see which pairs are correlated at any one moment then you should be able to sort them. From there you should be able to list which symbols should trade and which should not. Portfolio trader is ideal for this but it is more compli...
by hughesfleming
16 Sep 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE 2
Replies: 51
Views: 8043

Re: MULTICHARTS 12.0 RELEASE 2

Just installed MC12r2 on Windows Server 2016.

Everything normal.

Alex
by hughesfleming
16 Sep 2018
Forum: MultiCharts
Topic: Phantom Trades
Replies: 36
Views: 5942

Re: Phantom Trades

Hi Smoky, I agree, platform stability is the most important requirement. I am not having problems at the moment trading 24/5 with IB. I have had issues in the past but they all had workarounds. Mark mentioned a very specific problem with 100 contract trade growing to 280+ contracts overnight.. Witho...
by hughesfleming
15 Sep 2018
Forum: MultiCharts
Topic: Preventing multiple trades from initiating across different charts at the same time
Replies: 3
Views: 528

Re: Preventing multiple trades from initiating across different charts at the same time

@mondayyellow You should consider using Portfolio trader. If you must use GV's then I prefer to use something like sharedvar. It is a dll and management app that makes this kind of setup quite easy. I have 100 signals on US big caps and use sharedvar to keep track of market position. SharedVar.JPG
by hughesfleming
15 Sep 2018
Forum: MultiCharts
Topic: bugs in version 12
Replies: 4
Views: 730

Re: Preventing multiple trades from initiating across different charts at the same time

Hi Mark, I have never seen MC....any version just randomly send orders. Check your code and don't sleep with a 100 minis on the table! Please lets us know why this happened.

regards,

Alex
by hughesfleming
15 Sep 2018
Forum: MultiCharts
Topic: Phantom Trades
Replies: 36
Views: 5942

Re: Phantom Trades

@Mark Brown, Not everyone is having problems. The issues above are specific to the data feed. While not perfect, IQFeed or eSignal are you best options for data for futures or equities. For clean filtered data, I have been happy with Barchart.com but not so much for live trading. I can't see much ad...
by hughesfleming
01 Sep 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 5718

Re: Delays receiving real-time data

Hi pcrespo, I just have Fast tracing enabled. I have not switched off logging completely. I think it is quite extreme to consider doing that. You should set the OS to prioritize foreground processes. You have enough clock speed. The difference between a v3 and v5 xeon is not large. You would only se...
by hughesfleming
31 Aug 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 5718

Re: Delays receiving real-time data

Hi pcrespo, It is very hard to solve these problems sometimes. I had many in the beginning. You might want to send your logs to Multicharts. It does sound like you have another problem. I am using IQFeed for US Equities but my server is in Frankfurt so orders and data still have to cross the Atlanti...
by hughesfleming
29 Aug 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 5718

Re: Delays receiving real-time data

One last thing to try that seems to have helped me is to turn on fast tracing in the registry. Take a look at this thread. At times it would seems that orders get stuck in the queue. It has to do with empty batches of orders. The thread has all the details. I have seen the delay you are talking abou...
by hughesfleming
24 Aug 2018
Forum: MultiCharts
Topic: Scanner Days Back Setting [SOLVED]
Replies: 2
Views: 557

Re: Scanner Days Back Setting [SOLVED]

Thanks Anna,

I will gives this a try again when I upgrade to Multicharts 12. If there are any issues with the number of bars I will send you all the details.

Kind regards,

Alex
by hughesfleming
24 Aug 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 5718

Re: Delays receiving real-time data

I am using something called Dimension 4 set to sync every five minutes. I also have delays with Portfolio Trader but I have just accepted them. For example yesterday it took 22 seconds to fill five market orders. It is the delay in order generation that is troubling. For example order four was fille...
by hughesfleming
23 Aug 2018
Forum: MultiCharts
Topic: Scanner Days Back Setting [SOLVED]
Replies: 2
Views: 557

Scanner Days Back Setting [SOLVED]

It would be very useful if we could set a fixed date for the start date in addition to the days back setting. I have an indicator that is writing out values to a text file that I have applied to 50 stocks. If I set the days back setting to 500 for example, not all the text files end up with the same...
by hughesfleming
22 Aug 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE
Replies: 119
Views: 189176

Re: MULTICHARTS 12.0 RELEASE

Ok Mark. Got it.

If something comes to mind, I will send you a PM. It is 10pm here so it would have to be tomorrow. It looks like your permissions are messed up somehow in the same way they would be if you were not installing as Administrator.

regards,

Alex
by hughesfleming
22 Aug 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE
Replies: 119
Views: 189176

Re: MULTICHARTS 12.0 RELEASE

@Mark Brown. I am sorry that you are having problems. I rolled back to 11 and everything is working. What is the temp bug? I have Multicharts running on Windows 10, 2012r2 and Server 2016. There are many options to upgrade from Windows 7 that work well with many advantages as well. In the mean time,...
by hughesfleming
15 Aug 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 5718

Re: Delays receiving real-time data

I am using a Supermicro dedicated server for Portfolio Trader and I have experienced clock drift where my system clock time differs from the actual time. You may want to use a third party tool to contact time servers to sync your time. For what ever reason, Windows 2012r2 was not syncing properly.
by hughesfleming
15 Aug 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 5718

Re: Delays receiving real-time data

Hi Pcrespo, What operating system are you using? Do you have IQFeed and Multicharts excluded from the antimalware service? What is the first contract in your instrument list in Portfolio trader? It should the the one with the highest tick rate. Thanks to ABC Trading for that invaluable tip. I have m...
by hughesfleming
13 Aug 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE
Replies: 119
Views: 189176

Re: MULTICHARTS 12.0 RELEASE

@general I had a problem with MC12 and IB last week. I really didn't have time to figure out what was happening so I rolled back to MC11. That was not as easy as I expected. Even though I had recompiled the strategy, it refused be recognized as compiled. I had to fully delete MC11 and reinstall from...
by hughesfleming
09 Aug 2018
Forum: MultiCharts
Topic: ATTENTION AUTO TRADERS ? ANYONE? [SOLVED]
Replies: 13
Views: 3023

Re: ATTENTION AUTO TRADERS ? ANYONE? [SOLVED]

Are you referring to the GDI limit? You can always start another instance of Multicharts and divide your charts between the two. Other traders here have mentioned issues with the licensing server. I have not had them. Traders do like to bash TWS and for good reason. There are some features that are ...
by hughesfleming
09 Aug 2018
Forum: MultiCharts
Topic: ATTENTION AUTO TRADERS ? ANYONE? [SOLVED]
Replies: 13
Views: 3023

Re: ATTENTION AUTO TRADERS ? ANYONE? [SOLVED]

Try using the IB gateway application rather than TWS. TWS will log you out. You should contact support and find out why you are losing your license on login. There may be something in the logs that will explain that. I don't have that problem. The only extra software I find useful is a tool that con...
by hughesfleming
08 Aug 2018
Forum: MultiCharts
Topic: ATTENTION AUTO TRADERS ? ANYONE? [SOLVED]
Replies: 13
Views: 3023

Re: ATTENTION AUTO TRADERS ? ANYONE? [SOLVED]

Hi Mark, I am auto trading exclusively using Iqfeed and IB and I have it running 24/5 and reset on the weekends. My strategy is conservative and effectively hedged (long/short equity) so I have no problem holding open positions overnight. If you are trading leveraged products unhedged then you have ...
by hughesfleming
02 Aug 2018
Forum: MultiCharts
Topic: Low cost data
Replies: 1
Views: 465

Re: Low cost data

What is wrong with LMAX data? If you are trading with LMAX, it makes sense to use their data. You might try IQFeed for forex. I have occasional bad ticks with their equities feed. Barchart.com also has good prices for data and it is very clean. Much better than IQFeed for back testing. IQFeed is muc...
by hughesfleming
19 Jul 2018
Forum: MultiCharts
Topic: DLL in 64 bit MC
Replies: 2
Views: 663

