MultiCharts: Trading Software for Automated Trading and Backtesting

Mydesign

Hi,

You might try this:

Vars: SMA10H (0, Data2) ;
SMA10H = AverageFC ( Close, 10) Data2 ;

Mydesign

So sad !

Mydesign

Hi ! Any news or ETA for MC15 ?

Mydesign

Hi, There is now a Backtesting Edition available as mentionned here: https://www.multicharts.com/traders-blog/winter-sale-2021-and-bte-bundle/ https://www.multicharts.com/trading-software/index.php?title=Backtesting_Edition It seems that it is only available as a bundle with a full new MC license, b...

Mydesign

I did not know neither ! No announcement has been made here.

More infos on the blog:
https://www.multicharts.com/traders-blo ... release-4/

Finally we get rid of this ugly old looking win7 GDI windows style

Thank you !

Mydesign

If it's a Windows Server VPS, you have to install .net from its admin panel > add features

Mydesign

Only in 29 days ....

... and ticking !

Mydesign

Hello,

Almost 1 year since the latest release. Meanwhile, I hope several bugs were fixed and new features developped

Any ETA for the next release ?

Thanks.

Mydesign

Hi Small dog,

As already said, it is a good way to assess a system robustness and to avoid curve fitting: if your system just collapses with slighty different historical datas, just imagine how bad it would behave on unknown realtime datas. Admiting this will save you a lot of money, trust me !

Mydesign

It would be great if it could be backtested in a future version of MC. It would probably be very resource intensive but maybe if you already had a base strategy you were happy with and set a relatively small range for the variables in optimization. You can somehow simulate that with the Walk-Forwar...

Mydesign

Correct. Just have it along with your other signals. As for the sequence order, I guess it does not matter, but I personally always put it at top of the list. But beware that is not trully compatible with trading same instrument from multiple independant charts. In this case, each charts will know b...

Mydesign

Hi, Your assumption is wrong. You mistakenly consider SA/AA mode, but granted I did the same too because of unclear documentation. In autotrading, each chart is unaware of other charts anway, be it with SA or AA mode, and they are unaware of actual broker position (except their own position) unless ...

Mydesign

I hope my answer was helpfull to someone...

Mydesign

Thanks Oppidum for the insight, and btw I am not english native neither :wink: You definetly made your point, and it is clear that LMAX live datafeed misses far more ticks then expected compared to historical backfill. I will check with your script anyway. Could it be otherwise ? I don't know... Int...

Mydesign

After performing some test (*) during 3 days to compare live tick feed and historical tick feed (after reload) , the amount of tick loss is as followed: - With a LMAX account set up with a 10 updates per second the tick loss varies from 52% to 76% - With a LMAX account set up with a 100 updates per...

Mydesign

Is there any way to pass values the other way around, from an indicator to a signal/strategy beside using Global Variables?

Yes. You can use a function as the middleman to retrieve it with i_getplotvalue, then call that function from your signal.

Mydesign

Thank you for sharing these infos. I am a long time LMAX customer and I was not aware of such details.
But frankly speaking I am not as much impacted as you are with data mismatch in my trading (mostly index CFDs on range bar charts). 10 ticks/sec is far enough for what I do.

Mydesign

Hello Oppidum, As a matter of fact, what you described is my experience too. Welcome to the real world ! You will never get exact same datas between realtime and history backfill unless you use time based datas. Beside MC data handling and the broker datafeed, there is a third factor that makes it s...

Mydesign

Hello,

Since you already implemented the ability for MC to change inputs while in auto-trading (with self-adative), it would be awesome if one could do the same... manually !

Thanks for listening.

Mydesign

You should then check out for "PosTradeEntryName" keyword. Usage PosTradeEntryName(PosAgo,TradeNumber) Where: PosAgo - a numerical expression, specifying the position: 0 - open position; 1 - one position back (the last position closed); 2 - two positions back, etc. TradeNumber - a numerical expressi...

Mydesign

Hi,

EntryName(PosBack)

Where: PosBack - a numerical expression, specifying the position:

0 - open position;

1 - one position back (the last position closed);

2 - two positions back, etc.

Mydesign

Hello,

You can either:
- duplicate your indicator code into your signal
- convert your indicator as a function, then call it from the signal
- Use i_SetPlotValue / i_getPlotValue. The trick to do so is to use a function as the middleman to collect the value.

Mydesign

Great news ! Thanks for the info.

Mydesign

Great news ! Thanks for the info.

Mydesign

Implementing the broker and data feed connection for IG Markets is planned for MultiCharts 15. Unfortunately, we don't have the ETA yet since the workflow of our Engineering Team includes working on lots of improvements and new features planned for this version. At least a hint for MC15 would be mu...

