MultiCharts: Trading Software for Automated Trading and Backtesting

Jad

The new release is unable to connect to GAIN Capital datafeed. I tried uninstalling and reinstalling but it made no difference. It worked again after I rolled back to the previous release (Build 20526). Also, during the uninstall process, I made sure to NOT check the option to remove databases, indi...

Jad

Thanks Henry. It wasn't clear from Gain's email below whether or not this change would affect Multicharts symbols in the future. i.e ________________________________________________________________________ Symbol format to require two-digit year Effective October 20, 2018 , the GAIN Futures trading ...

Jad

Over the weekend, GAIN Capital changed their symbology to use two digit years. I notice that Gain Capital is no longer an option in the Data Source list under Tools\Symbol Dictionary in Quote Manager and there is a "No Security Definition has been found" message for any Gain Capital symbols.

Jad

I presume you don't want a vertical dotted line to be plotted on every bar (although it is technically possible up to a point) The Data Window will show the values of the bar and studies related to it according to where you place the cursor. If you also want a visual connection (vertical line) betwe...

Jad

Just select 'Run Anyway', I've had to do that for several versions now. It's not a problem or anything to worry about. Thanks. That message and option only appears on the 2012 Server. If that had been the only problem with installing Release2, I probabaly wouldn't have mentioned it. However, I did ...

Jad

1.Have you done any Windows update? 2.Microsoft tightens the security continuously. 3.Please read and follow the instructions. Thank you. I guess that’s a slight improvement over your usual patronizing drivel of which your previous reply was a prime example. 1. Yes but Server 2016 performs updates ...

Jad

Windows treats ALL new installs as 'Unknown Publisher' . Look at the line after 'Unknown Publisher' Do you see the "Application"? Do you recognize the application? It does but it doesn't always display that message. In fact, with ALL the new installs I've ever done, I have never had that message ap...

Jad

I'm having problems installing 12.0 R2 on Windows Server 2016 and Windows Server 2012 R2. On 2012 R2, I receive the attached 'Unknown Publisher' message. Selecting 'Run Anyway' does get to the next step but to be safe, I aborted at that point. 12-R2.GIF On 2016, I don't get that far as nothing happe...

Jad

version 12 bug - charting - format objects - status - disable - the panel subchart will stay in place - even though the study is disabled. in other words on a chart when viewing a rsi when you disable it's status there is a big blank space still there. you have to delete the rsi to get the chart to...

Jad

version 12 bug - charting - format objects - status - disable - the panel subchart will stay in place - even though the study is disabled. in other words on a chart when viewing a rsi when you disable it's status there is a big blank space still there. you have to delete the rsi to get the chart to...

Jad

My brokers quoted me $3600 per market per month! So I guess I won't be doing that then. What are other users getting charged? If you're talking about using TT's 7x FIX (X_Trader), then I don't know the prices but that is now a legacy system and they are concentrating on the new(er) TT FIX (Unfortun...

Jad

Does it say anywhere that the signal has to be used to enter a trade before I_AvgEntryPrice will return a value?

In fact, does it say anywhere that it actually has to do anything - or does one just have to be there and be applied to the same data?

Did you try that?

Jad

Hello, After installing on 12, many indicators will no longer be displayed in the chart. Under Format Objects the status is then Unverified and the SubChart is set to Hidden. Unfortunately, Multicharts 12 is then unusable and a return to 11 is not possible without backup. Please help. Kinko Hyo, th...

Jad

As I stated many times, I don't use a signal for entry I know you have - but as I never said that you needed to use a signal for entry to be able to do what you need, your statement is irrelevant and its repetition doesn't change that. OTOH, as I stated many times, try reading what is actually writ...

Jad

You might want to start with looking again at what's written in that list.

e.g.
I_AvgEntryPrice can only be used in an indicator.
I_AvgEntryPrice will only return a value if a signal is applied to the same data.

Jad

It's designed to work with studies and I thought you just wanted to plot a price level on a chart. So, like any other plot, the value will be shown whether you're trading directly from a chart or not ..... but I think that's true only if you've satisfied ALL the conditions for its use as listed at t...

Jad

If you notice the link you provided to the MC functions for trading entries and exits it says "This function can only be used in signals. ",

For I_AvgEntryPrice ??

I think you need to check again what it says

Jad

So, does your original question really relate to "How to get the actual entry and exit prices of trades"? If so, then plugging that question into google followed by 'multicharts' would have pointed you in the right direction. In particular, https://futures.io/easylanguage-programming/12874-get-name-...

