Search found 54 matches

by jarym
31 Jul 2020
Forum: MultiCharts .NET
Topic: MultiCharts historical data missing from database.
Replies: 3
Views: 460

Re: MultiCharts historical data missing from database.

You're right, the integrity and consistency of the QuoteManager database is not assured in my view. MC support are not even responding to this post so that says something. Personally, I think they know there are data glitches in the system but are yet to acknowledge them. I would think before any ne...
by jarym
19 Jul 2020
Forum: MultiCharts .NET
Topic: MultiCharts historical data missing from database.
Replies: 3
Views: 460

Re: MultiCharts historical data missing from database.

Update on this - done some more digging and checked the IQFeed T&S app to see if tick data appears (technically 19 July - 180 calendar days = 21 Jan 2020 so I should be able to load this data). Sure enough, the IQFeed app still returns this data (screen shot attached). So this looks increasingly lik...
by jarym
19 Jul 2020
Forum: MultiCharts .NET
Topic: MultiCharts historical data missing from database.
Replies: 3
Views: 460

MultiCharts historical data missing from database.

Hi, In my MC.NET setup I had historical data for the ES instrument I've been collecting and saving since Jan 2019 with no interruptions (@ES#C from IQFeed). Today I logged in and I noticed a discrepancy on my tick chart. Between 04/02/2020 and 18/02/2020 a data-gap has occurred. This was not there b...
by jarym
18 Jul 2020
Forum: User Contributed Studies
Topic: Series transformer snippet
Replies: 2
Views: 401

Series transformer snippet

Coders, ever find yourself needing to quickly apply a transformation to an ISeries Object, well I did. I created a quick transformer class. public class ISeriesTransformer<TSourceType, TDestinationType> : ISeries<TDestinationType> { private ISeries<TSourceType> _source; private Converter<TSourceType...
by jarym
19 Jul 2019
Forum: User Contributed Studies
Topic: Running ZScore
Replies: 0
Views: 606

Running ZScore

Hi, Thought I'd share this - I am using a running Score to normalise a few indicator outputs and its been very useful for pre-preparing my data for Machine Learning. Have also coded the P2 algorithm to efficiently provide running estimate of various quartiles. Sharing the code here. using System; na...
by jarym
05 Jul 2019
Forum: MultiCharts .NET
Topic: Access to contingent/OCO orders via TradeManager interface before the initial order is filled [SOLVED]
Replies: 1
Views: 655

Access to contingent/OCO orders via TradeManager interface before the initial order is filled [SOLVED]

Hi, I've created a PM feature request over here: https://www.multicharts.com/pm/public/multicharts/issues/MC-2596 : I'm using the TradeManager interface to keep track of my orders and positions to monitor risk. I've found that at least with PaperTrader, I can see new orders but if there's an attache...
by jarym
11 Sep 2015
Forum: MultiCharts .NET
Topic: Settings for AMP/TTNet?
Replies: 1
Views: 1737

Settings for AMP/TTNet?

Hi, Been using CQG with MC.NET and finally took the plunge for a diversified feed. AMP quickly setup a sub-account with TTNet and I'm trying to configure it in MC.NET All I have from them is an account number, username and password. However, the MC.NET configuration settings ask for a lot more and w...
by jarym
10 Sep 2015
Forum: MultiCharts .NET
Topic: Support status of AMP Special Edition version? [SOLVED]
Replies: 3
Views: 1940

Re: Support status of AMP Special Edition version? [SOLVED]

Thanks napalm, I tried that and they told me its not yet available.
by jarym
09 Sep 2015
Forum: MultiCharts .NET
Topic: Support status of AMP Special Edition version? [SOLVED]
Replies: 3
Views: 1940

Support status of AMP Special Edition version? [SOLVED]

So, whenever I had a problem I used to be able to go to the Live chat and get helpful assistance. Today, my charting froze and isn't updating (restarting the app twice, ensuring all processes had ended each time and also despite repairing the installation). I went to the Live Chat to ask where I cou...
by jarym
15 Jun 2015
Forum: MultiCharts .NET
Topic: CQG + data
Replies: 1
Views: 1660

CQG + data

Hi, I'm writing to follow-up on the CQG & Historic data issue described here: viewtopic.php?f=19&t=48633

The issue is not resolved still for me and reloading data does not seem to cause the missing gaps to be filled.
by jarym
26 Apr 2015
Forum: MultiCharts .NET
Topic: Can MC.NET show a chart with indicators during backtesting?
Replies: 3
Views: 1929

