MultiCharts: Trading Software for Automated Trading and Backtesting

DTorSwing

Hello DTorSwing, Symbol mapping is not required for backtesting. It is required only for auto or manual trading with a broker. There should be no performance issues with backtesting EOD data. thanks Henry. what would be perf issue if I load intraday charts like 15min or 60min i see daily charts are...

DTorSwing

I have Norgate EOD data - daily charts and have 2 strategies and like to backtest in Portfolio trader 1) how do I run backtest on entire universe of stocks or just Nasdaq if I add all the instruments, will it hung saying it is a long list? 2) with so many symbols, do i have to do symbol settings or ...

DTorSwing

I don't know of anyone who provides the kind of processed results you are looking for. But there are a number of sources for historical data for equities and you could code up this biggest gainers and losers stuff yourself or hire someone to do it. Thanks for the answer. i will do some research for...

DTorSwing

Top Gainers Losers Backtest ?

it sounds like impossible, but I hate to guess,
is there historical data of Top gainers Losers to run some backtest ? paid data is fine

DTorSwing

Anyone has success of scanning a huge symbols list like 500 or 1000 or whole list of Nasdaq? in Portfolio Trader I tried but IB stopped me and threw a error saying it can only do 100 symbols at once and it costs extra Booster pack for every 100 symbols, so for 1000 symbols, it seems not doable payi...

DTorSwing

Anyone has success of scanning a huge symbols list like 500 or 1000 or whole list of Nasdaq? in Portfolio Trader I tried but IB stopped me and threw a error saying it can only do 100 symbols at once and it costs extra Booster pack for every 100 symbols, so for 1000 symbols, it seems not doable payin...

DTorSwing

My first strategy idea was codded by MC user "ABC"
I was well served and not shy to recommend him

I'm not receiving anything from him and I'm not promoting is services.

Martin

thk you Martin. I used Chris from ABC who did great job in making a strategy and also add-on

DTorSwing

an entry-exit is a very basic in NT, TS etc. how else can we analyse our trades daily, weekly There recently was a topic about a journal / diary application , in which also free options were offered. Perhaps you can find something helpful there to help you analyse your trades. thks again, but I alr...

DTorSwing

What you're asking seems to come close to feature request #1056 , which asks for a performance report on an account level besides the report on an instrument level. thks much Josh for responding. I cant believe a basic account report doesn't exist in MC though it has great features an entry-exit is...

DTorSwing

Trading Performance Report can't generate report for IB ERROR ""Cannot calculate position information"" what i want is to get a report of 10 symbols, live trades for the last 2 weeks, (DONT WANT HISTORICAL ORDERS PL), not for 1 symbol Dont want the individual report for each symbol from "strategy Pe...

DTorSwing

http://www.TS.com/education/labs/analysis-concepts/analyzing-volume-in-the-premarket-stock-session It would be nice to have something like that in MC pre market volume compared to pre-market average volume of previous days or even just pre market volume would help to short list for day trade anyone ...

DTorSwing

Hello DTorSwing, Portfolio Trader has not limitation for the amount of instruments you can use. The prebuilt Portfolio Rank Signal is limited to processing up to 10000 instruments. It can be changed but can affect the performance. thks Henry. I will be amazed when it processes 1000-3000 symbols tha...

DTorSwing

https://www.multicharts.com/trading-software/index.php/Portfolio_Trader_Strategy_Examples#Portfolio_Rank_Signal_Base it is a great example, but my question may seem bit crazy, but how many symbols can you put them in a "Instruments List", likes 1000s ? I am trying to scan the entire Nasdaq to find o...

DTorSwing

Perhaps you can update the attachment in your first post, so that the EconomicEvents_v1.14.zip includes already the newest EconomicEventsDownloader_v5.1 version. Done; thanks for the suggestion. wow. I was suggested by Henry to read this thread and am amazed this thread has been alive for more than...

DTorSwing

You will want to create an indicator to measure the time between incoming ticks. When the time exceeds your threshold, say 30 seconds, then an alert goes off. You can set this alert to email a text message to your mobile device. Alongside that you can setup a separate server or server software whic...

DTorSwing

you would need to create an alert. In the strategy settings, you can specify what happens with that alert, including sending an email or playing a sound. Most cell phone carriers offer you to send text messages as email. Keep in mind that when you lose connectivity due to internet outage, you will ...

DTorSwing

I am sue if this has been done before, but what i need is
when I get a MC or a strategy gets disconnected, i like to receive email/SMS text
is there a feature exist in MS or need to code,
if so, what would be the code. thks

DTorSwing

Hello DTorSwing,

Such functionality is disabled by default.

Thks Henry, as that is causing me more trouble than helping in NT

I am not sure if that's my code (my programmer did) or this NT option

DTorSwing

I think your question is how to make MC continue with the position from the prior day since your broker requires a break in trading. Use the 'Do not Show the Assign the Initial Market Position at the Broker' and select the third option which is 'Use the actual position at the broker'. You have to u...

