MultiCharts: Trading Software for Automated Trading and Backtesting

simon007

Hi @,

Is it possible to trade an option spread that is defined in trader workstation?

Is this possible to use something like trade commander/IBPlugin/TWSLink or some other dll?

Searching the forum on this topic unfortunately didn't return any hopeful posts

Thanks and cheers,

Simon

simon007

Hi TJ,

In the attached printscreen I have draw horizontal line in the intraday chart based on the high and low of the daily data. This one of the things I'm trying to achieve.

thanks,

Simon

simon007

Hi @, I have the following situation, see attached printscreen. daily.png I have a daily that is finished building up and is in the chart, I want to use these open/high/low/close values in an intraday indicator based on the combination of intraday and daily data. How do you do that? When I try to do...

simon007

Hi Kate,

Thanks for info, I'll have a look.

Regards,

Simon

simon007

HI @, I am unable to create an ascii mapping for a file I have created myself. The name for the file is GDAXI_data.csv GDAXI is the symbol the content looks like this 10-03-1998;4830.1700;4859.0109;4803.7152;4836.4637 11-03-1998;4898.1600;4925.1391;4869.3833;4894.7901 12-03-1998;4845.0300;4876.7068;...

simon007

Thanks TJ, that worked!

I guess I was to hasty.

Cheers,

Simon

simon007

I think I tried this, because I saw your reply in a thread of somebody having the same problem.

MC is backfilling, as soon as it is finished, I'll make sure to properly close mc

simon007

Hi @, Since I have moved to window 10, multicharts doesn't seem to store the market data. Even if I start in "data server mode offline" it has to download the data in order to show anything. Previously I was running on windows 7 and I never had this problem. It always showed data/graphs that were al...

simon007

Thanks Erik, I will check it out!

simon007

Hi Tj,

Do you happen to which os the use?
Is it windows 2016/2019 server they use to run multicharts in the amazon cloud?

Thanks and regards,

Simon

simon007

Hi @,

I have a question about the slippage parameter in MC.

Is the slippage parameter only used during backtesting? Or is this also used during live autotrading?

Cheers,

Simon

simon007

Hi @, I have upgraded to the latest version of multicharts(9.1.12009.400_release_r2), now I'm getting the following error; Probleemhandtekening: Gebeurtenisnaam van probleem: APPCRASH Naam van de toepassing: MultiCharts.exe Versie van toepassing: 5.0.12009.400 Tijdstempel van toepassing: 564d0e7a Na...

simon007

Why doe I see the second print command 3 times instead of 1? Have you checked the Real-time History Matching setting? I *suppose* that might play a role here. Hi Josh, I just tried it, but it doesn't solve it. When I use the following it works... [IntrabarOrderGeneration = True]; {=================...

simon007

Hi @, When I run the strategy below with data1/5 minute interval and data2/15 minute interval> I expect to see the first print command every 5 minutes and the second print command every 15 minutes [IntrabarOrderGeneration = True]; {====================================================================...

simon007

Do you use Extended Backtesting Mode or Bar Magnifier?

No

simon007

Hi Andrew,

It's when I backtest the strategy

Simon

simon007

Hi @,

When I swithced from market to limit orders, MC places the arrows far above the bar.

See printscreen in attachement.

Is something going wrong? Or is it just optical?

Cheers,

Simon

simon007

Hi Super,

Thanks a lot for the code. I'll have a look at it.

Cheers,

Simon

simon007

Hi TJ,

This indicator does a haar wavelet transform, so it calculates the wavelet coefficients and reconstructs the signal. I've attached a printscreen.

Thanks,

Simon

simon007

Hi @, I found this indicator below on the NT forum, and I'm trying to convert this to easylanguage, but my C# knowledge is very poor. Can this be done? Or can it only be done in easylanguage via a dll? The OnBarUpdate part is the actual haar wavelet lifting, right? Thanks, Simon using System; using ...

simon007

Would a dll with this code be threadsafe? I know a dll is only mapped once into the process space. Does making the vector sig a static variable give each process using the dll its own copy of sig? That's a good question... In another dll I use I created an array of a specific object and I use a num...

simon007

Hi TJ,

Somebody else gave me that tip too

This is what I acme up with.

