Search found 186 matches

by Zheka
07 Nov 2018
Forum: MultiCharts
Topic: Please VOTE: Alerting user that some bars were missed during the backfill/ historical data request
Replies: 2
Views: 55

Re: Please VOTE: Alerting user that some bars were missed during the backfill/ historical data request

An indicator will not really help when you backfill for 50+ symbols in Portfolio Trader, especially when auto trading.
by Zheka
07 Nov 2018
Forum: MultiCharts
Topic: Please VOTE: Alerting user that some bars were missed during the backfill/ historical data request
Replies: 2
Views: 55

Please VOTE: Alerting user that some bars were missed during the backfill/ historical data request

Problem : - if some data is missed during a backfill ( problem with broker API, no quotes, bars filtered out, etc), a user has no way of knowing. Suggestion: Upon backfill, MC/ PortfolioTrader should transparently "Alert" the user in case some data are missing. These alerts should show a ...
by Zheka
07 Nov 2018
Forum: MultiCharts
Topic: Please VOTE: Ensure backfill requests cover fixed period of time with new "Intervals Back" setting
Replies: 0
Views: 25

Please VOTE: Ensure backfill requests cover fixed period of time with new "Intervals Back" setting

Problem: When setting "Bars back" in an instrument settings, MC will make requests to the broker API until it obtains X bars, even if bars for certain periods are skipped. E.g. requesting 24 60min bars (back) should cover a period of 1 day (with a 24 hr session) But currently, if some bars...
by Zheka
07 Nov 2018
Forum: MultiCharts
Topic: Please VOTE: Reload functionality also for PortfolioTrader
Replies: 0
Views: 24

Please VOTE: Reload functionality also for PortfolioTrader

It often happens that due to a glitch in PT-broker(IB) connection, there are gaps in historical data. However, Reload functionality currently only works in MC - which makes it a hassle reloading data for a big number of symbols. Please implement Reload functionality in Portfolio Trader. https://www....
by Zheka
07 Nov 2018
Forum: MultiCharts
Topic: PLEASE VOTE: Portfolio Trader: Equity curves per Strategy, Market and Market-Strategy
Replies: 0
Views: 30

PLEASE VOTE: Portfolio Trader: Equity curves per Strategy, Market and Market-Strategy

It would help immensely to quickly judge performance of a Portfolio, if a user could not only see the Total Portfolio Equity, but also its components. There could be a 2-level dialogue window or - better- a table with toggles, allowing one select either entire strategies or entire instruments or cho...
by Zheka
07 Nov 2018
Forum: MultiCharts
Topic: In Signal Optimization
Replies: 4
Views: 68

Re: In Signal Optimization

Yes.
It is worth reviewing it from time to time and casting your ballot/filing issues - if you want to change things.

And it will improve your understanding of how MC/PT work (or do not work) immensely.
by Zheka
07 Nov 2018
Forum: MultiCharts
Topic: CSV to array
Replies: 4
Views: 75

Re: CSV to array

:-)
by Zheka
07 Nov 2018
Forum: MultiCharts
Topic: CSV to array
Replies: 4
Views: 75

Re: CSV to array

You do have to export input parameters and key metrics to a .csv file during optimization. Then use EL Collections (search in User Contributed studies on this forum) in your other script to read and map the table in the file, then apply your logic for selecting a specific line and then populate the ...
by Zheka
07 Nov 2018
Forum: MultiCharts
Topic: In Signal Optimization
Replies: 4
Views: 68

Re: In Signal Optimization

This will also be needed:

So, please VOTE:
https://www.multicharts.com/pm/public/m ... es/MC-2348
by Zheka
07 Nov 2018
Forum: MultiCharts
Topic: In Signal Optimization
Replies: 4
Views: 68

Re: In Signal Optimization

It is doable in backtesting buy setting the trade size to 1, but would be inefficient (and with any exchange-traded product with some decent min.lot size - impossible) to implement in live trading with PT. Unless of course you implement all systems as functions and calculate/maintain all needed stat...
by Zheka
11 Oct 2018
Forum: MultiCharts
Topic: 1-min chart data mapping problem - Historical vs Real-time data from Interactive Brokers
Replies: 5
Views: 126

Re: 1-min chart data mapping problem - Historical vs Real-time data from Interactive Brokers

MC does not store real-time ticks (from which it constructs 1-min bars) to QM database by default. You need to "Flush" them to the database manually to be able to observe and compare the timestamps. 1-min bars up to the last full minute come from historical IB servers (and saved), the curr...
by Zheka
11 Oct 2018
Forum: MultiCharts
Topic: Reality versus bactesting
Replies: 10
Views: 224

Re: Reality versus bactesting

First, you should compare apples to apples: you Live chart is based on Trade (is it mid-point for Oanda?), while you backtest is based on Bid. Second, with this kind of spreads (9-10pips!?? really?): - your backtest is "unrealistically good" by design - your buy orders are executed at much...
by Zheka
10 Oct 2018
Forum: MultiCharts .NET
Topic: Version 12 reloads data every backtest [SOLVED]
Replies: 13
Views: 445

Re: Version 12 reloads data every backtest [SOLVED]

It loads the data from the local database upon each backtest, currently there is no cache of this data. That's exactly the bug - introduced in MC12 and absent in MC11, and as such IMHO should not be just "fixed in some future release", with undefined ETA. That was the reason for this thre...
by Zheka
04 Oct 2018
Forum: MultiCharts
Topic: Duplication of Stoploss in Easy Language Automated Trading [SOLVED]
Replies: 8
Views: 148

Re: Duplication of Stoploss in Easy Language Automated Trading [SOLVED]

sorry, it is indeed in another pair...then disregards my comment..
by Zheka
04 Oct 2018
Forum: MultiCharts
Topic: Duplication of Stoploss in Easy Language Automated Trading [SOLVED]
Replies: 8
Views: 148

Re: Duplication of Stoploss in Easy Language Automated Trading [SOLVED]

This is because you have 2 open positions. And MC manages a stop loss for both...
by Zheka
04 Oct 2018
Forum: MultiCharts
Topic: Automatic Optimization of multiple symbols
Replies: 2
Views: 84

Re: Automatic Optimization of multiple symbols

You could achieve this by:
1) setting up the symbol list in Portfolio Trader
2) adding a small block of code (or a separate signal) to write to a file the performance metrics you need
by Zheka
03 Oct 2018
Forum: MultiCharts
Topic: Streaming vs Historical Data [SOLVED]
Replies: 23
Views: 365

Re: Streaming vs Historical Data [SOLVED]

Well, that's as close as you can get it...And it is indeed possible that some trades were busted/cleaned out and corrections made after the day close. No one is to blame, that's just "real-life". The best you can do is to "Flush cached data to database" before closing MC. So, MC ...
by Zheka
02 Oct 2018
Forum: MultiCharts .NET
Topic: Version 12 reloads data every backtest [SOLVED]
Replies: 13
Views: 445

Re: Version 12 reloads data every backtest [SOLVED]

Anna, correct me if I am wrong, but when PT "Downloads missing historical data" on the FIRST backtest, there is no need for another download - there is no "missing" data. This initially collected data is in cache and used by all subsequent backtests. What's the bug that was corre...
by Zheka
02 Oct 2018
Forum: MultiCharts .NET
Topic: Version 12 reloads data every backtest [SOLVED]
Replies: 13
Views: 445

Re: Version 12 reloads data every backtest [SOLVED]

Anna,

this is a bug that was introduced in MC12.

