Search found 26 matches

by McGeorge
28 Feb 2019
Forum: MultiCharts
Topic: Wrong Backtesting Result [SOLVED]
Replies: 7
Views: 920

Re: Wrong Backtesting Result [SOLVED]

Hi Anna, It is reasonable for MC to assume that some market orders absorb my buy limit order for 28221 in order for the trade price to fall from 28223 to 28218. However, when I ran the same signal using playback mode (have the time added by 1 in my codes to match the non-intra-bar timestamp first), ...
by McGeorge
28 Feb 2019
Forum: MultiCharts
Topic: Entry at exact time different with tick or minute bar
Replies: 26
Views: 2634

Re: Entry at exact time different with tick or minute bar

Sorry for the delay in responding. Bar Magnifier feature allows detalizing base series resolution into a more detailed one for more precise backesting. Before introducing "Enable access to intra-bar time" only the prices of the detailed data series were available from the script, but one could not ...
by McGeorge
27 Feb 2019
Forum: MultiCharts
Topic: Wrong Backtesting Result [SOLVED]
Replies: 7
Views: 920

Re: Wrong Backtesting Result [SOLVED]

Dear Multicharts Support team,

Any feedback?

Thanks,
McGeorge
by McGeorge
26 Feb 2019
Forum: MultiCharts
Topic: Wrong Backtesting Result [SOLVED]
Replies: 7
Views: 920

Re: Wrong Backtesting Result [SOLVED]

Hi TJ,

Version: MultiCharts64 Version 12.0 Release (Build 17586)

It's a 60 Second chart.

Thanks,
McGeorge
by McGeorge
26 Feb 2019
Forum: MultiCharts
Topic: Wrong Backtesting Result [SOLVED]
Replies: 7
Views: 920

Re: Wrong Backtesting Result [SOLVED]

Not sure why I was not allowed to attach the historical data file. Please see attached.
HSI 1 Tick 1808-Tick-Trade - b.txt
(98 KiB) Downloaded 115 times
by McGeorge
26 Feb 2019
Forum: MultiCharts
Topic: Wrong Backtesting Result [SOLVED]
Replies: 7
Views: 920

Wrong Backtesting Result [SOLVED]

Hi there, I wrote below codes to backtest how MC treats Limit order on historical data (60 Secs bar). I chose a bar (Date = 1180810, Time = 16:25) that was 28225 on Close and arbitrarily set a Buy Limit price of Close - 4 (28225 - 4 = 28221) , because the first 3 ticks of next bar (Date = 1180810, T...
by McGeorge
14 Nov 2018
Forum: MultiCharts
Topic: Missing Chart Bars [SOLVED]
Replies: 14
Views: 1063

Re: Missing Chart Bars [SOLVED]

We have reproduced this behaviour on our side and forwarded this case to the developers for further analysis.
Hi Svetlana,

Any progress on this?

Thanks,
McGeorge
by McGeorge
11 Oct 2018
Forum: MultiCharts
Topic: Missing Chart Bars [SOLVED]
Replies: 14
Views: 1063

Re: Missing Chart Bars [SOLVED]

McGeorge, please come to the Live Chat Monday - Friday 6.30 am - 1 pm ET to continue the analysis in your environment. Hi Henry, Sorry, I missed your reply. I installed MC 12.0 Build 17002 yesterday and did a test again. Same problem persists. Yes, let's do a live chat and I will show you the probl...
by McGeorge
11 Oct 2018
Forum: MultiCharts
Topic: 1-min chart data mapping problem - Historical vs Real-time data from Interactive Brokers
Replies: 5
Views: 499

Re: 1-min chart data mapping problem - Historical vs Real-time data from Interactive Brokers

MC does not store real-time ticks (from which it constructs 1-min bars) to QM database by default. You need to "Flush" them to the database manually to be able to observe and compare the timestamps. 1-min bars up to the last full minute come from historical IB servers (and saved), the current "not-...
by McGeorge
10 Oct 2018
Forum: MultiCharts
Topic: 1-min chart data mapping problem - Historical vs Real-time data from Interactive Brokers
Replies: 5
Views: 499

