MultiCharts: Trading Software for Automated Trading and Backtesting

beck donald

If have a 2 position trade on the S&P emini which has a $12.50 tick value. When I use SetProfitTarget_pt set to 20 I get a different result than if I use SetProfitTarget set to 250. Both are set to PositionBasis True. SetProfitTarget_pt will close the trade when the trade = 20 ticks per position, or...

beck donald

In the past I ran futures data speed and tick count tests for CQG, Rithmic, TT and Gain capital. Of those I felt CQG was best. I would not use Gain. Recently I ran a test between CQG and TS. Slight tick count difference, speed the same. TS only has last, has more data available and is free with a fu...

beck donald

I had the same issues. For me it was minute or hour trade data. Ticks and seconds were fine. Bid and Ask was not affected.
Contacted CQG, they found the problem.
A restart of the platform did not correct the charts. I deleted the data from the server and then restarted, charts are now correct.
DB

beck donald

As it relates to OANDA, my contact at OANDA informed me that they are BETA testing a FIX V20 API, If it does what I had been told, it should solve the problem. However MultiCharts will need to create a new FIX V20 connection.

beck donald

The historic data comes from servers with a FIX protocol. I am told this data is not compressed and therefor all the ticks are available.. A test that will show this is to open a 1 minute chart. Note the price of the close and note the price of the open. They are different most of the time. Don bac...

beck donald

Likely this is outside MC, direct control. I have in the past leased and used MC demo's but not a current client. I have been waiting for the day that I can automate my trading properly. At present I manual trade using OANDA's platform but really hope I can use MC to automate and therefore monitor d...

beck donald

MultiCharts Version 11 build 15808. OANDA said they fixed the problem on their end, however I had the same thing happen. I had a buy take place at 1.22684 which is lower than the low of the bar 1.22686. The bar closed at 1.22700. I will send the info to OANDA, however this is an open an ongoing prob...

beck donald

I hope I can verify the effort worth it...

From OANDA this AM.

Dear XXXXXXXXXXXXXX

Thank you for contacting OANDA.

There was a problem regarding 3rd party trading platform. We have resolved it from our end.

beck donald

I deleted all data, cleared cache and reloaded fresh data using v20 and the historic data changed to match the live data when the problems took place. So it would seem that although I do not know what changed (The fellow at OANDA API did not share info), it appears to now be correct. I am running th...

beck donald

While I continue to trade with OANDA and evaluate futures, I have been in contact with OANDA and here is the response... the v3Rest I guess is new. We will be upgrading your legacy trade account(s) to a new V20 account(s) starting in May 2018. At this time the funds in your legacy account(s) and any...

beck donald

Thank you all for taking the time to offer your experiences and suggestions. I have begun the process to evaluate Futures.

beck donald

As you had shared... the data stream from IB is more robust and constant. For the period when OANDA had gaps (as an example) from 1.20000 to 1.20010, IB had price of 1.20000 to 1,20001 to 1.20002 to 1.20003 and so on.

beck donald

Zheka, Although some time ago, it had been my experience with limit orders, is that they took place after market orders and you got in line. With MC, it will cancel and resubmit the same order with the closing of a bar. If trading at lets say with 1 minute bars, Every minute you get sent to the back...

beck donald

Agreed but contract periods and continuous data had been an issue in the past (20 years ago), no idea about modeling in today's world. In forex limits are filled at touch. Futures you have to expect to go through the price by a tick. If there is no other choice, I would need to investigate it, but I...

beck donald

I called client services..no US accounts for FX

beck donald

crapola They do not offer FX to US clients any longer

beck donald

I did not know you could connect without TWS. You do mean the MC gateway in broker profile? I am not clear on your item #2. Is this step the one that makes it stable? Thank you! IB would work as smooth as silk. 1) use IB Gateway, not TWS. It can stably run for months, no need to re-login daily; upda...

beck donald

Hello Hughes, I am based in the US, LMAX is not an option. For me IB will not work because, there is a dialing in process for trade automation and with a min trade size of 25k it would be to costly to hammer out issues live. If it would all work, I would be trading a number of charts and each with m...

beck donald

I assumed MC would not filter data. The issue surfaces because it is selective. Use MT4 or OANDA's platforms and you get a different data stream than a MC user. If it all was filtered and matched there wouldn't be an issue. When you get to the point that the chart your trading doesn't have the data ...

beck donald

Digging a bit deeper I installed Oanda's MT4. That also has a lower data point that would trigger the trade. Pondering it all... MC is pulling the data directly from OANDA. If all the data is deleted and refreshed, the same chart shows up. I can't imagine MC has a filter to limit ticks, but if it do...

beck donald

All prices are highlighted in the pictures and explained if you read my post....however... Buy signal live trading at 1.23295. That was the fill from OANDA and that price does not exisit on the MC chart. I use limit orders against the trend which is why it shows up. The MC range of that bar was 1.23...

beck donald

To add to my digging.