Jad

Why do you think I'm asking you to enter anything manually?

The entry and exit prices are available to use in your code.

Jad

If you know the Fill prices when you enter and exit the trades (as per your example), then I don't see why you would need any special, MC provided functions. Assuming EntryPrice1 = buy 1 @ 100 and EntryPrice2 = buy 1 @ 106 then ( EntryPrice1 + EntryPrice2 ) / Number of Contracts will give you an ini...

Jad

I'm not sure if I have fully understood you but if you're only interested in finding the 'average' of the open trades and then adjust that average if/when any of them are filled, then are you actually trying to establish the break-even price for those trades? If so, then subtracting the profit/loss ...

Jad

Try the Round2Fraction Function

Jad

Try using 'FormatTime'

https://www.multicharts.com/trading-sof ... FormatTime

Jad

Hello Henry,

After updating to version 11, I noticed that the ASCII Export Scheduler was not exporting some of the fields that I manually select for export. e.g 'UpVol', 'DownVol', 'UpTicks', 'DownTicks' etc. Am I missing a setting somewhere to select these for scheduled export?

Jad

When the long condition is first satisfied, your variable 'trade_on' is reset to false on every tick - but only until the next bar (which is also when your order is filled). The variable 'trade_on' then no longer resets to false on every tick but instead, resets to the state it was last set (in this...

Jad

If you first select 'offline' when starting Multicharts, I think that automatically switches QuoteManager to offline too.

You'll then receive a prompt asking if you want to remain offline, the next time you start QM.

Jad

If you're always going to drive this from within MS Access then it should be possible to use 'IsAppRunning' to first check if Multicharts is running. If it isn't, then proceed with the 'Shell' cmd that you currently use. If it is running, then a rough outline of the steps needed in VBA (or macro) is...

Jad

How can I implement this easily ? Something like Smoky's suggestion is the best option if you need to store a lot of data but if you really only need a switch (0 or 1 - On/Off etc.) then the easiest solution might be to plot/delete an arrow when needed and regard its absence or presence on the char...

Jad

When I deselect 'Optimize Strategy' under the Chart Analysis Toolbar, the button is removed but it returns when Multicharts is restarted - even after saving the change. Hello Jad, This is a known issue that will be fixed in MultiCharts 10.0 Release 2. OK - Thank you. Another small issue is that whe...

Jad

When I deselect 'Optimize Strategy' under the Chart Analysis Toolbar, the button is removed but it returns when Multicharts is restarted - even after saving the change.

Jad

For range bars, the end-point is a moving target. Yes, the bar's end-points may be moving targets but that doesn't mean that there is no specific end point for each bar. It only means that the specific end points can change from tick to tick. The specificity (or exact prices) for the bar's extremes...

Jad

Thanks Jad for the confirmation that C# works with normal MC. After your post I did some googling on the forum, and I found a post about a wrapper I think. http://www.multicharts.com/discussion/viewtopic.php?f=1&t=8498#p51649 I will give that a try. Yes, 'Call_dotNET_code_from_PL' is a wrapper temp...

Jad

Do you or other users know if the interacting works like we call the global variabels dll in powerlanguage. DefineDLLFunc: "GlobalVariable.dll", int, "GV_GetNamedInt", lpstr, int ; Depending on what you're trying to achieve, you can either use GlobalVariable.dll or just create your own .dll and use...

Jad

I see your point about how the sim vs live account should make no difference. Some brokers do convert stop orders to market orders but that conversion is done only if the market has traded through the stop by the time they received the order. They do this since sending the stop to the exchange will...

Jad

After watching your last video on 6EM5 I agree with you that you are raising a legitimate issue even though you have alienated some well-meaning people in the process by the way you have approached this issue. orion, thank you for your reply. As much as I'd like to, I'm don't share your conclusion ...

Jad

I recorded this trade on the EuroFX as it was hardly moving at all at the time. The last trade was for 1 contract @ 1.0647 and the market had stopped moving. The order was placed to buy @1.0648 and as that is above the Last Traded Price, the order should have been placed as a Stop to comply with Exc...

Jad

Why should I? Oh! You don't have to do anything - but when you wrote..... I am not challenging your assertion, merely asking for info for further investigation. I thought you were genuinely interested in further investigation - obviously not. You do not have a video Please find attached a video of ...

Jad

How can you possibly help me with order flow when you repeatedly refuse to address Example 'A' but address Example 'B' instead despite me trying to keep you on track?

BTW, this has nothing to do with order flow - but order conversion.

