MultiCharts: Trading Software for Automated Trading and Backtesting

Adrian Uncle

Henry,

If we can get MC walk forward optimization to work similar to TS, I guarantee that I can muster up 500 votes from 500 MC users.

Adrian Uncle

Josh,

You are awesome. Thank YOU!

Adrian Uncle

Hi there,

I have this print command that I want to produce an output only during live trading and not during backtesting. Any suggestions are greatly appreciated.

If (backtesting = false) then Print(" Date ", FormatDate("yyyy-MM-dd", ELDateToDateTime(Date)))

Adrian Uncle

The issue is that any order reversing your current position is exceeding your limits, no matter when you set the limit order, but I understand your intentions. As far as I'm concerned, any platform executes the 'closing/reversing' order of the position first and cancels all other orders, related to...

Adrian Uncle

Hi, I am posting the reply from TopStepTrader and also my solution. I hope that it can also help others. Case 1. If I placed a limit order to buy 2 lots at xzy price, if the price does not hit the limit price, then I am not in the market. This should be counted as zero trading lots since I am not ho...

Adrian Uncle

For me it looks like your logic & code always adds/sets another STOP order to the once already set and this one gets rejected. You add so many sell limits to the original <STOP> order (which never got rejected) that any other sell <LIMIT> or <STOP> order would set you off. You are trying to add & a...

Adrian Uncle

Hi there, I am using the following code for my stoploss and takeprofit but it may be causing a problem with TopStepTrader. Is there any alternative to it? SETPROFITTARGET (ProfitTarget*NumberOfContracts) ; SETSTOPLOSS (StopLoss*NumberOfContracts) ; TopstepStrader is only allowing me to trade a maxim...

Adrian Uncle

Hi there, I am trying to set up MesCapital in the Broker Profile Menu. I am following their instructions here: https://mescapitalgroup.com/index.php/connection-guide-v2/ Open MultiCharts. From the main menu bar, click on File –> Broker Profiles –> Manage Broker Profiles. The Broker Profile menu will...

Adrian Uncle

Awesome, thanks.

Adrian Uncle

I came across this piece of code on Markplex website Variables: Length(14), SendEmail (TRUE), email("youremail@email.net"); Variables: oBullishEngulfing( 0 ), oBearishEngulfing( 0 ), content(""), valuexy(0), IntraBarPersist EmailSent (FALSE), IntraBarPersist BarNo (0); //The following is a TS EasyLa...

Adrian Uncle

Hi there, I was able to set up the smtp.gmail.com port 465 SSL to my gmail account. I would like to send the following email to collective2.com in my signal script. How do I define the Subject and the body text of my email in powerlanguage? Subject: C2 signal Text: systemid=12345 pw=Baby231 BTO 1 ZB...

Adrian Uncle

Hi,

Rithmic reports balance and does not have equity value. See below:

Adrian Uncle

Henry,

I am using the latest version of MC

MultiCharts64 Version 9.1 Release (Build 12587)

It is a demo account of TopStepTrader.

Adrian Uncle

In the above picture, the balance is the same as equity which is not correct. Balance and equity are only equal when P/L is 0.

Adrian Uncle

Please see attached picture below and here is my understanding. 1) I entered 2 sell contracts at 173.5 at 9:12AM 2) I reversed my position at 173.5 at 9:23AM. The entry price and the exit prices are the same; hence, the profit should be zero. For some reasons, MC shows realized P/L $1,687.50. 3) I t...

Adrian Uncle

Henry, Thanks for your prompt reply. To make things more intuitive and user-friendly, I have several recommendations. 1) Per MC wiki instructions, it should be an instructional manual with pictures and diagrams and not a novel full of words. We live in a digital age; hence, a snapshot similar below ...

Adrian Uncle

Are you referring to MC version 10 or MC version 9.1? I am using MC version 9.1 and there is nothing there.

Adrian Uncle

Hi MC folks,

I understand that you guys are busy. I just notice that there are approximately 500 NOT Reviewed Issues in PM.

We are encouraged to use PM to keep track of our issues and generate feature requests. Unfortunately, we need someone to review our issues once in a while.

Adrian Uncle

Hi there,

How do I set the commission per trade in MC's portfolio trader?