At no immediate time surrounding this trade did the price exist in ask data

It does however show up on Oanda's chart.

beck donald

10.0 Build 14417 In my ongoing effort to make a strategy work. To make sure the strategy is operating properly in live trading, I am running the identical chart below it. It is just updating with the data stream. Trades take place on the live chart that do not have signals on the updating chart (Non...

beck donald

Svopex, Exactly the kind of issue I experience. In my case not caused by a stop loss, but closing trades to open positions. Assume a 1 minute chart over a 10 minute evaluation period. I am setup to phase into a trade if necessary and will allow it to grow in size as it re-averages. In live trading I...

beck donald

Sorry but I laughed. Thats double talk and a smoke screen. So the changes that OANDA made created the problem. A problem that MC cannot fix with programming changes. I guess the question is... what broker can MC work with that does not or will not have the problem?

beck donald

Svopex, Thank you for saving me the time for going over what you all ready have. What puzzles me is that quite a while back it seemed to work flawlessly. Then it seems OANDA changed "something" that has caused MC to have to make modifications. Then I read in the most recent release that ticks in a t...

beck donald

There are 2 issues. 1. It takes a very long time for a chart to load. 2. I had live trades that do not match a historic or reloaded chart. This is something that I spent years waiting for a fix for. It was fixed and was flawless. It now seems that issues is taking place again. As it relates to #1. D...

beck donald

MC said in a post you must change to the latest version because of OANDA changes. Later on there was a time chart data issue released to have dealt with that issue. But it feels like to me, OANDA made changes without telling MC about it, as I am sure MC would have dealt with it.

beck donald

Using the latest version of 11, I have tried both legacy and V20. It takes a really really long time for a chart to open. More important than that, it seems that since OANDA made changes to its data, the live traded signals are no longer in sync with a historic chart 100% of the time. This last issu...

beck donald

Had been connected for more than 8 hrs, when I noticed charts had stopped.
I am trying to trade 1 min charts around the clock, This kind of issue could derail that
goal.

OANDA's web based trading was live and updating when this took place.

Thank you,
DB

beck donald

It is delaying the order cancellation and submitting times.

beck donald

Hi Henry, I do not know, I just began to try out 10 and noticed it. I will run test tonight and advise. Thank you Don Henry I am not sure if trades are impacted, but I do not think so. The issue minimally impacts the OPT. "State" does not show pending/submitted orders all the time. For the times th...

beck donald

Trade test delayed... it sure feels like there is a data issue at OANDA. Pairs are hardly updating, same is true of OANDA webs platform.

beck donald

Hi Henry,

I do not know, I just began to try out 10 and noticed it. I will run test tonight and advise.

Thank you
Don

beck donald

Version: MultiCharts64 Version 10.0 Release (Build 13626) The following in the OPT log for my Demo OANDA MakeRequest (GET) WebException: Code= 11; Message= "Order not found"; MoreInfo= "http://developer.oanda.com/docs/v1/orders"; requestString= "https://api-fxpractice.oanda.com/v1/accounts/996579/or...

beck donald

When the order is generated.

beck donald

I have it and after about 30 mins waiting to get into in debug mode I sprayed it with RAID and shut it down.

I will try again later.

hairy, I appreciate your trying to help!
Don

beck donald

Done all I can to find it.. still getting the error.

Going to hold my head under water for 30 mins and see if that helps.

It would be so much easier if MC would make it a select-able option check box.

beck donald

Typo on my part

typed count and needed Count

but now get error with signal

:System.IndexOutOfRangeException:Index was outside the bounds of the array.

now digging for a solution

beck donald

hairy, I appreciate the help! Was there a source that provided the information on last order or was it a result of digging around? When I added to my code that which you provided and compiled, an error in the log... 'System.Array' does not contain a definition for 'count' and no extension method 'co...

beck donald

I made some errors.. which I have discovered. Further points to me that the information is not clear. I do not need output write to send the email, I need to see what would be in the email sent. OnBrokerStrategyOrderFilled() protected override void OnBrokerStategyOrderFilled(bool is_buy, int quantit...

beck donald

I would like to create a few indicators for which the values would be a several of the "MAX" values which cover the period of time the chart is viewed, the same values that appear in the reports.
example MAXDrawDown.
Any help appreciated.

beck donald

It is the volume within a bar measured in tick increments from the high to the low. I am not interested in the profile indicators, but the values at each tick so that I can explore the possibility of meaningful points or possible values.

beck donald

It is discussed but not with any detail that I find to be clear. Through discussions with others at another website where direct answers were provided... I now understand that output write is required to send an email when a trade takes place. Not real intuitive for someone learning this language wh...

beck donald

It is not "there" that I can see. Barely any information about OnBroker... events.

