MultiCharts: Trading Software for Automated Trading and Backtesting

c0ntango

My general advice: use PT for backtesting, and avoid, at all costs, using it for live execution. Go for your separate charts with IBOG, your execution stack will be more stable.

Hope that helps.

c0ntango

What I meant was - it's a problem with you sourcing the right data, not really a programming problem. Make sure the data you're analyzing is in UTC, and then set MC to UTC. No daylight saving issues. Hope that helps.

c0ntango

This is not a programming problem and has nothing to do with MC.

c0ntango

Just make sure you use UTC data, it's the only real and permanent solution for professional purposes.

c0ntango

Hi Enricog. Yes, the function you describe is possible to write, if that's what you're asking.

c0ntango

-> One of my main questions is if a PMM signal closes a position during a round of calculations, will that freed up equity be available for entries during the same round of calculations? I was unable to find a PMM keyword that speaks to this You could write a test to figure this out if absolutely ne...

c0ntango

I did not look at this, but I would try Tl_new_bn(Bar2,high of data2,Bar2,High of data2) - let me know if that fixes it.

c0ntango

You can use session times to achieve this.

c0ntango

Hey Everyone, I know this has been a topic but it's been 10 years since then, so I figured it doesn't hurt to ask: does anyone know of a good solution / external DLL / etc., to have MC read & write to/from an external SQL database? Is there a publicly available solution I can use for this? Or, perha...

c0ntango

Hey guys, Just thought I'd post this on here to save a few days worth of hassle for people who are trying to solve the same problem: the optimizer window results are possible to remove from the optimizer window via python GUI automation (ctrl + c) & working with pandas from there or passing the valu...

c0ntango

Thanks TraderGuy, very smart. Yes, I wouldn't use MC for direct execution anyway - that part is already separated. What do you suggest for data? IQFeed or similar?

c0ntango

Hey Russ, how are you? Are you reading private messages on this board at all? :) For data source I was thinking IB... and for this purpose 1h, 4h or even EOD data might be just something to test with and the data issues could be solved later. PT is unstable and doesn't allow any granular control ove...

c0ntango

Hey guys,

Thanks Josh for this amazing work and summary, it was really helpful.

I'm wondering - did anybody find a way to export the input parameters / vars that are being optimized to the file based optimization report?

-Ben

c0ntango

Dear Senior MC users & support staff, I understand there's probably no easy way to do this, but I'm wondering if somebody has found any workaround, or if there's an "official solution". - I would like to trade an equities strategy that is relatively simple... let's say "if there is a <-x% change on ...

c0ntango

Haha OK. And Joe, to YOUR problem, which is distinctly different from OP's :D Tick bars are one of the easier bar types to code for yourself... you can just take 2000 bars, establish the open the high and the low, and tie the open and the close to the last bar before the specific time stamp you're l...

c0ntango

Joe, in case of tick bars you would be correct, however OP did not mention using any tick bars, he just mentioned loading up tick data

c0ntango

Just to make sure I got that right: you're plotting tick data on the main chart as data1, and then plotting data2 on a subchart on a different time frame. Correct? Have you tried plotting the 2 or 3 data on the same chart instead of subcharts? It could give you some idea about what's happening. Also...

c0ntango

I agree, I think it's the best in class if you're a researcher and know how to use it properly

c0ntango

Yeah, well. I guess it's not a problem for most traders, but that "manual restarting" thing just doesn't scale very well unfortunately

c0ntango

Cool, Salzburg. Can I ask how often you restart your systems? Do you have a "weekend restart" or anything like that? What's the longest time you've been running your algos without touching them in MC/PT?

c0ntango

Well... It is. But it doesn't work that way. There seems to be a memory leak in almost every version of PT, that just eats up all the RAM in your machine eventually. Also the "currency conversion" nightmare, with the conversion server being periodically down. And no granular control on charts - you ...

c0ntango

Those are good tips, congruent with my findings as well so far. Thanks for sharing them, Wilkins!

c0ntango

Hi Everyone, I know I'm going to develop a reputation of resurrecting some long-dead threads. This one is 10 years old but just as relevant today as it was back then. :-) My question, especially to MC staff but maybe someone else knows something too: Once you detect the connection has been dropped (...

c0ntango

Well there's no way for you to "open a chart" in portfolio trader, so the question is a bit unclear. And in MC you have to have charts to put the strategy on.

c0ntango

Hi Joe,

Thanks for sharing.

How stable is that setup for you, in your experience? How often do you need to restart MC?

-Ben

c0ntango

I understand that support is going to go ahead and simplify that answer for you to the point where the horse is going to say it's written in C++. But when you're running strategies live, in the end you're not running what you imagine as "native C++ code". I hate to be the bearer of bad news but that...

c0ntango

I don't "think" I am anything, really, and certainly not a "code jockey". Also, respectfully... I don't know who you are or what you do, and judging by the age of your user name you're probably a much more senior user of this software that I am. However, I would beg to differ on your assessment and ...

c0ntango

LOL. That's a good one.