Re: DLL in 64 bit MC

You might try an earlier version of Visual Studio. I did experiment with this for a while and ended up using CodeTyphon x64 which is based on Free Pascal. Not everyones first choice but it was the most straight forward of all the options I tried with or without PLkit. VS worked as did PureBasic with...
by hughesfleming
10 Jul 2018
Forum: MultiCharts
Topic: percentile/quantile in PowerLanguage
Replies: 4
Views: 984

Re: percentile/quantile in PowerLanguage

Different applications have different ways of calculating quantiles. You might want to take a look at this if you want your code to match what you get with pandas.

https://stackoverflow.com/questions/448 ... n-manually

regards,

Alex
by hughesfleming
25 Jun 2018
Forum: MultiCharts
Topic: Excel Reporting - Chart Resolution
Replies: 1
Views: 417

Excel Reporting - Chart Resolution

Is there anyway to increase the chart resolution on the reports? I am making an 18 month report of daily data and the way it is setup now is that the chart has only two vertical markers for dates. That makes it difficult to see when one month ends and new one starts. The only thing I can think of at...
by hughesfleming
25 May 2018
Forum: MultiCharts
Topic: unrealized P/L not sync between MC and TWS
Replies: 4
Views: 809

Re: unrealized P/L not sync between MC and TWS

Hi Henry, I think what Xslim is saying is that there is significant lag updating the PnL. Sometimes it seems frozen. I have not had time to figure out what is happening but I had to switch to TWS from the gateway just to see what was happening. This is something new but I will try provide more info ...
by hughesfleming
21 May 2018
Forum: MultiCharts
Topic: Execution delay [SOLVED]
Replies: 26
Views: 7746

Re: Execution delay [SOLVED]

I would like to know the answer to this as well. I am seeing this at the open in Multicharts when Portfolio Trader is entering orders.


regards,


Alex
by hughesfleming
15 May 2018
Forum: MultiCharts
Topic: Intel I9 v AMD TR1950
Replies: 9
Views: 1829

Re: Intel I9 v AMD TR1950

Just to add Zheka's list. If you are seeing very high cpu utilization make sure that it is coming from Multicharts and not from the Antimalware service. That can happen and you have to exclude the necessary directories. If it is coming from Multicharts, set your indicators to not update at every tic...
by hughesfleming
15 May 2018
Forum: MultiCharts
Topic: Intel I9 v AMD TR1950
Replies: 9
Views: 1829

Re: Intel I9 v AMD TR1950

If you don't do any optimization then both those options are overkill. You won't see a difference against your current system. You are better off with a smaller number of fast cores and plenty of memory. There is diminishing returns with more cores as clock speed drops in general and in most cases c...
by hughesfleming
23 Apr 2018
Forum: MultiCharts
Topic: Order and Position Tracker real time export into Excel [SOLVED]
Replies: 3
Views: 938

Re: Order and Position Tracker real time export into Excel [SOLVED]

That would be handy to have but you can achieve most of what you want to do by using an indicator and writing out a csv file in real time. You can then import that file into Excel.

Alex
by hughesfleming
06 Apr 2018
Forum: MultiCharts
Topic: Order Timing [SOLVED]
Replies: 25
Views: 3395

Re: Looking For "BUY" Code [SOLVED]

rreyes22, I don't think that you need to keep opening new threads that ask the same question. People here are responding to you because they are trying to help you. As Zheka explained to you, you will never get close to the new bar open if you are using Heiken-Ashi bars. Your back tests will be flaw...
by hughesfleming
04 Apr 2018
Forum: MultiCharts
Topic: Order Timing [SOLVED]
Replies: 25
Views: 3395

Re: Order Timing [SOLVED]

rreyes22, What are you trading and what is the spread? You are sending market orders, not limit orders. Also, what is the average duration of your trades? Keep in mind that real time data and historical data don't match perfectly. I often have targets and stops hit in real time that don't show up wh...
by hughesfleming
29 Mar 2018
Forum: MultiCharts
Topic: Order Timing [SOLVED]
Replies: 25
Views: 3395

Re: Buy {"BUY"} Next Bar at Open ; [SOLVED]

Check what the log says about your fills. You should be able get a time stamp from IB as well. You should be able to check the time/sales at the bar open time to see how many orders filled ahead of you. This will depend on liquidity and the volatility of your instrument. Keep in mind that your quote...
by hughesfleming
29 Mar 2018
Forum: MultiCharts
Topic: Order Timing [SOLVED]
Replies: 25
Views: 3395

Re: Buy {"BUY"} Next Bar at Open ; [SOLVED]

Where are you located and what time frame are you using? Your strategy sounds very time sensitive. Take a look at your log and see when your order gets generated and when it is filled. In fast markets, you may very well get filled well into the next bar. There is not much you can do about that. You ...
by hughesfleming
22 Mar 2018
Forum: MultiCharts
Topic: Portfolio Trader - Does not advance date to the current date
Replies: 17
Views: 2035

Re: Portfolio Trader - Does not advance date to the current date

Hi TJ, The dedicated server is colocated in Frankfurt and is set to US Eastern standard time. Clocks are synced every 5 minutes to prevent any drift in the system clock. That is something that has caught me out in the past so I watch out for that. I am trading US S&P100 stocks. A pretty straight for...
by hughesfleming
22 Mar 2018
Forum: MultiCharts
Topic: Portfolio Trader - Does not advance date to the current date
Replies: 17
Views: 2035

Re: Portfolio Trader - Does not advance date to the current date

Thanks Felix, I am in fact following your advice and using AutoIt to start PT before the open and shutdown after the close. This is a workable solution and to be honest, I am happy to stop posting about this.

Kind regards,

Alex
by hughesfleming
22 Mar 2018
Forum: MultiCharts
Topic: Portfolio Trader - Does not advance date to the current date
Replies: 17
Views: 2035

Re: Portfolio Trader - Does not advance date to the current date

Hi Zheka, Yes, that was not very clear on my part and a mistake. I have posted two screenshots, one pinned and one unpinned. The point I am trying to make is that is does not make any difference. Unless I manually update the date to the current date, Portfolio Trader does not enter trades. The only ...
by hughesfleming
21 Mar 2018
Forum: MultiCharts
Topic: Portfolio Trader - Does not advance date to the current date
Replies: 17
Views: 2035

Re: Portfolio Trader - Does not advance date to the current date

Thanks Strelow. Good to know that works. Unfortunately, I have no choice but to keep the date correct.

regards,

Alex
by hughesfleming
21 Mar 2018
Forum: MultiCharts
Topic: Portfolio Trader - Does not advance date to the current date
Replies: 17
Views: 2035

Re: Portfolio Trader - Does not advance date to the current date

Dear Henry, I am still testing but I loaded my workspace with the date unpinned and I had no trades today. The date displayed yesterdays date as you can see in the attachment. I had to stop and manually set the date to 21 (today) and it started to send orders to IB. As far as I am concerned the way ...
by hughesfleming
19 Mar 2018
Forum: MultiCharts
Topic: US Stock Chart from IQFeed
Replies: 2
Views: 530

Re: US Stock Chart from IQFeed

No problems here.
by hughesfleming
14 Mar 2018
Forum: MultiCharts
Topic: Portfolio Trader - Does not advance date to the current date
Replies: 17
Views: 2035

Re: Portfolio Trader - Does not advance date to the current date

Dear Multicharts....Today is the 14th. Portfolio Trader thinks it is the 13th. No trading again. Is this ever going to be addressed? At least, when someone turns on Auto Trading, there should be a warning that the date setting does not match the system clock. This is needs to be fixed. Are we really...
by hughesfleming
08 Mar 2018
Forum: MultiCharts
Topic: Portfolio Trader - Does not advance date to the current date
Replies: 17
Views: 2035

Re: Portfolio Trader - Does not advance date to the current date

Hi Felix, Thanks for your explanation. I do know how to use AutoIT so I will give it a go. I think how you are doing it is the best way. I also think PT should be able to manage this better. Often my strategy holds overnight and re-balances just after the open. I am not expecting to run this continu...
by hughesfleming
08 Mar 2018
Forum: MultiCharts
Topic: Portfolio Trader - Does not advance date to the current date
Replies: 17
Views: 2035