First, I want to receive LIMIT orders so that I can place them at my broker. Where specifically is it mentioned how to do this?

beck donald

I would like to experiment with using vertical volume in my strategies.

Is there either a list of reserved words or more information on how I might add that to my code to see the cause and effect of using various configurations.

Any coded samples?

Thanks in advance for any help.

BR

beck donald

It was suggested, the only way to email orders is by using the TM. I am able to email trades, but do not have the time required to act on them, I thought maybe send orders will help make it a possibility. Is there information out there that can point me in the direction to do this? Assuming there is...

beck donald

I would like to make more clear the information I get in an email, sent by my strategy. The code is.. protected override void OnBrokerStategyOrderFilled(bool is_buy, int quantity, double avg_fill_price) { Alerts.Alert("{0} - order has been filled: buy? {1}, quantity: {2}, avg fill: {3}", DateTime.No...

beck donald

Using limit and stop orders in the enhanced mode is likely to impact results the way you say see it showing up. Classic mode with orders based on close, I would guess do not push the envelope enough to cause the issue.

beck donald

Got it figured out and working.

beck donald

I should have mentioned....

That which I showed in my code example, is from an earlier part of this thread. I saw it here asked a question about it and here we are.

thanks

beck donald

Josh,

At this time, I am running both versions. I made the mistake of posting to the wrong forum. I would prefer to get it done in Net, but will work with PL. Appreciate any help!

DB

beck donald

Henry,

I find little reference material on those. Are there any examples of their use?

Thank you,
Don

beck donald

I have been working on getting emails sent. I am doing something wrong and need help! 1. When an order is placed. or 2. When a trade is filled. and when a profit target has been reached. I am closer but still not there. I am first focusing on when a trade fills. My strategies will take on more than ...

beck donald

I have no IB experience... sorry

beck donald

If your still stuck...

I read somewhere that history matching can cause a delay.

beck donald

The spot forex marketplace does not have volume. You can get tick counts by going to instrument format and change build volume on to tick counts.

BR

beck donald

I am moving this back to the NET thread. It is happening with both versions and I have a longer thread. "Floating Fills"

beck donald

Attached is another pictures on this topic. I do not know if I will be available to get to online support. I am already waiting on clarity as to how to get the dump from a separate crashing issue to you (more than 600 megs). So I am trying to get you more info. In this example, I am using the channe...

beck donald

Andrew, I will have to put this off. I need to find that which has been sent already.To the best of my understanding, I sent everything requested to Dave. He confirmed receipt and said the issue was being looked at. I believe his request was everything your asking for. As a suggestion. If MultiChart...

beck donald

Andrew, My last attempt on this issue. It is quite frustrating to point out, that which to me is clear, but apparently I am lacking the ability to communicate it clearly. Buy Signal 104 Ask is 101 Trade is 100.50 Bid is 100 Sell Signal 95 There is no price data at the price of the signal. It was not...

beck donald

All of this was sent to Dave weeks ago.

No reply

beck donald

Yes...

I will try again

Example

BID 100

ASK 101

SIGNAL 104

beck donald

Async will show you the moment your math causes a signal. It does not care about the broker or market conditions. When your code conditions are met, it will fire. You might make Strat1 and Strat2 and run them both at the same time. One Async and the other Sync. Sync care nothing about your code, if ...

beck donald

I saw your code after I posted... Condition1=t>Stime and t<Etime; Condition8=Value9[01]<=0 or Value9[02]<=0; Condition9=Value9[01]>=0 or Value9[02]>=0; Condition2=Open>Value1+fac and Value9>0 and Condition8; Condition3=Open<Value1-fac and Value9<0 and Condition9; If Condition1 then begin If Conditio...

beck donald

I do not use market orders... 1. Click on Order tab. What time is the order placed? 2. What time is it filled? 3. Go to time and sales and confirm prices at time of order and time of fill. If the order is placed at the "correct time", you have a market issue and need to have a discussion with your b...

beck donald

As it relates to this issue. I thought I would comment on what you presented. It is more pronounced when in extended mode. You can have the data streams visually present and the signal will still be at a price that does not exist. Here is an picture of a point chart using bid and ask data and has bo...

beck donald

Andrew, I do not know which of the issues I have reported result in this particular result / behaviour I will try and get the time together to get to chat with everything setup in advance. Also I have discovered that on 64 rel 3, if you have a time chart, magnify the data and then turn on IOG, it cr...

beck donald

I have been working on these types of issues for a long time. I still wait for replies to my forwarded files, workspace etc. So I continue my efforts in an attempt to develop a work-a-round. This has uncovered a whole pile of stuff. 1. Write a simple strategy with an input for X and Y. Buy Next Bar ...

beck donald

I am running 24/7 trading a live account with the CQG. Broker is Amp. While I have other issues I am trying to iron out, I am not having any disconnection problems. I switch around between a number of computers and none have the issue described. I am running DSL at or about 12 to 15 mbs. Larry, that...

beck donald

Hi Henry, I have read all I could on this, but could not see any completed threads with answers. In automated trading, the commission entered into properties does not impact the profit target p/l. So if that p/l target is $50.00 with a $10 r/t cost, after 1 position I make $40, after 2 $30 and so on...

beck donald

Henry,

I am aware of this. I trade very quickly with many trades per day. There is a large variation.