Jad

If the last print was 2011.00 and the bid is 2011.00 and the ask is 2011.25 then you will buy at 2011.25. Now if the last print was 2011.00 and the bid is 2010.75 and the ask is 2011.00, then you will buy at 2011.00. If things were really crazy in a fast moving market and the bid was 2011.00 and th...

Jad

That is only true if your broker supports STOP. No - They all support Stops or some derivative thereof if the target Exchange accepts them. e.g. Stops w/Limit Stop w/Protection etc. They're all Stops in the way that they are held UNTIL the Stop price is triggered. None of them convert the Buy Stop ...

Jad

https://www.multicharts.com/trading-software/index.php/Order_Types ??? I'm not sure why you think that document helps? We aren't discussing 'whether' Mullticharts converts orders - that is not in question - we know it does. This issue is that in Example 'A' it should not be converted as it violates...

Jad

https://www.multicharts.com/trading-software/index.php/Order_Types ??? I'm not sure why you think that document helps? We aren't discussing 'whether' Mullticharts converts orders - that is not in question - we know it does. This issue is that in Example 'A' it should not be converted as it violates...

Jad

Have you checked the latency of your internet? What you see on the screen might be a few microseconds behind. As I mentioned before, the subject of whether the order is being converted to a Market Order is not in dispute and MC acknowledges that given a Market that is in the position shown in Examp...

Jad

Duplicate deleted

Jad

Here's what I mean. If it's 2011.00 "price" was that with a 2011.00 bid / 2011.25 ask or 2010.75 bid / 2011.00 ask? Lets only use Example 'A' as it is the one displaying what a DOM would look like at the moment the issue occurs: Current Price: 2010.75 (Highlighted in yellow) Desired Price for the S...

Jad

It would be a lot easier to understand what you are asking and more realistic if your A and B examples included the actual bid and ask. Under bid and ask you have 100 and a value for price. Price absent bid and ask and determining where a fill takes place is a meaningless question. You have to know...

Jad

I'm not sure if you mean as in a backtest for the "careful reading"...

In which case lol

- No, maybe more as an observation and comprehension test

or as in a backtest where Multicharts always fills Example 'A' when it shouldn't.

In which case - No, it happens in realtime.

Jad

You might want to read the thread again - but this time more carefully. This issue has never been about example 'B' despite Multicharts continually trying to make it so. Only Multicharts forces example 'A' to be filled - and it should not - because that does not comply with Exchange Rules. http://ww...

Jad

Is anyone at Multicharts dealing with this issue please? This isn't a feature request nor is it a custom code requirement. In fact, it is the result of custom coding, that causes Multicharts to be uniquely, non-compliant with Exchange Rules in this example. I think most reputable software vendors wo...

Jad

1. A crossover happens so ShortCondition is turned on and a Limit order is placed at Value1 2. Value1 is reached so now we're short. ShortCondition is turned off because MP<0 3. The market goes away from you and you're stopped out 4. You turn OFF the strategy for whatever reason (I do daily platfor...

Jad

Are the Tech team are on vacation as I haven't seen any posts by them since last Friday? I have sent the same question and attachment to several brokers. They all agree but here's the responses from Rithmic, CQG and the CME as examples: Rithmic: The gentleman there who responded to my question has b...

Jad

Could somebody at Multicharts please address this question:

Please explain why there is such a reluctance to comply with Exchange rules and just send the orders (as shown in example 'A') to the exchange 'as is' and without any conversion?

Thanks.

Jad

Yes - One of the problems when deciding to convert MC EL to MC.Net is not knowing how far in you'll get before you discover that MC.Net is not entirely ready for primetime as far as your EL scripts go. Some of the stuff I've written over the past 15+ years has been time-consuming and hairy enough de...

Jad

..... it is simply infeasible to re-write all of the legacy EL/PL code into .NET, even for those who want to migrate over to MC.NET. I faced a similar decision. I am currently biting the bullet and converting all my EL indicators and signals to C# (as and when time permits). I will always prefer to...

Jad

Thanks JoshM. Your understanding of how these orders are handled by Globex is the same as mine (and everyone else that I've asked - except Multicharts). This question arose from my observing that it is impossible in Multicharts to place the order as a Stop in example 'A' - even though it is a normal...

Jad

To keep the question as simple as possible, please see the two examples in the attached .gif file, and assume that the Exchange is Globex. If an order to Buy @ 2011.00 on a Stop is sent, how do you think the Exchange will process the request if the market’s current position is as shown in: 1. Exampl...

