Hi Anna,

Thanks! I reloaded the charts and it was still not split adjusted. Is the discrepancy due to the issue that eSignal does not provide split adjusted data to 3rd party?

Here is the setting dialog:

I'm using MultiCharts64 Version 12.0 Release (Build 19396) with esignal. It appears Multicharts shows intraday historical data without split adjusted. See example below for DUST (3x gold miner ETF). However, eSignal 12 itself shows correct split adjusted intraday data. DUST 2H: Multicharts with esig...

Hello, I kept Multicharts running and it crashed after some time (a couple of minutes to several days randomly). I'm using Ascii mapping, eSignal, and IB datafeed. I only got this problem since last December. I have updated Multicharts to the latest version MultiCharts64 Version 12.0 Release (Build ...

Hello, I was testing several strategies placing limit orders in cryptocurrency. Exchanges such as Bitmex and Deribit offer commission rebate (negative commission rate such as -0.25%) for market makers. However, Multicharts can only simulate positive commission. Is there a way to enable negative comm...

I think it's straight forward in MC:

qty = floor(Portfolio_Equity*0.01/(avgtruerange(30)*bigpointvalue))

I'm getting this problem too in Version 12 Release 18037. The real time data is feed by a DDE server.

By the way, the previous Version 12 Release 17585 worked well.

Yeah, it's essential for accurate portfolio backtesting. The commission rates of China's future markets also vary. Some are defined as fixed amount per contract, while others are defined as a percentage of traded value. Quantopian allows setting slippage and commission per bar to even account for th...

By the way, this functionality is also needed for testing a mixed portfolio of futures, stocks, and/or forex.

Hello, I'm testing a portfolio of futures in Portfolio Trader but found that the current commission and slippage settings are not sufficient to produce correct backtest results. For example, a future contract IF traded on CFFEX has a commission of CNY 30 per contract, and an assumed slippage of 2 ti...

I'm using Multicharts 11.0 Build 15647 64bit version. I found that in the portfolio performance report of portfolio trader, the total number of trades is different from the trade number shown in the equity curve close to close. Why does this happen? For example, the total # of trades is 9637, while ...

Yesterday the license management system failed and all my real-time data was not updating. I have to manually click the license check after a hour of data down. What's wrong with the license server? If you can't guarantee that the server AND the network are up 100% times, you should not immediately ...

This functionality is especially needed for futures backtesting. Different futures can have different slippages since their tick sizes and bigpointvalues can vary greatly.
For example: Emini S&P can have a slippage of one tick $12.5, while VX futures' on tick worth $50.

Sorry there's a typo in my post. Should be Thu 9pm - Fri 3pm.

Your daily bar built from 1min obviously does not comply with the delivered OHLC daily data. The Sat bar should not be there.

Hi Ben, Thanks for the study. If you take a look at the daily file I gave, there is no daily bar for 2/25 Sat. Instead, the daily bar is 2/27 Monday, which should have the open price at 2/24 9pm. The ideal session definition should be: Fri 9pm - Mon 3pm Mon 9pm - Tue 3pm Tue 9pm - Wed 3pm Wed 9pm - ...

See attached files. 1min and daily data.

See attached screenshots. It's 15min bar for Copper (CU) trading in Shanghai futures exchange. On 2/25 Sat 1am night session (2/24 9pm-2/25 1am) ends and On 2/27 Mon 9am day session (2/27 9am-2/27 3pm) resumes. By exchange's definition it's a single daily bar lasting from 2/24 9pm to 2/27 3pm. This ...

The exchange aggregates data from Friday 9pm to Monday 3pm as a single daily bar. I can add an additional session end, but Multicharts will create two daily bars instead of one in this case.

The problem with session definition is that the 24 hour limit should be applied to trading hours within one trade day, instead of using natural hours.

For example: http://www.shfe.com.cn/en/products/Copp ... 38434.html

"and other trading hours as prescribed by SHFE"

Note that the night sessions have been there for 2 years but it's still not formally listed in the contract spec.

The English website was not up-to-date. Only found mentions in news:

http://www.shfe.com.cn/en/Announcementa ... 22031.html

https://www.bloomberg.com/news/articles ... ls-trading

At the end of Saturday, you have to click the box for "Session End".

If I click session end, there will be two days if I build daily bar from minute data. By definition it's not correct. In addition, OpenD, CloseD functions return incorrect data.

Hello, I think there's a bug in the session definition during weekend. Some future contracts such as Coal in Dalian futures exchange trade through weekend. For example, a single trading day contains sessions from Friday 9pm to Saturday 2am, and from Monday 9am-3pm (session end). But when I tried to ...

I created a feature request: https://www.multicharts.com/pm/public/m ... es/MC-2159

Please vote! Thanks all!

Adding an option like this would be sufficient.

Is there anyone know how to add a feature request for this? Thanks.

For accurate testing of a futures portfolio, I need slippage setting in ticks instead of dollar amount since each future has a different tick value. Please add a slippage setting by how many ticks! You're not the only one who looks forward to this feature. There was a topic a year ago that asked fo...

Hello,

For accurate testing of a futures portfolio, I need slippage setting in ticks instead of dollar amount since each future has a different tick value. Please add a slippage setting by how many ticks!