Thank you,
Don

beck donald

Could you ask him to resend it. I did not get it.

Thank you

beck donald

Hi Henry,

When selecting the option to see chart trading, and then the historic trades, I only see them for the current week, even though what I am reviewing was traded last week and the week before. How do you change the setting to have a longer trading history period?

Thank you,
Don

beck donald

Hi Henry,

When trading, at a point in time, trading continues, bars form on the charts, but there is no signal appearing. It is random as to when or how often it shows up.

Opening the trade history, shows the trades on the charts, but with it off, signals appear for a while, then stop.

Regards,
Don

beck donald

Henry,

Any update on this? I am sure this ties into the other issues with charts not having similar signal patterns when traded live as compared to a historic look of the same data, after the fact.

Regards,
Don

beck donald

Henry,

I have a 4 processor machine.

If the only chart I run is short timeframe chart, with 100 bars. It draws 100% OF ALL cpu's and becomes 100% non-responsive.

Regards,
Don

beck donald

Henry, More info.... If you run one chart and allow it to evolve with market data coming and at some period of time in the future you copy and paste that same chart, the signals do not match. I noted the barnumber for the data on the chart developed in the market, and used those same values to build...

beck donald

Henry, I have 2 charts open, one a "copy window" of the other. To insure data is the same, I reload all data. A chart that is trading to a demo server, produces a different pattern of signals, to one that is just running and collecting data. While it is in the sync mode, because it is a demo server,...

beck donald

Setup as you suggested,

A chart not trading and one that is trading produce different signals.

beck donald

Henry,

If you use, trade, ask and bid on your chart (data1,2 and 3, ) should you be able to have data2 and 3 (ask and bid) be one chart resolution (such as 10 tick) and data1 (trade) another such as 100 tick, in the enhanced backtesting mode?

Thank you,
Don

beck donald

Henry, If you have the automation set to have the information provided for by the broker. And You select an audio file for trading info "order filled" etc. in the automation tab. When chart conditions meet the order, it says order filled. It would be helpful, if when one selects updates on the chart...

beck donald

Henry,

My charts are either long or short, but not both.

Should I try it if I am short only with profit target?
Should I try it if I am long only with profit target?

beck donald

Hello Don,

Do you have Bar Magnifier turned on?
Have you studied the following article: How signals are calculated?

Henry,

It is a range bar and therefore do not use the magnifier. I will share, this is a new experience (having floating fills).

Yes I have read it.

Thank you,
Don

beck donald

Henry,

Sorry if I was not clear. I am trying any combination, to make work. In the past, if I was trading short only, I would have bid as #1 and ask as #2. Doing this created the issue, that caused me to try to use trade. So I think there is still an issue.

Thank you,
Don

beck donald

Henry,

At first the prices appeared and did not update. I rebooted computer to try the process again and it works like a charm:)

Thank you,
Don

beck donald

Henry,

Now I understand. So there can be multiple lives - which is what I was concerned about.

Thank you,
Don

beck donald

Hi Henry,

Thank you for the information. As it pointed out "at this time" and so therefore a known limitation. Is there a future version that is planning to allow more than 1 account?

Thank you,
Don

beck donald

While I am able to confirm that the DDE has connected by showing the prices in the MC, DDE window, I am not able to have a chart update any prices, have DOM show current market, etc.

beck donald

some further info....

if you use bids, asks or lasts for both data1 and data2, switching the extended backtesting in such a way that #1 is on top and #2 on bottom and then switch, so that #2 is on top and #1 is on bottom, you get different strategy results.

beck donald

I am running MultiCharts .NET64 SE Version 8.8 Release (Build 8590) I am attaching a picture of something that is showing up. I would like to understand how to set it up to prevent it. In the enclosed picture there are 4 chart. The far left chart is a 20 point chart that is not trading. It has a lon...

beck donald

Item number 6 on https://www.multicharts.com/trading-software/index.php/Precise_Backtesting States... "Apply the strategy to the Ask data series, which is the first chart. It does not matter if the strategy is applied to the Ask data series or the Bid data series . It only matters that the strategy ...