Code: Select all


static vector<double> sig; 



sig.push_back(pELObj->CloseMD[data1]->AsDouble[0]);

sig.reserve(50);

Thanks,

Simon

simon007

Hi @, I want to convert the array that is contained in the IEasylanguage property Close MD to a vector containing the last 50 values. Right now I use this; vector<double> sig; for (int i = 0; i < 50; i++) { sig.push_back(pELObj->CloseMD[data1]->AsDouble[ i ]); } Is there a better way of doing this w...

simon007

Hi @,

I have a few questions about the MC .net;

1) can you use functions from external library's(dll's)? even if the have inputs of vector datatype

2) can you access and use com objects?

Best regards,

Simon

simon007

Hi ABC,

Thanks again, that was exactly what i was looking for.

I let you know when the flux capacitator is finished

Cheers,

Simon

simon007

Hi ABC,

Many thanks for helping me out with such a detailed post and the dll!!
I want to use it to reference future bars, I read on another forum that this is possible with this dll.

Best regards,

Simon

simon007

Hi @,

I'm looking for AnyOHLC.dll, does anybody knows where you can get this dll?

Best regards,

Simon

simon007

Hi @,

Is possible to monitor if there is a difference between broker and strategy position from easylanguage?

Cheers,

Simon

simon007

Hi @, I have a new system with multicharts, when open a chart realtime data does start but the countdown counter doesn't appear. It also looks like the realtime data is missing a bunch of ticks. When I do the same thing on my old system everything works fine. Does anybody have clue why this is happe...

simon007

What I was trying to explain is that auto trading was not disabled if the chart stopped receiving data. Disabling AT is connected only with broker connection both in MC6 and MC7. Please describe your problem in details and I will do my best to help you. My problem is that I'm unable to monitor if i...

simon007

Hi Henry,

My problem is caused by a different implementation in MC7 than in MC6.
I'm gonna think about how I want to solve this. If necessary I'll submit a pm.

Thanks,

Simon

simon007

Simon please let me know who is your data feed. Do you also lose the connection to broker when you lose the connection to data feed? Hi Henry, I use IQfeed, I'm not sure if I also lost the broker connection, it could be that my entire internet connection was done. I think I had to revalidate the Mu...

simon007

This is expected behaviour. The auto trading should not stop if the chart stopped receiving data. Hi Henry, If you go to the properties of a signal, then to auto trading, then to broker plugin/INteractive brokers In in this screen there is a setting called "disable auto trading after <number of sec...

simon007

Hi @,

I'm running some test with autotrading in MC7. This morning my datafeed had some problems, but autotrading stayed active.
In MC 6 auto trading automatically turned off when the system stopped receiving data.

Is this a bug or normal behaviour?

Best regards,

Simon

simon007

Hi @,

In my strategies SetBreakeven and SetPercentTrailing don't generate an order with IB. I think this a MC 7 bug. With MC 6 this worked fine. Does anybody know how this can be solved?

Best regards,

Simon

simon007

Hi @,

I have an easylanguage question. Is there an easylanguage command to retrieve the value of the account/buying power from your broker?

Similar to for ex. i_marketposition but then the amount of dollars you are allowed to spend.

Best regards,

Simon

simon007

I found it! There is a difference between issuing a order and executing the actual order. These logicals are filled after the order has been executed. I you check these logicals right after the trade has been issued. there not filled. I wait for the market position to change compared to the previous...

simon007

I have intrabar order generation disabled, maybe this is the reason all these logicals are empty. The actual order isn't generated until the bar closes.

simon007

Hi Dave,

It's just a check, because in my real strategy i_AvgEntryPrice, EntryPrice and currentcontracts all return 0

Simon

simon007

When I run the following signal, for some reason the strategy position logicals are empty, help..... var: intrabarpersist BarNo(0), LogText(""); If LastBarOnChart then begin Buy next bar 1 contracts at market; If BarNo<>BarNumber then begin LogText = "Entryprice : "+NumToStr(i_AvgEntryPrice, 2)+" ("...

simon007

Hi Tcat,

Thanks for the tip, I'm gonna give it a try.

