MultiCharts: Trading Software for Automated Trading and Backtesting

The9000

The print (" Some data = ", data); function is still broke in 11.0. It's been broken since 10.0 beta, works great in v9. Update: it seems to work OK if I don't call it on every bar in minute or tick data for debugging. As a great plus, the syntax highlighting seems to work great on large scripts ( ...

The9000

The print (" Some data = ", data); function is still broke in 11.0. It's been broken since 10.0 beta, works great in v9.

The9000

I installed the updater and I'm unable to connect to OANDA at all. I get to the auth screen, put in my credentials, click accept and then get a error box from MC 'impossible to connect to OANDA'. It then takes me back to the credentials screen again. I have the same problem for both data and the bro...

The9000

To add to that, the size of the dialog box for setting the parameters on a strategy is not adjustable. This is a definitely a bug.

The9000

I'm not sure if this is a bug or a registry thing, however the font size in Portfolio Trader 10 looks cartoonish and corrupts when I unmaximize the screen.

Is there a way to change it back to MC9 style?

Screen Shot 2016-12-18 at 12.01.20 PM.png: (235.62 KiB) Downloaded 450 times

The9000

It took me some time to diagnose this. The problem doesn't appear to be IQFeed, however if I leave Portfolio Trader running overnight, it will not generate orders the following session. I confirmed IQfeed is indeed streaming data to Portfolio Trader using the IQFeed Client. Portfolio Trader will not...

The9000

Thanks Josh the content on your site is great for someone looking to make the jump to c#. I found it extremely helpful. Is there any documentation/examples anywhere on passing data to the MMS scripts in .NET? More specifically the methods for the equivalent functions in Easy Language such as pmms_de...

The9000

If you're asking if you can use more than 32gb, yes. With so many cores, you're likely choking that machine with the memory. I have a strategy that uses a metric ton of ram and I was running into crashes when it starts paging at 64gb. My 5960x rig only supports 64gb of ram and I needed something mor...

The9000

The problem is the same in both Portfolio Trader and and MC. If I don't restart both at the end of the trading session the following morning, it won't stream live data from IQFeed. I'm using 9.1R4 64 bit on Windows Server 2012. I will try another connection from the IQFeed client to see if it will s...

The9000

I've posted in the past about problems with IQFeed not providing live data to Portfolio Trader after the end of the session it was started on. For example, today is Monday and before the session starts today, I start Multicharts, enable live trading and all is good. If I don't restart Multicharts to...

The9000

The Germany based servers are a bargain, much cheaper than AWS for what you're getting.

How is connectivity/latency to US based severs such as IQ Feed?

I assume it's a shell server and I would need to install Windows, etc. How is connectivity handled to the server, VPN and remote desktop?'

The9000

Along similar lines, I'm trying to backup all of my MC user files automatically (studies, quote databases,etc) using Windows Backup in Win10. However I don't see the file paths for the MC files above to use for backups.

The9000

I've noticed it also depends on the type number of symbols you're trying to optimize on and the strategy. Depending on the type of optimization I'm doing, the 8 core 5960x will run at between 30% - ~95%. It also takes awhile for all of the cores to become active in the optimization. It might run at ...

The9000

Keep us posted please if you can get it to work. I'm also curious to see if you can use all of the threads. These second hand dual Xeon setups are getting too cheap to not take advantage of for brute force optimizations or backtests that require a metric crap ton of RAM. http://www.natex.us/Intel-S2...

The9000

After I moved back to MC 9.1, I'm unable to connect to TS for data. When I try to get data in Portfolio Trader, I get a 'no data' error. I went into the QuoteManager and tried deactivating TS and reactivating it.

Any ideas before I contact support?

The9000

It was 7 symbols going back 6 years in 2 minute bars. It prints one line to the console for every bar in the trade and there were about 1200 trades, 30 bars per trade on average. So about 36k lines of output.

The9000

Hi Henry, I'm using ASCII mapping and not ASCII import. I haven't updated the ASCII data since I mapped it two months ago. I'm using it in Portfolio Trader, not regular MC. I mapped 1000+ symbols so using ASCII import would be extremely cumbersome since I would need to import each symbol manually. I...

The9000

I have a problem where, when loading data into Portfolio Trader before a backtest or optimization, it takes hours to load in data. Other times it takes 10-15 minutes to load the data. I'm using ASCII data, 2 minute bars. For example, this evening I'm loading in data I was working with on Saturday. T...

The9000

I have a problem with the Power Editor freezing up when printing a decent amount of data to the console. I don't have this problem in 9.1 and have since gone back to 9.1 until it's fixed.

The9000

Thank you Henry. Replacing Volume with Ticks works on the ASCII data.