beck donald

MultiCharts .NET64 SE Version 8.8 Release (Build 8590)

You can only add a single live or demo account with CQG being the data source or broker. Any attempt to add a 2nd account, causes the previously entered account information to change to the latest inputs.

beck donald

Dave, I trade forex, only bid and ask are available. But I am not clear. Data1 to me is the base data, the only data one would see when they first create a chart. In this case lets say it is EURUSD BID data. I now insert a 2nd symbol. I call this data2 In this case it is EURUSD ASK Data. My second a...

beck donald

This is an issue carried froward from previous versions. You can take any standard strategy using buy limit / sell short orders to confirm this. In many cases the same issue will take place with other order types. 1. Setup 2-1 minute charts side by side. I am using 1 minute to generate a lot of sign...

beck donald

Thank you

beck donald

The price levels presented with the flags and lines are a nice addition. It allows at a glance to see a potential trade point. It would help to have the information box offest because they can overlap and hide the written info.

Regards,
Don

beck donald

Dave, So I can plan forward as it relates to this feature, are their plans to expand this to FXCM in the alpha, beta or release versions? Thank you, Don I have tried to use FXCM automation with the new stop limit order functionality without success. The orders are rejected. Which brokers is it set t...

beck donald

I have tried to use FXCM automation with the new stop limit order functionality without success. The orders are rejected. Which brokers is it set to work with?

Thanks,
DB

beck donald

It seems that when I selected download missing historic data, I either went to quick or it did not stay put. Re-selecting it solved the data history issue.

However the trade data still is not available. For some data souces, there is more trade than bid data.

Regards,
DB

beck donald

Same data related issues using MBT.

Regards,
Don

beck donald

I am using IQfeed and am not able to pull history into a MC chart.

Regards,
DB

beck donald

While I have Trade selected for data collection in QM , no trade is available in MC for charts.

Regards,
DB

beck donald

When I try a fractional order (less than 1) it will not compile.

How did you make it work?

Thanks,
Don

beck donald

I will give it another run....

With earlier versions when I entered a fractional trade amount, it did not place an order.

Thanks!
DB

beck donald

TJ,

So the question or the issue could be.... how much will the tsserver increase. I will play with it a bit next week. But if you know someone with that many workspaces - it would seem it has merit.

Thanks for the feedback
Don

beck donald

If one runs 64bit windows and has the the computer memory...

Can you run multiple instances of MC and have each viewed as its own app and each able to pull 2 gig per MC running?

Thank's
Don

beck donald

Emmanuel, I think the answer is maybe. I do not know how each broker is setup. A trade at MBT is an average position. Meaning the following. Buy 1000 ABC at 100.00 Position at MBT is 1000 ABC at 100.00 Buy 1000 ABC at 50.00 Position at MBT is 2000 ABC at 75.00 With the market at 200, there is 225 in...

beck donald

If I have a chart running that is showing me long 3,000 units on a strategy and the broker shows 2,000 units, it would be helpful to have colums that not only present these values but also uses the alert function to bring my attention to this miss-match. This would have a timer (allowing a user adju...

beck donald

It would be a huge time and resource saver to have a window open and within that window enter the broker(s) and account number(s) that a order shall be transmitted to. That would allow someone with more than one broker and more than one account the ability to transmit multiple orders from 1 chart. T...

beck donald

At present if you turn off automation it asks if you want to cancel the orders. Each open order has a check box. It would be helpful if those check boxes were selectable. In that way if I was long 2 positons and went to cancel, I could cancel buy and leave open the sell, which would allow the automa...

beck donald

At present, the position size is defaulted and I assume that is to 1. It would be helpful to have the ability to change the position size in the portfolio opt / bt as well as the number of positions to be taken, so that the analysis of the porfolio properly measures the results of the charts, should...

beck donald

It would be helpful if the method MC uses matches what the broker uses to determine the position value. In the case where more than one positions is taken, there is a difference in action, result and this impact the ability to audit results between MC and the broker. Depending on the broker, FIFO, L...

beck donald

It would save me lot of time if there was a default check box for the trade automation settings. That would hold in place the broker, account number, trading timeframe etc.

Thank you,
Don

beck donald

It would be helpful to control from within the strategy the position size one wants to trade. As it is now, for MBT, you would enter the position size of 1,000 to trade 1,000 units and a 1 to trade 10,000 at FXCM. In all cases to have 1,000 equal 1,000 would be helpful. In addition it would be benef...

beck donald

It would be helpful if the traded position size could be entered for a strategy and when trrading something that does not have a big point value of 1, to have that P/L (point value X position size X P/L) presented in the SPR and the OPT.

Thank you,
Don

beck donald

When trading forex, the pip value can be a fraction of a whole number. It would be helpful to have the big point value except a number such as 1.5674. At the moment we are limited to rounding that number to 1.57.

