MultiCharts: Trading Software for Automated Trading and Backtesting

auato

hi TJ,
Version: MultiCharts64 Version 12.0 Release (Build 19562)

auato

What is happening is a double consecutive trigger and accordingly a second unwanted position when I use the function "time". You can notice it looking at the attached picture. The first trade is correct but the second one is a not wanted trade as the code is as following: if marketposition = 0 and (...

auato

Ops! I didn’t know. Where can I look for in the wiki/manuals?

auato

Hello, new really interesting features are coming with the new R14 but it seems to me that a decay performance tool is still missing. Please, let me know if I am wrong and if already solicited by other customers as I can imagine. You know how much difficult is to make a winning algorithm over time. ...

auato

if so I could move the Data1 from 240minutes (4H) to 5m (just to have the main stream lower than Data2 as TJ suggest me) but I need to change and translate the SuperTrend parameters to fit them on the new time frame. I'm using the Supertrend indicator from Big Mike (.ela code imported from futures.i...

auato

Thanks TJ, is this rule mandatory?

auato

The weird thing that happes is described below. This code triggers the entries on the main stream "Data1" (regular bars 4H) taking care of two Supertrend indicators on the main stream Data1 (but you cal also consider other indicators like ma and so on) and looking constanltly at a second data stream...

auato

Ok thanks again TJ. In fact I read a comment of yours "As a practice, you should always use the fastest resolution as data1"

auato

...and is it mandatory to use fastest time resolution for data 1?
In my study data1 is set at 240 minutes and time resolution for data2 is 1 hour with heinkin ashi

auato

Hello, I tried to search somewhere in some old threads but I have not found the answer I am looking for. I have the same symbol in two subcharts: in subchart1 there are the regular bars to trade, in the subchart2 the symbol is set as heikin ashi bars. I would like to use the closure of heikin ashi b...

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Reading the wiki it’s not perfectly clear for me that’s why I’m asking you the following point. I’m using two algorithms running over two different charts and my broker is IB. Both systems trade the same symbol. They also use OCO orders (as I am using setstoploss and setpercenttrailing for both). Ve...

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Svetlana, I sent my logs as you recommend. Meanwhile I am moving to IB. Does anyone of you, MC users, experienced setpercenttrailing or other particular "set" commands with IB?
Thank you

auato

Hello Svetlana, You say The trailing stop wiil be emulated locally by MultiCharts without any additional coding. but actually the interface between MC and Webank-T3 is a disaster. This morning I tried for the first time how Webank manages a setpercenttrailing led by MC with a simple code and with fl...

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Hi Svetlana, sorry.... I resume again this thread because other doubts are coming. As I am working with Webank there is an interconnection between MC and the broker interface called T3Open and I am experiencing some holes maybe due to Internet outtake for a short time. So it is better to reload from...

auato

Perfectly clear, Svetlana. Thank you very much!

auato

Thanks @Svetlana and @TJ. Another question, please... In some notes written step-by-step to keep trace about my experience with MC I also found a comment of mine which says that if I want to implement all those commands like setstopposition, setprofittarget, setstoploss, setpercenttrailing and so on...

auato

OK Svetlana I only have to set the IOG and nothing else, right?
Thank you

auato

Hello everyone, I am using Webank and looking at the MC supported broker page for this broker there is a limitated compatibility ( emulated OCO, emulated position P&L, not available account P&L). Will the trailingpercent command run by itself or it will be necessary to implement some lines of code t...

auato

Hi TJ, thank you.
But is the syntax of the code correct in your opinion ? And... as Data2 is set as Heikin Ashi when I declare

Code: Select all

...Close of Data2 > st of data2...

the statement "close of data2" what does it mean? Does it refer to the close of regular bar or the close of Heikin Ashi candle?

auato

Hi all, I have two Data streams, the second stream is with Haikin Ashi candles and with a SuperTrend indicator (variable "st") while the first Data stream is with regular bars and without any indicator. I would like to trigger the signal buy or sell starting from the stream Data2: when the close of ...

auato

OK clear now... I never thought those Sell & Buy Mkt/Ask/Bis were pushable buttons. Thank you

auato

Hi Svetlana, thank you. I supposed to close just one contract writing 1 in the text box of the trading panel but when I pushed the button "reverse" it reversed all my active contracts. May be we are not talking about the same panel.... please look at the picture attached. Is the trading panel on the...

