Search found 90 matches

by Zheka
22 Nov 2017
Forum: MultiCharts
Topic: Setting correct sessions for IB CFDs
Replies: 7
Views: 156

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: 156

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: 158

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: 181

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: 194

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: 252

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: 256

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: 27404

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: 158

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: 594

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: 156

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: 167

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: 252

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: 252

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: 256

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: 256

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: 156

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: 256

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: 594

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: 70

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: 158

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: 2336

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: 167

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: 52

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: 65

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: 51

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: 40

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: 328

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: 158

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: 158

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: 167

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: 82

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: 328

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: 106

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: 252

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: 252

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: 161

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: 1995

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: 161

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: 2588

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: 218

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: 1995

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: 176

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: 167

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: 167

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: 1995

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: 176

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: 1995

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: 179

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: 126

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: 101

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: 115

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: 179

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: 204

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: 1995

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: 594

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: 594

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: 594

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: 594

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: 15
Views: 803

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: 15
Views: 803

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: 15
Views: 803

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: 15
Views: 803

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: 15
Views: 803

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: 15
Views: 803

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: 15
Views: 803

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: 15
Views: 803

Powerlanguage Function/studies Reference [SOLVED]

I could not find a reference to all the available standard PL functions/studies (please guide me to it if there is one; the Easylanguage function reference link is dead for quite some time), there is no "help" description for them in the editor either, and one has to open the whole ladder ...
by Zheka
18 Dec 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 RELEASE
Replies: 121
Views: 12918

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: 12918

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: 12918

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: 12918

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: 27404

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: 27404

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: 1063

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: 1063

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: 1063

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: 11001

Re: MULTICHARTS 10.0 BETA 1

Thank you!
by Zheka
23 May 2016
Forum: MultiCharts
Topic: MULTICHARTS 10.0 BETA 1
Replies: 89
Views: 11001

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: 11001

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: 11001

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: 11001

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: 11001

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: 11001

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: 1704

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: 1995

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: 1704

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: 1937

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: 1995

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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