Will Adaptrade be better than TSL when it's bugfixed and working well? I am also interested in developing strategies with these products. Which do you think is better? No, there is really no comparison. TSL's main advantage is that it supports a myriad of order types, whereas the other products sup...

When you say that these strategies doesn't work on Multicharts, does it work properly with some code adjustements or is the strategy completely wrong? I mean that some strategies produce results in MC that are not at all what they showed in Adaptrade. For example, in Adaptrade the strategy might sh...

I am a longtime user of Adaptrade Builder, as well as the similar products TSL, Build Alpha, GSB, and StrategyQuant. Adaptrade has the cleanest user interface of the bunch and is the easiest to learn to use. A substantial number of the strategies it develops do not work properly in Multicharts; expe...

Excellent question. If you look at the feed stats on the IQFeed app, it rarely exceeds 3 KB/sec, even during heavy historical data download requests, so it must be being throttled. I have tried IQFeed with NT in the past, and I seem to recall historical data downloads were slow with that, too, so it...

IQFeed only downloads a limited amount of data during primary market hours. Try reloading data after 5:30 PM Eastern time and see what you get.

You can follow the recommendations from our Wiki guide on How to Have Same Calculation Results in MultiCharts vs. TS.

That page is blank.

You are correct, tick level backtesting of Kase charts is not possible. Point Original charts suffer from the same limitation. The only solution I see is for MC to fix Point charts as you envisage.

I have had the same experience with Point charts backtesting differently vs. forward testing. Kase charts do backtest consistently; perhaps you should try those instead.

You can do this yourself by creating a .BAT file to start Portfolio Trader using the /AFFINITY option to restrict which cores you want used for this app.

Here is a thread explaining this in more detail: https://www.tenforums.com/performance-m ... d-cmd.html

gpw797: Portfolio Trader is very fragile and crashes easily, not only with Renko but also with any high tick volume-based bars. It also has serious differences in backtest vs. forward testing which regular MC does not have. I have reported these issues to MC, but their response implied that Portfoli...

I believe IQFeed servers are located in Nebraska.

IQFeed is the data provider many MC users prefer for this purpose because of its accuracy and tick history.

Has there been any update on adding a tick filter? NT has had one for several years and can serve as a model for how to do this.

MC added the FlexRenko bars to accomplish much the same purpose as TS' Custom Renko. Even MC's regular Renko bars have useful options much like Custom Renko. If you've tried those, do they lack feature(s) you need?

Has anyone had success with the Portfolio Spread Trading strategy (actually two strategies, Master & Slave) supplied by MC with Portfolio Trader? I have experimented with it extensively, and it appears to have a fundamental problem: While backtesting works well and shows how a synthetic spread can w...

RAPI+ provides continuous contracts, for example ES. No, the symbol ES which you gave as an example of a Rithmic continuous contract is only a synonym for the current contract. It is not a continuous link to historic data like IQFeed's @ES, for example. Rithmic themselves state that they do not off...

How are you able to retrieve tick data prior to the inception of the current contract? Rithmic does not have continuous futures, nor do they allow historical data download from expired contracts. Once a contract expires, it's dead...no data can be pulled up. What you are describing is possible with,...

The workaround for this is to add the non-backadjusted contract, e.g. QCL, then edit the Symbol Name in Quote Manager and add the #C. Then reload the chart, and you will have backadjusted data.

But if I'm not wrong, if you stop running on a chart, an indicator based on this market depth data, if you'll have access to those historical data loaded while the indicator was running. As far as I can determine, you cannot access the market depth data that the indicator has left on the chart, bec...

A function and indicator pair I use provides market depth data using the DOM calls. Market depth data is not stored in the historical feed. However, if one leaves a chart running with the DOM indicator(s) on it, the DOM data is exported along with the OHLC data, so it is savable that way. Is there a...

Turns out the problem is the Paper Trader profile. It can only handle 1 or 2 charts/strategies before dragging down the responsiveness of MC. It also starts to emit Broker API and other errors, saying the broker is taking too long to respond. In contrast, Rithmic Paper Trader and Rithmic Local Sim w...

TJ, it's not freezing up today, of course, so no sense in posting a Task Manager image. The PC is not lacking in capacity, i9-7980XE with 128 GB RAM, Windows 10 Pro, nothing else running besides MC 11 during the prime trading hours. You're probably right about the strategy code being the problem, as...

On 64 bit MC 11, with circa 20 workspaces, one strategy per workspace, open on a Rithmic connection, during prime trading hours the UI will not permit user input. Clicking on anything is just ignored. However, the data feeds keep running, the screens keep updating, and the strategies keep running. I...