Portfolio Trader - Does not advance date to the current date

If I leave Portfolio Trader on overnight connected to IB Gateway the date never advances to the current date and my positions don't execute. It always remains one day behind. If I stop and start Portfolio Trader before the open it will correctly use the current date and everything works. This means ...
by hughesfleming
07 Mar 2018
Forum: MultiCharts
Topic: OANDA Data / Chart / Bar issues
Replies: 27
Views: 3808

Re: Data issues

Hi Beck,

Can you explain why IB won't work? Have you considered LMAX as a broker?
by hughesfleming
28 Feb 2018
Forum: MultiCharts
Topic: Multicharts Chart with IQFeed market data
Replies: 1
Views: 502

Re: Multicharts Chart with IQFeed market data

IQFeed have their servers in Nebraska and my ping times are similar to yours at 125ms from a dedicated server in Frankfurt. I have about 75 symbols loading minute data to Portfolio Trader without any unusual delays. You might want to check your minimum and maximum ping times and not just the average...
by hughesfleming
17 Feb 2018
Forum: MultiCharts
Topic: Filtering bad ticks
Replies: 8
Views: 1350

Re: Filtering bad ticks

A good paper on the problem of filtering data.

https://s3-us-west-2.amazonaws.com/tick ... _Paper.pdf
by hughesfleming
16 Feb 2018
Forum: MultiCharts
Topic: Filtering bad ticks
Replies: 8
Views: 1350

Re: Filtering bad ticks

Thanks, I will be honest, Barchart.com has been excellent for historical data and it is well integrated into Multicharts. IQFeed for real time data seems to be much more stable at the moment. I will keep both for now but I would be curious if there are any eSignal users trading equities with Multich...
by hughesfleming
16 Feb 2018
Forum: MultiCharts
Topic: Filtering bad ticks
Replies: 8
Views: 1350

Re: Filtering bad ticks

These are showing up in the history. I am surprised that DTN doesn't clean this up or give the user some choices about how to deal with this. I get their argument that these artefacts come from the exchanges, we distribute raw data etc, etc but other data providers can do it. I have not had enough t...
by hughesfleming
16 Feb 2018
Forum: MultiCharts
Topic: Filtering bad ticks
Replies: 8
Views: 1350

Filtering bad ticks

I just switched my data feed to IQFeed from Barcharts.com. Barcharts.com is essentially broken for real time trading with Portfolio Trader with continuous disconnects at the open and close. IQFeed works much better in connection quality but has problems with continuous bad ticks. I know that it is a...
by hughesfleming
12 Jan 2018
Forum: MultiCharts
Topic: Multiple logins on Windows Server
Replies: 2
Views: 754

Re: Multiple logins on Windows Server

Thanks Anna,

I eventually came to the same conclusion but thanks for confirming. I have decided to setup a vps on my server and run a second Multicharts instance there on a separate license.

Kind regards,

Alex
by hughesfleming
12 Jan 2018
Forum: MultiCharts
Topic: Portfolio Trader does not use the current date when using a Regular Trading Hours session template on US Equities.
Replies: 3
Views: 698

Re: Portfolio Trader does not use the current date when using a Regular Trading Hours session template on US Equities.

There is also some other odd behavior with session templates. Comparing the regular market hours session template to the premarket template, they don't seem to work the same way in Portfolio trader. To make things equal, I set the regular sessions template to start at 8:30 and left the default prema...
by hughesfleming
12 Jan 2018
Forum: MultiCharts
Topic: Portfolio Trader does not use the current date when using a Regular Trading Hours session template on US Equities.
Replies: 3
Views: 698

Portfolio Trader does not use the current date when using a Regular Trading Hours session template on US Equities.

Starting Jan 2, I changed my session template to regular trading hours and now Portfolio trader does not advance the date to the current trading date when left running overnight. I would like my strategy to trade only during regular trading hours but the date issue is making things unnecessarily dif...
by hughesfleming
10 Jan 2018
Forum: MultiCharts
Topic: Multiple logins on Windows Server
Replies: 2
Views: 754

Multiple logins on Windows Server

I am trying to set something up on Windows Server 2012r2 and it is not working quite like I expected. I have two logins and each login can connect to a different account on IB. Multicharts is setup with two licenses, one for each login and I can set the port for IB individually. I can run TWS with e...
by hughesfleming
11 Oct 2017
Forum: MultiCharts
Topic: 7500 GDI Objects limit
Replies: 3
Views: 824

Re: 7500 GDI Objects limit

I agree with TraderWalrus. If this could be expanded, it would be very useful. I have one workspace that does nothing except download daily data using a fixed starting date and export csv files. I would use the scanner but for some reason I can't set a fixed starting point, only a days back value so...
by hughesfleming
03 Sep 2017
Forum: MultiCharts
Topic: Multicharts becomes unresponsive after several days of automated trading
Replies: 2
Views: 694

Re: Multicharts becomes unresponsive after several days of automated trading

Thanks Henry,

I will send you the logs if it happens again.

regards,

Alex
by hughesfleming
03 Sep 2017
Forum: MultiCharts
Topic: How many cores can MC11 use? [SOLVED]
Replies: 8
Views: 2708

Re: How many cores can MC11 use? [SOLVED]

Strelow, you will have the same problem with a new cpu as well. You could try Process Lasso and see if that helps. https://bitsum.com/ I remember reading that there was a way to limit the optimizer to one thread. If you are not trying to optimize too many inputs then this might be acceptable. Search...
by hughesfleming
01 Sep 2017
Forum: MultiCharts
Topic: Multicharts becomes unresponsive after several days of automated trading
Replies: 2
Views: 694

Multicharts becomes unresponsive after several days of automated trading

I have Multicharts and Portfolio trader running. Multicharts is basically just downloading daily data for 80 Stocks and writing out csv files. These get analysed outside of Multicharts and a selection of symbols is passed to Portfolio Trader which has the same 80 Stocks loaded in minute intervals. T...
by hughesfleming
05 Feb 2017
Forum: MultiCharts
Topic: Example of using DLL in Multicharts
Replies: 4
Views: 2274

Re: Example of using DLL in Multicharts

I don't think there is a Dll's made easy guide somewhere because it is not that easy. With that in mind, I do think that you should only consider taking the time to write dlls when you absolutely can't find any other way to solve the problem in EL. It is important to also know your limitations. Even...
by hughesfleming
05 Feb 2017
Forum: MultiCharts
Topic: Example of using DLL in Multicharts
Replies: 4
Views: 2274

Re: Example of using DLL in Multicharts

Hi Massimo, I am not sure that visual basic is the right tool for the job. You might as well switch your license to MC.net and use C# or VB.net. You might also consider Code Typhon 64 (Object Pascal) if you must create Dll's for Easylanguage Multicharts. Just import the SDK type library, write your ...
by hughesfleming
30 Sep 2016
Forum: MultiCharts
Topic: Polychrome [SOLVED]
Replies: 5
Views: 1144

Re: Polychrome [SOLVED]

You are welcome syracusepro. If you have not already seen this then you might find this helpful.

http://meyersanalytics.com/publications2/polychrmtm.pdf
by hughesfleming
30 Sep 2016
Forum: MultiCharts
Topic: Polychrome [SOLVED]
Replies: 5
Views: 1144

Re: Polychrome [SOLVED]

Take a look at this thread. The code you posted is not for Multicharts.

https://futures.io/easylanguage-program ... ation.html
by hughesfleming
24 Sep 2016
Forum: MultiCharts
Topic: Running Multicharts from the "cloud"
Replies: 18
Views: 3945

Re: Running Multicharts from the "cloud"

bluefightingcat: I use something called mRemoteNG which is a Remote Desktop Client (RDP). There are several different apps available that do mostly the same thing including one built into Windows 10. I can also login from an iPad if I need to. You would need to understand some basic things about fir...
by hughesfleming
19 Sep 2016
Forum: MultiCharts
Topic: Running Multicharts from the "cloud"
Replies: 18
Views: 3945

Re: Running Multicharts from the "cloud"

With velia.net you can have them install a Windows 2012r2 instance which you can then control via a Remote Desktop Client. You can also can manage your server with KVM/IPMI which is very handy.

