MultiCharts: Trading Software for Automated Trading and Backtesting

ascales

Hi, Thanks for your response. The issue was that I was calculating the risk amount in my account currency. This needs to be converted to the symbol currency using the form: var riskAmountSymbolCurrency = StrategyInfo.ConvertCurrency(Bars.Time[0], StrategyCurrencyCode, Bars.Info.CurrencyCode, riskAmo...

ascales

Hi there, Running the following code on daily bars with bar magnification (1 minute, 5 minute, tick etc) switched on gives incredible results. If MarketPosition = 0 then begin Buy("EntryLimit-L") 100 shares next bar at C limit; end; If MarketPosition = 1 then begin If Time >= 2300 then Sell("ExitMar...

ascales

Hi there, I have the following code for calculating lot size based on entry and exit price: private int CalculateLotSize(double entryPrice, double lossPrice) { var priceDifference = Math.Abs(entryPrice - lossPrice); var ticks = priceDifference * (Bars.Info.MinMove * Bars.Info.PriceScale); var valueP...

ascales

Thanks Vlada,

In TradingView it is a style property of the line: for example 'line' or 'step line' - this is much easier.

Best,
A

ascales

Hi Vlada,

Great, thanks, and in code?

For example:

Code: Select all

GetAccountInfo().AvailableToTrade 
GetAccountInfo().Balance

Are these functions returning values in the account currency?

A

ascales

Hi All, Late to this thread but just wondered if someone could clarify what the advantage/core features of using the Portfolio Trader are WITHOUT specifying any Money Management Signal? What does it do? Just run each strategy/instrument independently or is there some core portfolio functionality? Th...

ascales

Hi there, The calculation for the trade notional amount is a simple one: contract size * price Is there a simple way of calculating this in the account currency based on the current active symbol on the chart? For example a EUR/USD forex trade and an account denominated in CHF? I need this in order ...

ascales

Thanks Josh for the info...

ascales

Hi there, I would like to create a version of the price channel indicator that uses a 'Step Line' (horizontal connecting lines) instead of a regular line (point a-to-b). There doesn't seem to be a style type for this, only a 'Line' type. Any ideas, suggestions? Is there a Step Line type similar to t...

ascales

Bump!

ascales

I guess this one is missing from the standard toolbox...

Aroon indicator developed by Tushar Chande; indicates if the price is trending or is in a trading range. Definition can be found here: https://www.investopedia.com/terms/a/aroon.asp

Enjoy!

Aroon.jpg: (273.76 KiB) Not downloaded yet

aroon.pln: (1.44 KiB) Downloaded 296 times

ascales

Hi Henry,

Could someone please provide an update on the Beta and what the roadmap looks like for MultiCharts .NET this year?

Thanks.
A

ascales

Hi Henry,

Any timeframe for the full release?

Thanks.
A

ascales

Thanks for the response; I can live with this using 1 minute tick data in the bar magnifier. Maybe a nuance of my setup... thnx

ascales

Hi again, So it appears the difference is caused when turning on Bar Magnifier. I am using a 15 minute bar with Trade data plotted on the main chart; and additional data sources for Bid and Ask series. All indicators are using the Trade data source. LMAX is the data provider in this case. I have tri...

ascales

Hi there, I am getting different numbers when calling the ATR function from either an indicator or a signal with identical setup on the same price series and the same chart window. The call is: m_atr.Value = this.AverageTrueRange(atrlength); Does anyone have any suggestions as to how I can resolve/t...

ascales

Added overbought/oversold levels. Enjoy!

ascales

Thanks AngryNJ! I never got around to this...

ascales

Hi, Thanks for the prompt reply. The commission part is clear; based primarily on trade volume, per-client basis. I took the worst case USD 50 Net per USDm. All good. But how do I emulate the spreads in backtesting given that these are Saxo's interbank rates and not the rates I'd trade on? With a fa...

ascales

Hi Saxo Group, Welcome! Could you please confirm that your historical spot FX data is Saxo's actual bid/ask and is suitable for back testing on MC? There was a reference to inter-bank rates on your wiki page: The feed consists of the inter-bank bid/ask feed for FX and CFD products, and the top-of-bo...

ascales

Hi there, Does anyone have any information/update on how European MIFID regulations have affected trading capability/API access from Multicharts? Which brokers continue to support auto trading/API access via Multicharts for European customers? https://www.multicharts.com/features/brokers/ For exampl...

ascales

A simple price channel indicator based on the linear regression line indicator with variable channel length. The channel is dynamic and adjusts with price action.