Mydesign

Oh well, I really thought it was due for the very next release...

Mydesign

We are working on implementing support for IG Markets in the future release versions.

This is great news ! It was much awaited for years by many of us, thank you MC, you made my day

Any ETA for next release ?

Mydesign

Hi, Another way (which I use) to achieve that is to select Asynchronous mode (AA) together with "Assign initial position" dialogue. That way I keep all the backtest history and calculation persistance. I can switch off autotrading if needed while in position, and resume it as if it did not happen. G...

Mydesign

if i must use signal to store entry price in a variable ...how to include it in an indicator ??

Hi, you should check out these keywords:
i_SetPlotValue and i_GetPlotValue

Mydesign

Hi, You should check out these keywords: GetAppInfo(aiLowestDispValue) and GetAppInfo(aiHighestDispValue) For instance: Input: Space_Pct(5) ; Vars: Bottom(0), Top(0), Space(0) ; Bottom = GetAppInfo(aiLowestDispValue) ; Top = GetAppInfo(aiHighestDispValue) ; Space = (Top - Bottom) * Space_Pct/100 ; V...

Mydesign

Once "regular optimization" has been run, if you switch to format objects and modify inputs, those inputs are not taken in the "current value" field of the optimization settings window once you get back to it. This is a long time bug that has been always there (I already reported it). You'd rather ...

Mydesign

Thank you Kate.

Should I assume this is only a printing error or should I assume calculation is not made properly ?
Your solution works at fixing the output but messes my chart up with unnecessary extensions.

Anyway I will avoid using TL_getValue_BN for now.

Mydesign

Hi,

Just a hint: make sure your Data Range in Instrument settings is set as "From Date to Date" instead of "x Days/Bars back". That way you will always get same bars construction and thus same backtest results.

Mydesign

Hello, I print the following infos: Print (BarNumber, " |", TL_getValue(myTL, Date, Time), " |", TL_getValue_BN(myTL, CurrentBar) ) ; and I get this: ... 7766.00 |13440.72 |13440.72 7767.00 |13436.06 |13436.06 7768.00 |13430.47 |13430.47 7769.00 |13428.01 |13428.01 7770.00 |13428.26 |13428.26 7771.0...

Mydesign

Alternatively, you could check the "Convert partially Filled orders" option in Strategy properties > Auto Trading tab. But this converts the remaining to market order, which is not exactly want you want.

Also make sure to check "Allow up to " and "Sync" mode in properties.

Mydesign

Few thousands bars and few minutes optimizing... but nevermind my issue was about being able to optimize TLs, not about how long it would take. the TLValue() function does the trick.

Mydesign

Not surprisng to me at all and I am actually grateful if it does. I found that TL is adding unnecessary burden in optimizatin. You don't need to plot and see any every line in optimization. Therefore my signal will automatically switch off TL within my code by using: if GetAppInfo(aioptimizing) = 1...

Mydesign

So one actually needs to recreate maths behind TLs and substitue them in order to optimize them ? Oh well... [Edit] Okay, for those wondering, I found a workaround by using these functions to compute TLs without actually drawing them: TLValue(StartPrice, StartBar, EndPrice, EndBar, TgtBar) or TLValu...

Mydesign

Hello, I bumped into exact same problem with latest MC14: backtest with TL is Okay but optimization is broken (full of zeros as seen above). What's the deal ? Is it a known MC bug ? Is it a coding issue ? I just use TL_New() , TL_SetEnd() and TL_GetValue() keywords, nothing fancy. Very frustrating :?

Mydesign

Ok Thanks Svetlana.

"Refresh" is much more explicit than previous "Delete nothing" !

Mydesign

Rules of thumb for stability (just my opinion):
-Use MC vs PT

Hi,

Could you elaborate on that one ? Isn't PT supposedly a "stripped down version of MC" with just what is necessary for automated tranding ?

Mydesign

Hello, Something a bit annoying in MC 14 when using Historical Download scheduler: it pops up 1 or 2 notification windows when done. We are forced to click on them in order to get rif of them, but then we have another window (log text or backup folder) that needs to get manually closed. https://www....

Mydesign

Hi,

FWIW, using all caps literally means you are shouting ! Not the best way to get people willing to help in my opinion...

My 2 cents.

Mydesign

Hi, You should bear in mind that i_setplotvalue / i_getplotvalue do not work intrabar, only at the close of a bar. Also it does not work between 2 signals. Nevertheless, here is a trick: you can use a function as a "middleman" to transfer infos from one signal to another signal, and thus possibly ha...