My ping time to gdc1.ibllc.com(IB US) is 96ms and 7ms to the IB European server.

regards,

Alex
by hughesfleming
19 Sep 2016
Forum: MultiCharts
Topic: Running Multicharts from the "cloud"
Replies: 18
Views: 3945

Re: Running Multicharts from the "cloud"

Hi Ben, That is exactly what I am doing. I am using Velia.net with a dedicated server in Frankfurt. Very happy with their support and overall performance. From where I am located it is ideal. I have tried Amazon and Azure for certain applications and it was always slow and expensive. regards, Alex
by hughesfleming
14 Sep 2016
Forum: MultiCharts
Topic: IOData writing to a pre-existing file [SOLVED]
Replies: 3
Views: 881

Re: IOData writing to a pre-existing file [SOLVED]

Hi Anthony, DefineDLLFunc:"IODATA.dll",double,"ADDStringFile",lpstr,lpstr; and then ADDStringFile(OutputFile,ExportString); Mine is setup like this:- OutputFile = OutputFileNamePath+GetSymbolName+OutputFileNameExtention; OutputDateString = FormatDate(OutputDateFormat, ELDateToDateTime(Date)); Export...
by hughesfleming
12 Sep 2016
Forum: MultiCharts
Topic: How to plot BRK B (Berkshire Hathaway Class B) ? [SOLVED]
Replies: 7
Views: 2034

Re: How to plot BRK B (Berkshire Hathaway Class B) ? [SOLVED]

I get BRK.B from Barchart.com but I also tried without success getting historical data from IB. I have no problems mapping barchart.com BRK.B-> IB BRK B. It is a name I trade regularly.
by hughesfleming
12 Aug 2016
Forum: MultiCharts
Topic: Orders never sent / updated on the first tick of the session
Replies: 2
Views: 889

Re: Orders never sent / updated on the first tick of the ses

Hi wilkinsw, If you manage to solve why your orders are not executing at the open, I would be very interested to know what you did and what was causing it. I am having similar problems with Portfolio Trader and IB. I will do my best to send in as much information as I have collected to support over ...
by hughesfleming
11 Aug 2016
Forum: MultiCharts
Topic: What TWS version to install for using 64-bit version Multich
Replies: 3
Views: 1114

Re: What TWS version to install for using 64-bit version Mul

Yes, everything can be 64bit. Download the installer from the link I posted and follow the instructions. Also download the full TWS desktop x64. Newer TWS are self contained. You might not need to download java at all. Start with the latest full desktop so that you can see how to setup the ports and...
by hughesfleming
10 Aug 2016
Forum: MultiCharts
Topic: What TWS version to install for using 64-bit version Multich
Replies: 3
Views: 1114

Re: What TWS version to install for using 64-bit version Mul

Try this....

https://www.interactivebrokers.com/en/index.php?f=16457


You should only need the x64 version of TWS of which there are two versions. One which updates automatically and one (stand alone) that has to be updated manually.

Alex
by hughesfleming
16 Jul 2016
Forum: MultiCharts
Topic: Running Multicharts from the "cloud"
Replies: 18
Views: 3945

Re: Running Multicharts from the "cloud"

What is stopping you from installing Multicharts on your laptop? You could then use One Drive for templates. As long as you are not running instances at the same time on two different computers, you won't run into problems with the licensing server.

Alex
by hughesfleming
13 Jul 2016
Forum: MultiCharts
Topic: Pacing Violations - Portfolio Trader [SOLVED]
Replies: 4
Views: 1702

Re: Pacing Violations - Portfolio Trader [SOLVED]

Thanks TJ,

I will take a look right now.

Alex
by hughesfleming
13 Jul 2016
Forum: MultiCharts
Topic: Pacing Violations - Portfolio Trader [SOLVED]
Replies: 4
Views: 1702

Re: Pacing Violations - Portfolio Trader [SOLVED]

Thanks Josh, The thing that I don't understand in this case is why I am getting pacing violations when I am not using historical data from IB at all. On the other hand, it is not causing any real problems apart form the warning that pops up so I will not dig into this any further. Thanks again for a...
by hughesfleming
11 Jul 2016
Forum: MultiCharts
Topic: Pacing Violations - Portfolio Trader [SOLVED]
Replies: 4
Views: 1702

Pacing Violations - Portfolio Trader [SOLVED]

I have just started using Portfolio trader and I am using Barchart.com for data and IB for execution. I have two strategies and 35 instruments....17 Long and 17 Short. I have seen pacing violations with Interactive Brokers many times but this time I am not using IB for data. I can't seem to figure o...
by hughesfleming
18 Jun 2016
Forum: MultiCharts
Topic: Problem placing order (autotrading) on LMAX
Replies: 6
Views: 2298

Re: Problem placing order (autotrading) on LMAX

Just my two cents.... The LMax CFD price is close to the SP500 cash index in the sense that it is also an adjusted continuous contract. Have you measured the spread between TS ES.D and the LMAX CFD? This could be quite large right after rollover. Try running the LMAX CFD on data1 and and TS ES.D on ...
by hughesfleming
04 Jun 2016
Forum: MultiCharts
Topic: big problem with daily charts [SOLVED]
Replies: 2
Views: 1226

Re: big problem with daily charts [SOLVED]

Thanks TJ, the problem has been corrected by Barchart.com.

Alex
by hughesfleming
03 Jun 2016
Forum: MultiCharts
Topic: big problem with daily charts [SOLVED]
Replies: 2
Views: 1226

big problem with daily charts [SOLVED]

I am having a big problem with daily charts. None of them show the the correct close and I have no idea how long this has been happening but I have been blindly exporting data. My data provider is Barchart.com and build from minutes works. I am using the default template in all cases. If I export no...
by hughesfleming
24 May 2016
Forum: MultiCharts
Topic: How do you secure your strategies while trading on a VPN [SOLVED]
Replies: 4
Views: 1548

Re: How do you secure your strategies while trading on a VPN [SOLVED]

I understand that people are concerned about security but you might be over thinking the problem with regards to running a VPS. As long as your admin password is secure and you are running Windows server, there is not too much to worry about. Password protect your strategies and you should be good t...
by hughesfleming
23 Apr 2016
Forum: MultiCharts
Topic: Multicharts on Window server, AWS, EC2
Replies: 35
Views: 8790

Re: Recommended hosting for Multicharts.Net and IB Gateway?

Thanks for your replies, everyone :). hughesfleming: your setup looks quite expensive, is there any particular reason why you chose Windows Server 2012 R2 instead of Windows 10? I'm thinking of a config with 2 or 4 GB of RAM (because 8 GB RAM looks ex ><) Hi Kengonn, Windows 2012 R2 is a much bette...
by hughesfleming
22 Apr 2016
Forum: MultiCharts
Topic: Help with strategy [SOLVED]
Replies: 7
Views: 1737

Re: Help with strategy [SOLVED]

Hi Josh,

Thank you for that.
by hughesfleming
22 Apr 2016
Forum: MultiCharts
Topic: Multicharts on Window server, AWS, EC2
Replies: 35
Views: 8790

Re: Recommended hosting for Multicharts.Net and IB Gateway?

I have one for the same reasons. I am using SolVPS to connect to IB via the gateway. I have an 8 Gig / 8 thread VPS (custom config) running Windows 2012 r2. They have servers in the NY area and my ping times are around 2ms. (18ms to Chicago) I have no complaints about up time or connectivity. I am i...
by hughesfleming
21 Apr 2016
Forum: MultiCharts .NET
Topic: 2 Computers - How to speed up performance in Multicharts?
Replies: 34
Views: 11408

Re: 2 Computers - How to speed up performance in Multicharts

Interesting discussion. I was under the impression that Portfolio trader was not multi threaded and would not benefit from many cores. Has something changed?

Are there any core limits when dealing with dual cpu systems?