Before any enhancements are made, let's correct the bug in the nearest MC12 release.
It does make the process of testing in PT inconveniently slow .
by Zheka
02 Oct 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 1003

Re: Delays receiving real-time data

Yes, experiment..
by Zheka
01 Oct 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 1003

Re: Delays receiving real-time data

OK, then it makes sense. 15-60sec bars would be a more robust solution then IOG. All logic besides exit split behind a barstatus(2)=1 check. Also, if you do not employ a portfolio-level MM logic in real-time, you might be better off trading from MC rather than PT - since MC uses 1 core per chart and...
by Zheka
01 Oct 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 1003

Re: Delays receiving real-time data

I made it less granular, not more. You made it more granular compared to a "decision" time frame. With our 1-minute strategy, fine, but with our 1-hour strategy this would be a drastic change that we'd need to backtest. If your strategy logic relies on a smaller timeframe - then it means ...
by Zheka
01 Oct 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 1003

Re: Delays receiving real-time data

You don't need a more granular Data1 at all - unless you are really micro-managing entries/exits with an "execution algo". If you need to trade intrabar, then a stop/limit order submitted at bar end will work just fine. Getting to a more granular time-frame will not solve the problem of &q...
by Zheka
01 Oct 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 1003

Re: Delays receiving real-time data

pcrespo wrote: But no big deal, I'll increase the interval. Maybe 15 seconds.
:D You really insist on paying your dues.
by Zheka
01 Oct 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 1003

Re: Delays receiving real-time data

For both I use 1-sec Data1 bars, which isn't important to their success, so should I not
The question should be just the opposite: do you really, REALLY need it?
You whole production set-up should be scrutinized from this perspective, and optimized for robustness.
by Zheka
30 Sep 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 1003

Re: Delays receiving real-time data

@pcrespo,
What's the bar interval for your primary trading logic and what would be your typical trade length?
by Zheka
30 Sep 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 1003

Re: Delays receiving real-time data

What's the bar interval for your primary trading logic and what would be your typical trade length?
by Zheka
29 Sep 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 1003

Re: Delays receiving real-time data

@pcrespo, I feel you are overdoing it and "observation" influences the results. I/O operations (like printing to a file) are relatively slow, and you are printing at each tick and bar close! My advice: - sync clock once in 15 minutes, not seconds - use 15-60sec bars - find time differences...
by Zheka
28 Sep 2018
Forum: MultiCharts
Topic: Bug report MC-2499 - MC/PT: wrong trade size with Cash Per Trade setting
Replies: 5
Views: 160

Re: Bug report MC-2499 - MC/PT: wrong trade size with Cash Per Trade setting

Henry, I knew there are probably "some well-reasoned calculations" even as I submitted the PM. Whatever they are, they just do not make sense. Or are not applicable. And order for 10K usd is an order for 10Kusd. Not more, not less. This can be easily programmed around, right? One "if&...
by Zheka
27 Sep 2018
Forum: MultiCharts
Topic: Bug report MC-2499 - MC/PT: wrong trade size with Cash Per Trade setting
Replies: 5
Views: 160

Bug report MC-2499 - MC/PT: wrong trade size with Cash Per Trade setting

https://www.multicharts.com/pm/public/multicharts/issues/MC-2499 1) Load any USD-quoted currency pair, e.g. USD.JPY, USD.CAD 2) apply any signal 3) set strategy currency to USD 4) set "Cash Per Trade" = $10000 5) run the signal and see in the trade list that trade sizes are not equal to 10...
by Zheka
27 Sep 2018
Forum: MultiCharts .NET
Topic: Version 12 reloads data every backtest [SOLVED]
Replies: 13
Views: 445

Re: Version 12 reloads data every backtest [SOLVED]

Anna, You misunderstood the issue. PT downloaded missing historical data even before MC12. The problem is that now, after loading data for the FIRST backtest (either from the database or also filling in some missing data), MC12 loads them from the database ANEW/AGAIN for all subsequent backtests (on...
by Zheka
20 Sep 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 1003

Re: Delays receiving real-time data

It is misleading to judge the quality of connection by ping (which uses a different protocol for measurement).

One can observe real-time TCP connection latencies under load just by opening a Resource Monitor in a Task Manager and looking under Network/TCP connections.
by Zheka
14 Sep 2018
Forum: MultiCharts
Topic: Streaming vs Historical Data [SOLVED]
Replies: 23
Views: 365

Re: Streaming vs Historical Data [SOLVED]

Set data to Trades and 1-tick and see how frequently MC plots/updates the data to ensure it actually works. My suggestion re 1-tick resolution was to VERIFY (rather than ensure) that it works. These 5-sec bars will be the "ticks" (actually, they are recorded by MC as 4-ticks in the databa...
by Zheka
14 Sep 2018
Forum: MultiCharts
Topic: Streaming vs Historical Data [SOLVED]
Replies: 23
Views: 365

Re: Streaming vs Historical Data [SOLVED]

is the the "Use 5 seconds bars as ticks" you are talking about Yes, this is the one. 5-sec bars come with 250-300ms delay in real-time from IB's historical data server, cleaned, so you are guaranteed to have historical=real-time. All with minor processing load compared to getting all of t...
by Zheka
13 Sep 2018
Forum: MultiCharts
Topic: Streaming vs Historical Data [SOLVED]
Replies: 23
Views: 365

Re: Streaming vs Historical Data [SOLVED]

THE solution to this issue is to use IB's True Real-Time 5-sec bars, instead of ticks. For that, switch to "use 5-sec bars as ticks" in IB's plug-in(datasource) settings; you might need to use Trades as a datastream (rather than Bid-Ask). Please search forum for related/my posts for details.
by Zheka
09 Sep 2018
Forum: MultiCharts .NET
Topic: Version 12 reloads data every backtest [SOLVED]
Replies: 13
Views: 445

Re: Version 12 reloads data every backtest [SOLVED]

I have experienced the same unnecessary reload of all of the instrument data in PT when backtesting.

@Anna,
did you manage to replicate it on your end?
by Zheka
03 Sep 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 1003

Re: Delays receiving real-time data

@Zheka - quad core was the lowest available from OVH. I'll shop around for a server with faster (and possibly fewer) cores. I've read you have a 4xCPU server. Of course, if it's a single 4-core Xeon E3 - then there is no real need. Still, you will do better with a i7-7700K, which is also a quad-cor...
by Zheka
02 Sep 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 1003

Re: Delays receiving real-time data

Yes, CPU seems to be "good enough", though you would be better off with 1x i7-7700K (or 6700K).. Why do you need a 4-CPU set-up on a production machine? TCP Optimizer will mostly cover it, just read the docs/search the web to understand what specific settings mean and how "networking&...
by Zheka
31 Aug 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 1003

Re: Delays receiving real-time data

@Zheka - yeah, switching to IB data was going to be my last resort, which seems to be where I'm headed. I just ran a speed test to a server in Dallas. I don't know how indicative it is, but I got 116 MB/s (927 Mb/s) Down and 26 MB/s Up. Hmm:-) I was talking about latency (and tuning NIC/TCP stack i...
by Zheka
29 Aug 2018
Forum: MultiCharts
Topic: Delays receiving real-time data
Replies: 53
Views: 1003

Re: Delays receiving real-time data

Several things came to mind: - "Pings" are not at all representative of real latency under load. - your network card/TCP stack settings and CPU processing power will somewhat influence your overall "trading system" latency, especially in times of heavy trading/tick count across s...
by Zheka
26 Aug 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE
Replies: 119
Views: 5548

Re: MULTICHARTS 12.0 RELEASE

To add:
with "Request Historical ticks directly from API", MC gets Bid prices=Ask.
w/o "Request H...", MC gets, but does not save any tick data to the database (as reported above)
by Zheka
24 Aug 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE
Replies: 119
Views: 5548

Re: MULTICHARTS 12.0 RELEASE

1) IB CFD historical data would not load, motivating that "Data are not subscribed" and that it would start getting Delayed data after the delay period. - I do have all the IB permissions for CFDs - that was not a problem with MC11 Thank you for your answers, Henry. I tried to get you the...
by Zheka
24 Aug 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE
Replies: 119
Views: 5548

Re: MULTICHARTS 12.0 RELEASE

Henry, could "Flush Cashed Data to Database" be also integrated under File->..... into the main program, so you don't always have to open the Quotemanager? Fully agree. There is hardly a reason for placing it in QM if the data to be "flushed to database" are collected in the mai...
by Zheka
20 Aug 2018
Forum: MultiCharts
Topic: MULTICHARTS 12.0 RELEASE
Replies: 119
Views: 5548

Re: MULTICHARTS 12.0 RELEASE

Started using MC 12 with IB, stumbled upon several issues: 1) IB CFD historical data would not load, motivating that "Data are not subscribed" and that it would start getting Delayed data after the delay period. - I do have all the IB permissions for CFDs - that was not a problem with MC11...
by Zheka
19 Jul 2018
Forum: MultiCharts
Topic: Portfolio available cash for stock investing
Replies: 2
Views: 173

Re: Portfolio available cash for stock investing

Technically, a broker would allow opening a new position if you have sufficient equity - at that moment - to cover the margin. To only base your sizing decisions on closed equity, you need to explicitly code this around. You can also play with PortfolioTrader Portfolio Settings (Exposure, Required C...
by Zheka
10 Jul 2018
Forum: MultiCharts
Topic: New Behaviour in MC11 when a signal input references an indicators plot value [SOLVED]
Replies: 7
Views: 508

Re: New Behaviour in MC11 when a signal input references an indicators plot value [SOLVED]

WOW!
I did not know it is possible to reference indicator plots as inputs.
Is there somewhere a more general "use case" description with syntax, all the limitations and nuances?
by Zheka
08 Jul 2018
Forum: MultiCharts
Topic: Phantom Trades
Replies: 26
Views: 2314