Adrian Uncle

Thanks Henry.

Adrian Uncle

After bugging Henry again - Below is the final code and it seems to work great! Who knew a simple task can be so complicated with so many setbacks. FYI, I still don't know why my previous code keeps freezing the PowerLanguage editor. Maybe someone can point out what I did wrong when I changed "time"...

Adrian Uncle

So I changed my code from time to currenttime_s, guess what??? It keeps freezing up my PowerLanguage Editor!!! [IntrabarOrderGeneration = True]; [AllowSendOrdersAlways=True] ; VAriables: SystemStartTime(900),SystemFinalExit(1417),FinalExit(1506); if currenttime_s < SystemFinalExit and LastBarOnChart...

Adrian Uncle

Hello Adrian Uncle, Time - Returns a numerical value indicating the closing time of the current bar . CurrentTime_s - Returns a numerical value indicating the computer's current time , including seconds. If symbol is not updating/updating slow and there is no bar - last bar's time value is returned...

Adrian Uncle

Josh, I believe that there is something not right with MC platform. See attached code and its output. [IntrabarOrderGeneration = True]; [AllowSendOrdersAlways=True] ; VAriables: SystemStartTime(900),SystemFinalExit(1417),FinalExit(1506); if time < SystemFinalExit and LastBarOnChart_s = True then beg...

Adrian Uncle

Thanks Henry for helping out. There are so many nuances about futures trading and I am learning something new each day. Who knew "time" is not universal and that it required incoming ticks for counting.

Adrian Uncle

Thanks Henry, I am aware of the two links that you have provided but they do not solve my problem. The market is still open and I can perform the trade manually even though there are no ticks coming through. Is there a work around it? Multicharts is an automated trading platform; hence, any manual t...

Adrian Uncle

Henry, thanks for the explanation. However, there is a problem with this implementation. See my code below when attached to the 1M chart. SystemFinalExit =1504; if time > SystemFinalExit OR time < SystemStartTime then Begin if MarketPosition_at_Broker_for_The_Strategy < 0 then BUYTOCOVER ("EoD sell ...

Adrian Uncle

Hi folks, I took Smoky and Josh's advises and formulated the below code for the 1M chart. However, it is not working properly. FYI, I am trading the US 30 years bond and am using RecalcLastBarAfter() because at 3:07PM the market is slow and new ticks come in infrequently. Currently, I have to close ...

Adrian Uncle

Henry, Please review the attached picture. As you can see, the market is still opened and that there is a timer countdown on the 15M chart but not the 1M chart. Because the market is still open, the timer on the 1minute chart should be on regardless of market activity. Image another case of a doji w...

Adrian Uncle

Hello Adrian,

That is expected behavior.
Which countdown value do you expect when there is no market activity?

The 1 minute countdown value should be available even when there is no market activity.

Adrian Uncle

Hi here, I am trading both the ES and ZB and I notice that when ZB market is inactive, it has no second timer counting down compared to the ES market. On the 15M charts, the second timers are available on both ES and ZB chart. Is this a bug or is it normal? See below picture. Is it not intuitive tha...

Adrian Uncle

What do you think about this code? if time > FinalExit OR time < StartTime then Begin if MarketPosition_at_Broker_for_The_Strategy =-1 then BUYTOCOVER ("EoD sell Exit") All contracts Next Bar At Market; if MarketPosition_at_Broker_for_The_Strategy = 1 then SELL("EoD buy Exit") All contracts Next Bar...

Adrian Uncle

Not speaking for MultiCharts... I hate to burst your dream and bring you down to earth, but "backfilling and simultaneously calculating a strategy" is not going to happen in your lifetime. This is equivalent to asking Ferrari to deliver your new car while they are still building the engine. TJ, I t...

Adrian Uncle

I think you guys have mistaken... The 4K display is part of the Microsoft's development platform, which is what MultiCharts is built on. MultiCharts did not create 4K. It merely turned on the switch, and updated a few icons. The table could easily have turned the other way -- you happened to buy a ...

Adrian Uncle

Please take 5 minutes to put your PM links and I'll vote for them ;) (but if your requests are for the improvement of EasyLanguage and coding stategy, you already have my vote;) the strategy programmer must speak with one voice to express their needs... Here are some, but not all, PM links: Native ...

