MultiCharts: Trading Software for Automated Trading and Backtesting

kinwai

How can I have account to vote for Bybit plug-in?

kinwai

I’m running same strategy to my different accounts under different Multicharts charts. However, usually showed the below error in real time trade after position opened. ———————————————————————————- 8/21/2021 1:00:00 AM Message: Error in study “Strategy 1 (@XXX-1 Minute)” ———————————————————————————-...

kinwai

My MC connects to interactive broker gateway for autotrade, sometimes IB gateway lost connection from IB server and reconnect later. However, MC is always not able to reconnect to IB gateway even the IB service is resumed, then autotrade is stopped unconsciously. Any configuration I can do? This sit...

kinwai

I believe I found the root cause, it isn’t related to the usage of CurrentTime_s, Time_s nor DateTime. Currently, I am using Portfolio trader with 1 min timeframe, it looks the above data type doesn’t support IOG mode even it has IOS option, so the program cannot get the second by tick, instead get ...

kinwai

I have already tested for real time trade but failed.

If do simple subtraction, it may have logical issue. For example, 135900 - 135859, the subtraction result is 41 second, but actually it is only 1 second.

Code: Select all

if currenttime_s - settle_s >5 then . . .

kinwai

CurrentTime_s doesn’t work also, is it MC bug? Anyone can help?

kinwai

I would like to change limit order to market order when target price hit but cannot fill after 5 seconds. Here is my code, in real trade, it looks the market order doesn’t work even target price meet after 5 seconds, any idea? [IntrabarOrderGeneration = true] Var: settle_s(-1), target_price(xxx); if...

kinwai

Always get the attached error, what can I do?

kinwai

I would to create log file and use date as file name using the below code, but it always return as “0.txt”, anything wrong?

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file(“c:\logs\" + FormatDate("dd-MM-yyyy", date) + ".txt");

kinwai

The below code proved that intrabarpersist variable requests IOG mode

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[IntrabarOrderGeneration = true]

var: aa(0), intrabarpersist bb(0);

aa = aa + 1;
bb = bb + 1;

print(date, " | ", time_s, " |aa[1] = ", aa[1], ", |aa = ", aa, ", |bb[1] = ", bb[1], ", |bb = ", bb);

kinwai

Hi rrams, I am still testing your suggestion, I believe it should work under IOG mode since IOG calculate value by tick. Thanks Hi TJ, the modified code still failed. Hi MC engineer, the IntraBarPersist should work under IOG disable, any MC engineer can get back why backtest work, but not in real ti...

kinwai

From Multicharts document, it doesn’t mention intrabarpersist request IntraBarOrderGeneration (IOG) mode. https://www.multicharts.com/trading-software/index.php/IntraBarPersist I got a challenge when enable IOG mode since my strategy needs to calculate by bar close (IOG disable) to place order, once...

kinwai

Thanks for asking. I am using 1 min timeframe, the intrabarpersis can check per tick, if not use intrabarpersist, the checking for hit target price will only check at the close of each bar, that mean only check 1 min per time. However, I want to reset my program variable immediately when hit my targ...

kinwai

Once opens a buy order, use below code to close my position if meet target price sell(“JobName”) next bar at <target> limit From my strategy, I need to reset my program variable immediately if the position is closed, so I use the below code to detect whether the above limit order hit my target price...

kinwai

Hi TJ,

If I only use 1 min timeframe, how can I check X tick?

For this case, need to add one more data for tick?

kinwai

At the end, it works when I changed mp<0 to mp>0

But when I tried to put the last statement “mp - marketposition” at the beginning, then it doesn’t work, anyone has idea?

Code: Select all


var: intrabarpersist mp(0);

mp = marketposition;

if mp>0 and marketposition=0 then
begin
// sell exit hit
end;

kinwai

Anyone can help?

kinwai

Under this case, backtest report will indicate the position closed, but the actual is not.

kinwai

Hi all, My strategy uses limit order to close position, I usually get the market price reach my limit order, but due to the market liquidity isn’t enough, finally cannot close my position. May I check if anyone has idea to better tackle this situation? eg. Does MC have function to detect this situat...

kinwai

Hi Kate,

I had tried it before, the statement is okay to check if hits stop limit. However, every bar returns true from “mp<0 and marketposition=0” until we open next trade, so my sell exit hit logic will execute in every bar, but I only want to execute once after hit the logic.

Any thought?

kinwai

I want to do something after hit stop limit, I tried to use exitname(1), but it always returns same job name.

Anyone can advise how I can execute some codes immediately after hit the stop limit hit?