Re: Phantom Trades

A simple solution to this set of issues is to use IB's "True RT 5-sec bars" feed , covering all ticks in these 5 seconds. For the cost of 250-300ms delay, you get a "cleaned" 5-sec bar (o-h-l-c) from IB's Historical data servers. If you do not use tick bars, and the trading bar i...
by Zheka
20 Jun 2018
Forum: MultiCharts
Topic: MC dollar trailing stop
Replies: 2
Views: 113

Re: MC dollar trailing stop

To add to the issues:

https://www.multicharts.com/pm/public/m ... es/MC-2473

It seems to be currently not possible to have a variable size of a stop/trailing stop via standard MC order commands.
by Zheka
29 May 2018
Forum: MultiCharts
Topic: VOTE: Optimization Results: add (and default to!) 'average' results for a parameter/parameter combination
Replies: 0
Views: 102

VOTE: Optimization Results: add (and default to!) 'average' results for a parameter/parameter combination

I just discovered that both 2D and 3D Optimisation reports provide analysis FIXING other optimized params at some specific values! (which btw is not at all obvious for a user!), making such reports highly misleading and not practically usable. One would need to export the results to Excel and work w...
by Zheka
17 May 2018
Forum: MultiCharts
Topic: Equal weights portfolio strategy [SOLVED]
Replies: 4
Views: 257

Re: Equal weights portfolio strategy [SOLVED]

This might be connected with Required Capital assumptions (see top-right part in Portfolio settings)/Margin per contract settings.

Try to debug with 1 strategy, 2 strategies..
by Zheka
16 May 2018
Forum: MultiCharts
Topic: Equal weights portfolio strategy [SOLVED]
Replies: 4
Views: 257

Re: Equal weights portfolio strategy [SOLVED]

How did you set-up your portfolio?
Is it one "signal" (=strategy logic) applied to many instruments or many (same) "strategies" each applied to one instrument?
by Zheka
15 May 2018
Forum: MultiCharts
Topic: Intel I9 v AMD TR1950
Replies: 9
Views: 426

Re: Intel I9 v AMD TR1950

Why guess? As TJ suggested, launch a Task manager and from there, if necessary, a Performance Monitor. Observe if, under your full set-up, CPU load, RAM consumption and SSD usage are at their maximum and are a bottleneck. Then close 1/4 of workspaces and observe again...repeat until you get a good f...
by Zheka
08 May 2018
Forum: MultiCharts
Topic: Please VOTE: Make default Trade size/MaxPositionSize/MaxNumber of Entries settable in a signal
Replies: 0
Views: 118

Please VOTE: Make default Trade size/MaxPositionSize/MaxNumber of Entries settable in a signal

This will allow separating position sizing algos/signals from the core signal logic also in MC, will simplify code, etc. Yes, it is possible to vary position size in PT MM signals, but this does not cover quite a number of use cases. E.g. when dynamic sizing algos are different by strategy/instrumen...
by Zheka
08 May 2018
Forum: MultiCharts
Topic: PLEASE VOTE: Make tabs in PLEditor mouse-draggable
Replies: 0
Views: 123

PLEASE VOTE: Make tabs in PLEditor mouse-draggable

If one wants to open the text of a function from within a document (by right-clicking on the function name), the function opens not in the "next"/side-by-side tab to the current document, but as the last in the list, which - if more than 5-6 documents are open - is a pain. It is also impos...
by Zheka
08 May 2018
Forum: MultiCharts
Topic: Running out of Memory Alert 32Bit-Version
Replies: 9
Views: 416

Re: Running out of Memory Alert 32Bit-Version

Such dll usage is not directly possible. There is a tool (I do not remember the name) selling for 600eur+ which wraps around 32-bit dll functions and makes them callable from within 64-bit programs, but the success rate is not 100%. Knowledge of 32-bit program structure/nuances would be desirable. W...
by Zheka
18 Apr 2018
Forum: MultiCharts
Topic: Order Timing [SOLVED]
Replies: 25
Views: 863

Re: Order Timing [SOLVED]

Negotiations (and changes) start with the word "NO" :-)
by Zheka
11 Apr 2018
Forum: MultiCharts
Topic: Order of signals within the backtesting
Replies: 8
Views: 326

Re: Order of signals within the backtesting

With such a tight stop-loss/profit target, you would definitely want to use Bar Magnifier.

https://www.multicharts.com/trading-sof ... _Magnifier.
by Zheka
09 Apr 2018
Forum: MultiCharts
Topic: portfolio equity for position sizing in backtesting [SOLVED]
Replies: 2
Views: 268

Re: portfolio equity for position sizing in backtesting [SOLVED]

Portfolio_NetProfit+Portfolio_OpenPositionProfit - assuming you use a Portfolio Trader (look under "Portfolio_..." sections in PL Editor Dictionary).

And you do need to use PT to backtest position sizing for a portfolio.
by Zheka
06 Apr 2018
Forum: MultiCharts
Topic: Order Timing [SOLVED]
Replies: 25
Views: 863

Re: Looking For "BUY" Code [SOLVED]

Alex, you are soooo generous and kind to spend 20+min of your precious time on smbdy who does not listen, is not appreciative of other people's time, lazy to do the homework and/or just does not get it. IMHO, 1-2-3 ->ban! (or ignore) As for buying exactly the "opening tick" : for strategie...
by Zheka
04 Apr 2018
Forum: MultiCharts
Topic: Order Timing [SOLVED]
Replies: 25
Views: 863

Re: Buy {"BUY"} Next Bar at Open ; [SOLVED]

You don't have a problem.

The difference between the arrows and the fills is because of Heikin-Ashi bars; HA Open is not determined by time.
by Zheka
04 Apr 2018
Forum: MultiCharts
Topic: Order Timing [SOLVED]
Replies: 25
Views: 863

Re: Order Timing [SOLVED]

What's wrong with what you described? An arrow placed incorrectly or the real trade?

What's the timestamp of the first tick (=open) of this bar? By default, MC opens a bar only when the first tick of it appears.

A screenshot would help.
by Zheka
29 Mar 2018
Forum: MultiCharts
Topic: Order Timing [SOLVED]
Replies: 25
Views: 863

Re: Buy {"BUY"} Next Bar at Open ; [SOLVED]

My question was about the time, not price. How much time passes - on average - since bar open? Is there a pattern?
by Zheka
29 Mar 2018
Forum: MultiCharts
Topic: Order Timing [SOLVED]
Replies: 25
Views: 863

Re: Buy {"BUY"} Next Bar at Open ; [SOLVED]

Does the order get executed on time, i.e. as soon as the next bar opens?
by Zheka
29 Mar 2018
Forum: MultiCharts
Topic: Order Timing [SOLVED]
Replies: 25
Views: 863

Re: Buy {"BUY"} Next Bar at Open ; [SOLVED]

But does it work as it should in backtesting?
by Zheka
29 Mar 2018
Forum: MultiCharts
Topic: max value in array [SOLVED]
Replies: 5
Views: 322

Re: max value in array [SOLVED]

Array_Sort loops through the array AND moves values in memory. Much more expensive than just looping and saving.
by Zheka
29 Mar 2018
Forum: MultiCharts
Topic: max value in array [SOLVED]
Replies: 5
Views: 322

Re: max value in array [SOLVED]

There is no way.
Why do you want to avoid looping?
by Zheka
29 Mar 2018
Forum: MultiCharts
Topic: How to close a file after printing to it [SOLVED]
Replies: 1
Views: 198

How to close a file after printing to it [SOLVED]

Hi, I am automating export of price and indicator values from a chart by starting MC and loading a relevant workspace with a signal that does the job with print(filename, value1,value2,...). The problem is that the resulting file is not released by MC until the signal is switched off, and so it cann...
by Zheka
22 Mar 2018
Forum: MultiCharts
Topic: Portfolio Trader - Does not advance date to the current date
Replies: 17
Views: 718

Re: Portfolio Trader - Does not advance date to the current date

Alex,

But in the screenshot you attached the date is *pinned*, fixed.....No wonder you do not get trades.
by Zheka
11 Mar 2018
Forum: MultiCharts
Topic: OANDA Data / Chart / Bar issues
Replies: 27
Views: 1138

Re: Data issues

With MC, it will cancel and resubmit the same order with the closing of a bar.
AFAIK, MC cancels/resubmits a limit order, only if its price changed.
Write an email to Support, if it does not.