auato

Hi to everybody, due to the sensitive nature of the subject (I already lost some money for this) and as the Multicharts manuals are not completely clear in my opinion, about this point, I prefer to turn to you this simple question. I have a trade open with 2 contracts and now I would like to reverse...

auato

Great! Thanks Svetlana. Happy new Year!

auato

Hi, is it possible to backtest a strategy which runs with two data streams? I tried to look into this topic reading some threads but it is not clear at all for me. My code works with two data streams: once is with regular Japanese candles and used for the real trading, the second is the same with th...

auato

Clear.... I could only realise it with and/or statements. Thank you

auato

Hi TJ, thank you.
Here attached what I imagine. Created the code for the case "1 bar cut" by "cross below/above" instructions. But if the purple line goes through the others in more than one bar I need a completely renewed code, I suppose.

barcut.JPG: (83.32 KiB) Downloaded 420 times

Thanks

auato

Hi, I am using the “cross below” and “cross above” statements to trigger my entries when a "moving average" crosses other moving averages. But in this case the script runs well if the crossing occurs in the same bar, of course. But I'd like also to trigger my entry when the "moving average" finishes...

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Thank you

auato

Hi to everybody, I am looking for EL code to have the LSMA (least square moving average) on my charts. It should be the linear regression line moving average sometimes also called EPMA (Endpoint moving average). Do you have something like that? I didn't find it in my pre-compiled MC studies. Thank y...

auato

Yes, I can confirm it. Thanks

auato

Webank T3 support staff resolved the issues some days ago. Problem solved Thank you!

auato

Thank you Svetlana, I'll contact them by email and asking to contact you.

auato

Hi all, did someone who uses MC with T3Open of the Italian broker Webank notice some sync problems raised after the new T3open version 10.1? It looks like as some long "out of sync" between the two softwares occur. For instance in a 5 minutes bars chart, only a few ticks reach MC and so it is not ab...

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Thank you I'll study this feature really useful.
Anyway I understood my probelm: I forgot to activate the checkbox "build from minutes" in Format Instrument -->Settings

auato

You should always state the symbols you have a problem with. Different exchanges and different symbols have different characteristics. Most data suppliers send the quotes in three formats: tick, 1 min, and daily. That is how MC saves them in your database. All the intermediate chart resolutions are...

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Recently I am experiencing a strange problem with my historical data series. As my instrument is a trimestral future, every three months, when the future expires, I set the new one up and I copy and paste in ASCII -with 1 minute resolution- the old data in the new instrument so I can also build an h...

auato

OK, anyway it seems I have some issues with time aggregation or some incorrect configuration in my MC to resolve... but I am experiencig it's really hard to get out from this problem (it looks like there is a mismatching between the time used in the study and checked by print command and the time us...

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Thank you JoshM. OK, it's clear. I would like to avoid the time based commands because with my better settings in Quote Manager (sessions start from 8:59am to 8:34pm) and with hourly resolution (60minutes or 1hour) I notice that all events occur at 9:59 (first bar) or 10:59 (second bar) or 11:59 (th...

auato

Hi, I would like to create a code in which I use the counting of hourly bars. For example: if <I am in the first bar of the current day> AND h[4]<h[5] AND h[3]<h[4] then sellshort ("entry_1") 1 contracts next bar... if <I am in the second bar of the current day> AND h[4]<h[5] AND h[1]<h[4] then sell...

auato

Thanks for refreshing me some articles. I got other interesting details.

auato

Hi, reading in this discussion forum I noticed that I am not the only one whois experiencing differences between real trading and charts. In two days I have seen a couple of these events. I realized that in my case I can have differences between chart and backtest in portoflio trader but also betwee...

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Before the Smoky's suggestion I implemented the IOData.dll solution which stores the value in a txt file. It seems to work fine but the Smoky's solution looks smarter.

auato

Hi Martin, thank you.
Using GVs, if I don't want to lose the value, I have to keep the laptop turned on, havent' I ?

auato

Hi everybody, in a script of mine I have a variable which passes from the initial value of 0 to 1 when during a trade the current price overcomes a threshold. At the end of the market session I turn off my laptop which I'll turn on the next morning. As the trade is still active, when I turn it on I ...

auato

What does it mean? Is it randomic? Can you make an example?