Mydesign

Indeed, Windows 10 notifications should be a better option.

Mydesign

Glad for you !

Mydesign

Well here I can drag an indicator and drop it in between 2 others...

Mydesign

How to reproduce: - MC not running - Open a portfolio with startegy set with Saxo as broker, but Datas from a different source (with symbol mapping) - Start "Automate Order Execution" - Wait until datas are collected and strategy calculated - Get the warning: "Impossible to turn on auto trading. Cal...

Mydesign

Hi,

You can just drag and drop indicators to change sub-charts orders, or you can edit indicator properties to set it to the desired sub-chart number (Format > Properites > Sub-Chart)

Mydesign

Same feeling here...

As lifetime licence holders I guess we are not a priority anymore since we don't bring any cashflow to MC.
As for MC14 reliability, we all agree that this realease was a bit premature. I hope good news will come soon on both aspects.

Mydesign

Make sure to use same parameters on both... but bear in mind that different datas may produce different results.

What is the "SMI" plot made of ? Is it "Val" from the code ?

Mydesign

Hi,

Maybe you're mistakenly taking a moving average for a numerical average: Average( X, Y) is a different thing than (X+Y)/2

Try this instead:

Code: Select all

val2= close - AvgList( AvgList( highest(high, lengthkc), lowest(low, lengthkc) ), average(close,lengthkc) );
val = LinearRegvalue(val2,lengthkc,0);

Mydesign

Hi,

Any news on implemention of "Realtime netting" compatibilty with Saxo ?

Also, will we get the chance to have tick by tick historical datas someday ?

Thanks.

Mydesign

I answer to myself: MC has to be already connected to Saxo for PT to enter directly in automated trading, otherwise we get this above error. Alternatively, once we get this first error we can then enter our credentials in Saxo login web page and turn on again automated trading... lots of clicks ! Co...

Mydesign

Hi,

Can't you just use standard Maximize / Restore window buttons instead ?

Mydesign

Good point :wink: Actually despite the fact that Marc is correct, please DO NOT change it ! Otherwise we will have to rebuild tons of chart already set with current scaling rule :? Unless they convert automatically... Once you know it, it's not a big deal. Terminology is not always standard, and som...

Mydesign

Thank you Svetlana for your answer. So according to your explanation I actually need to select Delete nothing to simply replace existing datas, which is what I want. No unwanted backup then. But for this option the wiki says: "only missing historical data will be downloaded". This is confusing :roll...

Mydesign

Hi,

You might want to try some windows automation scripting tools or macro recording tools such as AutoIt, AutoHotKey, WinAutomation, etc.

You can also check "Do not show the Assign the initial Market Position at the Broker dialogue" in Strategy properties > Auto Trading tab.

Mydesign

Update: MC staff helped me by unlocking my new MC12 install.

For those interested, here's the deal: "It happens when MultiCharts 12 is installed on a computer with a UserID that hasn't been used, as trials are not issued for outdated versions."

Mydesign

Clarifications from MC fellows are definitely required ! Probably the new logic of licence verification is about the PC and not the Live instance and to convalidate the new PC you have to uninstall it form the prevous PC. If so... then that would mean we cannot even have a backup PC ready to switch ...

Mydesign

Is this true? I still can install and run MC.NET 12 R14 without problem. MC.NET 14 is unstable, I have to rollback to MC.NET 12. Yes, apparently you can re-install and run MC12 on a PC that already had MC installed previously (same ID). But I needed to switch to a new VPS provider for my live tradi...

Mydesign

Hi,

I am quite surprised to discover that one cannot install MC12 anymore !

Unfortunately MC14 is not stable enough (yet) to make the move... so we are left with no solution

Mydesign

Anyone ?

Mydesign

Hello, I want to use the new Historical Data Download Scheduler to refresh my datas everyday as true backfill and to overwrite the eventual realtime collected datas. My data source is LMAX. To do so I created a daily task for downloading the last 2 days, and use the Data removal option, but the wiki...

Mydesign

Mouse right-click on a chart > Visual Order...

Mydesign

Does it support real-time netting now?

Apparently YES ! It does support real-time netting, although I haven't seen any communication on that.

Edit: Wait... actually nope, the setting keeps getting switched off every time I reconnect MC to Saxo API

Mydesign

Can the MC 14.0 Release be installed as an independent instance from MC 12.0, like we were able to do with the MC 14.0 Beta Releases? Or does MC 14.0 completely replace MC 12.0, once MC 14.0 is installed? Apparently it upgrades MC12 install to MC14. If you're familiar with Hyper-V in Windows 10 you...