I was able to see how OANDA compared. They don;t.
In what sense?
by Zheka
08 Mar 2018
Forum: MultiCharts
Topic: OANDA Data / Chart / Bar issues
Replies: 27
Views: 1138

Re: Data issues

In forex limits are filled at touch. Futures you have to expect to go through the price by a tick In a free 'market" (ECN in case of IB or exchange in case of futures) if there is somebody on the other side - you will be filled. So, it all comes down to depth/liquidity at the time. Now, practi...
by Zheka
08 Mar 2018
Forum: MultiCharts
Topic: OANDA Data / Chart / Bar issues
Replies: 27
Views: 1138

Re: Data issues

IB Gateway is a small gateway app from IB to connect via API. I am not clear on your item #2. Is this step the one that makes it stable? No, it is stable by design (and lack of GUI). But this avoids having to type authentication codes if the app crashes in automated trading and you then restart it a...
by Zheka
08 Mar 2018
Forum: MultiCharts
Topic: OANDA Data / Chart / Bar issues
Replies: 27
Views: 1138

Re: Data issues

IB would work as smooth as silk. 1) use IB Gateway, not TWS. It can stably run for months, no need to re-login daily; update it as you need. 2) set-up a second "user" for the account without (card) authentication -with trading permissions only - if you want to avoid "dialing in" ...
by Zheka
22 Feb 2018
Forum: MultiCharts
Topic: MULTICHARTS 11.0 RELEASE
Replies: 85
Views: 12487

Re: MULTICHARTS 11.0 RELEASE

Will the issue of licensing/authorisation server disconnects (which breaks automated trading) be addressed?
by Zheka
18 Feb 2018
Forum: MultiCharts
Topic: Filtering bad ticks
Replies: 7
Views: 367

Re: Filtering bad ticks

@MC, I hope the above paper provides the background necessary to start thinking of what can be implemented (see PM ). A setting to filter obvious (user-specified) outliers - both in RT and in historical data - is a no brainer and is implemented in many other trading software. Would save traders a lo...
by Zheka
13 Feb 2018
Forum: MultiCharts
Topic: Coding a function to calculate volatility
Replies: 16
Views: 1403

Re: Coding a function to calculate volatility

Inputs: NumDays(0); Vars: var0(SquareRoot( 260 )) , j(0); Array: dayClose[30](0), dayOpen[30](0); for j=0 to NumDays-1 begin dayClose[j] = CloseD(j); dayOpen[j] = OpenD(j); end; if dayClose[1]>0 then begin value2=Log( OpenD(0) /dayClose[1]); Value1 = var0 * StandardDev(value2, NumDays, 1 ) ; end; p...
by Zheka
12 Feb 2018
Forum: MultiCharts
Topic: Coding a function to calculate volatility
Replies: 16
Views: 1403

Re: Coding a function to calculate volatility

The error is not "regardless". Follow TJ's advice. 1) StandardDev needs a "series" as input. Just Log() is not, but a variable - in MC - is. 2) calculate Log if dayClose[1]>0. I am not 100% clear why 1) passes by the compiler and why 2) is not handled by closeD() under the hood, ...
by Zheka
09 Feb 2018
Forum: MultiCharts
Topic: [Portfolio] Pmm Strategy Programing Problem [SOLVED]
Replies: 3
Views: 285

Re: Pmm Strategy Programing Problem [SOLVED]

One way would be to split one portfolio strategy applied on N symbols into separate N strategies. You can easily do this by setting up one, and then "cloning" (right-click -menu). But in general be aware that when you "deny entry" at the portfolio level then this entry is 'skippe...
by Zheka
09 Feb 2018
Forum: MultiCharts
Topic: Order Activation
Replies: 17
Views: 627

Re: Order Activation

Input: stime(1220); Var: ii(0),jj(0),ec(0); if average(close,5) > average(close,10) and time<stime then begin if ii=0 then ec=close; ii+=1; jj=0; buy next bar at ec+5*averagetruerange(10) stop; end; if average(close,5) < average(close,10) and time<stime then begin if jj=0 then ec=close; jj+=1; ii=0...
by Zheka
09 Feb 2018
Forum: MultiCharts
Topic: [Portfolio] Pmm Strategy Programing Problem [SOLVED]
Replies: 3
Views: 285

Re: Pmm Strategy Programing Problem [SOLVED]

value1=array_compare(simbolo,idx,simbolo,idx+1,portfoliostrategies); You are trying to compare n=portfoliostrategies elements starting from an (increasing) element idx+1 - in an array that has a max number of portfoliostrategies elements. Try value1=array_compare(simbolo,idx,simbolo,idx+1,portfolio...
by Zheka
09 Feb 2018
Forum: MultiCharts
Topic: Order Activation
Replies: 17
Views: 627

Re: Order Activation

In MC, for orders to stay open an entry condition needs to be satisfied at each bar. Set each day's session end time at 5:59 p.m. ( or even 6:00pm). In theory, as the bar closes (I guess you are using Daily bars, right?), entry condition will get re-evaluated, current orders - cancelled, new orders ...
by Zheka
02 Feb 2018
Forum: MultiCharts
Topic: Order Activation
Replies: 17
Views: 627

Re: Order Activation

Is your IOG setting ON? If not, then it is no wonder that everything gets evaluated only at each 10-min bar close.. Search the forum - this has been discussed with regards to SetExitOnClose. You can also set your Data1 as 1min, and Data2 as 10min, and this will allow conditions to be evaluated with ...
by Zheka
27 Jan 2018
Forum: MultiCharts
Topic: Automate Order execution
Replies: 4
Views: 246

Re: Automate Order execution

You mentioned "automated strategy execution" - so was my answer...Sorry, can't help with manual trading setup..
by Zheka
27 Jan 2018
Forum: MultiCharts
Topic: Automate Order execution
Replies: 4
Views: 246

Re: Automate Order execution

Hi, In theory, it should be possible to reload a chart with a different time frame and turn automated trading on again after the switch...But that has many complications and side effects and would not be a robust solution to rely on for automated trading. What's wrong with having several needed time...
by Zheka
15 Jan 2018
Forum: MultiCharts
Topic: Initial Portfolio Capital [SOLVED]
Replies: 2
Views: 221

Re: Initial Portfolio Capital [SOLVED]

Hi,

this might be governed by the "Margin value [ ]% of contract cost".
try playing with it (e.g. set it to100)
by Zheka
11 Jan 2018
Forum: MultiCharts
Topic: Optimize 1 single strategy on several instruments
Replies: 7
Views: 501

Re: Optimize 1 single strategy on several instruments

raffaele, if you put one signal and multiple instruments under one strategy , PT will optimize just one set of variables, for one signal. Exactly as you want. Where PT fails is in finding optimum values for separate strategies that would maximize a certain metric for the whole portfolio. There is a ...
by Zheka
11 Jan 2018
Forum: MultiCharts
Topic: How to exit from multiple entries
Replies: 3
Views: 268

Re: How to exit from multiple entries

Brute force rules! :-))
by Zheka
04 Jan 2018
Forum: MultiCharts
Topic: FOREX Trader with IB ?
Replies: 8
Views: 449

Re: FOREX Trader with IB ?

Of course - data back in history cannot "represent" future executions, regardless of the number of providers. But if an order is issued to "buy next bar at market" when backtesting in MC in Extended mode, then using "historical' bid/ask data from IB you can be pretty sure th...
by Zheka
03 Jan 2018
Forum: MultiCharts
Topic: FOREX Trader with IB ?
Replies: 8
Views: 449

Re: FOREX Trader with IB ?

In some cases manual intervention may be required to resolve any issue arises - I want to have TWS there for those times. How do you handle that? Automated trading is executed on a separate VPS which only has 2 programs installed and running: trading software (MC or SC) and IBGateway, in total occu...
by Zheka
03 Jan 2018
Forum: MultiCharts
Topic: FOREX Trader with IB ?
Replies: 8
Views: 449

Re: FOREX Trader with IB ?

1. I do not know how you trade and why would you run a bulky (and somewhat buggy) TWS for execution of automated strategies. TWS has not been designed for that - so, use at your own peril. IB Gateway is, in contrast, a very lightweight, robust application with minimum overhead which runs for months ...
by Zheka
02 Jan 2018
Forum: MultiCharts
Topic: How to exit from multiple entries
Replies: 3
Views: 268

How to exit from multiple entries

I would like to have the same 'time exit" of N-bars for each entry in a complex position. But of course, a code like below would generate a compile error of "Orders cannot be inside a loop". for ii=0 to posTradecount(0)-1 begin if currentbar-PosTradeentryBar(0,ii)=TimeStop then Sell (...
by Zheka
02 Jan 2018
Forum: MultiCharts
Topic: FOREX Trader with IB ?
Replies: 8
Views: 449

Re: FOREX Trader with IB ?

Min Movement: 5 (can also be 1 if you want 1/10 pips accuracy - I found that keeping this setting at TWS a bit buggy though) I have never encountered a problem setting a 1/10 pips accuracy in IB Gateway. Setting Min Movement to 5 will cause errors in RT, if your strategy submits a limit order with ...
by Zheka
23 Nov 2017
Forum: MultiCharts
Topic: historical data in quotemanager that disappear
Replies: 9
Views: 751

Re: historical data in quotemanager that disappear

We DONT, Backup is for a different purpose altogether.
by Zheka
23 Nov 2017
Forum: MultiCharts
Topic: historical data in quotemanager that disappear
Replies: 9
Views: 751

Re: historical data in quotemanager that disappear

Henry,
This issue comes up again and again.