Yeah += is supported, man

c0ntango

Umm... "Even after a week of operation". The comment really kind of worries me. How often DO you have to restart your platform? I mean, there's no need for c/c++ here... One could research strategies in MC which I would argue is still the best possible software in the world to do that in... And also...

c0ntango

Hey everyone, I wanted to poll the senior user community of the forum: how do you automate your trading... and would like to ask for some advice in this regard as well. My experiences (throughout roughly 3-4 years with the software): - So far it seems to me, that Portfolio Trader up to v12 eventuall...

c0ntango

TJ, man, come on, this is dummy code written for just the purpose of demonstrating this bug.

c0ntango

Hey Everyone, A second update. I don't think this has anything to do with arrays anymore. It is due to what is probably a design flaw in the interpreter itself, and what it looks like is when you call a function multiple times with different parameters in the same piece of code on the same bar, the ...

c0ntango

Hey Everyone, Just an update here: - I would definitely say this is a bug, - The "factory defined" value1 variable has no impact on this, it happens with any variable, - rrams solution actually didn't solve it, but wegi's solution does make the code behave as expected. Anyway - I don't know if it's ...

c0ntango

Wow. I asked for the support of extremely senior developers - and I got it.

I appreciate both of you guy's help, time and advice.

Thank you!

c0ntango

No TJ, that's not the problem. This is an actual bug in EL, I believe, however unlikely that sounds

Sounds like you opened it up anyway. Do you still want me to post the text files?

c0ntango

Hey everyone, It seems like I may have found a bug in the way EL gets interpreted and translated into C++. I have confirmed this bug in MC12, MC14 and also the most recent version of TS - which means I'm either doing something wrong, or it's been like that since the start, and the problem itself mig...

c0ntango

I see what you mean, but if this issue is still around then this is not trivial. I've had a support team member log on to my computer and fix the permission issues. It all went away, I was struggling with this error every day, now it NEVER happens. I'm bound to think it's not even their fault. Integ...

c0ntango

This is a nasty one. Have you tried my solution outlined above? If yes, and it didn't work then so far from what I've seen you have 2 options: 1.) comment/uncomment portions of the code until the problem goes away, 2.) If persist and/or impossible to debug otherwise, you probably have an issue with ...

c0ntango

Hey guys, Thread from 2012 - this post may not be super useful but thought I'd share I came across this quesiton as well, and instead of trying to understand the code and the answers in this thread I propose the simplest way to understand more about the behavior of IOG, try this with IOG set to True...

c0ntango

Hey guys, Well, it would have been helpful to know where to find this registry entry, because I'm pretty attached to what's going on in my PL editor haha But in any case, for those of you struggling with this issue in the future: Computer\HKEY_USERS\{find your user id here}\SOFTWARE\TS Support\Multi...

c0ntango

Good for you guys, I still can't get this done in normal MC. Now I have another idea on how to get this done: do you guys think it would be possible somehow to read only the conditions / rules from a file or database somehow with MC? The problem is, there is no such function as "strtobool", and most...

c0ntango

Hi Svetlana, I have tried it. What exactly does Ctr + Shift + F5 do in this dialogue? What I'm noticing is that now THE ENTIRE database of thousands of strategies, studies and functions, are all marked as "Uncompiled". I have to now run "Compile all", which will take me 4-5 hours, because everything...

c0ntango

Dear MC Seniors & Staff, I have a situation with a client where I need to manage multiple portfolios of 600-800 strategies. They all come with PL source codes in individual text files. It's a point where it's becoming unmanageable to copy & paste individual strategies into PL Editor and compile them...

c0ntango

It's kind of tricky to find this and it's not very clear why, but actually, it's the "Wick" setting on candlestick bars that controls the colors of the name of the instrument, the timeframe and the data source.

c0ntango

Hey guys,

I have the same thing happening to me actually. Was this issue solved?

EDIT: Broker profile didn't connect by default. Connecting broker profile manually solved the issue of trades "disappearing" after restart.

c0ntango

Actually, I have. SOMEHOW I seemed to have ended up with a different version of the DLL than the functions in the ELD. I don't know how it happened, but I got them from a helpful friend, and now everything seem to work as expected. Thank you for your responsiveness and for being helpful, TJ. Glad to...

c0ntango

Ohh wow... How do MultiCharts'ers get this thing working, then? Simple functions like ListS.New are referring to ELCollections2.DLL I wonder which "part" of ELCollections do you use? Do you refrain from using ELColl 2 stuff? And why is it all defined in 1 document, as if it would be the only version...

c0ntango

Hi TJ! Thank you for the fast response. The link you posted only has a 64 bit version link to ELCollections.DLL but some of the functions I'm trying to use seem to reside in ELCollections2.DLL! Where can I find a 64 bit version for that one?