The9000

I was able to get it to work by running both the Power Editor and Portfolio Trader as admin. Windows 10 x64 Pro.

The9000

I love the new look. Overall the MC10 feels much more responsive.

Console output appears to be broke, i.e. print("Hello World") doesn't show anything in the console.

The9000

Hi Henry, If I replaced the ASCII data with IQFeed data, the volume data shows up in Portfolio Trader. I added a line of code that is print("Volume = ", volume) to print the volume to the console and the result is 0. With IQFeed data, the correct volume shows up. With ASCII, it's 0 for all bars. Tony

The9000

I have a data set that is 2 minute bars with volume data that I imported through the Quote Manager. However there is no volume data in the Portfolio Trader with my signals that use volume data analysis. To confirm, I printed the volume data to the console, bar-by-bar, and it's all 0. However if I op...

The9000

After a 45 minute phone call with IB API support today, I had the temporary stroke of genius that I need to move my trading away from IB. I had an order that was rejected and they blamed MC. After digging into the log file, the problem was with IB, not MC. This is an ongoing theme. Between the const...

The9000

If you're using IB, I believe the problem is with IB. I've had random problems over the past couple of weeks with stop orders not getting filled in highly liquid instruments. It's purely random.

The9000

I run MC Portfolio Trader and IQFeed with IB TWS in EC2. It works with 150m bandwidth on both sides. I'm running Windows Server 2012 R2. Highly recommended and very simple to setup.

The9000

I can't say it's MC64 Portfolio Trader. I have a python script I wrote that will also stream live data from IQFeed concurrently with Portfolio Trader. I'll watch the output in the editor to see if PT is getting live data from IQFeed as well as from the python script. I added output to the PT strateg...

The9000

I updated the IQFeed client to the newest version and I would say the problem is now worse. Yesterday I had no trades executed and I should of had 2 trades executed. I started the instance yesterday morning about 10 minutes before the session started. I'm using MC64 Portfolio Trader. I opened regula...

The9000

I ran the benchmark algo in regular MC64x and it does peg at 100%. Test results were 25 seconds to the 5000 mark and 83 hours to estimated completion. It still smokes the AWS instance by a country mile. I'm going to try breaking up my test algo that I'm running on the entire S&P400 MidCap into 16 ch...

The9000

I confirmed it's running at 8% CPU load.

The9000

I'm using MC64 Portfolio Trader v9.1 release 4, Windows 10 Pro x64. I used the Intel Extreme Tuning Tool to watch the CPU/memory load while it was running, I'll try task manager so we're comparing apples to apples. The algo I ran it on was 30 symbols, 2 minute bars, 700 lines of code plus a MMS scri...

The9000

So I followed suit and put together an overlocked 5960x rig for my R&D machine. Asus Sabertooth MB, 32gb ram with enough cooling to keep a small nuclear power plant stable. It's running stable at 4.3 Ghz and passed a stress test without breaking a bead of sweat. I did a showcase showdown against the...

The9000

Hello, i realise that you only like to give limited coding assistance but i believe the bulk of the coding has been done. I am trying to get a Money Management system that trades the equity code of a system on each individual futures contract it is applied too. The MM system presently looks at the ...

The9000

Hi Henry, The bug from Release 3 addressing the IQFeed data stop in live trading is still prevalent. I'm using IB Gateway with IQFeed and if I don't reboot the machine between sessions, I won't get any data from IQFeed. And obviously no trades. I run on 2 minute bars from IQ Feed, ~30 symbols, 2 ye...

The9000

Hi Henry, The bug from Release 3 addressing the IQFeed data stop in live trading is still prevalent. I'm using IB Gateway with IQFeed and if I don't reboot the machine between sessions, I won't get any data from IQFeed. And obviously no trades. I run on 2 minute bars from IQ Feed, ~30 symbols, 2 yea...

The9000

It would save me a colossal amount of time if there was a way to run optimizations on input parameters for MMS scripts.

The9000

Thanks for the tip. Running the Power Editor as admin and reimporting the strategies worked.

The9000

I have a trial version of x86 MC 9.1 installed in my local machine to test out a new broker plug-in before the developer builds it for x64. My production setup is x64 9.1 portfolio trader that runs on EC2. I exported the signals from my x64 version and imported them into the x86 version. They show u...

The9000

I just downloaded 9.1 Release 3 last night and it appears to be much more stable. I through 40+ backtests at it and didn't get any warnings about low memory.

The9000

Shane I've found the same thing. If I don't shutdown and reboot the instance once per day with the Portfolio Trader, that it causes all kinds of problems with live trading. Most specifically, it won't trade. Even if I restart Portfolio Trader and TWS and go into Autotrading, it won't process any inc...