Mydesign

Hi, Anyone using Portfolio Trader with a Saxo Group LIVE account ? I am unable to automate a portfolio, I get this message: " Impossible to turn on auto trading. Calculation has been stopped " https://www.multicharts.com/discussion/download/file.php?mode=view&id=12257 despite a correct login: https:...

Mydesign

There were certainly a glitch in the license server. I suspect MC fellows are cooking up some new ways to cash in with MC 14, and while implementing that they have broken the existing plans ! Saddly few hints make me fear that lifetime license holders will be forced to pay extra money in order to us...

Mydesign

Same here. It went back to normal after several minutes, but one had to manually register the license again, which is a real issue with unattended auto trading !

MC staff on chat acknowledged a problem with the license server and apologized for the "inconvenience".

Mydesign

Since MultiCharts 14 we implement new authorization system, and running a single license on two computers will no longer be supported. We are going to provide special licenses for backtesting at a discounted price. Really !? :? :shock: Do you actually mean that we will have to pay for an extra lice...

Mydesign

[...] and add "condition2 <> condition2[1]"

Here you go ! Glad I could help

Mydesign

Hi, Several options, beside the marketposition condition: - Try to unckeck "Allow up to xxx entry orders inthe same direction" option in Strategy properties. - If you leave it checked, make sure to select the option "When the order is generated by a different entry order". - Add a boolean variable t...

Mydesign

We'll keep you updated, and let you know when it's resolved

Any news ?

Mydesign

Hello, Any deadline in view for MC14 release ? It has been in Beta since November 2019... Oh and BTW what happened to MC13 ? As a last feature request, if not too late, I'd love to see the possibility to manually change inputs values "on the fly" while staying in automated trading mode. This should ...

Mydesign

Hi, You should bear in mind that the "Global" view you mentioned is actually the "Broker" view, based on instruments. And manual chart trading is also instrument based, not linked to a specific chart. Yet, I second your request for a chart (and/or signal) only related orders and positions displaying...

Mydesign

I don't use it myself and I rather prefer the Powerlanguage SetCustomFitnessValue method:
https://www.multicharts.com/trading-sof ... tnessValue

But, if you are at ease with Javascript, you can start here:
viewtopic.php?t=8838

Mydesign

Hi,

Have a look at "SetCustomFitnessValue", "PercentProfit" and "TotalTrades" keywords. You can create a multi-criteria optimization fitness that suits your needs.

As an alternative, you can also use the "Custom Criteria" (Javascript based editor available in the optimization window).

Mydesign

Hi,

Try to add this line:

Code: Select all

Price2 = Close Data2 ;

You may eventually also add this condition:

Code: Select all

If BarStatus(2) = 2 then begin

Also, make sure that Data1 is a higher (faster) resolution than Data2.

Mydesign

Hi,

Try "next bar market" instead of "this bar close".

Mydesign

Hi Ragdoll,

Not exactly scrolling sync as you ask, but FWIW you can already use the following option: Menu > View >Tracking Settings > Tracking Time
Then when you click on a chart, every other opened chart will scroll to the same cursor date/time.

Mydesign

Hi,

I'd suggest you have a look at the Linear Regression fucntion. It has the ability to calculate its future projection.

Mydesign

Hi,

You can just run 2 or more instances of MC on the same PC, and you'll be fine with your scenario.

Mydesign

It's not possible to make a variable without also initialising it at the same time..

Except if you use "Value1", "Value2", etc. as variable name, then you don't need to declare them.

Mydesign

Not an answer but some thoughts: Custom fitness is of no need for exhaustive optimization, except for manually sorting / validating the result according to it. I mean, it has no impact on the result itself since we test every single combination anyway. While in genetic optimization it will orient th...

Mydesign

@Zheka: I just read "Just revert to the previous layout" and I thought you were talking about going back to MC12 UI with buttons etc.

Mydesign

PLS do consider bringing the BUTTONS (not icons) back! I have to disagree ! The new UI is much better in terms of usabiltiy. Much less mouse clicks and moves are required to achieve usual actions. For instance: To enable / disable a signal: MC12: Move pointer to signal > select the signal > move to...

Mydesign

Correct, you can ommit "=true" to assess a condition as true, but not "=false"...

As Smocky mentioned you can write:

Code: Select all

If condition1 then

which is the same as

Code: Select all

If condition1 = True then

But to test if false you need to write:

Code: Select all

If condition1 = false then

Mydesign

Same here. I cannot get perfect sync when trading several charts on the same instrument. And it gets worse when switching Off/On the autotrading. I manage it myself, and do not use the !Broker to Strategy! signal in this case. There is no way for MC to know from which strategy belong what quantity. ...

