MultiCharts: Trading Software for Automated Trading and Backtesting

Jupp25

Hi, do I understand correct, that having variables attached/assigned to the higher timeframe is the most essentual part in programming MTF indicators? So: Vars: Test(0); is attached to data1 Vars: Test(0 data2); is attached to data2 And because (0 dataX) "X" cant be handled via an input, every funct...

Jupp25

@Mark Brown:
what makes you think MC downloads data each time?

chris

Jupp25

@rrams:
offtopic: How to use Windows Task Scheduler for making shure, that Data Manager tasks only start when "xy" has finished....wrote you a direct message:

thx

Jupp25

Yeah I fixed. Thanks for reply though.

just for me and others to know:

what did you do, how did you fix it?

Jupp25

I totally agree with ScottishSpeculator, it is really difficult to get all strings together in the beginning. Even worse for sample code on risk management. Check here, also for other subjects: https://www.multicharts.com/support/base/?section=0&q=money+management&action=search And in addition to TJ...

Jupp25

@FU510n:
to what do you refer here, I could not figure that out while reading the post:
"It would sure be nice if there were a way to work directly with the .gdb (Firebiird?) database files rather than have to export as ASCII and re-import."

Jupp25

@ScottishSpeculator: do you have the Bar Magnifier set to ticks? if so, then my experience is, that "awaiting data for Bar Magnifier..." also shows, if your computer is just taking a while to load those ticks, even though they already are in your DB. Even though the minimum spec`s for MC are quite l...

Jupp25

@Kate: As of now (if I got it correct) all symbols are defined via whatever Dictionary/Exchange/ECN settings and some dont download all 24/7 data by standard. I changed all standard sessions so I would not miss data of symbols I dont regulary chart. wouldnt it be more helpfull if MC made shure that ...

Jupp25

hi ragdoll,

check this out, "Smoky" postet a couple usefull scripts:
viewtopic.php?t=51500#p140387
I havent figured out the "autohotkey" tool yet, maybe you are faster and will let me know how to use it

greets
chris

Jupp25

Hi, the PLE opens all scripts that where opend at the time of closing PLE, where is that list saved? But when opening another script without having PLE opened yet, then all prior scripts will not open, so no tracking of that is possible. It would be great to have a "Session Manager" type functionall...

Jupp25

Hey, seems one thing was still missing and other part could be lost. works in backtest, real-time no Realtime-History matching needed and also works with IOG. vars: currentsess(0), xAvgSyncedValue(0,data2); currentsess = CurrentSession(0); xAvgSyncedValue = xAverage(close data2,100); value1 = xAvgSy...

Jupp25

@kinginhk: just out of curiosity, are your calculations based on the same data that your trades are executed on?

Jupp25

@joebone: "just" for the dropping value, read up on Intrabarpersist. in that context you will stumble on other things, so also read up on "realtime-history matching", "defining a dataN variable" viewtopic.php?t=6929#p35429 and "barstatus". supposedly "maxbarsback" and "barnumber" will come in handy ...

Jupp25

Hi aconnery, I am working on something more or less similiar and maybe my approach helps: So not shure if my observations are 100% correct, but I`m confident ;-) Since whatever indicator information most likely will end up in a strategy, so data1, I thought I might as well programm my indicators bas...

Jupp25

Hi,

I would like to use the script "Flush to Database", but I cant even compile it.
Is there a newer/different version out there?

Thx
Chris

Jupp25

Hi, 1. How/where can I set the folder where the Reports are being saved. After reinstalling they are now in a different folder and I cant remember what/if I changed something in the previous installation. 2. what does "Save report in workspace" actually mean? the reports are saved in the folder of t...

Jupp25

Hi, with IQFeed there are more Symbol Categories existing then choosable in QuoteManager for adding Symbols "From Data Source". As for COMBINED_FUTURE one can add them manually and never need to look at it again, because its a continous Symbol. For the COMBINED_FOPTION type, they change on monthly b...

Jupp25

then explain please. in my book, if I have a signal at 8oclock I dont have to think about time changes when doing a backtest, due to the built in settings for daylight saving. without those setting it meeds to be done in the code. if that whole concept is dropped by the senat mext year, daylight sav...

Jupp25

@c0ntango: I need to think that through LOL But first thing that comes to my mind, does`nt that just shift the problems of backtesting in context of time-changes, to a whole lot of considerrations to the code? Ok, thats the only part I can fully controll, but it does make things way more complicated...

Jupp25

Hi,

there seem to be plans to end the concept of daylight saving time changes in the US. This would effect the way historical data is handled when backtesting.
Will MC get additional settings like: use GMT offset before/after daylight saving concept...

Chris

Jupp25

shoot, its not Avast I quess, freezing also happens when its turned off. This freezing happens after some time of collecting historical data, without doing anything else. It is reproduceable though. If I start a historical download of lets say 100 instruments and abort that after the download was ru...

Jupp25

Hi, recently my QuoteManager freezes, at least its scrolling capabilities. Also my historical download jobs dont finish in theirs usual duration. My recent tests point to Avast as the problems source. Nothing has changed in my setup, everything MC related is on the exception list, so it would need t...

Jupp25

Hi, I tried using the GBak Utility, now all my Charts are set to "Local, even though I always had them on "Exchange", but Charts are still correct. I always download Data with settings for "Exchange" Time-Zone and fit it to the Germany-Zone via Session-Settings. My thoughts were, that with doing thi...