Thanks,

Alex
by hughesfleming
22 Mar 2016
Forum: MultiCharts
Topic: VPS for Forex
Replies: 7
Views: 2376

Re: VPS for Forex

You should try SOL VPS and setup a UK Windows 2012r2 VPS. You can create a custom VPS that should cover your needs well. At that point you can decide if it is enough or if you need a dedicated server. I am in Malta and I used them for a while. I did not have any major problems. You really should hav...
by hughesfleming
22 Mar 2016
Forum: MultiCharts
Topic: VPS for Forex
Replies: 7
Views: 2376

Re: VPS for Forex

Start here: http://speedytradingservers.com/ If that does not work for you look for other companies in the NY, New Jersey area. If trading FX from Europe, then an account with LMAX makes sense with your servers as close as possible to Equinix LD4 in Slough. With windows remote desktop protocol, you ...
by hughesfleming
22 Mar 2016
Forum: MultiCharts
Topic: VPS for Forex
Replies: 7
Views: 2376

Re: VPS for Forex

Hi Dario, I don't see any point in using a VPS when your latency is close to 100ms. You should be looking at companies that are as close as possible to your brokers servers. By close, I mean less than 10ms and ideally between 1 and 2 ms unless your reason for a VPS is just stability. 1 Gig of ram is...
by hughesfleming
13 Mar 2016
Forum: MultiCharts
Topic: PAL EL system code for Multicharts
Replies: 7
Views: 1611

Re: PAL EL system code for Multicharts

With the P-indicator, I export data going back to 01/01/2000 for 50 large caps and then look for directional bias on a daily basis. Here is an example of how Michael Harris does this on weekly data and you can extrapolate this idea to ETF's or other indexes. This is not the only way to use the data ...
by hughesfleming
22 Feb 2016
Forum: MultiCharts
Topic: Disabling Win10 antimalware service executable. [SOLVED]
Replies: 5
Views: 1371

Re: Disabling Win10 antimalware service executable. [SOLVED]

Yes, third party malware applications will disable the MSFT anti-malware. There are several new approaches to this problem which I will start to look into.

The most interesting one to me is reaqta.com. Hopefully protection like this will trickle down in the near future.
by hughesfleming
22 Feb 2016
Forum: MultiCharts
Topic: Disabling Win10 antimalware service executable. [SOLVED]
Replies: 5
Views: 1371

Re: Disabling Win10 antimalware service executable. [SOLVED]

Just sharing experiences TJ. What worked for me might not be suitable for someone else.

Have a good day.
by hughesfleming
22 Feb 2016
Forum: MultiCharts
Topic: Disabling Win10 antimalware service executable. [SOLVED]
Replies: 5
Views: 1371

Disabling Win10 antimalware service executable. [SOLVED]

I have been having data problems with Barchart.com. Digging deeper, I noticed that the antimalware service executable was consuming 100% of the CPU when I was downloading data. I have disabled the service in the registry and there is a night and day difference. The difference is huge. If anyone is a...
by hughesfleming
07 Feb 2016
Forum: MultiCharts
Topic: PAL EL system code for Multicharts
Replies: 7
Views: 1611

Re: PAL EL system code for Multicharts

My preference has been to use all the patterns. It all depends on how many patterns you can extract. I always make an indicator first which helps to see the patterns forming. It is quite possible to have multiple long or short patterns in sequence on successive bars and not just multiple patterns on...
by hughesfleming
06 Feb 2016
Forum: MultiCharts
Topic: Paper Trader loss for no apparent reason? [SOLVED]
Replies: 28
Views: 4508

Re: A $1.1 Million loss for no apparent reason? [SOLVED]

This problem is worth discussing. This is clearly a data problem but I am sure everyone has had this issue come up where a bad tick comes in only to disappear when you refresh the data. I would be happy to run two data feeds if there was a way to cross check the tick before a signal was generated. A...
by hughesfleming
05 Feb 2016
Forum: MultiCharts
Topic: Interactive Brokers with E-Signal data feed [SOLVED]
Replies: 3
Views: 1564

Re: Interactive Brokers with E-Signal data feed [SOLVED]

Another alternative to both is barchart.com. There are positives and negatives to all the services. On price barchart.com was the most cost effective but the balance shifted to iqfeed if you used other applications with the datafeed. The only area where I saw a significant difference between the two...
by hughesfleming
05 Feb 2016
Forum: MultiCharts
Topic: PAL EL system code for Multicharts
Replies: 7
Views: 1611

Re: PAL EL system code for Multicharts

It does what it is supposed to do by generating the simplest of trading systems built around the patterns. This saves a lot of time compared with how it used to work. They might not be systems you would want to trade live as is but they are a good starting point. If you like how PAL works then this ...
by hughesfleming
17 Dec 2015
Forum: MultiCharts
Topic: Latest IB TWS software Updater [SOLVED]
Replies: 29
Views: 18440

Re: Compatible IB TWS software.. [SOLVED]

This is great, thanks very much!!!

Alex
by hughesfleming
03 Nov 2015
Forum: MultiCharts
Topic: Barchart.com Data problems [SOLVED]
Replies: 1
Views: 724

Re: Barchart.com Data problems [SOLVED]

Solved with the help of Barchart.com support. There might have been an issue with their load balancing.
by hughesfleming
02 Nov 2015
Forum: MultiCharts
Topic: Barchart.com Data problems [SOLVED]
Replies: 1
Views: 724

Barchart.com Data problems [SOLVED]

I have this reoccurring problem with Barchart.com where sometimes the connection gets lost and when it reconnects it does not refresh the data properly. There was no problem with the connection in general as I did not have a problem receiving data from LMAX for example. Is there a way to automatical...
by hughesfleming
06 Oct 2015
Forum: MultiCharts
Topic: Creating DLL To Extend MultiCharts Functionality
Replies: 15
Views: 6085

Re: Creating DLL To Extend MultiCharts Functionality

Update: I managed to get PLkit to import as a type library using the command line tools. It cannot be done within the IDE. I put together a simple indicator basically just calling CloseMD[Data1] and it worked. After a few minutes Multicharts crashed so there is serious problem somewhere. I don't thi...
by hughesfleming
05 Oct 2015
Forum: MultiCharts
Topic: Creating DLL To Extend MultiCharts Functionality
Replies: 15
Views: 6085

Re: Creating DLL To Extend MultiCharts Functionality

I am bumping this thread because I am having difficulty importing PLkit.dll into Delphi 10 x64. According to the previous post by Cyberdad, it was possible at some point to import the dll as a type library. This does not seem to be the case anymore unless I am doing something wrong. I was able to cr...
by hughesfleming
21 Sep 2015
Forum: MultiCharts
Topic: Receiving ticks but charts not updating? [SOLVED]
Replies: 1
Views: 691

Re: Receiving ticks but charts not updating? [SOLVED]

Problem solved via Live Chat....excellent. There was a problem with the clock on the new machine. Once that was set properly, everything worked.
by hughesfleming
21 Sep 2015
Forum: MultiCharts
Topic: Receiving ticks but charts not updating? [SOLVED]
Replies: 1
Views: 691

Receiving ticks but charts not updating? [SOLVED]

I have just installed Multicharts on a new computer and I am receiving historical data and I can see the last price updating but the charts are not. I can refresh them but they don't update. I have installed Multicharts several times now on different machines but this is the first time that I am hav...
by hughesfleming
12 Sep 2015
Forum: MultiCharts
Topic: Can a function return a constant value without the history?
Replies: 2
Views: 604

Re: Can a function return a constant value without the histo

Thanks TJ, What I mean is that the function will return a series of values which when used as an input to the bandpass filter will distort the filter which looks like a sine wave. I am interested in using just the value of the function at the current bar. The function now may return a series of valu...
by hughesfleming
12 Sep 2015
Forum: MultiCharts
Topic: Can a function return a constant value without the history?
Replies: 2
Views: 604

Can a function return a constant value without the history?

I am calling a function that returns a period length and that period length has a history that varies and this works fine for adaptive indicators. What I am trying to do is setup some bandpass filters which just receive the period length from the function without the history and then update on every...
by hughesfleming
19 May 2015
Forum: MultiCharts
Topic: Backtest results discrepancies
Replies: 7
Views: 1974

Re: Backtest results discrepancies

Lol, this is all very easy to manage but it is essential to organize yourself. If you want, you can contact me via PM and I will help you. If you want to automate your trading this way then you will need to do everything you can to avoid trading random patterns.