LinearRegressionChannel.JPG: (374.22 KiB) Downloaded 509 times

ascales

I have reverted to the previous version of the API which is working as expected. I'll try the V20 in 6-12 months to see if it has improved.

ascales

Implementation of Tim Tillson's T3 Moving average. This kind of average provides less lag with a considerably smoother curve.

Also included an indicator with colour coding - see screenshot. Feedback and improvements welcome.

TilsenMa.PNG: (56.03 KiB) Downloaded 1020 times

ascales

I have the same issue with Oanda V20. Constant disconnects with remote server returned an error 400. Quote manager runs for a minute or so and then the error appears. It then runs again and within a minute I get the same error. I have a ticket with Oanda open but so far no joy. Extremely frustrating.

ascales

Hi Henry,

Thanks, surprisingly I had not seen that option.

ascales

Hi there, Is there any way to control the expiry of a Stop order? Trading spot forex using Oanda if I create a new stop order it expires at session close on the day of the order, i.e. 10:59 PM. My code: private IOrderPriced _exitLongStopOrder; _exitLongStopOrder = OrderCreator.Stop(new SOrderParamet...

ascales

Thanks for the clear explanation!

ascales

Is there any difference? I assume indicators could be processing real-time data without auto-trading being enabled?

Thanks.

ascales

Hi Josh,

Thanks for your reply. More of a general question I guess - to save some time!

If anyone has done this already please post your study otherwise I'll code it up and post.

Cheers,
Alan

ascales

Hi there,

Is there a bundled indicator for Bollinger Band %B (Percent Bandwidth)?

https://www.tradingview.com/wiki/Bollin ... 25B_(%25B)

I can see the regular Bollinger Bands but not the %B version.

Thanks a lot.
Alan

ascales

Hi Angelina,

I have sent the log files, thanks.

Alan

ascales

Hi Angelina, This patch has not resolved the issue. Was this patch for Multicharts.NET version 10? I have: Version: MultiCharts .NET64 Version 10.0 Release (Build 13630) running on Windows 10 Enterprise on the Azure platform. Again, I have a connection issue to Oanda: 1) Automated Order execution tu...

ascales

Thanks Angelina, I will give this a try next week.

ascales

Attaching log output:

Log Output.txt: (1.44 KiB) Downloaded 404 times

ascales

I am having significant connection issues with the Oanda broker, which seem to have gotten worse over the past 1-2 weeks. The connection will now drop 1-2 times daily, and it seems particularly a problem at EOD when instead of closing out the position I'll get the connection dialogue and the trade i...

Search found 36 matches

Re: Risk Based Position Sizing

Bar Magnifier Issue

Risk Based Position Sizing

Re: Step Line in Indicators

Re: Notional Trade Value in Account Currency

Re: Portfolio dynamic allocation

Notional Trade Value in Account Currency

Re: MULTICHARTS .NET 14.0 BETA 3

Step Line in Indicators

Re: MULTICHARTS .NET 14.0 BETA 3

Aroon Indicator

Re: MULTICHARTS .NET 14.0 BETA 3

Re: MULTICHARTS .NET 14.0 BETA 3

Re: ATR Differences

Re: ATR Differences

ATR Differences

Re: Bollinger Bands %B

Re: Bollinger Bands %B

Re: MULTICHARTS .NET 12.0 RELEASE 9

Re: MULTICHARTS .NET 12.0 RELEASE 9

MIFID Regulations and European Customers

Standard Deviation Price Channel Indicator

Re: 11.2 connecting to Oanda V20 account [SOLVED]

Tillson T3 Moving Average Function & Indicator

Re: 11.2 connecting to Oanda V20 account [SOLVED]

Re: Stop Order Expiry

Stop Order Expiry

Re: Difference between Environment.IsRealTimeCalc and ...IsAutoTradingMode? [SOLVED]

Difference between Environment.IsRealTimeCalc and ...IsAutoTradingMode? [SOLVED]

Re: Bollinger Bands %B

Bollinger Bands %B

Re: Oanda Connection Woes

Re: Oanda Connection Woes

Re: Oanda Connection Woes

Re: Oanda Connection Woes

Oanda Connection Woes