Please, let's at least have a button to save data without having to close (nearly) all of MC processes.

There is a PM for that.
by Zheka
22 Nov 2017
Forum: MultiCharts
Topic: Setting correct sessions for IB CFDs
Replies: 7
Views: 613

Re: Setting correct sessions for IB CFDs

Coding around is surely always possible. Please let's get this improved in one of the upcoming releases.

Thank you.
by Zheka
20 Nov 2017
Forum: MultiCharts
Topic: Setting correct sessions for IB CFDs
Replies: 7
Views: 613

Re: Setting correct sessions for IB CFDs

Pity. What's the recommended way then to trade such non-native (to the exchange) symbols? Monitor DST and manually adjust as you go?
How to correctly do the backtesting?
by Zheka
20 Nov 2017
Forum: MultiCharts
Topic: Portfolio Trader: Currency conversion error
Replies: 6
Views: 603

Re: Portfolio Trader: Currency conversion error

In this case each instrument will be calculated in his own base currency (price*big point value).


You mean performance statistics will be calculated in each instrument's base currency, right?

What will happen to all margin-related calculations at the portfolio level?
by Zheka
17 Nov 2017
Forum: MultiCharts
Topic: Inaccurate performance report
Replies: 3
Views: 421

Re: Inaccurate performance report

Try changing price scale for relevant symbols in QuoteManager to the precision you require.
by Zheka
11 Nov 2017
Forum: MultiCharts
Topic: Mapping symbols [SOLVED]
Replies: 7
Views: 667

Re: Mapping symbols [SOLVED]

Will installing a 32-bit MC and a 64-bit MC help? These would be 2 QMs and 2 databases, right?
by Zheka
11 Nov 2017
Forum: MultiCharts
Topic: Rollover for continous futures contracts [SOLVED]
Replies: 9
Views: 1043

Re: Rollover for continous futures contracts [SOLVED]

Swisstrader, MC does not handle rollover of pre-constructed *continuous contracts* from IQFeed. The rules have been defined by IQFeed and contracts stitched together into one data series on IQFeed's side. You can get the rules from IQFeed and compare the @YM# data series to a plot of 2 separate cont...
by Zheka
10 Nov 2017
Forum: MultiCharts
Topic: Results of an indicator change as I load a different number of bars [SOLVED]
Replies: 13
Views: 1096

Re: Results of an indicator change as I load a different number of bars [SOLVED]

Anna,
but that was exactly the point! As far as I know, in TS a variable initialization with the function will make it calculate on each bar...
And this is how it used to work in MC previously (to the best of my knowledge).
by Zheka
09 Nov 2017
Forum: User Contributed Studies and Indicator Library
Topic: The Economic Events Collection for MultiCharts
Replies: 131
Views: 32705

Re: The Economic Events Collection for MultiCharts

Hi, Josh,

Out of curiosity:
do you not use the Economic events as input to your strategies or you use a different way/tool to supply it to the strategies?

Thank you for your work!
by Zheka
08 Nov 2017
Forum: MultiCharts
Topic: Portfolio Trader: Currency conversion error
Replies: 6
Views: 603

Re: Portfolio Trader: Currency conversion error

Indeed. Sorry, I overlooked.

Is it possible to add MXN..TRY is in the list, but MXN is not...

Does it mean that USD.MXN cannot be traded in Portfolio Trader?
What happens to all the performance statistics when Base currency is set to None? And the instrument is USD.MXN?
by Zheka
07 Nov 2017
Forum: MultiCharts
Topic: PL code execution time - strange behavior
Replies: 11
Views: 1083

Re: PL code execution time - strange behavior

Henry, Sorry, but 1. Why would "if false then Function()" execute slower then "if false then a=b"? With time of execution dependent on specifics of Function()? 2. Array_setmaxindex () had not been benchmarked over the "complete data interval". It had been called ONCE. O...
by Zheka
07 Nov 2017
Forum: MultiCharts
Topic: Setting correct sessions for IB CFDs
Replies: 7
Views: 613

Re: Setting correct sessions for IB CFDs

Henry,

It will be impossible to correctly match e.g. Japanese stock exchange hours to IBs (Exchange) EST/EDT hours - because of the DST.

Is it possible to add a "TimeZone" to the session template?
by Zheka
01 Nov 2017
Forum: MultiCharts
Topic: Bar construction in PT when using mid-point True RT bars from IB [SOLVED]
Replies: 5
Views: 485

Re: Bar construction in PT when using mid-point True RT bars from IB [SOLVED]

Ok.
My question has been different though: please confirm that the bars in RT in Portfolio Trader get constructed from mid-point True RT bars (when I select Trade field for Fx), and not from Bid-Ask.
by Zheka
01 Nov 2017
Forum: MultiCharts
Topic: Rollover for continous futures contracts [SOLVED]
Replies: 9
Views: 1043

Re: Rollover for continous futures contracts [SOLVED]

Indeed. I overlooked it somehow.
Thank you.
by Zheka
31 Oct 2017
Forum: MultiCharts
Topic: Rollover for continous futures contracts [SOLVED]
Replies: 9
Views: 1043

Re: Rollover for continous futures contracts [SOLVED]

BY THE WAY: IB started to stream their Continuous contracts via the API.
Would be really great to be able to get them into MC!
by Zheka
29 Oct 2017
Forum: MultiCharts
Topic: Results of an indicator change as I load a different number of bars [SOLVED]
Replies: 13
Views: 1096

Re: Results of an indicator change as I load a different number of bars [SOLVED]

Great:-)

The question to MC however:
is it supposed to (not) work this way?
Is this different from EL/ TS?
by Zheka
29 Oct 2017
Forum: MultiCharts
Topic: Results of an indicator change as I load a different number of bars [SOLVED]
Replies: 13
Views: 1096

Re: Results of an indicator change as I load a different number of bars [SOLVED]

emavola(xAverage(vola, period)) This is your initial assignment in Variables declaration. It calculates on the very first script calculation, BUT NOT on each and every subsequent bars. Add emavola = xAverage(vola, period) explicitly later in the code. Same for all other variables using functions at...
by Zheka
29 Oct 2017
Forum: MultiCharts
Topic: Setting correct sessions for IB CFDs
Replies: 7
Views: 613

Setting correct sessions for IB CFDs

IB CFDs and XAU/XAG are tagged to a "SMART" Exchange. SMART Exchange has a single list of settings for it, and while changing product settings or session template is not a problem, the TimeZone - relative to which a session template then works - IS a problem. If one product trades in Japan...
by Zheka
29 Oct 2017
Forum: MultiCharts
Topic: Results of an indicator change as I load a different number of bars [SOLVED]
Replies: 13
Views: 1096

Re: Results of an indicator change as I load a different number of bars [SOLVED]

Hi, This is because you do not update the emavola in your code. You only initialize it when declaring a variable. I also has been under the impression that setting a variable to a function at declaration in EL allows one to avoid explicit assignment to a value later in the code. (this is probably no...
by Zheka
27 Oct 2017
Forum: MultiCharts
Topic: PL code execution time - strange behavior
Replies: 11
Views: 1083

Re: PL code execution time - strange behavior

Dear MC, I finally did some investigation re the matter, running the code below over 300 days of 1-min bars: // Signal input: P(false),len(200); vars: ii(0),strt(0),ed(0),MA(0),sum(0); Array: Tr[] (0); once strt=computerdatetime; //once array_setmaxindex(Tr,len) ; MA=waverage(close,5); //if P then s...
by Zheka
26 Oct 2017
Forum: MultiCharts
Topic: PLEASE VOTE: MC and PT: add keywords to allow "phantom"/virtual trades
Replies: 0
Views: 271

PLEASE VOTE: MC and PT: add keywords to allow "phantom"/virtual trades

Portfolio money management functions (e.g. pmms_strategy_deny_entry() ) not only disallow sending orders to the broker, but also cancel them for a strategy altogether, as if they did not happen - which affects strategy statistics. But to implement "Equity curve trading" (and in some other ...
by Zheka
24 Oct 2017
Forum: MultiCharts
Topic: Portfolio Trader: Currency conversion error
Replies: 6
Views: 603

Re: Portfolio Trader: Currency conversion error

Will anybody at MC please answer?
by Zheka
24 Oct 2017
Forum: MultiCharts
Topic: Telegram and WhatsApp [SOLVED]
Replies: 16
Views: 3170

Re: Telegram and WhatsApp [SOLVED]