Adrian Uncle

All feature requests should be posted in the Project Management of our web site so the other users can vote for them: https://www.multicharts.com/pm/ Per Henry's request, I have created two new feature requests here: 1) Add Strategy Performance Report ICON to the ribbon menu http://s33.postimg.org/...

Adrian Uncle

the strategy programmer must speak with one voice to express their needs...

I am all for this. Does anyone know how many votes are required for a feature request to be implemented? Is it 5, 10, 20 or based on complexity or MC resources? If we are going to make a pact, we must know all the rules.

Adrian Uncle

Below is the new code. But what about cancelling all other pending orders.

Code: Select all

if TIME >= 2:45 then

Begin

   if MarketPosition =-1 then BUYTOCOVER ("EoD Exit") All contracts Next Bar At Market;

   if MarketPosition = 1 then SELL ("Eod Exit") All contracts Next Bar At Market;

End ;

Adrian Uncle

Why not simply cancel any open orders then if you are not fully automating your trading? Seems like the easiest solution then.

I am not always at my computer at 3:00PM; hence, a script should be able to perform this task for me.

Adrian Uncle

In your list of conditional statements that generate the long or short position you could include a time condition statement like AND TIME <= 1445 and since that would be false, the limit would be cancelled. Tony, If I am trading with both automated and manually, the " AND TIME <= 1445" will not wo...

Adrian Uncle

A few notes:

1. for liquidation, you do not need to check MarketPosition.

2. look up the keyword ALL

TJ,

Thanks for the tip but what will happen if I have opened sellshort trades. Will "sell all contract" work in this case?

Code: Select all

Sell All contracts Next Bar At Market;

Adrian Uncle

Hi there, Below is my code for closing opened trades at 3:07PM on the 1M chart. SystemFinalExit = 1507 if TIME >= SystemFinalExit then Begin if MarketPosition =-1 then BUYTOCOVER ("EoD Exit") NumberOfContracts CONTRACT NEXT BAR MARKET ; if MarketPosition = 1 then SELL ("Eod Exit") NumberOfContracts ...

Adrian Uncle

Dear MC Santa, I know that I have not been very good but I am trying to speak on behalf of the good kids using MC10 beta1. Is it possible that we can have more details Equity Drawdown and Drawdown Period Analysis similar below in MC10 beta2? Equity Drawdown Maximum Drawdown, 6013.86 Maximum Drawdown...

Adrian Uncle

I have converted the prebuilt CHM file with all reserved words that comes with MultiCharts 10.0 Beta 1 into PDF format. Compared to the book created by the Wiki it has hyperlinks but is missing the categories. Please see the attached file.

Awesome,

thank you.

Adrian Uncle

My priorities for a trading computer with MC10 and IB @4k Display: Priority & Needs: 1. Reliable and stable (no overclock/tweaking, no WLAN) 2. Computer Power (CPU i7 6500, RAM 32GB, 256 GB SSHD/SSD) 3. 1-2 Displays (4k@60Hz needs DisplayPort 1.2 or HDMI 2.0 at Display & MoBo!) 4. Very quite system...

Adrian Uncle

It was not working several days before. However, I tested it just now and it seems to be working. Is there a way to download the 1000+ page manual? It is so troublesome at the moment.

Adrian Uncle

Thanks everyone for your comments regarding the second PC. Personally, I have four 8-core PCs; hence, it was never a problem. I got a bit lazy and installed MC10 on the same PC as MC9.1 for a quick test drive. It was a bad idea. Anyhow, I think that we are getting off topic. I think that MC10 should...

Adrian Uncle

1) Please make MC10 not overwriting MC9.1. I installed MC10 in a different directory from MC9.1 and it got deleted. 2) MC10 should use multi threads when backfilling and calculating a strategy on a chart. Shouldn't MC10 impress us more than just some graphical changes? 3) Please add total #of trades...

Adrian Uncle

"Total # of Trades" is already present in the Trades Summary. Henry, Please correct me if I am wrong. Does the total #of trades equal the number of lots filled? For 1 trade, I can have 2 lots or 10 lots. Currently, the trade summary shows only the number of trades. I can have 70 trades at 1 lot per...