Thank you,
Don

beck donald

No problem.

I am good with what I have.

Thank you,
Don

beck donald

Strange....
I tried both 11.6.0.0i and 11.6.0.1 neither worked. I had to dig up 11.5.0.7 to get back online.

Take Care,
Don

beck donald

MBT upgraded the NAV. MC does not work with the new version.

It might be helpful to not only list the various 3rd party approved softwares but also make those versions availabvle for downloading.

Take care,
DB

beck donald

TJ,

Whats new does not show the difference between the first release of 6.0 and the now available 6.1. Therefore I can not zero in on those changes to either provide feedback or make use of a feature that has either been added or fixed.

Have a good day,
Don

beck donald

As a new build is released, it would be a great help to know what has changed.

Thank you,
Don

beck donald

Dave, At the moment I am running a single strategy on a single instrument. My method will allow more than 1 long or short position. What I see is a constant matching of the strategy and broker position columns. It is always true and the position sizes under strategy and broker positions match based ...

beck donald

I am posting the DTN and eSignal contributors. You can either have a composite symbol or get data from just a contributor. Unless Dukas has another name similar to MB Trading, I don't see them. Don DTN Contributors ABBA TenFore Average Best Bid/Ask AIBK Allied Irish BARC Barclays Bank BDBI Mercantil...

beck donald

A long shot maybe...

But it might be possible that esignal or dtn offer Dukas as a contributor? I will research it tonight.

In the case of MBT Trading, they are listed as EFXG on DTN.

Take care,
Don

beck donald

I have not tried the feature and do not have time today to check it....

Would a chart merge work fore you? Historic data from source1 and live from source2.

Where did you get the specific Dukas setup information from?

Thanks,
Don

beck donald

Dave, As it relates to Forex, it seems that MBT servers only have bid data available as nothing initially shows up when creating a chart with ask. I want to plot ask data and am experiencing a problem. I find that the ask has gaps and it seems to be related to the physical chart being opened or clos...

beck donald

Dave,

That took care of the problem.

Thank you,
Don

beck donald

Steve, Really?....wow. I don't use indicators - but would not have thought they could be an issue. Maybe the bar type requires being formed from ticks? Might be worth seeing what happens to resources with indi's on and off and then maybe a minute bar for 243 days to see if it impacts resources. Thin...

beck donald

sptrader, I have invested a lot of time on the memory issue and like you noticed it changed when upgrading a beta. There are a number of things you can do to mitigate the impact. Part of this comes from understanding how certain things work. While I look forward to a permanent solution, I wanted to ...

beck donald

Dave,

Sent a crash report to your email address.

Thank you,
Don

beck donald

Dave,

MBT's NAV is installed.

Added symbol to QuoteManager and confirmed data is coming in by connecting symbol. With symbol connected or disconnected, the exception error takes place.

I assume based on the above, the ports would already be set properly.

Please advise.
DB

beck donald

Didn't see this thread....(no coffee in my operating system). Exception error when trying to make a chart from MBTrading data. At https://www.multicharts.com/multicharts/new/ It lists "Bugs" instead of Bugs Fixed. Overall the final release has come a long way from the first beta I tried. My prime ar...

beck donald

Suggest that ..... you change "bugs" to "bugs fixed". At first, I was not sure if these were current limitations.

https://www.multicharts.com/multicharts/new/

beck donald

When trying to create a chart using MBTrading data, an exception error takes place. Sent the info to the ftp.

beck donald

Work Around...

Use second data in place of minutes

beck donald

can you post your code?

select custom indicator
enter
(close of data1-close of data2)

beck donald

Because I was crashing I had to go back to Beta2. Could someone verify the following on Beta3. I took a bid data and ask data, then measured the difference on the close. On a second data and tick charts the history presented a proper spread. On min and hour chart, the values were the same. Pictures ...

beck donald

Hello All,

Is there a way to use bid data for selling and ask data for buying, in a signal (strategy) that will be automated.

Thank you,
DB

beck donald

Tonight I installed beta 3 and have had more than a dozen application errors. It is so unstable I can't use it. The latest Application Error happened while changing the settings on a strategy. I have been doing some new things with additional data feeds so I can't be certain it is the new build. If ...

beck donald

Although the symbols connect and charts plot, charts do not update.

Thank you for any suggestions.

beck donald

Kevin, Just be careful as some of the issues point to uncontrolled/wrong position size. Financial and emotional hits from testing are relative to each. I found a random bug in/at TS (lucky I was at the computer!) when a trade went off on a chart at 100k instead of 10k. I was running a portfolio of c...

beck donald

Is there an estimate on a release date?