Thank you so much,

-Ben

c0ntango

Hey Everyone, I'm running into the same issue - "Elcollections2.dll not found". The DLL is in the Multicharts directory. I'm running MC 64 bit and ELCollections.dll is also there and it works fine, just the "2" dll is being reported as "not found". Could someone point me in the right direction with ...

c0ntango

OK so: it seems that if IOData.DLL finds a line that is more than 254 characters long in the file, it will not look at that line or any other files below that line.

I guess you can edit the CPP and change const int BUF_SIZE = 255; to mitigate the issue.

c0ntango

Hey everyone, I seem to have a problem with IOData.dll - RFile(filename) keeps returning 0 in case of a file that has thousands of lines. At first I thought it could be an encoding issue, but it's not. It works with other files but I haven't found the common denominator. Did anyone see this issue be...

c0ntango

Hi Alex, Thank you for the response. I'm aware of RDP - but the whole point of the discussion is being able to travel and work and set up quick temporary workstations, regardless of where my datacenter is at. So my whole point with the Citrix idea was to try to avoid having to think about latency al...

c0ntango

Hi Everyone, I'm in the process of developing a web-based monitoring system for my trading and MC strategies, and I find myself thinking: under certain circumstances it could it be cool to be able to specify some rules from a web interface, and execute them with MC, using only a web GUI. The problem...

c0ntango

Hi Everyone, I had a lot of similar thoughts recently, with my hardware bogging down my productivity when traveling. I'd like a good solution, but I know myself and even the smallest latency would go on my nerves. My solution that I'm investigating - and I'm not entirely sure if it's applicable just...

c0ntango

Thanks for the input, Hughes. Still looking for partners on this though.

c0ntango

Hey everybody, The post got 23 views within 12 hours - clearly, there's a lot of demand on this. Also clearly - there's no apparent solution to it as of this moment, otherwise (hopefully) there would be some response to it. Now, I have no other option but to figure this out once and for all. If it r...

c0ntango

Hello Everyone, I've seen many forum posts all over the place about the subject of a MT bridge including some on this forum, but no clear-cut solution or product out there - other than Smoky saying he has one but doesn't seem to be able to offer it as a product at this moment. I need your help and f...

c0ntango

Not really. All I know is LMAX, and they only have a option to trigger the trade when the opposite order type (bid-ask) was hit, but in case of intraday strategies keep the order from being triggered at least 50-80% of the time so it's not such a great feature to use. That's as close as I've seen it...

c0ntango

It doesn't pick the "best", it picks the level you specify - as described earlier.

As I described above - I think you may have many strategic and conceptional issues here. IOG should be the very last thing for you to be thinking about here.

c0ntango

Zheka, Good points - the reason I didn't bring the bid/ask problem up is two-fold, 1. I thought there are much more serious issues here just by looking at it, and 2. This is a both long & short system and even with a "long only" system I haven't found a good way to get a realistic back test on the s...

c0ntango

Hi Leonel, I've looked at your screenshots, and here are a few thoughts I'd like to offer you: - Those stop losses look really tiny. Based on this behavior your model has a chance of being overfit. Try developing a system without a stop loss at all. If it's profitable, you know the system has an edg...

c0ntango

Yeah, the code is not particularly beautiful, but at least it works now. Since it doesn't do much other than shred money in a live trading context, I didn't figure it would be worth more attention

c0ntango

Hey, Splint! Here's the fixed code for you. You need to create 4 new functions with the function names described in the comments in the bottom and compile them. Leave them commented out though. Unfortunately my initial assessment of the system is that it does not going to generate beautiful profits ...

c0ntango

Dear MC community! I represent a small group of professional futures traders and strategy developers, and we are looking for a network of solid, trustworthy and ethical professional traders, quants and funds who are open-minded and interested in mutual knowledge exchange. When establishing a mutuall...

c0ntango

Hey Milan, When you turn the strategy on and it looks good, did you check if opens and closes both happen within the same bar? This is a common issue - you can get good looking but inaccurate back tests that way. You could partially avoid this issue by configuring the "backtest" panel of the strateg...

c0ntango

Windows 10 pro 64 bit, 1803 build 17134.286

c0ntango

Windows 10, it's a local computer, not shared and I have the privileges

c0ntango

Hi TJ, Yes., however sometimes situations arise that cause conflicts. For example, in order to run the TS data connector plugin, you will need to run MC with administrative privileges. And if the studies on the charts are compiled by another user, then you will probably be required to recompile them...

c0ntango

Hi Everyone, The v12 of MultiCharts seems to solve many problems with the way the optimizer handles studies that are currently being used on charts, and many other issues. However you are right - unfortunately the "Compile error" issue seems to show up much much more often for me as well. At least o...

c0ntango

Hi Michal & Mattia,

I am a professional forex trader, using LMAX and I remember struggling with this particular issue for quite a bit of time. It's a challenge to configure this. If you guys still need help with this issue, please feel free to PM me and we can discuss.

Warm regards,

-Ben

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