DTorSwing

Foto 2

can it color the BG when trend changes

DTorSwing

TJ you should read this answer to my question about IB's daily sever reboot The answer is No. Those resets do not affect IBController nor TWS. During reset TWS shortly losses communication to the server and then restores. IB daily server reset affects TWS thru IB gateway & IB controller ? https://ww...

DTorSwing

Hello DTorSwing,

Please be more precise, what is wrong with the indicators I have sent in my post above?

sorry, I rechecked your post and attachment above. I will check that later tonight

DTorSwing

Is your broker IB?

If so search on the forum for some solution that will keep IB alive.

Solution that I used
IB Gateway
TWSStart

Martin

I was going to suggest the same, but if is Broker not IB/TWS, then specify who

DTorSwing

Hello waldem, It is not for the symbol, becuase it is for a particular chart, where the strategy is calculating. More details can be found here . MarketPosition_at_Broker_for_The_Strategy. Returns MC auto-trading engine position. This should mean anything for the AA mode and not SA mode though, And...

DTorSwing

Hi,
I can't see Supertrend in the study. Please, do someone have the code for powerlanguage and powerlanguage.NET?

Many thanks in advance!

Filippo

I also noticed MC doesnt have SuperTrend indicator but found the one for NT Trader and someone will have to convert

DTorSwing

For SA mode (to avoid asynchronization): Assume the initial market position at the broker FLAT = if your broker positon is not 0, DO NOT use this option. Assume the initial market position at the broker the SAME as on the CHART = again, if your broker positon is not 0, DO NOT use this option. Use t...

DTorSwing

Gap Up/Dn, pre market activity/news into Portfolio Trader is this possible to write a script or indicator to get the Instruments that has lot of activity in pre-market some news break out before Mktopen Gap Up/dn form previous close If there is a pre-market, eg. ES, you can "predict" a gap up/dn be...

DTorSwing

Gap Up/Dn, pre market activity/news into Portfolio Trader
is this possible to write a script or indicator to get the Instruments that

has lot of activity in pre-market
some news break out before Mktopen
Gap Up/dn form previous close

DTorSwing

I am clear about the 3td choice, but I am not clear about the two choices as to what would it do, could somone explain. thks Do not Show the Assign the Initial Market Position at the Broker Dialogue When this variant is selected it opens three sub variants: Assume the Initial Market Position at the ...

DTorSwing

Hello DTorSwing, Please follow the link to see why there can be position mismatch . In order to resolve this, ideally you should stop auto-tradng on SWIR, manually cancel all pending orders, enable Assign Marker Position On Start Dialogue and restart auto-trading. Andrew - ok, let me try this optio...

DTorSwing

resolve position mismatch bet strategy and Broker I am testing a strategy with few symbols and enabled/disabled few times to check and one symbol out of 4 got out of sync attached image from order tracker what is the correct procedure for clearing the mismatch to make it FLAT. i didnt want to add 2 ...

DTorSwing

DTorSwing

I clicked on the IB link in post2 let me read that post There are TWO (2) links in post #2. IF you are still not sure, read the first line in post #8 again. TJ. I read the post#2 complete and yesterday i was running TWS and MC in local PC and was doing stocks and TWS was demo acct yesterday, so not...

DTorSwing

I clicked on the IB link in post2
let me read that post

DTorSwing

IB daily server reboot[/u] and TWS auto logoff are 2 different and unrelated things. Please read the links in post #2 above I see it here https://www.interactivebrokers.com/en/index.php?f=en/software/systemStatus.php so if I use IB gateway, wouldn't affected by server reboots? as I hear people usin...

DTorSwing

What time zone is this 11.40pm? We have traders around the world. Are you aware of the daily IB server reboot? (take a look at their website) 11.40 CST and errors started around that time yes, I change autologoff every day and last night, I think it was late before I changed the logoff time do youn...

DTorSwing

any idea how does IB resolves this issue I don't know; that's something for IB. It also depends on whether it's really an issue: if the disconnects happen in the 'server reset times' (see the link in my post above) it's not an issue but expected behaviour. Do these errors need to be fixed for you? ...

DTorSwing

Does this problem happen all the time for you or only occasionally on set times? The latter is expected because IB's servers are not up 24/7.

Also see Interactive Brokers' system status.

ok, thks
any idea how does IB resolves this issue

DTorSwing

ok, 1 more thing to see if PT does and i dont know if RS does either any indicator or other way to find out what symbols match Gap dn/ Gap/up since yesterday close volume surge news data to scan (not sure how can software do, unless it collects data from news service) or we need custom indicators/sc...

DTorSwing

I get these TWS connection errors. attached image file Message: HMDS data farm connection is broken:ushmds Message: Market data farm connection is broken:eufarm Message: Market data farm connection is broken:usfuture how do we fix these errors as I am new to MC. do we email MC support for these erro...