The9000

The interesting thing is the c4.large instances use dual Xeon E5 2666 chips, which in a dual CPU config has a benchmark of 24804 @ 2.9 Ghz.

Point being, for the purpose of Multicharts, the 5960x runs circles around an army of 8 E5 2666 chips.

The9000

On a c4.2xlarge instance, it took 56 seconds to get to the 5000 mark and the estimate was 197:00:00 to completion.

Shane can you run the script and see how long it takes to get to the 5000 mark? If your 5960x is really that fast, I'll be on my way to Microcenter to build a bad ass R&D rig.

The9000

Hi Leo, Did you ever get this resolved? I recently moved over to MC and IB from TS. If you're using TS for you live data, one problem maybe data corrections. Strategies that use the HOD/LOD are highly susceptible to data errors like this. If you open a chart window in TS, you'll see an orange C in t...

The9000

As a work around, I think making the netprofit function in the Portfolio Trader reflect the actual net profit generated by the strategy, regardless of the MMS, would work. =>pmms_strategy_netprofit_ without_mms Yes! Please add this feature to the next release. That one keyword would save lots of co...

The9000

Thanks for the reply. The other reason I'm considering it is would be an effective way to teach myself C#. I would say my Power Language skills are a 9.5/10 and I would like to learn an object oriented language. I'm also learning Python at the moment and I find it very easy to learn, though I haven'...

The9000

On a c4.large AWS instance it took 3:40 (3 minutes 40 seconds) to hit the 5000 tests mark. I will try it on a c4.2xlarge instance the next time I'm using one.

The9000

I understand there is a learning curve involved in learning c# which I'm confident I can handle. My main reason for considering the switch is speed and memory use. The Portfolio Trader seems to be a major memory hog when running more than ~15 symbols intraday (2 minute charts). I can run tests on up...

The9000

I use the c4.large for live trading and it doesn't have any delay. The c4 AWS instances were designed specifically for compute intensive functions. The c4 instances are substantially faster than the c3 instances for about the same price. The downfall of both of them is they need more ram. The Xeon 2...

The9000

I'm running MC 9.1 in an EC2 c4 compute instance which is Xeon 2666 chips on Windows Server 2012. Normally for compute intensive backtests, I scale up from a c4.large (2 cpus, 4GB ram) to a c4.2xlarge (8 cpus, 16gb ram) and I have similar problems when I go to the c4.2xlarge. It actually runs backte...

The9000

+1 I'm having the same problem. If I import symbols using ASCII mapping, the symbols show up in the Quote Manager however when I try to chart them I get 'No Data'. Sometimes it works and sometimes it does not. This is on 10 years of daily data and 10 years of 2 minute data. It randomly works on eith...

The9000

Hi Henry, Thanks for the response. I tried running the backtest in AA and SA mode. This is over 10 years of intraday data, from 2006 through today, on 2 minute bars on 60 symbols. There is no difference in the backtest results using either the SS or AA mode. To troubleshoot, I added code to the MMS ...

The9000

Hi Rick, To understand what you want to do, you want to limit your long positions to X and your short positions to Y? So you can only have X longs positions on at once and Y short positions at once? Once you've reached those levels, if your strategy sends an order to the market, you want the ordered...

The9000

Hi Henry, Thanks for the response. As I looked into this further and started debugging it by printing some values in the Power Editor while the code was running, I stumbled upon something else that is partly at fault. The way I thought the Money Management script worked is that is acted as a firewal...

The9000

I have a strategy with a money management signal that limits the symbols for trading based on the slope of the equity curve. It limits possible entries to the 5 symbols that have the highest slope of their equity curve. The code in the strategy creates the equity curve based on the last X number of ...

The9000

There has to be a way to know the current total profit of all open positions for the strategy? I can't be the first person to have this idea.

The9000

Hi, I've read through the Wiki on the keywords for the Portfolio Trader and the money management signal. Several times. After reading it and searching these forums, I believe my portfolio level stop loss code belongs in the strategy and not in the money management signal. I have a portfolio of 10 sy...

The9000

Thanks for the fast reply. The code runs in TS 9.1. 9.5 has a bug in the Global Dictionary and it compiles fine however it doesn't pitch the data back and forth between the strategies. Any suggestions on how to do this using MC friendly code using global variables? The strategy runs on 2 minute bars.

The9000

Hi, I'm new to MC and have moved all of my TS code over with the exception of one strategy. It uses the Global Dictionary in TS to send data between two strategies. I did my due diligence and installed the elcollections and functions. I still get the same error when I try to compile it in MC. Each c...

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