Code: Select all

sell(“JobName”) next bar at xxx limit

kinwai

Share Point system is common in Hong Kong to trade future, does MC have connector for Share Point to support autotrade?

http://www.sharppoint.com.hk/home0

kinwai

Hi TJ,

Do you mean this link?
https://www.multicharts.com/trading-sof ... x.php/Date

kinwai

Hi TJ,

I have already studied the function of DATE from "Date and Time Routines (55 P)”, the example is quite simple, don't mention any comparison scenarios.

kinwai

Hi TJ,

Thanks for your information, I have checked the page of both “Data Information/General (77 P)” and “Date and Time Routines (55 P)”, the example is quick simple, I cannot find any example of date comparison, may I check if anything I missed?

kinwai

Hi TJ, can you show me the wiki link?

kinwai

In Hong Kong market, the market close time became 1630 after 25 Jul 2017, before that was 1615, the logic likes: if date >= “20170725” then close_time = “1630” else close_time = “1615”; How can I set the date format for date comparison in backtest? I tried the below function but doesn’t work. Format...

kinwai

In Hong Kong market, the market close time became 1630 after 25 Jul 2017, before that was 1615, the logic likes: if date >= “20170725” then close_time = “1630” else close_time = “1615”; How can I set the date format for date comparison in backtest? I tried the below function but doesn’t work. Format...

kinwai

For example, if use 1 min chart and use dynamic variable to keep the day high value. After computer executed the strategy but computer halt and need to restart, how can resume the strategy but reload the previous dynamic variable?

kinwai

Hi Wilkinsw, where did you see this news?

kinwai

I get this error as well

kinwai

I have tried it, but it just for entry price, contract. However, if the strategy has real time value calculation, it’s not able to get it back.

kinwai

When my strategy opened a position, I need to restart server due to something reasons (eg. Windows force restart, computer halt, stop computer in weekend .....etc) Any way to resume my strategy? My strategy logic includes marketpostion (tried to use marketposition_at_broker to replace), entry price ...

kinwai

Usually I couldn’t reproduce the issue, but just occasionally happen. I use 1 min bar, based on my observation, when the market move very quick, it will be higher probability to reproduce it. Based on my testing as said above, it’s not data source issue, since both MC and AB running same data source...

kinwai

Sure, it just happens occasionally and can resume when reload data

kinwai

Hi Anna, Thanks

kinwai

If I want to send market order to buy some contracts at the same time, there may be possible to buy higher price in last fews contracts. Any possible to send market order with delay? If I want to send some contracts market order, can MC allow send market order with little delay for each contract? Fo...

kinwai

I described the case at the beginning of this post, my new post refers the same case. MultiCharts occasionally display incorrect bar, need to refresh to make it correct, it isn’t related the data source issue. As discussed in above post, I tried to use same data source under both MC and AB, when MC ...

kinwai

Here is both screen captured, it happened around 8:50 in NQ

kinwai

The case occasionally happen again and again.

Tonight it happened in NQ, need to reload the chart, may I know if the root cause has been identified? It’s a serious issue when autotrade

kinwai

For this case, does it use same email?

kinwai

Will the upcoming feature improve it?

kinwai

Anyone can tell me whether it’s MultiCharts limitation?

kinwai

I know you want to use this bar to check the high of last bar. In this case, I may need to enable IOG in backtest, so that to check each tick to place buy order when exceed the high of last bar immediately. I’m thinking to use buy stop order to avoid to enable IOG. I could use this bar high and plac...

kinwai

Anyone has idea? Is it MC limitation?

kinwai

Let me elaborate more the logic.

When current bar close, I want to set next bar to buy if price > current bar high and set stop lose to current bar low.

kinwai

All strategy strategy share same email alerts, how can I set different email address for different email alert?

kinwai

I know how to describe in sentence, but how to translate in code? Actually, I cannot use this bar to check exceed the high of last bar.

kinwai

Refer to my below code, when reach high or low in next bar, then will place buy or sell order respectively. However, I want to buy only when reach high in next bar. Once order placed, I want to set stop loss when reach low, but not to place sell order even marketposition is 0, how to revise my code?...

kinwai

Thanks for your prompt response.

I want to change the condition (Signal value) and check it to submit order if true.

kinwai

Hi all,

May be a simple question, when I use 30 mins timeframe of the below code, if I want any price cross over var0 but not the bar close price, the only way is to enable IOG?

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If close cross over var0 then
   Signal = true;

kinwai

I use date > date[1] to reset variable after date change. Eg If date > date[1] then var1 = 0; Found it doesn’t work when I use tick data, the var1 reset to 0 for all tick within the same bar (on my case 1 min per bar), for my logic, I only want to reset var1 to 0 at first tick only. The var1 has alr...

kinwai

Yes, done it before my post

kinwai

Already checked don’t have this indicator

kinwai

I saw some posts to customise it, but does it have build-in indicator?

kinwai

Do you mean “How to get help” post 2? It is only for code tag.