DTorSwing

I see we have an impedance mismatch. I repeat: PT can do anything that RS can and much more. If for some reason you dislike the idea of having more functionality and prefer an "RS like" environment, then check out the MC scanner. thk you :) I would love to have more features, but I wasnt clear abou...

DTorSwing

thats great to hear and yes those features are great to have, but can it scan NASDAQ real time to check the Vol, ATR in real time, for Day trades ? As I mentioned, you can trade with it. So, yes you can not just scan Nasdaq but trade all of Nasdaq. It also has multidata capability which is lacking ...

DTorSwing

does MC has similar feature like Radar screen of TS ? if so, can we do program an auto signal (strategy) off of the results comes from it? The portfolio trader (PT) is a thousand times more powerful than anything TS has to offer since: (a) you can trade a large portfolio of symbols and strategies w...

DTorSwing

does MC has similar feature like Radar screen of TS ?
if so, can we do program an auto signal (strategy) off of the results comes from it?

example, filter for high vol, or ATR, or VIX

DTorSwing

is there any Users submitted Strategy/signal to check out, something basic to check the functionality of how strategy works thanks Can you elaborate? ok, for example TS has a bunch of strategies offered by their programmers, some for free to try and others to subscribe like this one https://TS.trad...

DTorSwing

is there any Users submitted Strategy/signal to check out, something basic to check the functionality of how strategy works
thanks

DTorSwing

Hello dingmanhoe123, I tried to run two signal in two workspace in IB simulation account. I used MarketPosition_at_Broker_for_The_Strategy to collect the status of marketposition for each strategy. I used MP[1]=0 and MP=1 to detect whether there was a trade in the last bar. and then a stoploss sign...

DTorSwing

Dear Multicharts team, I am not sure I agree 'on' is a great default for this setting... Hello fbertram, It is "on" for every broker. In fact IB is the only broker that has a setting for this. In all other cases it works this way: you or your strategy should not place an order outside regular tradi...

DTorSwing

and in fact that would help if I dont have to cancel the stop/target orders. the reason is that I would be doing 25-50 symbols to minimum, i would be afraid to cancel so many and then sit and verify Indeed, I have a similar situation; hence my interest. After mulling this over I think the answer is...

DTorSwing

[/quote] Your post #4 seems to say it is a requirement to cancel the stop and profit order. However, as per your post #10, my PL code will fire profit target and stop loss orders per its logic. So what is the harm done if we let it do that and not manually cancel the stop loss and profit target befo...

DTorSwing

cancel stop and target order in TWS? or MC ? It doesn't matter. After Start auto-trading, MC resubmits stop loss , the profit target and Open position ? Yes. It will see the position because of the Assign the Initial Market Positon feature, thus the code will fire profit target and stop loss (accor...

DTorSwing

After you reconnect MultiCharts manually: Do not Show the Assign the Initial Market Position at the Broker Dialogue + Use the actual position at the broker Manually cancel the stop loss and the profit target Start auto-trading Thks Andrew. I wasnt aware of the part of manually cancelling "stop loss...

DTorSwing

"immediately place live historical orders"

Does Multicharts has this feature of NT to help in acct position syncing during a disconnect and then reconnect

DTorSwing

would it do the same for stop and target order also ? and not just Open position Only for positions. All active orders must be removed manually before you start automation, otherwise the strategy will not "see" them. I mean stop/target that the "strategy" had before it got disconnected, beside the ...

DTorSwing

would it do the same for stop and target order also ? and not just Open position Only for positions. All active orders must be removed manually before you start automation, otherwise the strategy will not "see" them. I mean stop/target that the "strategy" had before it got disconnected, beside the ...

DTorSwing

I have been reading the choices in the link already but get confused as to which one to use.
But I see your other response about "assign position"

DTorSwing

thks Andrew. that's what I wanted to use for safer side,

would it do the same for stop and target order also ? and not just Open position

DTorSwing

http://www.multicharts.com/trading-software/index.php/Auto_Trading#Assign_the_Initial_Market_Position_at_the_Broker_Settings 1) Assume the Initial Market Position at the Broker is the SAME AS on the CHART when automation is enabled. 2) Use the actual position at the broker - the initial position wi...

DTorSwing

I have to hold positions for many weeks to do swing trading so I have to keep running MC and TWS/IB gateway
what strategy option to choose from

and in case of disconnect and reconnect, how does the strategy sync the account position and strategy position

DTorSwing

Henry - ok, will do

DTorSwing

if this is not the place to post this, pl message me.

Looking for Multicharts Programmer for an auto strategy. It is a simple strategy with 1 stop and target. no Breakeven, No Trial etc
anyone interested, pl post here or message

DTorSwing

want to use for swing trading that holds pos for weeks/months
can Multicharts stay alive always with IB gateway?
if disconnected, how well, MC can sync with acct positions with IB ?
how does the sync works with MC

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