Re: Can MC.NET show a chart with indicators during backtesti

Hi, We're able to do this by moving all our signal generation code into a function. From this function we create a strategy and an indicator. The indicator plots on the chart some internals while the strategy goes long/short. The combined effect I think achieves the same as what you're looking for: ...
by jarym
23 Apr 2015
Forum: MultiCharts
Topic: Discrepancy in RT data between TS and CQG?
Replies: 16
Views: 3326

Re: Discrepancy in RT data between TS and CQG?

in one of my tests I compared Multicharts with Multicharts.NET on the same computer and both pointing to CQG data. Hello jarym, Please specify the exact build numbers you have compared. What account types were you using (demo or live)? Did you configure the charts the same way? Did you create/open/...
by jarym
19 Apr 2015
Forum: MultiCharts .NET
Topic: How to draw vertical lines (time lines) [SOLVED]
Replies: 2
Views: 2071

How to draw vertical lines (time lines) [SOLVED]

Hi, when drawing on a chart there is the ability to draw a vertical line (listed in the drawing pallet as a 'Time line').

Is there an API that programmatically allows us to draw these vertical lines as part of indicator code?
by jarym
17 Apr 2015
Forum: MultiCharts
Topic: Discrepancy in RT data between TS and CQG?
Replies: 16
Views: 3326

Re: Discrepancy in RT data between TS and CQG?

@Orion: I've asked but have not had any response as of yet.
by jarym
17 Apr 2015
Forum: MultiCharts
Topic: ATTENTION CQG USERS [SOLVED]
Replies: 52
Views: 10831

Re: ATTENTION CQG USERS [SOLVED]

Hi Henry, I have some bad news to report: it seems that there still is an issue reloading charts for me. I just tried it and all of the premarket tick bars just got replaced with one fat red candle which is not correct. https://www.evernote.com/shard/s13/sh/3302ee18-a41d-4d9f-b1b8-75cd0fd47881/06c7a...
by jarym
17 Apr 2015
Forum: MultiCharts
Topic: Discrepancy in RT data between TS and CQG?
Replies: 16
Views: 3326

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 Thanks Alex, I am trying to understand how significant MC think it is but from their email response I don't think they see it as a priority "This issue that you reported with CQG data...
by jarym
17 Apr 2015
Forum: MultiCharts
Topic: Discrepancy in RT data between TS and CQG?
Replies: 16
Views: 3326

Re: Discrepancy in RT data between TS and CQG?

Thanks Alex but in one of my tests I compared Multicharts with Multicharts.NET on the same computer and both pointing to CQG data. The charts started with both looking the same but then as real-time data started coming in I could see both charts add new bars at different rates. As time went on both ...
by jarym
16 Apr 2015
Forum: MultiCharts
Topic: Discrepancy in RT data between TS and CQG?
Replies: 16
Views: 3326

Re: Discrepancy in RT data between TS and CQG?

Very interesting. I would have expected differences for time charts but not volume charts. When you find the problem, can you please post back what you find. Multicharts have acknowledged that this is an issue but are unsure when it will get fixed. As far as I'm concerned this issue needs priority ...
by jarym
16 Apr 2015
Forum: MultiCharts
Topic: Discrepancy in RT data between TS and CQG?
Replies: 16
Views: 3326

Re: Discrepancy in RT data between TS and CQG?

:: As far as I can judge, there is a problem here. Whether its with CQG or MC.NET I can't tell but I believe it is a serious issue. I don't think MultiCharts interprets data. It merely plots whatever is received from your data provider. Please use Live Chat to connect to Tech Support, they can do a...
by jarym
16 Apr 2015
Forum: MultiCharts
Topic: Discrepancy in RT data between TS and CQG?
Replies: 16
Views: 3326

Re: Discrepancy in RT data between TS and CQG?

Thanks TJ, I appreciate your view and perhaps you're right but there still seems to be a problem with the data and I don't think it has anything to do with tick aggregation. Just now at the start of the regular session my hourly ES chart printed a duplicate bar and it remains even when I reload the ...
by jarym
16 Apr 2015
Forum: MultiCharts
Topic: Discrepancy in RT data between TS and CQG?
Replies: 16
Views: 3326

Re: Discrepancy in RT data between TS and CQG?

Look up "tick aggregation" in your data providers' website. Ticks are the most useless form of technical analysis today. Tick chart was invented in the old days because the volume information was not available. Today, almost ALL the data providers aggregate their ticks. You will NEVER find 2 data p...
by jarym
16 Apr 2015
Forum: MultiCharts
Topic: Discrepancy in RT data between TS and CQG?
Replies: 16
Views: 3326

Discrepancy in RT data between TS and CQG?