Mydesign

Some hints here:
https://www.multicharts.com/trading-sof ... Instrument
https://www.multicharts.com/trading-sof ... _at_a_Time

Mydesign

Hi wilkinsw,

Try to add the following signal: !From Broker to Strategy MP Synchronizer!

Mydesign

Sorry, another issue: i usually run MC on 2 PC's, one for live trading and one for backtest. I use the method described in the wiki for the licence managment (with fake proxy set on offline PC): https://www.multicharts.com/trading-software/index.php/How_to_use_your_license_on_two_computers_at_the_sa...

Mydesign

Hello, Is there a way to reset default Portfolio Trader inteface ? I messed up one of my PT install and have a hard time to get it back as it was (this drag and drop nested tabs and windows logic is quite difficult to master, at least for me). Better yet, can i retrieve a config file or so somewhere...

Mydesign

Thank you Anna, you pinpointed the confusion: my bad

Mydesign

Shortcut is properly configured (Shift+Z), but it is missing from the menu (both on main menu and contextual menu).

Shortcut-bug.png: (17.54 KiB) Not downloaded yet

Shortcut-bug2.png: (24.9 KiB) Not downloaded yet

And yes, hopefully it is possible to call the report from the menu.

Mydesign

You are correct Doctor Al. Range bars are filling gaps with virtual bars. Again, it all depends on your needs, traded instrument and strategy logic.
In order to see real gaps you can indeed use Kase Bars, preferably with a 1 tick base resolution for backtest accuracy.

Mydesign

Trying to assign a shortcut to the Performance Report does not work here. And BTW, shortcuts in general are apparently not saved with backup.

Mydesign

I succesfully autotrade classic range bars (x points resolution). They are close to realistic in backtest (based on tick by tick) and are able to depict real movement despite volatility variation (which btw has proven quite usefull for my strategies in the last couples days :roll: ). As for the sess...

Mydesign

Thanks ! The new signal format window is a great improvement

Mydesign

Thank you Anna.

I understand that it is a low priority item, specially if it requires a lot of resources. It seems that Microsoft deprecated MDI years ago and is not willing to update it anymore... time to move on.

I already made a PM request (link in 1st post). Please vote !

Mydesign

That is indeed what is required to have a realistic backtest with Kase bars (1 tick base res), but beware that backtest results might not look as nice (read much worse) as it is with larger base resolution (which tends to give an undue advantage to your strategy, with indsight bias). Having said tha...

Mydesign

Hi, You might want to have a look at this thread in order to save you time and efforts: https://www.multicharts.com/discussion/viewtopic.php?f=1&t=52326&p=134088&hilit=kase+bar#p134088 Kase bars backtest is definetly inaccurate compared to realtime trading when using a base resolution different than...

Mydesign

Am I the only one actually bothered by these thick chart windows borders look and feel ? Or do I actually overlook a simple windows setting that can set them as Win10 style ?

Can someone please let me know where to stand ? I am a bit puzzled by TJ's answer...

Mydesign

TJ ? Anyone ?

FWIW here is how MC chart windows look like on Windows Server 2012:

Mydesign

Maybe I am missing something but here is a screenshot of a fresh MC install on a fresh Windows 10 install... This has something to do with MC, no ?

Mydesign

?? Really !? You mean we can get rid of this:

and get this instead for MC chart windows ? :

If so, please please tell me how...

Mydesign

Hello, We are in 2020 and still have to deal with these ugly old fashionned windows 7 look & feel chart windows ! Please update them to Windows 10 style, as it is already the case for any other dialog in MC/PT. Please vote: https://www.multicharts.com/pm/public/multicharts/issues/MC-2636 Thank you.

Mydesign

Thanks for the explanation, this is much clearer now. I actually overlooked this 'secondary mode'...

Mydesign

Thank you Gid. So you mean that multiple realtime datafeed is not allowed, but historical backfilling on multiple MC instances is okay ? What is this 'delayed mode' exactly ?

Mydesign

Could anyone from Saxo or MC please confirm that one can use Saxo Datafeed on several PC at the same time ? Are there any limitations ? I did some tests and the connection to Saxo Live datafeed seems to be disrupted when 2 MC are requesting datas at the same time: one gets disconnected as the 2nd is...

Mydesign

Please vote here: https://www.multicharts.com/pm/public/multicharts/issues/MC-2629 I usually backtest several setups in MC, than combine them in a Portfolio to trade them live with a global MM. Right now, one has to rebuild entirely a strategy when going from MC to PT, which is very time consuming a...

Mydesign

Thank you Anna, that confirms what I suspected: the pmms by itself cannot fully modify open position quantity. So one needs a dedicated signal script to re-allocate equity between open positions, independantly from strategie's entry signals. So far my attempts to build such mechanism have just faile...