auato

Hi Angelina,
honestly I am not sure if I used "Assign the initial Market position at Broker: Assume the initial market position at the broker the SAME AS on the CHART" or as you wrote "use the actual position at the broker"

auato

Hi, I didn't understand why on my charts the "entering" and "exiting" arrows are shown several times repeatedly even if they don't reflect real trades. In general it looks like they confirm something already happened in the past and every time I reset the broker API. Look the attached picture in whi...

auato

I come back to the topic because today I have experienced another weird behavior. I am briefly going to depict what happend and I ask two questions. -Yesterday my strategy (it can be a multiday strategy) entered in short position but there were not right conditions to exit intraday; -so yesterday, a...

auato

Thank you Angelina.
OK, I'll let you know

BR,
auato

auato

Reflecting on what happened for entryprice() function, I am also wondering if there is a way to pass externally a value into a variable while the script is running in the chart. For example, last time happend to me that my computer crashed and, of course, when I resumed the chart, all variables were...

auato

Hi Angelina,
I used Webank in SA mode and the chart was flat

Thank you
Auato

auato

Hi everybody, today happened something weird in my opinion. A script of mine (IOG enabled) uses entryprice reserved word to calculate profit target, StopLoss and TrailingStop. I did these calculations in IOG since I realized that my broker API doesn't understand or doesn't transmit correctly the app...

auato

My understanding is that if the script has IOG enabled all events will be triggered by tick so the delay you are experiencing maybe is depending by the tick frequency

auato

One more thing... in my code I also have:

if ((o-c)/o)<THR

this means that the entry will be triggered only for the next tick of the next hourly bar as in the moment of the calculation I don't know the close of the current bar. Is it correct?

auato

Yes you are right but I have read a lot of times thinking wrong every time and only focusing on what my mind wanted to think.

auato

oh Thank you @TJ. I was convinced that after IOG enabling all would become related to tick.

auato

I am doing it, TJ. There is no passage that is bothering me. I can't figure out a solution tailored or me. In IOG script running on a hourly chart if I write High<High[1] what does it mean? Does it mean that the High value of the current hourly bar is lower than the High of previous hour or it means...

auato

Sorry for the typo. Yes, I mean IOG. :D On the chart my script thinks on the hourly bars to create some conditions but I also need to enable IOG. If I enable IOG, my script will begin to think on a tick basis and so, if I write if h[1]<h[2] AND h<h[1] then Begin... (that means to intercept three con...

auato

In a IOB script running with hourly time resolution how can I get easily the high, close, low, open values for the previous hourly bars?

Thank you

auato

Yes, it works for me! vars: Recalcpersist RLD(0); if RLD=0 then Begin if currenttime_s >=090230 and currenttime_s <090300 then Begin RLD=1; Commandline(".rld int=1day"); end; end; if RLD=1 then Begin if currenttime_s >=090300 and currenttime_s <090330 then Begin Commandline("at_toggle"); RLD=0; end;...

auato

No conflicts

auato

Using autotrading in SA mode, if the real entry price at broker is different from the entry price calculated by the strategy, the setstoploss and setprofittarget will be calculated on the real price or the theoretical one?

Thanks,
auato

auato

If I remember well only with some parameters it affects all charts, otherwise it affects only the chart in which the script is active. For example .rld glob acts for all charts while in the example above with .rld int=1 day you will see the reload only for the active chart

auato

Hi Massimo, thank you. Are you suggesting me to change all PlaceMarketOrder with ChangeMarketPosition?

auato

Hi @TJ
it's 5 minutes

auato

meanwhile I'm doing some considerations about my problem. As I have IOB enabled for the first and the second script, both execute tick-based calculations. Suppose that in the past we were correctly at -1 and then we reached "time=1734" (first script), so the exit is triggered (in my case is triggere...

auato

Hi, Yesterday, again, started crazy orders for which I cannot give a clear explanation. It's already the third time it happens... unfortunately with real money :( In backtest all run perfectly! :) I don't know if the problem is produced by my scripts or by my bank interface plugin or something else....

auato

@ABC your solution looks like to be great!

auato

Thank you @TJ, you're confirming my thoughts

maybe global variables can be a good workaround

auato

Thanks @TJ... with your code I have a continuous loop. For Currenttime_s() unless the help/wiki states : Use CurrentTime to get the computer's current time with minutes precision. I didnt understand if currentime_s() really reads the local time of my computer or it refreshes at every tick... because...