Jad

I have been working in VS2013 Pro. My questions are still being looked into but a couple have been partially resolved. There are a couple of ways to do it. The best one really depends upon what exactly your dll is going to do. Send me an email and I'll send you the VS2013 projects if you like and I'...

Jad

Readers: please be extremely wary of people like orion. He has sowed enough confusion with his continued flip-flopping. This is my last post on this topic and its purpose is to counter the confusion. MC is undoubtedly, at the very least, partly responsible for the latency issues that many of us have...

Jad

That is also possible to use RecalcLastBar + IOG to have the code recalculated and orders sent with the specified timeout, without waiting for a new tick. Henry, that's what I used to think but my faith in that is shaken. I have always used ReCalcLastBarAfter and even though I set it to its maximum...

Jad

I understand the problem a lot better than you think I do. Obviously not. I doubt even you know what you think about this subject. You seem to find it very difficult to maintain any consistency of thought about it. On the one hand you accept that latency is important to some people and to some stra...

Jad

I believe powerlanguage is interpreted so that alone slows down the execution. The latency caused by sending orders 1 tick later than they could be is not due to whether PL is a interpreted language. I've placed the order from MC the exact moment when a tick came in that satisfied my conditions. I'...

Jad

In my assessment, there are too many other things missing with my platform (MC), my datafeed, and my broker for this this single tick delay to matter. If such small, millisecond delays don't matter to you, then why bother developing software to measure millisecond latency? "I implemented a standalo...

Jad

The flow is what it is perhaps because of legacy compatibility. Yes, I think we already agreed on that but we no longer live in the world that made those legacy inefficiencies necessary. I am not referring to the flow and semantics of EL/PL as well designed. You may not be but I am. The topic of th...

Jad

I am not privy to the internals of MC event handling architecture but I suspect that compatibility with large legacy base of EL was perhaps a consideration. I think you're correct in saying that this results from an old architecture that was originally conceived out of necessity and to overcome lim...

Jad

I don't think you can submit an order on the tick it was generated, since that tick will trigger the script calculation process and so will always be a 'historical' tick by the time the order is generated by the code. Thanks JoshM, I think you are correct but that restriction is ONLY due to MC's bu...

Jad

For slow markets, you should always deploy RecalcLastBarAfter . As a matter of fact, for prudent trade management, one should always deploy RecalcLastBarAfter. All that does is initialize the calculation after expiration of the timeout and force recalculation. It doesn't ensure that the order will ...

Jad

Hi Gerler that is pretty amazing time saving - any chance you can share your methodology Thanks. I think that anyone choosing to write directly to any broker's API is going to send their order on the tick that satisfies their chosen set of conditions rather than wait to send it on the following tic...

Jad

I don't know if this is the 'main' cause of the lag being reported but you should be aware that a 1-tick lag exists, by design, when submitting 'Next Bar' orders with IOG-ON. The resultant lag is difficult to spot during RTH as there are so many ticks but the potential for adverse consequences exist...

Jad

Jad, as far as I am aware of - Christina is already working on this issue with you. Please continue with her. Thanks Henry, I originally asked about this on the 25th Nov. and although another question in the same email was addressed, this one wasn't. With the holidays, I wasn't sure if/when it woul...

Jad

I have a couple of questions: 1.Using the following C# dll as an example .... public class ManagedClass : ICalculator { public int Add(int Number1, int Number2) { return Number1 + Number2; } } How should I reference such a function/method in my EasyLanguage 'external' call? ------------------------...

Jad

It's easily missed in the thread above but hilbert already tried to direct any further discussion about the Pros and Cons of the PM system to a new thread.

viewtopic.php?f=1&t=47565

Jad

There's no doubt in my mind that the goal of MC's PM is a noble one but clearly there is a problem with its efficacy. You asked: "Why most of MC clients do not vote for these feature requests?" Even though your post was not about making the PM pages/system faster, I think a lot of your answer lies r...

Jad

Btw, I don't know how IOG will work with real time data, with multiple time series.

I don't have multiple entries per bar but IOG works OK for me with multiple data series and realtime data.

Jad

Somehow this doesn't feel fair to MC. Yes, it is hard to be all things to all people and there is no doubt that in many ways MC is the most versatile platform available. It's a Jack-of-all-trades with each user wishing it was a master of their own unique requirements. I agree that MC do a great job...

Jad

What is your final goal? Currently, there is only one Automate Trading Switch on a chart. This switch affects all the signals for that chart. Ideally, it would be possible to assign signals/strategies to their own on/off button on a toolbar or dashboard. That would enable signals to be turned on or...