Post #2 of this thread.

kinwai

After declared IntraBarPersist variable, most of the bar works to keep the value, but still have some bars reset the variable, any clue?

kinwai

It works, thanks,

kinwai

Here is the sample, the variable signalCount reset in next bar when IOG enabled.

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if signalCount = 0 then

begin

Buy next bar at market;

signalCount = signalCount + 1;	

end;



if date > date[1] then

signalCount = 0;

kinwai

One supplement, I tried to print the signalCount after + 1 to prove that the variable is updated to “1”, but in next bar, it reset to “0” again

kinwai

The code likes below, I use signalCount to count number of signal and only place order when signalCount = 0. if signalCount = 0 then begin Buy next bar at market; signalCount = signalCount + 1; end; if date > date[1] then signalCount = 0; It works when IOG disabled. However, when IOG enabled, the si...

kinwai

In 1 min timeframe,

When Intra-Bar Order Generation (IOG) disabled, I set a variable, I could get it in next bar (next min)..

When Intra-Bar Order Generation (IOG) enabled, I set a variable, but it will reset in next OHLC bar. Any idea?

kinwai

One supplement, my strategy don’t need to go into detail as bid/ask level

kinwai

Thanks, TJ

I have read some of the above articles before, so may I conclude the most similar to real time settings are IOG enabled with Bar magnifier set as Tick?

kinwai

One supplement, the Bar Magnifier set by “Tick”

kinwai

On backtest, when I set both IOG enabled and Bar Magnifier (Assume historical data supported) enabled , does it mean that the result (exclude slippage) most likely will be same as Real Time?

kinwai

The Parabolic SAR result between MC and Megahub PowerTicker are different even using the same parameters, anyone has idea?

kinwai

Not only IB, tried IQfeed also

kinwai

Already checked and settings are correct

kinwai

Yes, I have checked and terminated all MC process already.

kinwai

I'm not sure as IB don't has this option for selection

kinwai

Hi wilkinsw, already manually flushed the data and it also will also done when closing MC. Hi TJ, here is the steps: 1. Add symbol in quotemanager and enabled “Collect RT Data w/o plotting. 2. Open the symbol by chart windows. 3. Open 1 min chart and wait for backfilling. 4. After done, make sure al...

kinwai

I checked the “Collect RT Data w/o Plotting” already in quotemanager, but still need backfilling

kinwai

Haven’t flushed in my case, after downloaded all 1 min data, then open a new workspace with same symbol immediately.

kinwai

I downloaded 1 min chart data and saved, when I open a new workspace and use 1 min chart with same symbol in the new workspace, why the system needs backfilling data again?

kinwai

Hi Henry, Before make this post, I have already tired to reload the chart, but no luck. However, when I delete the data and clear cache and request data from provider again, the chart issue is gone. Do you know the root cause? I may be a criterial issue on autotrade if bar generated wrong but data s...

kinwai

Tried IQFeed, but same issue found

kinwai

Any experienced that the left/right edge function doesn’t work?

kinwai

Just tried IQFeed, same issue existed

kinwai

You may find an option > settings > users settings > trading platform > marketing data subscription

kinwai

MultiCharts64 Version 12.0 Release (Build 18038)

kinwai

Here is my version, the version just downloaded a few days ago.

MultiCharts64 Version 12.0 Release (Build 18038)

kinwai

Already tried, but doesn’t work. The chart always displays “backfilling” and the “Reload All Data” option is dimmed.

kinwai

Interactive Broker

kinwai

In Hong Kong, there is a lunch break between 12:00-13:00, even I set the session of HSI future correct, found the real time data cannot be resumed after lunch break, when close the MC and run again, then the real time data will resume, anyone can advise how to fit it?

kinwai

I installed both MC and AB under same computer to connect IB as data source. Sometimes I found MC piloted incorrect bar. Refer to the attached chart, the bar at 1:00 am was incorrect in MC, anyone has experience on this? Instead of manually correct the data, can I request MC to get small period data...

kinwai

I always experienced that the real-time data suddenly stopped during marketing open, I need to close the MC 12 and run again, then the issue gone. I used IB as data provider. I’m previously using AB installed on same computer, but don’t have such issue, it’s a serious issue for autotrader. Anyone ca...

kinwai

When switching timeframe, eg. Daily chart to weekly, server connection is required from data provider, sometimes I found it hold an unreasonable long time, after I closed the MC 12 and run again, then the chart display again. Is it a bug?

kinwai

When I request historical data for each timeframe, I need to wait download data from data provider. eg. Downloaded 1 min timeframe data, then switch to 5 min, hourly, daily or weekly ....... All need to wait per requested timeframe Any way to download the data for each timeframe and don’t need to wa...

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