auato

There is something doesn't work for me. Also triying with ONCE command in one minute of time window (from 9:03 to 09:04) I notice a continuous loop of the .rld command. As I have IOB enabled, I guess it refreshes every tick. As I would like to avoid this useless loop, I tried with a cycle composed b...

auato

Great suggestion! With "Once" I can avoid the loop.
Thanks again

Code: Select all

once (CurrentTime_s >090200 and CurrentTime_s < 090230) begin CommandLine(".rld"); 

   End;

auato

update: I think I understood the solution: if the code above doesn't work, please extend the time window. Maybe with IOG it updates every tick... that's why it is better to have a larger time window in which there are more possibilities to have new ticks. So, you can use this alternative and working...

auato

Thanks @JoshM. Anyway the code doesn't work. If I use the code above with Currenttime or CurrentTime_s nothing happens and if I replace CurrentTime with Time or Time_s with the the timestamp of the bars I don't know why my chart starts to reload all the time in a loop even if the time for current ba...

auato

Thank you @TJ. You are all the time so kind and available. So I got it right about IOG. It is only for order generaction so this means I have to replace only "time" keyword with "currenttime" in my code as below: if CurrentTime = 902 then CommandLine(".rld"); if time >= 910 and time <920 then buy .....

auato

Hi, I tried to search in the wiki and in the older posts but I am still a little bit confused on this matter I am going to depict. My Time Frame = 5 minutes, my signal has IOB enabled. I would like to reload automatically the chart by the ".rld" command after 2 minutes from the beginning of the dail...

auato

Okay, I resume this thread to give you an update. I studied going deeper up to the tick resolution and then tried and tried again some settings in the session window of the Quote manager for the interested symbol I would like to trade. At the moment I think that Webank doesn't communicate correctly ...

auato

Thank you @TJ

auato

Hi, why are my IOG settings in the Portfolio Trader completely greyed out? I already tried with and without Intrabarordergeneration line in my code (and also both true/false attributes) but nothing changes. This doesn't happen in IOG settings from the chart. Maybe someone of you will set me straight...

auato

Hi Angelina, thanks for your time. Maybe it will be possible tomorrow from 8:00am - 11_00am and from 2:00pm to 5:00pm your EST but meanwhile I am approching with another workaround solution using 60 minutes aggregation on the charts instead of 1 hour (essentially the same) but to be checked tomorrow...

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Hi, as you probably know, reading other my posts, I operate with the Italian broker Webank which is considered a Multicharts compliant partner. Unfortunately I am experiencing some troubles/problems with the hourly aggregation. Indeed when I use the hourly time resolution (I choose 1 Hour time resol...

auato

Thank you Angelina, I will try and I'll let you know as soon as possible. I decided to start by a single signal running on a single charts in Sto arrivando! mode and verify before if every single signal will run correctly. The next step will be to work with two or three signals simultaneously on the...

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If there are multiple signals applied to a single chart, then those will be treated as a single strategy. Meaning, for example, that the orders generated at one strategy calculation will be sent as an OCO-group. One Cancels Other (OCO) orders are the price orders sent in a group. When any of OCO or...

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Thank you Angelina and TJ. I read the useful article https://www.multicharts.com/trading-software/index.php/Trading_from_Multiple_Charts_on_One_Instrument and now other aspects on how MC works on the same instrument are clearer. But not so clear about different resolutions. Your charts will display ...

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I would like to tell you some strange some weird things happened yesterday. I have 3 different trading system (already backtested and optimized by MC) and now I am arranging to turn them on ("live") through my broker (webank). To automate the order execution I am using the Portfolio Backtest applica...

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Ok, I presume I can answer my question. This morning I was "live" and I verified the behavior: the response is #2... so I need to find a workaround to implement my idea. My idea is: when my conditions are verified, it can enter only if the next bar firstly reaches the pivotlong level . I am thinking...

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Thank you very much @Ben! I have another question regarding the same topic and I can better explain why I used that code. As I wrote, I adopted the previous solution (with stop and limit simultaneously) to be sure to enter at a precise price because my idea is to enter only and whether the price of ...

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Hi, in my backtest desiring to have precise entries at precise pivot values and accordingly desiring to avoid the variations due to the nature of limit and stop orders for the better price, I found out I can obtain it using simultaneously in the same line of code both limit and stop commands like th...

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