Jad

Yes - many thanks Henry. my 2 cents... disregard if you do not agree/care. Imagine this scenario: 1. you have set MultiCharts/Strategy to start autotrade without confirmation. 2. you found an old wsp in your harddrive, you load it up to see what's in it. 2a. your finger slipped and clicked on the wr...

Jad

Please try adding GetAppInfo(aiRealTimeCalc) condition check to your code.

Thanks Henry, I'll give that a try tomorrow. Could you respond to the other questions or let me know if they are being considered?

Jad

With the new backtesting/auto trading engine it will be possible to group orders in different OCO groups according to user written logic. That is already possible to set Stops and Limits on a Price, and this functionality will remain in the new engine. As far as I'm aware sending an order with an '...

Jad

If you want your calculation to start on the last bar but not with an Open value, you need to add a corresponding condition to your code. Thanks Henry, Won't adding such a condition only bypass the opening tick of the bar? I'll still end up with the second tick of the bar being input to the script ...

Jad

Read this https://www.multicharts.com/pm/viewissue.php?issue_no=MC-1497 Thanks but MC-1497 was one of the PM entries that prompted me to ask the question. Did you read it and compare it to MC-879 - before MC-1497 and the 'All issues (MultiCharts) by milestone (1682)' pages were changed yesterday to...

Jad

In the previous thread about the 9.0 Beta 1, the topic of http://www.multicharts.com/pm/viewissue.php?issue_no=MC-879 was mentioned as being targeted for 9.1. However, the 'ALL ISSUES (MULTICHARTS) BY MILESTONE (1681)' page http://www.multicharts.com/pm/index.php does not show MC-879 as being target...

Jad

Thank you for looking at the problem for me today and witnessing that what I was saying is actually happening. I'm astonished that no one else has ever reported it although I'd bet there's been a lot of strange and inexplicable 'fills' when first starting AT. Thank you also for your subsequent sugge...

Jad

Hello Every time you start automated order execution, a popup warning appears — user is responsible for all auto trading. It might be ok for first few times, but eventually becomes annoying, especially when starting multiple strategies. Is it possible to disable this warning? Thanks. In addition to...

Jad

Thanks Henry, I believe that the engineers have already investigated the issue and, as a temporary workaround, have recommended changing my script to make it not modify the orders so often because, unfortunately, in the current version it is the only possible workaround. I have been told that the de...

Jad

Thanks Henry but if 'insignificant change' means one tick, then I would expect any and every one tick change to be treated the same (i.e. changed or ignored). I understand your point but in this case, the problem does not seem to be related to the significance of the price change but the speed of it...

Jad

Revisited this today and no matter where I place the SetStopLoss, there is a gap (sometimes negligible - sometimes not) between it being cancelled and the Sell at a Price on a Stop showing up. In the end, I decided to keep the SetStopLoss active and use it as a Trailing Stop by recalculating '(StpLo...

Jad

The alignment is completely irrelevant. The Line with the strike-through originally said: "this issue is no longer targeted for Multicharts 9.0 Beta 1" That strike through it implies that the decision (i.e. to no longer include it in the Beta) has been reversed and it will again be included in it. E...

Jad

In the mentioned MC-879 it clearly says that "This issue is no longer targeted for MultiCharts 9.0 Beta 1." "clearly says" - Really? A strike-through of that line in the entry on Oct 02, thereby leaving the June 05 entry "This issue is targeted for MultiCharts 9.0 Beta 1." below it (... and still w...

Jad

Thank you TJ. My search had already led me to that post but as my SetStopLoss is outside the condition under which the initial order is sent, I believe that SetStopLoss(StpLoss) will be issued regardless of whether 'Condition1' is true or false. The only time it won't be issued is the tick after the...

Jad

I haven't loaded this Beta but I did read read through the list of changes. I was looking forward to having 'MC-879 - Easy to use multiple contract Targets and Stops' implemented as it says that it was targeted for this release in the PM. However, I was unable to find any mention of it in the 'What'...

Jad

I am trying to place an initial stop loss immediately after the order is filled but then change that to a trailing stop based on the subsequent lows of bars (rather than use a built-in trailing stop based on a $ or % amount). For the purposes of this discussion only , I am making that change immedia...

Jad

It would be great if we had enough control to turn off autotrading completely from our code. AT can be turned off from the code with the help of .... ".at_toggle" command[/url]. Am I right in saying that turning off AT (either manually or automatically from within the script) results in... 1. The s...

Search found 92 matches