Mydesign

I already sent logs and details to Henry regarding this issue. Since then I have not been able to reproduce it anymore...

Mydesign

No one ?

Oh well, the documentation is just misleading ! It's like advertising that a screwdriver can fix a hair-dryer. It might be true, but just useless if you don't know how to...

Mydesign

Hang on, I had another sync issue this morning, despite the patching. This time with an automatic entry order, recieved and displayed as open position in STGo, but not displayed at all in MC

Frankly I did not expect to do so much beta testing on a released version...

Mydesign

Update: Henry from MC provided me with a fix, and so far the sync issue is gone. I guess it will be available in the next release... hopefully with the real-time netting compatibility too

Mydesign

Granted, both methods are equivalent at the end of the day. It comes down to personal habits and preferences between a trade centric approach and a true FIFO position centric logic. I though Multicharts was based on the latter... thus the ambiguity. Yet, I can reproduce the described behavior (on Si...

Mydesign

Thank you Gid for your answers. Real-time netting is currently not supported with MultiCharts, which means it needs to be switched off in SaxoTraderGO in order to sync correctly with MultiCharts. Support for real-time netting is on the roadmap for the next major release of this integration. This is ...

Mydesign

So apparently MC needs the realtime netting to be off... seriously ?

Mydesign

Few comments / questions about Saxo connectivity:
viewtopic.php?t=52379

Mydesign

Hello, I have a funded account with Saxo and I am doing some tests with new MC connectivity. Few comments / questions: The login procedure is a bit confusing between datafeed vs brokerage and Live vs Demo. The external login window with manual identification is an annoying extra-step. Any chance we ...

Mydesign

I would really like to get this question solved: how to have pmms altering open positions exposure (in both ways = increase or decrease number of contracts) ? In other words, how to make a rebalancing of portfolio open positions ? Again, I read in the wiki: Understanding Portfolio Money Management S...

Mydesign

Thank you Anna, If you need Money Management to control your positions additionally, you can do that with the help of the words that you specified + other PMM keywords So you confirm that there is no dedicated pmm keyword for scaling-in (when one actually exists for scaling-out) or simple way to con...

Mydesign

That is a huge news for us European MC users ! Brokerage choice for CFDs was very limited. Thanks a lot for making it possible trading with Saxo. I read that historical datas are available with 1mn resolution over 20 years. Great, but does that mean we won't be able to use tick based charts for back...

Mydesign

Ok. The time stamp... AND therefore its corresponding close price (back in time <> realtime).

Nevermind, I figured out what I needed to regarding backtest accuracy (question #1). Thanks a lot for your time and efforts.

Mydesign

Hello, In Portfolio Trader documentation I read: Portfolio strategies can enter, scale-in , scale-out, or exit positions based on the portfolio’s overall performance How to get this working and achieve a dynamic allocation ? For entries I can use pmms_strategy_set_entry_contracts and let the signal ...

Mydesign

Its Close price shall correspond to the Close price of the base data series. That is indeed the case, we agree on that. But this is not the realtime price at the time it actually occurs. See attached video. I plot Kase Bar 20pt box size, 100 ticks base resolution, over a tick by tick chart to get r...

Mydesign

Thank you Svetlana for the insight. I was not trying to pinpoint any eventual issue, but only trying to get a better grasp on what is involved in such bar construction in this particular condition. I am now Ok with the true range vs range, calculated on base resolution bars. Thank you. But I also wa...

Mydesign

Thanks a lot Svetlana for your helpful answers, Yet, you might have missed part of my point. I was not referering to kase bar construction per se, which is well understood in the case we use a tick by tick resolution. My questions were addressed in the very specific context where we apply them on a ...

Mydesign

Anyone ?

Mydesign

This is something that has been already targeted for MultiCharts 15.

Great news !

We were unable to replicate it on our end. Please come to the live chat to demonstrate it remotely.

Demonstration just done. It seems that I am the only one getting this behavior

Hope you can fix it !

Mydesign

Thanks for the update ! New icon buttons are nice in Format Signal dialog, but I am a bit disappointed that you did not improved its actual usability with drag and drop and checkbox (such as seen in Portfolio Trader). https://www.multicharts.com/pm/public/multicharts/issues/MC-2171 https://www.multi...

Mydesign

Hello, I need some understanding on how Kase bars are built when based on a resolution different then 1 tick, let's say for instance Kase bars of 30 points range / 400 ticks on CFD LMAX Germany30. I run several realtime tests to compare backtest and actual execution with automated MKT orders (on clo...