Hi, I've been testing a suspected data issue and have downloaded MultiCharts64 9.0 Build 10759 (Trial) so I can compare data feeds. I normally use MC.NET Special Edition but it doesn't support TS. I have created 5000 tick charts on ES - one from TS and one from CQG. I've noticed that as real-time da...
by jarym
15 Apr 2015
Forum: MultiCharts
Topic: ATTENTION CQG USERS [SOLVED]
Replies: 52
Views: 10831

Re: ATTENTION CQG USERS [SOLVED]

I just tried loading some contracts I've not used before. From what I can tell minute data is missing from Monday evening and Tuesday morning but tick data is OK. So now it looks like a CQG data issue. I have a gap in my tick data. As of now it seems that most of this week will be a write-off and I...
by jarym
15 Apr 2015
Forum: MultiCharts
Topic: ATTENTION CQG USERS [SOLVED]
Replies: 52
Views: 10831

Re: ATTENTION CQG USERS [SOLVED]

Probably best to wait for MultiCharts to communicate that its fixed - I do see more data than I did yesterday but still have a gap that needs to be resolved before things are good for me.

Desperately hoping things will be in order before the start of the regular US session today.
by jarym
14 Apr 2015
Forum: MultiCharts
Topic: ATTENTION CQG USERS [SOLVED]
Replies: 52
Views: 10831

Re: ATTENTION CQG USERS [SOLVED]

I'll have to ask MC.NET if they'll grant me another 30 day trial - I am on Special Edition and it can only connect to AMP data feed providers.
by jarym
14 Apr 2015
Forum: MultiCharts
Topic: ATTENTION CQG USERS [SOLVED]
Replies: 52
Views: 10831

Re: ATTENTION CQG USERS [SOLVED]

Thanks wilkinsw!! I tried clicking the 'thank' button but got 'Invalid thank'.

I'm pleased we have some kind of update.
by jarym
14 Apr 2015
Forum: MultiCharts
Topic: ATTENTION CQG USERS [SOLVED]
Replies: 52
Views: 10831

Re: ATTENTION CQG USERS [SOLVED]

TT is fix connection and therefore doesn't offer historical data. https://www.multicharts.com/market-data-feeds/ You need contact AMP if you want rithmic, you can't select it in the portal. I'm sure if you speak to live chat they'll be able to sort it. Alternatively just turn off 'download missing ...
by jarym
14 Apr 2015
Forum: MultiCharts
Topic: ATTENTION CQG USERS [SOLVED]
Replies: 52
Views: 10831

Re: ATTENTION CQG USERS [SOLVED]

You can run Multicharts through TT/AMP, but it has no historical data, so you would be no better off. Should be able to run it through rithmic which could be a solution I didn't know TT had no historical data. Rithmic doesn't appear to be available (not a listed feed in the AMP client portal) so it...
by jarym
14 Apr 2015
Forum: MultiCharts
Topic: ATTENTION CQG USERS [SOLVED]
Replies: 52
Views: 10831

Re: ATTENTION CQG USERS [SOLVED]

I don't thing we can run TT through Multicharts for AMP. We have to use the TT platform only, so we are stuck waiting, without a working platform. That's news to me - what makes you think that? I thought we have a choice (based on what's in the Platform Setup section of the AMP client portal and th...
by jarym
14 Apr 2015
Forum: MultiCharts
Topic: ATTENTION CQG USERS [SOLVED]
Replies: 52
Views: 10831

Re: ATTENTION CQG USERS [SOLVED]

How long do we wait for CQG?
I already asked AMP if we can switch to TT.

Not waiting for CQG to sort themselves out - we don't know how long it will take so the most reasonable approach is to switch to another data provider.
by jarym
13 Apr 2015
Forum: MultiCharts
Topic: ATTENTION CQG USERS [SOLVED]
Replies: 52
Views: 10831

Re: ATTENTION CQG USERS [SOLVED]

Henry,

We are a Special Edition user and are affected by this issue.

There is a gap on our ES data as demonstrated here: https://www.evernote.com/shard/s13/sh/0 ... 0/Xeon.png

Is there a fix available for SE users?
by jarym
07 Apr 2015
Forum: MultiCharts .NET
Topic: How to enable strategy automation? [SOLVED]
Replies: 8
Views: 2317

Re: How to enable strategy automation? [SOLVED]

Henry fixed this for me via live chat. Thank you so much.