Alex
by hughesfleming
19 May 2015
Forum: MultiCharts
Topic: MC report error: Not ennough physical memory
Replies: 2
Views: 968

Re: MC report error: Not ennough physical memory

Hi Martin, I have also had this problem with the same error and I am not using java. In my case, I was also working with very large tick files. On occasion Multicharts would very quickly start using all the memory and I would have to kill the process in windows task manager. I have not had this prob...
by hughesfleming
18 May 2015
Forum: MultiCharts
Topic: Backtest results discrepancies
Replies: 7
Views: 1974

Re: Backtest results discrepancies

There are many ways to use PAL but it depends on your trading style and what you want to achieve. I use it on intraday data which is not the way Mike Harris recommends. It also depends on how many systems you intend to build and manage. I use Rapidminer to store and split in sample and out of sample...
by hughesfleming
16 May 2015
Forum: MultiCharts
Topic: Backtest results discrepancies
Replies: 7
Views: 1974

Re: Backtest results discrepancies

Are you using the new code generation tool that was released for PAL this week or the standard one? Either way, you should turn on the Bar Magnifier and set the appropriate backtesting assumptions. It is not too surprising that you are finding discrepancies. I find MC to be the least optimistic of t...
by hughesfleming
13 May 2015
Forum: MultiCharts
Topic: Simultaneous long and short signals
Replies: 7
Views: 1469

Re: Simultaneous long and short signals

I am glad you got it sorted out.

Alex
by hughesfleming
12 May 2015
Forum: MultiCharts
Topic: Simultaneous long and short signals
Replies: 7
Views: 1469

Re: Simultaneous long and short signals

I have it setup like this to avoid two entry signals. if GoLong and GoShort = true then GoLong = False; if GoLong and GoShort = true then Goshort= False; if GoLong then Buy ( "Long" ) positionsize contracts next bar market; if GoShort then SellShort ( "Short" ) positionsize contracts next bar market...
by hughesfleming
08 May 2015
Forum: MultiCharts
Topic: Tick chart problems - Database Start time
Replies: 3
Views: 1173

Re: Tick chart problems - Database Start time

Hi Henry, I am using separate login accounts so that should not be the cause. I think I just need to be more aggressive with my backups. I will export the tick data at the end of every week from now on. If the problem happens again, I will at least be able to see what is going on and provide a bette...
by hughesfleming
08 May 2015
Forum: MultiCharts
Topic: Tick chart problems - Database Start time
Replies: 3
Views: 1173

Tick chart problems - Database Start time

I thought I had solved my tick chart problems by inconveniently having to copy the database from my local development computer to the remote server. This is not working out to be a really workable solution to the problem for the long term. Last night my local machine crashed and a couple of weeks ag...
by hughesfleming
02 May 2015
Forum: MultiCharts
Topic: Web based strategy monitoring with charting? [SOLVED]
Replies: 2
Views: 1120

Re: Web based strategy monitoring with charting? [SOLVED]

Discovered Tableau desktop...what a great tool. You can create charts like this once you have your trade data exported. This one shows clearly how the profitability of my strategy has been heavily weighted to two weeks in January. This is much better than anything I could do so I won't be looking an...
by hughesfleming
01 May 2015
Forum: MultiCharts
Topic: Web based strategy monitoring with charting? [SOLVED]
Replies: 2
Views: 1120

Re: Web based strategy monitoring with charting? [SOLVED]

Made some progress. I know what I have to do. I will post details when I am further along. The idea was to automatically upload trade data to a web server and generate a chart showing how a strategy is progressing through the week without having to RDP into the live server to retrieve the data. The ...
by hughesfleming
01 May 2015
Forum: MultiCharts
Topic: Web based strategy monitoring with charting? [SOLVED]
Replies: 2
Views: 1120

Web based strategy monitoring with charting? [SOLVED]

I am looking for ways to collect signals from different strategies sometimes running on different computers, build a trade list and publish some simple statistics or chart equity curves / drawdown. Perhaps nothing more than a five day Monday- Friday trading summary of all the strategies. I doubt the...
by hughesfleming
29 Apr 2015
Forum: MultiCharts
Topic: Remove false signals HELP
Replies: 1
Views: 730

Re: Remove false signals HELP

You would only have a delay of one hour if your signal came very close to the open of a new bar and and in some cases your delay would be minimal if your signal came towards the end. How much of a problem this is depends on how long you keep your positions open on average. The shorter the duration, ...
by hughesfleming
27 Apr 2015
Forum: MultiCharts
Topic: Classic Multicharts vs. Dot Net
Replies: 5
Views: 2270

Re: Classic Multicharts vs. Dot Net

I started out with MC.net and Visual Studio and after a few of months, I converted my license to the Easylanguage version. I don't regret doing this for one second. Even having some programming experience with MT did not prepare me for the learning curve. It was a breath of fresh air. The other thin...
by hughesfleming
24 Apr 2015
Forum: MultiCharts
Topic: Change settings of strategy with autotrading [SOLVED]
Replies: 3
Views: 1562

Re: Change settings of strategy with autotrading [SOLVED]

This is a good question. I have been playing around with the idea of coding a control panel in Purebasic with a few buttons and making dll. I have been able to code a few simple things and compile a dll without problems. Many thanks to Fu510n on BMT for explaining how to do this. I am not sure if th...
by hughesfleming
19 Apr 2015
Forum: MultiCharts
Topic: How to remote Multicharts ?
Replies: 6
Views: 1707

Re: How to remote Multicharts ?

Look for a Windows Server 2012R2 VPS somewhere near Milan. A windows 2008 server will also work but I personally prefer using 2012R2. Make sure you choose a service provider that is as close to you as possible. You can get some idea of your latency by using ping, tracert or other similar tools. If y...
by hughesfleming
17 Apr 2015
Forum: MultiCharts
Topic: Discrepancy in RT data between TS and CQG?
Replies: 16
Views: 3071

Re: Discrepancy in RT data between TS and CQG?

Wow, I get it now. I must have read your first post too quickly the first time.

I hope you can get a fix soon.

Alex
by hughesfleming
17 Apr 2015
Forum: MultiCharts
Topic: Discrepancy in RT data between TS and CQG?
Replies: 16
Views: 3071

Re: Discrepancy in RT data between TS and CQG?

I don't think the data provider will be able to do anything as I had the same issue with E-signal. The only way to solve this problem is to setup your charts on one computer and then copy the database to the other Multicharts instances. There is a recent thread about this. If the database is very la...
by hughesfleming
13 Apr 2015
Forum: MultiCharts
Topic: Stuck on Establishing Connection
Replies: 5
Views: 3284

Re: Stuck on Establishing Connection

I just went though the process of reducing the size of the database by cleaning out connection manager and running the gbak_x64.bat files. The database is almost 1Gig smaller now. When I started MC again. Everything worked again including IQFeed which I had a problem with this morning. Could these c...
by hughesfleming
13 Apr 2015
Forum: MultiCharts
Topic: MacLellan Oscillator Data 2 [SOLVED]
Replies: 4
Views: 1434

Re: MacLellan Oscillator Data 2 [SOLVED]

I am referring to having similar functionality to the dataloader property of the idataloader interface in MC.net. TS can do the same thing and I did it for years in MT. It is one of features I miss the most. Just code in the source of the two time series.....calculate MacLellan Oscillator....save cu...
by hughesfleming
13 Apr 2015
Forum: MultiCharts
Topic: Stuck on Establishing Connection
Replies: 5
Views: 3284

Re: Stuck on Establishing Connection

Sometimes brokers do maintenance over the weekend. I have had this happen with LMax. Usually everything gets sorted by the next day. Did you have everything setup properly in the connection manager? If you have a live account and a demo account with Oanda, make sure you are using the right one for t...
by hughesfleming
13 Apr 2015
Forum: MultiCharts
Topic: MacLellan Oscillator Data 2 [SOLVED]
Replies: 4
Views: 1434

Re: MacLellan Oscillator Data 2 [SOLVED]

It would be terrific to have a data loader in Easylanguage so that we could just set this up with code.