Best regards,

Simon

simon007

I found out the following; When backtesting with 2 data series of the same symbol, data1 based on daily bars and data 2 based on 15 minute bars, the backtesting routines use the daily close during the day(in simulation). The problem is that this close value in reality is not know before the end of t...

simon007

Dear Simon,

Please tell us what broker do you use?

Hi Dave,

I use interactive brokers

Simon

simon007

Hi @,

It looks like autotrading is automically turned off during the weekend, is there some way to prevent this?

Best regards,

Simon

simon007

Dear Simon,

The release is planned on the next week.

Hi Dave,

Is this release still planned for this week?

Best regards,

Simon

simon007

The more important one is the ability to automatically import in open positions from the broker when you start auto trade strategy. This is implemented to an extent already in mc6b4 you can manually set the position size and avg price. However this assumes the trade was made when the strategy was i...

simon007

Hi @,

This weekend multcharts crashed while on auto trading. It made a trade on Friday, so it had an open position during the crash.

Is there a way to restart multicharts so it takes this open position into account?

Best regards,

Simon

simon007

Dear Simon,

The release is planned on the next week.

Super, thanks...

simon007

Dear Simon,

This bug will be fixed in the official release of MultiCharts 6.0

Hi Dave,

When is this release planned?

Best regards,

Simon

simon007

Dear Simon,

Could you please precise, are you talking about the "running out of memory" issue or the "Runtime error"?

Hi Dave,

I'm talking about the running out of memory error.

Best regards,

Simon

simon007

I just loaded beta4 tonight and keep getting the "your PC is running out of memory error, "reduce bars or charts". I find that, when I get this error, I just shut down and restart - seems to solve the problem (memory load). In other words: You don't need to close down charts or workspaces. MC seems...

simon007

Dear Simon,

Could you please come to our Live Chat before 11AM so our engineers can investigate the issue?

Hi Dave,

Due to some private issue's(I'm moving to a new house), I'm a little bit occupied right now. As soon as a can find the time I will check in with the online support.

Cheers,

Simon

simon007

Hi Dave, I've installed the latest beta version, but I'm still missing for example the 31st of May in the daily data, but in the same intraday data there are bars for this day. I'm also missing this data when I'm just plotting the daily bars. As far asa I can tell this is not caused by holiday setti...

simon007

Hi @,

I'm running into some strange behaviour of the SI continuous contract, when I plot a 15 minute chart it shows data for the 28th of June, but when I use the same data to plot a daily chart the data for the 28th is missing.

Does anybody have any idea what's causing this?

Cheers,

Simon

simon007

HI Aljafp,

Yep, I'm still unable to get data in the chart.

Cheers,

Simon

simon007

Hi Andrew,

I think i have all these settings correct, all my symbols are allready there and have(as far as I can tell) the settings you describe.

I'm still not getting any data

Best regards,

Simon

simon007

Hi @, I'm testing continious contracts with MC 6, but I'm keep getting the message "none of the contracts necessary to plot the custom futures are available" I'm using interactive brokers as a datasource, and all the different contract are allready available in the qoutemanager. Anybody? Cheers, Simon

simon007

Hi Kate,

I solved this issue by changing to ASCII data instead of using the metastock format.

Best regards,

Simon

simon007

Hi Kate,

I solved this issue by changing to ASCII data instead of using the metastock format.

Best regards,

Simon

simon007

Hi @,

I'm trying to add a study which show's the open interest, but when I do this I don't see enything. When I open the metastock data I can see that the OI is filled with data.

PLease help.....

Best regards,

Simon

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