Thanks
Don

beck donald

When I first started using MCFX I reported single positions getting mis-matched. In playing with the program I did not have any trading problems for some time. Then again, last night I had one position trade the wrong size and another go unnoticed. I shut FXCM and MCFX, re-started FXCM and then MCFX...

beck donald

Kevin, First, until I knew everything worked as it should - I would only trade a FXCM test account. With that in place, I would speed up a chart and make it more sensitive so that it trades a number of time per minute. Next I would take the decision making (buy or sell) portion and prove it function...

beck donald

Kevin, Whatever the root cause, I expect that it will get fixed in reasonable time. (The sooner the better, but I'd rather it be right than fast!) Order entry is at the core of all automation, and without reliability in this key area, not much else matters. Over the years, I have found it important ...

beck donald

I suspect and have assumed this is the same /similar root issue that prevents more than one chart per a pair to be traded. If it is any help to diagnose the issue, early on I tried to run the pyramid option on a signal position strategy to verify if my more complex position scaling code would work (...

beck donald

Got it. My guess is that the size the order to some degree controlled by the broker and in this case because both mini and standard lot sizes can be traded. Personally, I would prefer everything to operate in dollars. My strategy code being a value of 1 and the signal properties to be set at 10000 f...

beck donald

I was clear on your communication and understand the issue. Maybe incorrectly, but I have been assuming your problem only appears on a live account and not a demo account which was causing my head scratch. Guessing that on the demo you didn't have your MM logic in place and the issue did not appear?...

beck donald

It makes no sense that a demo account would require a strategy to be coded one way and a live account another. If that's happening, then something must be up on the FXCM side of things... just can't figure out what that could be.

Don

beck donald

Weird one.

beck donald

Kevin,

Have you been able to properly execute trades on the FXCM demo account? If so, I would think you change the user-name, password and pull-down (from demo to real).

If not...it is in the setup somewhere.

Regards,
Don

beck donald

Don, I have to respectfully disagree. Many times I have profitably opened a short-term countrary position to my longer-term position. If my short-term position closes my longer-term position, then I'd have to reopen the longer-term position once the shorter one is concluded. If the price is better,...

beck donald

The only true value of this option is to double the P/L for the broker. There is nothing that I have read about even conceptually that makes sense. Unless a write-off is what your interested in.

Take care,
Don

beck donald

Kevin,

Those are the ones in TS I use....yes. If they wish to create their own with different naming it is fine by me.

Didn't know it was on the development map.

Thanks
Don

beck donald

At present I create a 2 line indicator that allows me to plot them on the chart. But there is also the possibility of referencing it for signals and money management.

As a note... I tried to post this under suggestions.

Regards,
Don

beck donald

I have noted several issues that make the signal inputs and optimizations a bit less intuitive and have added steps. 1. Optimizations are not done through the input window. 2. Optimization results do not produce signals. Details. When you begin the process to "build" a chart with signals, you add th...

beck donald

I find it very important to be able to plot the Mark to Market P/L as well as the closed trade P/L. When building a chart (selecting resolution and strategy settings) it gives a very good qualitative and a reasonable quantitative feel for the work.

Thank you
Don

beck donald

I´ve again the problem, using tickcharts, that I´m missing data! You can see it in the image (chart I). I think this problem is concerning to the new server. So yesterday afternoon MCFX worked fine until the late afternoon and today you can see only one big candlestick for a large time (see chart I...

beck donald

First, make sure you have changed your computer time to GMT +2. Next, I have been able to load 500, 600 or even 650 bars, it seems fine. It breaks at 700 bars and therefore it appears that there is a data allocation limitation which instead of limiting data on the back-end is eliminating data on the...

beck donald

I have the computer time changed... trying to get the charts to line up with either the computer or FXCM so my mind doesn't need to go through the bends each time I look at a clock..
wondering if it is......

My time
Computer Time
Chart Time
FXCM Time

beck donald

And.... it seems to have solved the data problem.

How do you adjust the chart to a different time zone?

I only see local and exchange. Local time of the charts is still PST even though I am GMT+2.

Thanks
Don

beck donald

Besides not being able to change the point value. It is calculated wrong. A fractional pip is calculated as a pip.

beck donald

And...even with the position size set to 1, because of fractional pips, the pip or fractional pip value is wrong.

Thanks
Don

beck donald

There are times when running a single chart, the position is 2 times what it should be.

beck donald

And.....because the chart needs to be set to either 10,000 or 100,000 for the trade to be handled properly at FXCM, the report is not correct. It is being multiplied by 10,000 or 100,000.

Don

beck donald

I am not sure if it was how I had it setup (wrong) of or because of the order2go I got from FXCM, but it is now trading 10k positions.

Don

beck donald

There is no way to control the size of the position using orders2go and MCFX that I can see. It will only trade 100k positions, not 10k positions.