Alex
by hughesfleming
12 Apr 2015
Forum: MultiCharts
Topic: Hung at Establishing Connection
Replies: 11
Views: 2897

Re: Hung at Establishing Connection

I had this problem all day on Friday from my local machine. No matter what I did, I could not get IQFeed to work. This included spending a lot of time with their support. The VPS worked and I could RDP into that. On Saturday, I switched on the local machine and everything worked as if nothing had ha...
by hughesfleming
12 Apr 2015
Forum: MultiCharts
Topic: Syncing two computers -- tick charts [SOLVED]
Replies: 3
Views: 1237

Re: Syncing two computers -- tick charts [SOLVED]

Sorry TJ..... I should have given a bit of an explanation. I tried many different things and the only thing that worked for me was copying the database directory. This can be problematic if TSStorage.GDB is large. In my case, it was 1.3G so I did the reverse and downloaded the database from the VPS ...
by hughesfleming
10 Apr 2015
Forum: MultiCharts
Topic: Syncing two computers -- tick charts [SOLVED]
Replies: 3
Views: 1237

Syncing two computers -- tick charts [SOLVED]

I am not sure if this is possible with non time bars but here goes.... Is there anyway to sync up a local and remote VPS so that the OHLC values match when using tick charts? Both clocks are the same and are using Dimension 4. Both have the same session template and number of bars set etc... What el...
by hughesfleming
02 Apr 2015
Forum: MultiCharts
Topic: surface pro 3 and multicharts
Replies: 2
Views: 942

Re: surface pro 3 and multicharts

I have used remote desktop (RDP) on a Nokia tablet to remote control Multicharts running on a VPS and it works fine. I would say the experience was Ok running at 1900x1080 but the Surface Pro has a much higher resolution screen. There may be issues with the scaling and the icons and text might be ti...
by hughesfleming
02 Mar 2015
Forum: MultiCharts
Topic: LMAX: Order Canceled: OUTSIDE_ALLOWED PRICE RANGE.....Why? [SOLVED]
Replies: 2
Views: 1092

Re: LMAX: Order Canceled: OUTSIDE_ALLOWED PRICE RANGE.....Wh [SOLVED]

Thanks Josh,

That explains a lot. I missed that detail.

regards,

Alex

Edit: Pulling in that last target did the job. Thanks again.
by hughesfleming
02 Mar 2015
Forum: MultiCharts
Topic: LMAX: Order Canceled: OUTSIDE_ALLOWED PRICE RANGE.....Why? [SOLVED]
Replies: 2
Views: 1092

LMAX: Order Canceled: OUTSIDE_ALLOWED PRICE RANGE.....Why? [SOLVED]

I have been searching but I can't find the answer to this error. I have been running the same strategy on several LMAX currencies and CFD's last week without problems. What I mean by the same strategy is that my targets and stops come from the same code. Today I started to test the US Crude CFD and ...
by hughesfleming
24 Jan 2015
Forum: MultiCharts
Topic: Backtesting Forex pairs -help'
Replies: 3
Views: 1531

Re: Backtesting Forex pairs -help'

Hi Scotty, When you select your strategy properties you need to adjust the number of fixed shares/contracts. In my case with LMax that means a full lot is 100. You then need to click "Manage Rules" and enter any commission that your broker is charging you per minimum position size and make sure that...
by hughesfleming
13 Jan 2015
Forum: MultiCharts
Topic: Counting bars on charts for non time based charts. [SOLVED]
Replies: 2
Views: 805

Re: Counting bars on charts for non time based charts. [SOLVED]

Thanks Henry,

Symbol Currentbar was exactly what I was looking for. Great!

Alex
by hughesfleming
13 Jan 2015
Forum: MultiCharts
Topic: Counting bars on charts for non time based charts. [SOLVED]
Replies: 2
Views: 805

Counting bars on charts for non time based charts. [SOLVED]

I have an exporter that works fine with regular bar charts. What I am trying to do is modify it to export range and point and figure charts (Highs and Lows) but rather than date/time I need to set an increment 0001,0002,0003 etc. from oldest to the current bar/column. What I am having difficulty wit...
by hughesfleming
11 Jan 2015
Forum: MultiCharts
Topic: why?
Replies: 13
Views: 1938

Re: why?

RedBerlin, Your local and exchange time should be the same in this case. That is not your problem. If I am not mistaken, there is a Supertrend indicator for Multicharts coded and available in the multicharts download section on the bigmiketrading forum. Keep in mind that there is a one time fee to a...
by hughesfleming
19 Nov 2014
Forum: MultiCharts
Topic: MT4 data via Universal DDE [SOLVED]
Replies: 6
Views: 2888

Re: MT4 data via Universal DDE [SOLVED]

Thanks Ben, I did not know that this was possible. I will check it out this morning. Interesting!

Alex
by hughesfleming
22 Oct 2014
Forum: MultiCharts
Topic: MC interference with Google Chrome?
Replies: 7
Views: 1335

Re: MC interference with Google Chrome?

Hi Martin, I have been tracking my memory usage since you brought this up. I have two instances of MC 9.0 and Chrome 64 running with CQG, Barchart.com and LMax with a total of 18 charts. My memory stats are stable as is my cpu utilization. I can't say that I am having the same problems as you are. T...
by hughesfleming
14 Oct 2014
Forum: MultiCharts
Topic: Just too many data problems with LMAX
Replies: 9
Views: 1537

Re: Just too many data problems with LMAX

Thanks...got it. I will set everything correctly and see what happens when I open the workspaces in the morning.

I just wanted to say that your team does a great job with support. It is very much appreciated.

Alex
by hughesfleming
14 Oct 2014
Forum: MultiCharts
Topic: Just too many data problems with LMAX
Replies: 9
Views: 1537

Re: Just too many data problems with LMAX

Thanks Ben,

Very interesting. I will check out the scanner now.

regards,

Alex
by hughesfleming
14 Oct 2014
Forum: MultiCharts
Topic: Just too many data problems with LMAX
Replies: 9
Views: 1537

Re: Just too many data problems with LMAX

Thanks Ben for jumping in, The problem is that I am also missing data between Monday 27th of September and Thursday the 2nd of October. Usually I can resolve these problems by manually refreshing the data for each chart. I have just done it and it is working normally now. It is this refreshing issue...
by hughesfleming
14 Oct 2014
Forum: MultiCharts
Topic: Just too many data problems with LMAX
Replies: 9
Views: 1537

Re: Just too many data problems with LMAX

I followed the instructions and the data has loaded for H1. I then added a daily chart as data 2 and you can clearly see missing days. One way or another, this should not happen.

I will take this to live chat later in the week when I have some time.

Many thanks,

Alex
by hughesfleming
14 Oct 2014
Forum: MultiCharts
Topic: Just too many data problems with LMAX
Replies: 9
Views: 1537

Re: Just too many data problems with LMAX

I will do this right away to see if it helps. Thanks for getting back to me so quicky.
by hughesfleming
14 Oct 2014
Forum: MultiCharts
Topic: Just too many data problems with LMAX
Replies: 9
Views: 1537

Just too many data problems with LMAX

I am on the verge of giving up on the idea of trading forex with LMAX. I just don't understand why when I open a workspace, it does not load all the bars properly and I have to manually reload the missing data. I have tried all the settings now and it really does not make any difference. I am having...
by hughesfleming
13 Oct 2014
Forum: MultiCharts
Topic: Problem merging historic data with real time
Replies: 2
Views: 613

Re: Problem merging historic data with real time

Thanks Henry,

I will do this a different way.

Kind regards,

Alex
by hughesfleming
13 Oct 2014
Forum: MultiCharts
Topic: Problem merging historic data with real time
Replies: 2
Views: 613

Problem merging historic data with real time

I am following the instructions but have a problem... In the format instrument tab merge data sources is checked I have historic EURUSD data from PI trading and realtime data from Lmax. I have set ascii mapping for historic and I can bring in the data until 8/8/2014 which is correct. I have set real...
by hughesfleming
09 Oct 2014
Forum: MultiCharts
Topic: Is anyone else having data problems with LMax? [SOLVED]
Replies: 2
Views: 843

Re: Is anyone else having data problems with LMax? [SOLVED]

Thanks Henry,

I will see how things go with heartbeat on. Things seems to be working this morning.

regards,

Alex
by hughesfleming
09 Oct 2014
Forum: MultiCharts
Topic: Is anyone else having data problems with LMax? [SOLVED]
Replies: 2
Views: 843

Is anyone else having data problems with LMax? [SOLVED]

General question here... I seem to be having intermittent data feed problems but it is not consistent. This is only with Lmax. I have two other feeds CQG and barcharts.com and they are working fine so it is not my connection. Sometimes I have to manually reload the data to take care of missing bars ...
by hughesfleming
04 Oct 2014
Forum: MultiCharts
Topic: Hurst FLD....displacement problem [SOLVED]
Replies: 2
Views: 854

Re: Hurst FLD....displacement problem [SOLVED]

Thanks TJ,

I see how it works now. I am not sure what to think. I will skip this and move on.