Still plenty of testing to do but we will start live trading ES later this week hopefully :D
by jarym
07 Apr 2015
Forum: MultiCharts .NET
Topic: How to enable strategy automation? [SOLVED]
Replies: 8
Views: 2317

Re: How to enable strategy automation? [SOLVED]

jarym,

Please update your MultiCharts to the latest version.
Hi,

I am on 9.0 Build 10906 (Special Edition for AMP customers).

It is the latest available version on the AMP downloads site (MultiCharts.NET.SpecialEdition.9.0.10906.400_Release_x64.exe)
by jarym
06 Apr 2015
Forum: MultiCharts .NET
Topic: How to enable strategy automation? [SOLVED]
Replies: 8
Views: 2317

Re: How to enable strategy automation? [SOLVED]

jarym, You are looking at the wrong window. Please open the window I have specified: Format->Strategy Properties->Auto trading tab->Select broker plugin->CQG->Settings->click Lookup and select the account you need. I feel stupid because I think I have followed your instructions. Here's a bigger ima...
by jarym
06 Apr 2015
Forum: MultiCharts .NET
Topic: How to enable strategy automation? [SOLVED]
Replies: 8
Views: 2317

Re: How to enable strategy automation? [SOLVED]

Hello jarym, Please go to Format->Strategy Properties->Auto trading tab->Select broker plugin->select the profile you need->go to Settings->click Lookup and select the account you need. You need to do that for each chart you are using for auto trading. Thanks Henry, When I click on 'Settings' next ...
by jarym
06 Apr 2015
Forum: MultiCharts .NET
Topic: How to enable strategy automation? [SOLVED]
Replies: 8
Views: 2317

How to enable strategy automation? [SOLVED]

Hi, We're testing our SA and are having an issue (AMP with CQG). Our order was generated (can be seen in 'Orders' tab) but it was rejected. I can see that the instrument is correct (EPM15) but TIF has 'TIF unspecified' and the 'Account' column is empty (when chart trading it always shows our account...
by jarym
30 Mar 2015
Forum: MultiCharts .NET
Topic: Bug in Extremum function [SOLVED]
Replies: 3
Views: 2358

Re: Bug in Extremum function [SOLVED]

Hello jarym, Please send us (support@multicharts.com) the following information for further analysis: - workspace you are using; - in QuoteManager select the symbols you are using, make a right click on it->Export data->Export instrument (without data). Send us the QMD export file for analysis; - i...
by jarym
29 Mar 2015
Forum: MultiCharts .NET
Topic: Bug in Extremum function [SOLVED]
Replies: 3
Views: 2358

Bug in Extremum function [SOLVED]

I've noticed the Extremum functions (e.g. ExtremeLow) do not behave as expected. I used dotPeek to have a look and it appears that the offset is being ignored during calculation: public static T Extremum<T>(this ISeries<T> seria1, int length, int offset, IComparer<T> comparator, ref int extremeBar) ...
by jarym
28 Mar 2015
Forum: MultiCharts .NET
Topic: MultiCharts.NET - my experiences some weeks in
Replies: 1
Views: 1970

MultiCharts.NET - my experiences some weeks in

I thought I'd take the time to write up my experiences using MC.NET. Background: I started trading some years ago - initially signing up via InteractiveBrokers and acting more like an investor than a trader (trading mainly US equities and options). I am a tech-head by profession and had spent many y...
by jarym
28 Mar 2015
Forum: MultiCharts .NET
Topic: Signal - generate orders during Regular Trading Hours
Replies: 1
Views: 1108

Signal - generate orders during Regular Trading Hours

Hi, I am using MC.NET and would like some information on what the easiest way is to determine if the current bar occurs 10 minutes after the regular session start and 30 minutes before the end of the regular session. The reason is, if the signal is generated outside of regular hours I wish my strate...
by jarym
27 Mar 2015
Forum: MultiCharts .NET
Topic: Organising and nesting variables in functions? [SOLVED]
Replies: 2
Views: 1565

Re: Organising and nesting variables in functions? [SOLVED]

Exactly what I wanted - thank you!
by jarym
25 Mar 2015
Forum: MultiCharts .NET
Topic: Organising and nesting variables in functions? [SOLVED]
Replies: 2
Views: 1565

Organising and nesting variables in functions? [SOLVED]

Hi, I am wondering if its possible to nest complex objects inside of a VariableSeries or VariableObject, with each nested object containing its own members of VariableSeries or VariableObject type. My use case: I have an indicator - let's call it MyIndicator and I need to store a lot of repeating in...
by jarym
26 Feb 2015
Forum: MultiCharts .NET
Topic: .NET APIs do not follow the C# Conventions
Replies: 20
Views: 6391