Don

beck donald

Thanks for continuing the check on it and sharing your results.

Don

beck donald

No difference as of 21:03PST, the data still goes bye bye. The next time check would be 24:00, if I am up I will check it then.

Don

beck donald

As of 20:30PST the data still disappears.

I will next check at 1 minute before 21:00 and then 1 minute after 21:00 to see if 24:00 EST has meaning.

Don

beck donald

No idea... It seems that both trading size and hedging are controlled by FXCM.

I think there is more than one order2go flying around. I am getting one from FXCM. It has some parameters and a window with deal rates (if I got the info right).

Don

beck donald

Kevin, That is with hedging off. With single charts of a pair, all seems to be fine. It might be that for each additional chart to trade on the same pair, a different strategy name is required. It was no small feat to get FXCM to turn off the hedging. Took 4 days and 5 or 6 people. For a live accoun...

beck donald

The window is not linked to charts once opened. If opened on chart 1 you get that information, if you click on chart 2, the results remain that of chart 1. To get the data for chart 2, you need to close the SPR and reopen it.

beck donald

You can not run more than one chart on the same pair. If you do the chart positions and the traded positions get out of sync. As a test I setup 2 charts on GBP/JPY on 1 and 2 minute charts with very sensitive settings, the intention being a lot of trades take place. A variety of things takes place s...

beck donald

With the hedging featured turned off at FXCM, the open trade closes.

beck donald

I do know it can and does last hours... how many I am not sure.

beck donald

Pictures of issue attached

beck donald

The problem persists and is easy to replicate. With an existing chart that has been open awhile, in the early evening (after 5pm EST USA), do Ctrl-R. Any bars that WERE present past the 5pm session change are lost. I hope you can find and fix this problem soon! I'd like to try some live test trades...

beck donald

Hello Marina,

Unfortunately it is not a user selectable option. I have asked FXCM to turn off hedging and am waiting for them to do it.

Thank you
Don

beck donald

Marina,

Being that not everything from EL is supported. It makes it difficult to use EL resources to create trading indicators or signals. I look forward to your own definitions.

Regards
Don

beck donald

Marina,

That you for clarifying the data server logic.

Don

beck donald

I will.... I have already tried simple coding changes buy sell... vs short.. to no avail.

FXCM said it would take a day to make the change.

beck donald

I have asked FXCM to turn off hedging for now... to see what that does.

beck donald

Please let me know if you get closed trades. When I ran it, it only opened new positions in the FXCM platform.

beck donald

The second(s) charts are not updating at that time interval. It is random or is changing by a tick, not a second.

beck donald

I am heading out... In case you have not set it up...

1.Right click on a signal
2. Format Signals
3. Properties
4. Auto Trading (upper Tab)
5. Check Automate order execution
6. Select the options you want
7. Select settings and enter FXCM Login and Password, selecting Demo

beck donald

DId you setup the signal to use it?

beck donald

If you refresh the chart, I think you will find what I did. The data will disappear. It seems Sunday data isn't "staying put".

beck donald

You need to install orders2go a seperate software. Do you have it?

beck donald

Issue seems to be that there is no historic data on Sundays and it won't retain current Sunday data.

beck donald

I opened a 1 min USD/JPY and noted that for today's data, every time I refresh the chart (did this to hopefully get back to the start of market Sunday) the data disappears and it starts from scratch. Along side of this chart I have FXCM open and its chart is progressing through the start of trading ...

beck donald

Kevin, I installed mine yesterday as well. Been with TS for forever. TS is really having problems. I wouldn't be surprised if the whole system went down and started to smoke. I bailed because I couldn't take waiting for a growing and never ending list of bugs to be fixed. The biggest adjustment so f...

beck donald

Kevin,

I too am dealing with the same thing. In addition, did you notice if the bid on the trading platform matched the bid on your charts? Mine didn't.

Thanks
Don

beck donald

Kevin,

Tried that one... came back with an error ...not applicable to this type of study.

Regards
Don

beck donald

The follwoing works in EL and compiles, but does not work in MCFX.
Thank you
Don

Plot1(i_openequity, "OpenEquity");
Plot2(i_closedequity, "ClosedEquity");
Plot3(0, "ZeroLine");

beck donald

Are there any resources available that explain the programming and functionality of functions, multiple charts feeding data to produce signals.

Thank you
Don

beck donald

The trades go through and appear on the FXCM platform, however, it continues to open new positions rather than close and open. Meaning...

If I am long 100k EURUSD and I get a sell signal, it does not sell the long and close that trade, but rather opens a new 200k short position.

Thank you
Don

beck donald

I have the FXCM platform open along side a MCFX chart and the tick values are not the same. I thought that the chart data was from FXCM's servers.

Thank you
Don

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