Mydesign

Thanks for this update !

I read from the blog:
Usability/Visual: Added icons to the Format Objects window.

I don't see any differences... what am I missing ?

Mydesign

Thanks. This is well in line with what I am working on...

Mydesign

Hello,

Is there a way in EL to retrieve the info of how many inputs are actually used during an optimization ? If not, could we have an option for that (most likely thru GetAppInfo keyword) ?

Many thanks,
Mydesign

Mydesign

Yes, please, please, please do consider it ! IGM's API is fully open and free...

Mydesign

Thank you wilkinsw. I solved it anyway with ABC solution: storing the value at pivot detection time instead of trying to retrieve it later on with lookbacks: much simplier 8) Basically my goal was to build some kind of zigzag tool for statistical evaluation purposes (Google "Perfect Profit" from R. ...

Mydesign

Mazinguer, you might be right, but the only thing I know is that others just do leave the length as Right strength + 1. I guess it is enough to have it to work properly, and without any maxbackbars issues, as seen in these links: http://traders.com/Documentation/FEEDbk_docs/2017/05/TradersTips.html ...

Mydesign

Thank you guys for the feedback ! @Mazinguer: I don't think the Length+1 thing is a problem. I use that in other pivot detection codes without any issue. Actually, this is not my method, I found it in some examples for using this function. @ABC: You pinpointed perfectly the issue with the look back....

Mydesign

Thank you Mazinguer, I am aware of that setting, which I use to set it manually once I get the error. But my question was: how to make sure to avoid the error - within the code -, thus how to avoid to reference back more bars than allowed ? One very annoyning thing is that every time the error appea...

Mydesign

TJ, I posted the part of the code that produces the error... Other calculations are indeed made based on that but that's not the issue. Basically I need to reference back the last 2 High-Low pivot prices.

Anyway I need it as a signal, not as an indicator (which is working fine as stated).

Mydesign

Thank you TJ for your time. This is for instance on a single data LMAX USTech100 115 points range bar chart, from 1/1/2017 till now, which is about 50 000 bars loaded. If I set the MaxBarsBack to 100, the error says I tried to reference 106 bars. If I set the MaxBarsBack to 200, the error says I tri...

Mydesign

Hello, I am struggeling with this error: "tried to reference back more bars then allowed" and would like to avoid the case in my code. I have read evreything I could about this but sadly can't get a grip on it. Strangely this exact same code will never give an error as an indicator but will do as a ...

Mydesign

Hello, In the "Set optimizable inputs" window, one expects the column "Current values" to display exact same values as previously found in the "Format Signal" window... but this is not always the case. I have been able to reproduce the case with any simple 2 parameters signal: - Run optimization on ...

Mydesign

You have my support on that ! This implementation should be relatively trivial for MC developers. IGM API is fully open and well documented, and it would bring a huge bunch of new customers to MC. Please consider it ! Sure we can always use some tricky workarounds such as what Janus is experimenting...

Mydesign

https://www.multicharts.com/pm/public/m ... ues/MC-385

Mydesign

Thank you Anna,

Ok, so what I want to do is simply not possible with MC.

Is the ability to optimize based on data resolution as a future feature still under review ? Any plan to implement that ?

Mydesign

Thanks a lot Anna ! I finally understand the use of this declaration in case one needs to reference historical data ;-) This is not documented. Then, back to my initial question: how do I make the Data Nb as an input in such case, when I need to reference historical values ? Inputs: DataNb(2) ; Vars...

Mydesign

Anyone ?

Mydesign

Can someone enlight me on that problem, please ?

So far I got contradicting infos:
Anna suggests to omit the Data Nb in the variable declaration.
TJ confirms that we have to specify the Data Nb in the variable declaration (as per post #5 of his link).

Mydesign

Thank you TJ,

That is actually my whole point: If one has to specify the data Nb in a variable declaration (as described in your link), how can we have this Data Nb as an input at the same time ?

Mydesign

Thank you Anna, I know this will work (compile) without assigning a Data Nb within the variable declaration, but I though this was the only way in certain situation to get things calculated correctly with multi-datas setups. Said otherwise, what is the general purpose of this kind of syntax when usi...

Mydesign

Hello, I would like to have the Data Nb as an input in a signal. This works fine if I simply use that: Inputs: DataNb(2) ; If BarStatus(DataNb) = 2 then begin // whatever calculation based directly on Data(DataNb) end; But what if I need to specify the Data Nb for a variable declaration ? Inputs: Da...

Mydesign

FYI you can find it in the start menu, Mulicharts64 folder.

Mydesign

Hello,

There is a built-in Backup & Restore tool available in MC since version 11. Its a no-brainer, you should use that instead... You can even schedule it for automation.