I send an email to my gmail account. Mobile phone gmail app has a 'push' delivery turned on.
As soon as the message arrives, I get an alert and can see the headline of the message.
by Zheka
24 Oct 2017
Forum: MultiCharts
Topic: Bar construction in PT when using mid-point True RT bars from IB [SOLVED]
Replies: 5
Views: 485

Re: Bar construction in PT when using mid-point True RT bars from IB [SOLVED]

Hi, Anna, I observed this behavior when "live" paper trading in Portfolio Trader - with neither QM, nor core MC running. Just IB Gateway and PT. Please check this on your end. I verified that core MC constructs RT bars from midpoints correctly. But I have no way to verify that this is simi...
by Zheka
12 Oct 2017
Forum: MultiCharts
Topic: Please VOTE: Portfolio Trader: Equity curves per Strategy, Market and Market-Strategy
Replies: 0
Views: 230

Please VOTE: Portfolio Trader: Equity curves per Strategy, Market and Market-Strategy

It would help immensely to quickly judge performance of a Portfolio, if a user could not only see the Total Portfolio Equity, but also its components. There could be a 2-level dialogue window or - better- a table with toggles, allowing one select either entire strategies or entire instruments or cho...
by Zheka
12 Oct 2017
Forum: MultiCharts
Topic: Please VOTE: Portfolio Trader: Order Aggregation per instrument
Replies: 0
Views: 221

Please VOTE: Portfolio Trader: Order Aggregation per instrument

When trading multiple strategies on the same instrument via PT, aggregating orders and sending only the "net" amount to the broker would reduce transaction costs.

https://www.multicharts.com/pm/public/m ... es/MC-2348
by Zheka
12 Oct 2017
Forum: MultiCharts
Topic: Please VOTE: Portfolio Trader: make OPT "filterable" by StrategyName
Replies: 0
Views: 203

Please VOTE: Portfolio Trader: make OPT "filterable" by StrategyName

It would be great to have Order and Position Tracker in PT filterable also by Strategy Name - as defined in Feature Request #2346 https://www.multicharts.com/pm/public/m ... es/MC-2346

https://www.multicharts.com/pm/public/m ... es/MC-2347
by Zheka
12 Oct 2017
Forum: MultiCharts
Topic: Please VOTE: Portfolio Trader: change StrategyName in OPT to those in Portfolio Tree
Replies: 0
Views: 199

Please VOTE: Portfolio Trader: change StrategyName in OPT to those in Portfolio Tree

At the moment, the Strategy Name column in Orders and Position Tracker in PT just repeats the signal names used in Strategies. A list of them! This is useless if one runs strategies with similar signals but with different parameters. Expected Strategy Names are how they are named in the Portfolio tr...
by Zheka
12 Oct 2017
Forum: MultiCharts
Topic: Interactive Brokers new version problem with data feed - new IB API to come
Replies: 9
Views: 1449

Re: Interactive Brokers new version problem with data feed - new IB API to come

Midpoint data is requested for Forex trades from IB
.
I know, Anna. I was the one who requested this feature to be implemented.

But Walter referenced different MC behavior under different IB API versions - and this made me curious.
by Zheka
11 Oct 2017
Forum: MultiCharts
Topic: Portfolio Trader: Currency conversion error
Replies: 6
Views: 603

Re: Portfolio Trader: Currency conversion error

Sorry, just read the previous thread on the subject.
viewtopic.php?p=124646#p124646

@Angelina,
When will a global 'toggle' solution be available (rather than a cumbersome registry edit)?
by Zheka
11 Oct 2017
Forum: MultiCharts
Topic: Portfolio Trader: Currency conversion error
Replies: 6
Views: 603

Portfolio Trader: Currency conversion error

Just got a message that
"Currency conversion is not supported for USD.MXN@IdealPro.
Please set Base currency to None"

Is that because currency conversion is handled with rates from MCFXPrivate which doesn't have this pair?
by Zheka
11 Oct 2017
Forum: MultiCharts
Topic: Bar construction in PT when using mid-point True RT bars from IB [SOLVED]
Replies: 5
Views: 485

Bar construction in PT when using mid-point True RT bars from IB [SOLVED]

I have been running PT with FX instruments set for using mid-point True RT bars from IB (i.e. Trades; Use 5-sec bars as Ticks). Observing IB Gateway logs, I could see that indeed the 5-sec bars are coming to the api client. However, live tick Bid and Ask are subscribed to by MC as well. This makes m...
by Zheka
11 Oct 2017
Forum: MultiCharts
Topic: PT: How to show milliseconds in OPT [SOLVED]
Replies: 1
Views: 265

PT: How to show milliseconds in OPT [SOLVED]

Is there a Registry key to enable showing milliseconds in the Date/Time fields in OPT and Logs in Portfolio Trader?

OPT in MC shows milliseconds, but not in PT.
by Zheka
11 Oct 2017
Forum: MultiCharts
Topic: Interactive Brokers new version problem with data feed - new IB API to come
Replies: 9
Views: 1449

Re: Interactive Brokers new version problem with data feed - new IB API to come

Re 1): Interesting! What does IB API provide as Trades for FX?

Because IB API states that "TRADES" Tick Type is not available for FX.
https://interactivebrokers.github.io/tw ... at_to_show

Has seen requests for Trades generate errors just 2 days ago.
by Zheka
02 Oct 2017
Forum: MultiCharts
Topic: Please VOTE: Multithreading in PT
Replies: 1
Views: 238

Please VOTE: Multithreading in PT

Dear MC, I need to implement a portfolio of multiple strategies on multiple instruments, choosing signals dynamically from a large pool (>50) of variations per strategy. Implementing the above in PT is not difficult and is acceptably quick to backtest, but it lags in RT. MC offloads calculations of ...
by Zheka
02 Oct 2017
Forum: MultiCharts
Topic: convert real-time tick data to historical for backtesting
Replies: 4
Views: 842

Re: convert real-time tick data to historical for backtesting

Henry, it is of course not necessary to "constantly" request historical data. Making a request just 1 time, 50-200ms before 1-min bar "closure" would be enough to accurately capture O and H / L, saving both ticks AND 1min bars (both are historical except the last 200-300ms) strai...
by Zheka
22 Aug 2017
Forum: MultiCharts
Topic: convert real-time tick data to historical for backtesting
Replies: 4
Views: 842

Re: convert real-time tick data to historical for backtesting

Starting from recently released IB API v973.04, it becomes possible to request historical tick data. https://interactivebrokers.github.io/tws-api/historical_time_and_sales.html#gsc.tab=0 This would potentially allow building and saving a 1 min bar almost in RT (building it from the regularly request...
by Zheka
17 Jul 2017
Forum: MultiCharts
Topic: LIMITATION: MaxBarsBack for multiple data streams [SOLVED]
Replies: 2
Views: 334

Re: LIMITATION: MaxBarsBack for multiple data streams [SOLVED]

Thank you, Josh!

I somehow never explored the Symbol_* functionality....It actually did the trick!

Nevertheless, I think the current implementation of MaxBarsback is to be corrected.
by Zheka
13 Jul 2017
Forum: MultiCharts
Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
Replies: 18
Views: 2759

Re: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]

I have tested it, and it works as it should!

Thanks!
by Zheka
13 Jul 2017
Forum: MultiCharts
Topic: LIMITATION: MaxBarsBack for multiple data streams [SOLVED]
Replies: 2
Views: 334

LIMITATION: MaxBarsBack for multiple data streams [SOLVED]

There is a *nuance* in MC which makes life unnecessarily harder. Say, you have 1 min bars as Data1 and need it 200-300 bars ago - for an indicator. But you also have Weekly bars as Data2 - for gauging a 20-Week ATR. Then, you might not have enough data to backtest, since a Maxbarsback setting of 250...
by Zheka
06 Jul 2017
Forum: MultiCharts
Topic: MULTICHARTS 11.0 BETA 1
Replies: 36
Views: 5469

Re: MULTICHARTS 11.0 BETA 1

+1!
This would be a great time-saver!
by Zheka
30 Jun 2017
Forum: MultiCharts
Topic: TWS stopped working: IB-Multicharts issue
Replies: 1
Views: 337

Re: TWS stopped working: IB-Multicharts issue

Try connecting via IB Gateway instead of a bulky TWS.
Added benefit is IBG does not try to log off once a day and can run for months.
by Zheka
19 Jun 2017
Forum: MultiCharts
Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
Replies: 18
Views: 2759

Re: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]

We will seek for possible improvements in one of the future versions. Pleeease! This will make this functionality usable. Plot ticks either from 1 second snapshots or 5 second snapshots from server Historical bar is split into multiple ticks. A tick is generated by MultiCharts on each change of O-H...
by Zheka
17 Jun 2017
Forum: MultiCharts
Topic: Please VOTE : QM: backfilling gaps in data
Replies: 1
Views: 256