Re: 1-min chart data mapping problem - Historical vs Real-time data from Interactive Brokers

See this recent thread: https://www.multicharts.com/discussion/viewtopic.php?t=51624 Hi TJ, I am afraid they are two separate issues. Mine is about MC loading historical and real-time data into 1-min chart differently. It is not likely a true data discrepancy between historical and real-time data l...
by McGeorge
10 Oct 2018
Forum: MultiCharts
Topic: 1-min chart data mapping problem - Historical vs Real-time data from Interactive Brokers
Replies: 5
Views: 499

1-min chart data mapping problem - Historical vs Real-time data from Interactive Brokers

Hi there, I found out a data accuracy problem in the 1-min bar chart during the trading session. The data provider is Interactive Broker. It happens at one of below situations. 1. When I open a chart in the middle of a trading session 2. For some reasons when I need to re-load a chart I looked into ...
by McGeorge
29 Sep 2018
Forum: MultiCharts
Topic: Missing Chart Bars [SOLVED]
Replies: 14
Views: 1063

Re: Missing Chart Bars [SOLVED]

Hi Henry, The question is why multiple "Session Ends" within same day works properly with IB's data but not with ASCII mapping data. It is a reasonable expectation that they both work the same way. Besides, the "every X bar" option is not a proper workaround as there could be times of half-day tradi...
by McGeorge
18 Sep 2018
Forum: MultiCharts
Topic: Plotting Problem for Past Bars
Replies: 1
Views: 210

Plotting Problem for Past Bars

Hi there, I need to plot 2 lines for same day's high and low prices, where the line needs to extend from the latest bar back to the first bar of the day. I used a loop and Plot [x] keyword to modify the plot value of the past bars. The x value is calculated by subtracting the bar number of the first...
by McGeorge
18 Sep 2018
Forum: MultiCharts
Topic: Symbol_CurrentBar Not Working Properly [SOLVED]
Replies: 4
Views: 310

Re: Symbol_CurrentBar Not Working Properly [SOLVED]

Hi there,

I found out how to fix the problem myself. It was a coding issue. The Date and Time keywords need to be changed to Symbol_Date and Symbol_Time to synchronize bar numbering between the two systems.

McGeorge
by McGeorge
17 Sep 2018
Forum: MultiCharts
Topic: Symbol_CurrentBar Not Working Properly [SOLVED]
Replies: 4
Views: 310

Re: Symbol_CurrentBar Not Working Properly [SOLVED]

Try this: Variables: ii (1); If Symbol_CurrentBar <> 1 Then Begin If Date [1] <> Date [0] Then Begin Print ("==============================================================="); End; End; Print ("BarNum = ", Symbol_CurrentBar, ", Date/time = ", 19000000+Date, "-", Time, ", ii = ", ii, ", MBB=", MaxBa...
by McGeorge
17 Sep 2018
Forum: MultiCharts
Topic: Symbol_CurrentBar Not Working Properly [SOLVED]
Replies: 4
Views: 310

Symbol_CurrentBar Not Working Properly [SOLVED]

Hi there, Supposedly, the keyword Symbol_CurrentBar allows coding to reference bars before MaxBarsBack. However, the outcome is not consistent with no apparent reason. Below are two sets of codes showing inconsistent outcome. 1st Set of Code: Variables: ii (1); Print ("BarNum = ", Symbol_CurrentBar,...
by McGeorge
06 Sep 2018
Forum: MultiCharts
Topic: Missing Chart Bars [SOLVED]
Replies: 14
Views: 1063

Re: Missing Chart Bars [SOLVED]