Capture.PNG: (27.42 KiB) Downloaded 483 times

Mydesign

+1 We definitely miss this option, and a log scale as well, please...

Mydesign

Here is another workaround that does not require any indicator:
http://hightick.com/TS/Functi ... index.html

But the initial question remains...

Mydesign

At the moment this case is targeted to MultiCharts 12, since the issue is not a trivial one.

This is very bad news. MC 11 is just unusable at the moment. Saddly I am forced to go back with MC 10

Mydesign

Hello, Just to let you know, here with MC 11 I have some serious cursor display lag as soon as there are signals on a chart. See attached video. Regards, Mydesign Hello Mydesign, Thanks for reporting. Our engineers are analyzing this case. Any progress on this bug ? FYI it also affects chart window...

Mydesign

Hello,

Just to let you know, here with MC 11 I have some serious cursor display lag as soon as there are signals on a chart. See attached video.

Regards,
Mydesign

Mydesign

In order to roll back to a previous version you need to uninstall the current version using Windows Control Panel, then run the installer for the version you need. Upon uninstalling MultiCharts there is an option to remove user data. By default it is disabled. So if you do not enable it - all user ...

Mydesign

Hello,

Is there a way to downgrade back to MC 10 !? It says "Already upgraded to same version or newer"

I just wanted to have a sneak preview of new functionnalities, but I actually prefer to go back to MC 10. Any chance not to uninstall everything ?

Thank you.

Mydesign

Done. Please vote here:
https://www.multicharts.com/pm/public/m ... es/MC-2265

Mydesign

Nevermind, I finally found a solution, thanks to JoshM: https://www.multicharts.com/discussion/viewtopic.php?f=1&p=47656#p47656 Yet, I find it very cumbersome to calculate the hard way such a trivial information, which should be easily available at least in the performance report. I have hard time t...

Mydesign

The reference for differences between standard and non standard are a bit confusing. For the least, it is very confusing and it lacks detailed explanations ! Specially this: Auto trading orders on Kagi Chart Type: There are some differences between Regular and Kagi chart types with regards to order...

Mydesign

Hello, How do I get this very basic information from a strategy: how many contracts have been traded in total ? The performance report does not provide this info, and I can't figure out how to accurately calculate it, specially when doing some scaling In/out. Why there is not a keyword such as "Tota...

Mydesign

That's 'troll thinking'.

Ok enough ! You shall stop your constantly allusive, condescending and disrespectful comments. You don't own this board and you are not entitled to decide whether a feature request is legitimate or not. Drop it now, period.

Mydesign

Thank you Angelina.

Mydesign

Basically your workaround is to use things as they are... that's creative

Granted, my suggestion (sorry for the request) could be part of a long awaited full featured backup/export solution. Hope MC developers are listening

My 2 cents.

Mydesign

But you already know it. Indeed... and it's a pitty. U can use templates, copy the files, export the studies and send it to the machine you want to. Easy as that. I fail to understand how this is a workaround for the described situation: easily transfer a chart or a workspace AND its associated scr...

Mydesign

Take it easy bensat and let's keep it respectfull. I might be new here but I am also a long long time MC user from the very 1st beta (and actually way before that with TS2000i). I just posted here to highlight some of the problem that actually bother me and could eventually get easily fixed, in the ...

Mydesign

I guess there are much more important bugs/issues issues to fix. Such as the size of toolbars buttons ? :wink: I guess the feature request page was exaclty made for that purpose: hear about what users would like to see next, and assess the priority according to cost/benefit. There are tons of featu...

Mydesign

Thank you bensat your your feedback. You probably know the difference between a workaround and an enhancement. Obviously we can always deal with things as they are, but why would you refrain from improving them, specially when the cost/benefit might be ok ? Multi-select studies/signals does not avoi...

Mydesign

Hello, I guess this has already been discussed, but MC clearly lacks a realistic backtest ability for non-standard chart types such as Heikin-Ashi, Line-Break, Renko, Etc.. Sure we can always toy with multi-datas and heavy scripting to overcome that, or even rewrite our own custom bar datas, but hec...

Mydesign

Dear MC developers, Please consider adding the ability to export as a *.PLA file all the scripts used in a chart. Alternatively, this could be an option when saving a workspace, creating an export file with the same name. That way it would be much easier to share a setup between different MC install...

Mydesign

Dear MC developpers, Please consider the following usabilty enhancements, which I am sure will save a lot of time and hassle for many users: - Signals status change: It would be much better to have check boxes to switch signals status. Right now it is a bit of a pain to have to select them one by on...

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