Re: .NET APIs do not follow the C# Conventions

Thanks Henry, I get your explanation but then I'd ask you to consider including a wrapper similar to the one I've done - it makes your API immeasurably more useful with the rest of the .NET framework.
by jarym
25 Feb 2015
Forum: MultiCharts .NET
Topic: .NET APIs do not follow the C# Conventions
Replies: 20
Views: 6391

Re: .NET APIs do not follow the C# Conventions

ISeries has no IEnumerable interface because IEnumerable requires the end point of calculation which is impossible to get with ISeries. I don't understand this Henry. My IEnumerable wrapper seems to work: https://www.multicharts.com/discussion/viewtopic.php?f=19&t=48229#p113878 and it does not requ...
by jarym
25 Feb 2015
Forum: MultiCharts
Topic: At least allow execution of EL code in MC.NET
Replies: 8
Views: 2079

Re: At least allow execution of EL code in MC.NET

Jad, I'm facing the EXACT choice here! I spent the weekend moving over some stuff to MC.NET and it has been frustrating. No IEnumerable implementation (there is no 'good' reason for this as far as I can tell); basic functions like MEDIAN are not available out of the box, functions like XAverage only...
by jarym
23 Feb 2015
Forum: MultiCharts .NET
Topic: Range bars
Replies: 1
Views: 1511

Range bars

Hello, I've created a 2.5 (10 tick) point range bar chart on my ES chart and am comparing to my existing TS setup. I've noticed the charts match until today's Globex open when MC.NET has created a bar with a High of 2108.50 and a low of 2106.50 (2 point range). All other bars seem to be fine and mat...
by jarym
22 Feb 2015
Forum: MultiCharts .NET
Topic: PL.NET question
Replies: 2
Views: 1532

Re: PL.NET question

Slight update, I have hacked together an IEnumerable implementation for ISeries and then used a LINQ sample I found on the internet to create a Median function. Warning: I have been living in the land of Java for the last few years, the last time I touched C# was in the days when .NET 2.0 was consid...
by jarym
21 Feb 2015
Forum: MultiCharts .NET
Topic: Kase/Range bars [SOLVED]
Replies: 2
Views: 1986

Re: Kase/Range bars [SOLVED]

Thank you Henry :-)
by jarym
21 Feb 2015
Forum: MultiCharts .NET
Topic: PL.NET question
Replies: 2
Views: 1532

PL.NET question

Hi, Attempting to port some of my code from EL to PL.NET and I need a pointer on how best to achieve something very simple. In EL I can do the following: Value21 = MEDIAN( DMIPlus/2 ,7); Where DMIPlus is the result of the DirMovement function. Value21 is evaluated to be the 7 period median value of ...
by jarym
18 Feb 2015
Forum: MultiCharts
Topic: At least allow execution of EL code in MC.NET
Replies: 8
Views: 2079

Re: At least allow execution of EL code in MC.NET

Thank you for replying. I ask that you place my suggestion under consideration - 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. Some form of automated migration path / code conversion would be most welcome. Maybe even a ...
by jarym
18 Feb 2015
Forum: MultiCharts .NET
Topic: Kase/Range bars [SOLVED]
Replies: 2
Views: 1986

Kase/Range bars [SOLVED]

Hi, I'm trying to get MC.NET to display a Kase chart (range based on Average True Range). This works in TS where I can create a 2 point interval ES chart based on tick data and my strategy works very nicely. I've searched on the forum and see people refer to 'range bars' as the MC equivalent but I d...
by jarym
16 Feb 2015
Forum: MultiCharts
Topic: At least allow execution of EL code in MC.NET
Replies: 8
Views: 2079

Re: At least allow execution of EL code in MC.NET

Hi, I think I was a bit unclear. The sophistication of the strategies I want to write lend themselves to being written in C# - especially since I am familiar with the language and .NET. The existing functions I have are written in EasyLanguage but should be relatively portable to PowerLanguage. What...
by jarym
16 Feb 2015
Forum: MultiCharts
Topic: At least allow execution of EL code in MC.NET
Replies: 8
Views: 2079

At least allow execution of EL code in MC.NET

I am on TS 9 and would switch to MC.NET in a heartbeat if I were able to run the many sophisticated indicators I've already written in EasyLanguage without having to record them into VB/C#. I would then be able to focus on some improved strategy ideas I have that can only really be written and maint...

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