Kind regards,

Alex
by hughesfleming
04 Oct 2014
Forum: MultiCharts
Topic: Hurst FLD....displacement problem [SOLVED]
Replies: 2
Views: 854

Hurst FLD....displacement problem [SOLVED]

Hi, I am trying to displace a 1 period simple moving average to the right using negative numbers. It works for a few bars with small negative numbers but with a value like -23 I get:- Error in study.......Trying to access future data. Bar reference value -23: I can displace an MA with a maximum valu...
by hughesfleming
01 Oct 2014
Forum: MultiCharts
Topic: how annoying can this be
Replies: 8
Views: 2939

Re: how annoying can this be

We have basically two issues with the rectangle, the lack of right extension option and this thing that makes it continuously adjusting to the last bar arnie, our further analysis has shown that this behavior was actually previously requested by users . So this behavior is by design. We are current...
by hughesfleming
01 Oct 2014
Forum: MultiCharts
Topic: Advice on Data Feed [SOLVED]
Replies: 7
Views: 1469

Re: Advice on Data Feed [SOLVED]

I might add that I am using Barchart.com for futures, ETF's and index data and I am pleased with the service. I did find it confusing at first but now I am used to it. Barchart.com support have been good.

Alex
by hughesfleming
29 Sep 2014
Forum: MultiCharts
Topic: Data exporter: Parsing "/" from GetSymbolName? [SOLVED]
Replies: 2
Views: 768

Data exporter: Parsing "/" from GetSymbolName? [SOLVED]

I have put together a generic data exporter that outputs daily data to a couple of external applications that I use and it works well enough. Here it is setup to export to Price Action Labs. Inputs: OutputFileNamePath ("C:\PriceActionLab\Data\"), OutputFileNameExtention("_PAL.txt"), OutputDateFormat...
by hughesfleming
05 Sep 2014
Forum: MultiCharts
Topic: Barchart.com Data ...AMEX? [SOLVED]
Replies: 4
Views: 888

Re: Barchart.com Data ...AMEX? [SOLVED]

That did it! Thanks. Nice easy solution.

regards,

Alex
by hughesfleming
04 Sep 2014
Forum: MultiCharts
Topic: Barchart.com Data ...AMEX? [SOLVED]
Replies: 4
Views: 888

Re: Barchart.com Data ...AMEX? [SOLVED]

Yes, I have no problem finding the symbols using the barchart.com website. When I search for symbols in quote manager (add symbol from data source) , I get the following options for exchanges:- CBOT, CFE, CME, COMEX, CXMI, EUREX, GLOBEX, ICE. ICEFI, INDEX,LIFFE, NASDAQ,NYBOT, NYMEX and lastly NYSE. ...
by hughesfleming
03 Sep 2014
Forum: MultiCharts
Topic: Barchart.com Data ...AMEX? [SOLVED]
Replies: 4
Views: 888

Barchart.com Data ...AMEX? [SOLVED]

Hi, I have just subscribed to Barchart.com for US Equities, E-mini's and index data and in the drop down list for exchanges there are 15 options and everything seems to be working but where is AMEX? I am trying to bring up a SPY chart and some other ETF's and just can't figure out how. Does anyone h...
by hughesfleming
25 Aug 2014
Forum: MultiCharts
Topic: Exporting Data as an indicator.....close when finished?
Replies: 4
Views: 905

Exporting Data as an indicator.....close when finished?

Hi, I am exporting some data with the following which works fine: print( file( "C:\Tempdata\"+GetSymbolName+"_data.txt"), FormatDate("yyyyMMdd", ELDateToDateTime(Date))," ",O," ",H," ",L," ",C); The problem is that I have to manually delete the indicator or close the chart for it import properly in ...
by hughesfleming
19 Aug 2014
Forum: MultiCharts
Topic: Properties Rithmic Settings?
Replies: 5
Views: 848

Re: Properties Rithmic Settings?

Did the Trade Route Lookup button work? I had a lot of difficulty with this trying to setup a Rithmic feed. I am asking as I would like to make sure that my problem is specific to my installation.

Thanks,

Alex
by hughesfleming
26 Jul 2014
Forum: MultiCharts
Topic: Sharing of code - Git Repository
Replies: 3
Views: 2743

Re: Sharing of code - Git Repository

Thanks javamarket,

Kind regards,

Alex
by hughesfleming
22 Jul 2014
Forum: MultiCharts
Topic: Data1 and Data2(hidden) - Indicator based on Data2
Replies: 34
Views: 6310

Re: Data1 and Data2(hidden) - Indicator based on Data2

Hi Javamarket, I have had similar frustrations with how multi timeframe is handled. On the other hand, I have managed to solve most of my problems with ADE and Global variables. It works but I would not call it elegant. I have not been able to move all my old code from MT to Multicharts for various ...
by hughesfleming
20 Jun 2014
Forum: MultiCharts
Topic: Real-Time Multi Time Frame....possible? [SOLVED]
Replies: 1
Views: 765

Re: Real-Time Multi Time Frame....possible? [SOLVED]

Solved with global variables.

regards,

Alex
by hughesfleming
19 Jun 2014
Forum: MultiCharts
Topic: Real-Time Multi Time Frame....possible? [SOLVED]
Replies: 1
Views: 765

Real-Time Multi Time Frame....possible? [SOLVED]

My thanks first of all to TJ for pointing me in the right direction, I have finally managed to solve one of my problems with ADE which I could not do any other way no matter how hard I tried. I never managed to get MTF working properly by loading daily data onto a 60 minute chart and referencing Dat...
by hughesfleming
17 Jun 2014
Forum: MultiCharts
Topic: Returning open price current bar -Multi-Data Reference
Replies: 4
Views: 1093

Re: Returning open price current bar -Multi-Data Reference

Thanks for the tips on posting code TJ, I figured out how to reference data2 properly so that part works. The problem is still how to get the current bar open when I call data2. I am getting the open of the previous bar not the current bar. I am converting code from MT and I am trying to get the val...
by hughesfleming
16 Jun 2014
Forum: MultiCharts
Topic: Returning open price current bar -Multi-Data Reference
Replies: 4
Views: 1093

Returning open price current bar -Multi-Data Reference

Hi, I need a little help to understand this, I have a 60 minute and a daily time series on one chart. PriceData1 = (Open of Data1); returns the open of the current bar on the 60 minute chart. PriceData2 = (Open of Data2); returns yesterdays open price and not today's. How do I return the open price ...
by hughesfleming
28 May 2014
Forum: MultiCharts .NET
Topic: Hollow candlesticks...down bar solid.
Replies: 1
Views: 877

Hollow candlesticks...down bar solid.

I am not sure if this supposed to work this way but when I select hollow candlestick from format instrument-style the down candles are solid.

Alex
by hughesfleming
14 May 2014
Forum: MultiCharts
Topic: Incompatibilities between LMAX and MultiCharts
Replies: 72
Views: 11231

Re: Incompatibilities between LMAX and MultiCharts

The sooner this is solved the better. While more broker support is always a good thing, a bridge to execute on MT is far from optimal. One would be much better off executing forex on Interactive Brokers. While there are some good MT brokers and I still have one, the problem is the new platform which...
by hughesfleming
11 May 2014
Forum: MultiCharts
Topic: Incompatibilities between LMAX and MultiCharts
Replies: 72
Views: 11231

Re: Incompatibilities between LMAX and MultiCharts

Thanks t-rader, Are you just using them for forex or are you trading their CFD products as well? Perhaps I am old fashioned, when I think about trading the S&P500 that means ES contracts in my mind. I am trying to understand why someone would trade these except perhaps longer term trades where conti...

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