Re: Please VOTE : QM: backfilling gaps in data

I have noticed a setting in IB's Profile under Data Sources called "Download historical data\ Don't request data for empty periods". Checking it on/off did not result in an attempt to re-download missing data. Would be really great to make this checkmark do what it is seemingly supposed to...
by Zheka
09 Jun 2017
Forum: MultiCharts
Topic: Please VOTE : QM: Add tools for cleaning data
Replies: 2
Views: 269

Re: Please VOTE : QM: Add tools for cleaning data

The problem is, most of us do not need to edit data very often. A stage of "You do not know that you do not know" I thought so as well until: 1) I found - by chance - several gaps in the data (from 2 days to 2 weeks) that were nearly impossible to identify visually (and so found out that ...
by Zheka
09 Jun 2017
Forum: MultiCharts
Topic: Please VOTE : QM: Add tools for cleaning data
Replies: 2
Views: 269

Please VOTE : QM: Add tools for cleaning data

Since datafeeds are not perfect, one needs to clean erroneous data or know of /fill-in the gaps. Right now, a trader has to change each and every bad tick/value manually. Would be very helpful if MC could automate these tasks. 1) Have a tool that would scan the symbol's data in a database and report...
by Zheka
09 Jun 2017
Forum: MultiCharts
Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
Replies: 18
Views: 2759

Re: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]

Realtime bars are updated once in 5 seconds with a single Close value. This update does not work as actual correction, bar’s OHL values will not be changed, only the close will be updated. Realtime bars can be different from historical bars, that is expected behavior. IB streams 5-sec True RT bars ...
by Zheka
09 Jun 2017
Forum: MultiCharts
Topic: Please VOTE : QM: backfilling gaps in data
Replies: 1
Views: 256

Please VOTE : QM: backfilling gaps in data

It is a real pain and wastes a lot of time when you discover that certain data had not been downloaded by MC (from IB) (for some reason) and all your work should be thrown away. I assumed that MC scans for gaps in the data and tries to download those missing but discovered this not to be the case. A...
by Zheka
09 Jun 2017
Forum: MultiCharts
Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
Replies: 18
Views: 2759

Re: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]

Dear MC,

Would greatly appreciate answers to my questions above.

Also, would be great to have this feature working for CFDs. Trade field is just empty at the moment.

Thank you.
by Zheka
03 Jun 2017
Forum: MultiCharts
Topic: Please VOTE : Holiday Lists: recurring events by user [SOLVED]
Replies: 2
Views: 303

Re: Please VOTE : Holiday Lists: recurring events by user [SOLVED]

I have just installed the latest MC 10 R7 over R5.

DataUpdater.exe run without a problem and I can now see the updated holiday list.
by Zheka
02 Jun 2017
Forum: MultiCharts
Topic: Please VOTE: Portfolio Trader: Equity Drawdown Correlations
Replies: 0
Views: 246

Please VOTE: Portfolio Trader: Equity Drawdown Correlations

Normal correlations among system results are not at all useful in creating a diversified portfolio, i.e. finding complementary equity streams to reduce drawdowns and maximise Profit/DD ratio. A practical and correct approach is to calculate correlations of closed-trade equity in a drawdown ("un...
by Zheka
02 Jun 2017
Forum: MultiCharts
Topic: PLease VOTE: Performance Report: real Rolling period analysis
Replies: 0
Views: 218

PLease VOTE: Performance Report: real Rolling period analysis

Current "Rolling Period" analysis is not really "rolling" (it is anchored!) and is not useful for understanding strategy performance (needed to monitor results subsequently in RT). A user should be able to specify a number of "periods" to roll (e.g. 3-month rolling wind...
by Zheka
02 Jun 2017
Forum: MultiCharts
Topic: Please VOTE: Strategy Report: daily/weekly/monthly resolution
Replies: 0
Views: 218

Please VOTE: Strategy Report: daily/weekly/monthly resolution

It would be a very useful feature to be able to generate the whole "Performance report" (or at least Summary, Trade statistics as well as the Equity curve/DD) based on user selected "resolution"! Current performance report "resolution" is "Trades" only, but ha...
by Zheka
02 Jun 2017
Forum: MultiCharts
Topic: Please VOTE : Holiday Lists: recurring events by user [SOLVED]
Replies: 2
Views: 303

Please VOTE : Holiday Lists: recurring events by user [SOLVED]

At the moment, one has to manually add a Holiday/Event for each and every occurence of it in the past and in the future. Please add a way to: - specify calendar "rules" for the recurring user-added event (incl. duration) and applicability (one-time, backwards and forward). - create user-de...
by Zheka
01 Jun 2017
Forum: MultiCharts
Topic: Question on Timestamp on Orders Generated
Replies: 3
Views: 317

Re: Question on Timestamp on Orders Generated

Hi, Ming80, Where could one read that the "Generated" timestamp is for "when the exchange deems the order marketable"? Until now I thought that "Generated" is what it means i.e. generated by MC. My investigation a year ago showed that this timing to a large degree is dr...
by Zheka
01 Jun 2017
Forum: MultiCharts
Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
Replies: 18
Views: 2759

Re: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]

Hi Henry, I would like to reconfirm the following re 5-sec True RT bars: 1. Minute resolution: - IB API streams "bar updates" (i.e. O-H-L-C values) every 5-sec. How does MC update the bar in RT? My observation is that MC updates "Close only", and that 1-min bars received in RT an...
by Zheka
15 May 2017
Forum: MultiCharts
Topic: PL code execution time - strange behavior
Replies: 11
Views: 1083

Re: PL code execution time - strange behavior

The function is a Simple function , but takes several numericref inputs.
by Zheka
15 May 2017
Forum: MultiCharts
Topic: PL code execution time - strange behavior
Replies: 11
Views: 1083

Re: PL code execution time - strange behavior

I am compiling with the default "Fast execution" mode.

@MC: would appreciate your any feedback on the matter.
by Zheka
06 May 2017
Forum: MultiCharts
Topic: PL code execution time - strange behavior
Replies: 11
Views: 1083

Re: PL code execution time - strange behavior

I have just checked it with a print statement: the function does NOT get executed.
by Zheka
06 May 2017
Forum: MultiCharts
Topic: PL code execution time - strange behavior
Replies: 11
Views: 1083

PL code execution time - strange behavior

I have stumbled upon an interesting phenomenon: Consider the following piece of code: ----------------------------------------------------------- Input: P(false); if P then Value1=Function () ; // where Function is calculationally-intensive -----------------------------------------------------------...
by Zheka
18 Apr 2017
Forum: MultiCharts
Topic: Powerlanguage Function/studies Reference [SOLVED]
Replies: 23
Views: 1595

Re: Powerlanguage Function/studies Reference [SOLVED]

Hmm. Indeed. I could access it via IE.

Still, a lot of MC's functions are not covered...
by Zheka
18 Apr 2017
Forum: MultiCharts
Topic: Powerlanguage Function/studies Reference [SOLVED]
Replies: 23
Views: 1595

Re: Powerlanguage Function/studies Reference [SOLVED]

This link does not work for me either :-(

Would you mind attaching the document,please?
by Zheka
18 Apr 2017
Forum: MultiCharts
Topic: Powerlanguage Function/studies Reference [SOLVED]
Replies: 23
Views: 1595

Re: Powerlanguage Function/studies Reference [SOLVED]

None of the links on the official MC page (https://www.multicharts.com/trading-software/index.php/EasyLanguage_Resources), nor links given by Google, nor the one from Tony - work. After some deeper searching the web, I did find the TS 8.3 EL Functions and Reserved Words manual. BUT: It describes onl...
by Zheka
18 Apr 2017
Forum: MultiCharts
Topic: Powerlanguage Function/studies Reference [SOLVED]
Replies: 23
Views: 1595

Re: Powerlanguage Function/studies Reference [SOLVED]

This has been a long time EasyLanguage legacy. It is part of programming's idiosyncrasies. Just ignore the zero and always start with one and you will be ok. This fact must be HIGHLIGHTED somewhere in the Arrays section of MC/PL documentation! https://www.multicharts.com/trading-software/index.php/...
by Zheka
17 Apr 2017
Forum: MultiCharts
Topic: Powerlanguage Function/studies Reference [SOLVED]
Replies: 23
Views: 1595

Re: Powerlanguage Function/studies Reference [SOLVED]

Actually, other basic array functions (VarianceArray and SortArray) process arrays from an index of 1 rather than 0!
by Zheka
17 Apr 2017
Forum: MultiCharts
Topic: Powerlanguage Function/studies Reference [SOLVED]
Replies: 23
Views: 1595

Re: Powerlanguage Function/studies Reference [SOLVED]

1. This link does not work. 2. I am not talking about Reserved words, I am talking about built-in studies 3. NO, Google does not return anything for these very specific implementations of these functions. 4. Why should a paying user spend time at all searching for something that should be documented...
by Zheka
17 Apr 2017
Forum: MultiCharts
Topic: Powerlanguage Function/studies Reference [SOLVED]
Replies: 23
Views: 1595

Re: Powerlanguage Function/studies Reference [SOLVED]

Oh..REALLY?