Adrian Uncle

Henry,

Since the quality filled is available, is it possible to include the total lots traded in the Trade Summary? It will be one additional line added to the summary instead of users select multiple tabs to obtain the required info.

Adrian Uncle

Hello Adrian, Trades Summary is generated based on the actual order fill price from the Order and Position Tracker Orders tab. Unfortunately there is no way to have the commission/slippage values shown as they are not streamed by the broker. Henry, Thanks for your reply. Does the broker stream the ...

Adrian Uncle

Hi there, Is there a way to display the commission and slippage in the Trades Summary of Order & Position Tracker? The current net profit is not correct. We need to subtract the commission per trade x number of lots traded. It will be awesome if we are also able to view the total slippage. http://s3...

Adrian Uncle

Hi TJ,

I was able to resolve the problem by using

Code: Select all

Time > 1500

.

Adrian Uncle

Hi there,

I have the following simple problem

Code: Select all

DATE NEXT BAR <> DATE

How can I rewrite the code so that it does not use NEXT BAR?

I tried DATE <> DATE[1] but it does not behave the same.

Adrian Uncle

TJ,

If you want the OPEN value in your calculation,
you have to WAIT until that number has appeared before doing the calculation.

TJ,

Can you provide me a sample code to deal with the wait?

Adrian Uncle

TJ,

Thanks for your reply.

NEXT BAR OPEN at NEXT BAR LIMIT ; - Why does this code work on single data stream but not multiple data stream?

It seems that I have to change it to - BUY NEXT BAR MARKET?

Is there a solution around this?

Adrian Uncle

Hi there, I have the following two lines of code that runs on the 15M chart. if MarketPosition (0) =-1 then BUYTOCOVER ("close sell") NEXT BAR OPEN at NEXT BAR LIMIT ; BUY ("enter buy") MinList (NumContracts, max_contract) CONTRACT NEXT BAR OPEN at NEXT BAR+BuyLimit_Offset LIMIT ; How can I rewrite ...

Adrian Uncle

Hi there, Is there any plan in the works for a walk forward optimizer summary similar to TS? It is great that we are able to perform multi threads with MC's WFO; however, I am confused as what to do next with its report. It is not intuitive as TS's WFO; whereby, it provides the recommended parameter...

Adrian Uncle

Does anyone know more details about MC portfolio manager does not support bar magnification?

Many thanks in advance.

Adrian Uncle

Hi there, How do I modify the code below so that I can specify the custom fitness function from June 1, 2008 to April 23, 2009? Let's say that I want minimum profit of $1,000 from June 1, 2008 to April 23, 2009 during my optimization from 2000 to 2016. if (StrategyPerformance.MaxStrategyDrawDown != ...

Adrian Uncle

Hi, I got the Multicharts64 QuoteManager set up and running for MT4. See below image, I am able to receive the bid and ask prices http://s3.postimg.org/7mjalon2r/Universal_DDE.png When I tried to plot the data, I receive the message no data. See below image. Any tips or pointers will be greatly appr...

Adrian Uncle

TJ, Thanks for your input. I am using the same EL strategy, the exact same optimization parameters, and also the same data source to validate TS and MC platforms. TS is running single core and it was able to perform the optimization. For MC x64 platform, it stopped out and stated {Exception} Floatin...

Adrian Uncle

Hi there,

I am new to MC. Can you confirm that I am able to launch 5 different instances of MC for 5 different trading accounts? I have 16GB of memory and 8 cores cpu.

Many thanks in advance.

Adrian Uncle

Hi there, I am running the MC genetic optimization. It was less than 1 minute when I received the error message {Exception} Floating-point invalid operation. I believe that it may be caused by dividing by zero. Is this a known bug in MC? I ran the same code and same optimization parameters on TS 9.1...

Adrian Uncle

Other users are also experiencing similar issues - see forum link below. It is too bad that this can't be implement as it is a minor change for MC.

https://futures.io/multicharts/18569-my ... eport.html

Adrian Uncle

Hi there, I have been a user of TS and am now switching to MC. Is there a way to customized the Strategy Performance Summary report so that it has a similar format and info compared to TS. Currently, I have to select several pages on MC to view all the necessary info for backtesting. It is quite ann...

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