Hello McGeorge, Please check "Session End" only once at the end of your trading sessions, rather than several times throughout the day. It should fix your issue. Hi Henry, I tried your suggestion and saw that it would correct the time mismatch problem on the chart. However, the reason of setting up...
by McGeorge
04 Sep 2018
Forum: MultiCharts
Topic: Missing Chart Bars [SOLVED]
Replies: 14
Views: 1063

Re: Missing Chart Bars [SOLVED]

Hi there, I tried to chart the tick data from an ASCII mapping file to see if I can replicate the problem like I had with minute data. Surprisingly, it missed out the very last 2 sessions of the trading period, even worse than the minute data. Again I attached the screenshots showing the chart perio...
by McGeorge
04 Sep 2018
Forum: MultiCharts
Topic: Missing Chart Bars [SOLVED]
Replies: 14
Views: 1063

Re: Missing Chart Bars [SOLVED]

Please check: 1. Symbol Default Session template 2. Chart Session template Hi there, I have not changed the templates. This problem was found after the recent installation of MC version 12.0. I did not have the problem in the past. For the sake of clarity, you can refer to the screenshots attached,...
by McGeorge
04 Sep 2018
Forum: MultiCharts
Topic: Missing Chart Bars [SOLVED]
Replies: 14
Views: 1063

Re: Missing Chart Bars [SOLVED]

Hi there,

I forgot to mention that the MC version is 12.0 Build 16642.

McGeorge
by McGeorge
04 Sep 2018
Forum: MultiCharts
Topic: Missing Chart Bars [SOLVED]
Replies: 14
Views: 1063

Missing Chart Bars [SOLVED]

Hi there, I tried to chart the minute data from an ASCII mapping file but found missing bars for the very last session of the period. The data is for symbol HSI of the HKFE exchange, where the 1st, 2nd and 3rd sessions of each trading day are 09:15 to 11:59, 13:00 to 16:29, 17:15 to 00:59 of next da...
by McGeorge
27 Jul 2018
Forum: MultiCharts
Topic: Trying to access future data [SOLVED]
Replies: 11
Views: 2507

Re: Trying to access future data [SOLVED]

HI SPTrader, I had no problem getting the codes compiled. The error alert popped up when I inserted the study into the chart. Not sure what you mean by "it might be referencing your computer clock time". In my codes I did not reference computer time. The reserved word that references computer time ...
by McGeorge
27 Jul 2018
Forum: MultiCharts
Topic: Trying to access future data [SOLVED]
Replies: 11
Views: 2507

Re: Trying to access future data [SOLVED]

You're trying to reference Tomorrow's date, today is the 26th. Hi SPTrader, Thanks for your response but the data is historical data on 27/JUNE/2018 not 27/JULY/2018. What is the real reason then? Thanks. It might be referencing your computer clock time. When I changed the date in your code to the ...
by McGeorge
27 Jul 2018
Forum: MultiCharts
Topic: Trying to access future data [SOLVED]
Replies: 11
Views: 2507

Re: Trying to access future data [SOLVED]

You're trying to reference Tomorrow's date, today is the 26th.
Hi SPTrader,

Thanks for your response but the data is historical data on 27/JUNE/2018 not 27/JULY/2018. What is the real reason then?

Thanks.
by McGeorge
26 Jul 2018
Forum: MultiCharts
Topic: Trying to access future data [SOLVED]
Replies: 11
Views: 2507

Re: Trying to access future data [SOLVED]

Hi there, I need a report from a tick bar chart with historical data to see how many ticks there are for each minute. To achieve this, I need to reference the DateTime of next bar (DateTime[-1]) to determine if the current bar is the last tick of the minute. The codes are as below: Variables: TickCo...
by McGeorge
22 Jun 2018
Forum: MultiCharts
Topic: How to dock the Output window? [SOLVED]
Replies: 3
Views: 1152

Re: How to dock the Output window? [SOLVED]

Hi there, I have the same problem. Please see attached screenshots. The problem occurred when I dragged the top edge of the Output window to enlarge it. The window then completely detached from the editor. No matter what I did the best I could was to dock it at the right side of the editor. The wind...

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