The only place built-in functions/studies were described must have been in the Easylanguage "Function and Reserved Words Reference" on the TS site.
And the link is dead for at least a year.
by Zheka
17 Apr 2017
Forum: MultiCharts
Topic: Powerlanguage Function/studies Reference [SOLVED]
Replies: 23
Views: 1595

Powerlanguage Function/studies Reference [SOLVED]

========== ========== ========== ========== Moderator's note: You can get the reference guides here: https://www.multicharts.com/trading-software/index.php/Additional_Information_Sources https://www.multicharts.com/trading-software/index.php/Main_Page https://www.multicharts.com/discussion/viewforu...
by Zheka
18 Dec 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 22085

Re: MULTICHARTS 10.0 RELEASE

5-sec forex data is way too slow for high frequency trader (scalper). It seems to be an IB datafeed limitation, not a multicharts limitation. Other datafeeds don't have that delay. In case of using IB datafeed, the quote field "Trade" needs to be calculated by Muticharts as the middle bet...
by Zheka
16 Dec 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 22085

Re: MULTICHARTS 10.0 RELEASE

How can one construct a correct Mid-price based range bar chart in RT? Does it build correctly historically off "True RT" 5-sec bars? Hello Zheka, Historical data is complete, OHLC values are supplied. Realtime updates are streamed once in 5 seconds (Close value only). Yes, but: 1) 5-sec ...
by Zheka
15 Dec 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 22085

Re: MULTICHARTS 10.0 RELEASE

If I understand you correctly, you mean having a chart with two instruments of the same asset, one with quote field of Ask and the other with quote field of Bid? Yes, for calculation of signals and indicators. But I now realize it will not substitute a "100% correct" mid-point-based range...
by Zheka
15 Dec 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 22085

Re: MULTICHARTS 10.0 RELEASE

I installed the latest version today. I noticed I get delayed quotes for Forex. Searching for the reason, I saw the following comment in features list: "Interactive Brokers: MidPoint is now supported for Forex when Quote field is set to Trade. Realtime updates are streamed by the data feed onc...
by Zheka
12 Dec 2016
Forum: User Contributed Studies and Indicator Library
Topic: The Economic Events Collection for MultiCharts
Replies: 131
Views: 32705

Re: The Economic Events Collection for MultiCharts

Thank you, Josh. Hopefully, you will find time to make Friday update have events for the upcoming week, - otherwise Monday will be "eventless". As for "all-day & High-Impact events" - having them is important (at least) for realistic back-testing of sound risk management (e.g...
by Zheka
11 Dec 2016
Forum: User Contributed Studies and Indicator Library
Topic: The Economic Events Collection for MultiCharts
Replies: 131
Views: 32705

Re: The Economic Events Collection for MultiCharts

Dear Josh and all, since FAQ is missing on the website, a couple of questions on this great tool. 1. I can see time used in the files is NY time. I assume it automatically changes between EST/EDT, correct? 2. For some reason, Future Economic Events.txt (Updated: 9-12-2016 16:05 UTC) contains info UP...
by Zheka
04 Jul 2016
Forum: MultiCharts
Topic: Multiple strategies on one chart
Replies: 7
Views: 1473

Re: Multiple strategies on one chart

Thank you, Felix!

I will try it the way you suggested.
by Zheka
02 Jul 2016
Forum: MultiCharts
Topic: Multiple strategies on one chart
Replies: 7
Views: 1473

Re: Multiple strategies on one chart

Guys:-) Appreciate your comments but they are all about somewhat different situations. My question related to the following set-up: - One chart, 2 signals applied to it, signals generate opposite orders (one after another) The problem is that the opposite-side order generated by the 2nd strategy wil...
by Zheka
29 Jun 2016
Forum: MultiCharts
Topic: Multiple strategies on one chart
Replies: 7
Views: 1473

Re: Multiple strategies on one chart

Thanks a lot for your message! I have long wondered why there is no "unmanaged" order placement mode in MC whereby "Buy 500" would really mean "Buy 500", not "establish a long position of 5000".. What would happen if one of the strategies signals "buy 500...
by Zheka
24 May 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 1
Replies: 89
Views: 13064

Re: MULTICHARTS 10.0 BETA 1

Thank you!
by Zheka
23 May 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 1
Replies: 89
Views: 13064

Re: MULTICHARTS 10.0 BETA 1

Hello Zheka, We have double checked it for you and we can confirm that the bar is "closed" by MC when the "opening" tick arrives. If you want the bar to be closed faster - you need to set the CloseBarTimeout value to 0 in HKEY_CURRENT_USER\Software\TS Support\your MultiCharts ve...
by Zheka
19 May 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 1
Replies: 89
Views: 13064

Re: MULTICHARTS 10.0 BETA 1

Hi Henry, I see 3 possibilities: 1) if current rules apply and a bar is "closed" by MC when the "opening" tick arrives, then it will be closed at +5 sec vs. the "timely" end of a bar period. 2) MC treats the last update for the bar as an 'opening tick' (because it arriv...
by Zheka
18 May 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 1
Replies: 89
Views: 13064

Re: MULTICHARTS 10.0 BETA 1

Sorry for not being clear. There are 12 5-sec updates in 1 min. Is there an MC variable will show 12 (or 12*x), so that one can write: [IOG=true] //?needed? if (Numberofupdates=12) then //last update of a 1 min bar begin // system logic end; The final goal is to only do processing as soon as the las...
by Zheka
18 May 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 1
Replies: 89
Views: 13064

Re: MULTICHARTS 10.0 BETA 1

There is always discrepancy between realtime and historical data. It's unavoidable. But realtime is realtime, historical is historical data. We should not wait realtime data to became historical data then fetch "realtime" data from historical server. That's not true realtime. To test if i...
by Zheka
17 May 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 1
Replies: 89
Views: 13064

Re: MULTICHARTS 10.0 BETA 1

I will just summarize the reasons for asking these implementation of mid-point and 5-sec RT bars for IB: 1. One gets into unpleasant situations (that need handling) when the "autotrading" chart from IB gets "refreshed" with historical data. A chart refreshed with historical data ...
by Zheka
13 May 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 1
Replies: 89
Views: 13064

Re: MULTICHARTS 10.0 BETA 1

Hi, Henry, It is really great to see that these 2 features I asked for are finally implemented! Questions on IB's True RT 5 sec bars implementation: 1) Will a RT 'update' get incorporated into a bar "on-the-fly", as it builds? 2) What is the real delay of IB providing these updates? My pre...
by Zheka
26 Jan 2016
Forum: MultiCharts
Topic: Problem with IB data
Replies: 7
Views: 1914

Re: Problem with IB data

I use IB
by Zheka
25 Jan 2016
Forum: MultiCharts
Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
Replies: 18
Views: 2759

Re: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]

Great news on coming availability of mid-point data. As for 5-sec True bars: We have tested IB 5 second bars. This is a realtime data snapshot coming once in 5 seconds. How do you suggest using it? Do you want to receive a realtime tick bar once in 5 seconds instead of every second? We do not think ...
by Zheka
13 Jan 2016
Forum: MultiCharts
Topic: Problem with IB data
Replies: 7
Views: 1914

Re: Problem with IB data

Henry, What will happen when "Collecting RT data" is ON, but with reloading of the chart (say, 1min chart) for that symbol? What will happen with reloading of both a "tick-based" chart and a 1min chart? What values will be stored in the database for 1min, after such reload? For t...
by Zheka
13 Jan 2016
Forum: MultiCharts
Topic: MCFX data [SOLVED]
Replies: 12
Views: 2149

Re: MCFX data [SOLVED]

Hello dario, In most cases data is different from vendor to vendor. "MultiCharts Forex Data" is retail spread FXCM data stored on our servers. We do not have any information regarding the FXCM data streamed by the other vendors/available in the other applications and we can not guarantee ...
by Zheka
13 Jan 2016
Forum: MultiCharts
Topic: Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]
Replies: 18
Views: 2759

Mid-point price for FX and 5-sec True RT bars from IB [SOLVED]

With this post i would like to raise the importance of this simple-to-implement functionality(ies). Simple - but critical! As there is no "trade" data in FX (only bid and ask), one has to manually calculate a mid-point to feed into signals. This leads to some subtle issues in RT (series sy...

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