Jupp25

Hi TJ, problem solved. I did some more testing and had the idea to check IQFeed Time and Sales, if the candles are lagging there to.... and they did, so it had nothing to do with MC. Then I remembered that I have a file sync running via Onedrive. turned that off and no more lagging candles. But, num...

Jupp25

Hi,

searching for things related to "database size" etc. you mostly land here:
https://www.multicharts.com/trading-sof ... abase_Size
wich is a dead end.
Should`nt it be this one?
https://www.multicharts.com/trading-sof ... ak_Utility

Chris

Jupp25

Hi TJ,

you always have these great questions

THX
IQFeed Diagnostics tells me that I actually have a ping in avg of 130, so I`ll see what I can do and come back to this thread.

Thanks
Chris

Jupp25

hi oppidum, the easiest would be, if you just forget everything considering ticks that comes from LMAX!!! even other values, they`re data is pretty much "crap"!!! if I put on the "spread indicator" on LMAX and IQFeed, its really opening your eyes about the quality of thei`re data. I am with them mys...

Jupp25

Hi there, what is your experience, where are the limits of MC? I recently notice, that my MC has issues, processing at high volume times. I use LMAX and IQFeed as second data stream and arround opening time (also at other times) of the S&P, data cant be processed correct, in form of, my first or sec...

Jupp25

Hi Tammy, one question left... The Solution for "No data" actually was the time of the data together with the ECN sessiontime and my local chart time here in germany. Then there was another problem and I am not shure if thats a little bug or unfortunate default value. If mapping data to/for the CFTC...

Jupp25

My exerience in all this is limited... 1. I understand "refresh" for downloading historical data in the way, that new values in the ticker replace old ones... if there are any? 2. If you choose one of the "delete" options, I understand the firebird description, that if something is deleted at one po...

Jupp25

I reloaded that whole period again, now the allignment is correct.
Interesstion though, because I have done a daily reload after markets close, since I have setup that ticker. But I quess I have to look into that seperatly.
So SOLVED!

Jupp25

Hi Gary, sounds like you havent defined a specific session for the ticker, so the "Default" session is either correspondent to the "Symbol Dictionary" or, if your ticker isnt in there, the default times are set to "Exchange & ECN" settings. And if your talking about gold on comex, wich is not in the...

Jupp25

Oh thats interessting, I also had that phenomenon here and there, but on the es-mini.

Curious if there will be an answer to that.

Chris

Jupp25

Hi Applecabi, I cant really answer your question, but would like to reply with one in return: For what reason do you want to shrink the "only 6.2", mine is 58 and runs just fine. Did you read up on the Database "Firebird"? Sounds to me like there not much need for shrinking: https://www.firebirdfaq....

Jupp25

Hi everyone,

Can anybody explain the details of that subject please, I just want to make shure, that all the data I downloaded is correct.

Thanks

Jupp25

Hi, in the Schedule Settings of Historical Data Download it is noted, that it is important to consider the symbol sessions. Schedule Settings.JPG Does that apply for all types/timeframes of data? Shouldnt this be irrelevant for ticks and minutes when downloading them on exchange time basis? How does...

Jupp25

@Gregorian: I`m not shure how much the numbers differ, my TSServer.exe is at 6KB/s well these guys discuss about it, so on the IQFeed side somewhere between 25 and 50 requests/s http://forums.iqfeed.net/index.cfm?page=topic&topicID=5832 but they also seem to use there own other software for the down...

Jupp25

Hi I created several symbols via ASCII-Mapping and they all have the configuration tab "ASCII-Mapping" but the chart states "No data". Has anybody solved that for himself? Do the files need to be in a specific folder? even though the configuration tab shows the correct file? Files where created with...

Jupp25

Hi, I really have a hard time collecting the initial 180 days tick-data data for a bunch of symbols, takes for ages. I was wondering, if QuoteManager takes into account whatever limitation there might be for IQFeed (I read something of 25 requests per second) so historical data gets pulled a good as...

Jupp25

Thanks Svetlana, the Data Window is a nice to know feature, but It doesnt solve the unconvenience of having to really zoom-in, to see (hit the exact point so the Chart-Hint react - the point that is necesarry to hit, is just too small) data from a daily chart(dataX > 1), belongig to a 5min. chart (d...

Jupp25

Hi, when having daily bars, or indicator with daily values added to a 5min Chart (data1), then its difficult to hit the exact point where the ChartHint shows. Is there a way to make that easier, other then totally zooming in? How much do value-drawings slow down everything? Thats the only other Idea...

Jupp25

Hi, there are so many other instruments (i.e. @ES.VOL.Z, all from CFTC, etc) wich cant be found via Quote-Manager and I suppose its also because whatever the API doesnt give you. Could you guys please talk to IQFeed again, its so much hasle to import those instruments manually... Maybe you could com...

Jupp25

Hi Ranguy,

do a right-click on the background somewhere on the chart
select "format indicator" - there is a row that tells you on wich subchart your indicators are
open the one you want to change
change subchart in the properties tile

Greets
Chris

Jupp25

Hi, please look at the screenshot: shouldnt the open/close levels of candlesticks be the same as the levels of "Up OC" or "Down OC" coming from the Volume Profile? The Chart from the screenshot shows 1440min bars and the VP is calculated on: Build Volume on: Trade Volume Ask vs. Bid traded Delta - s...

Jupp25

Hi Tammy, sorry, could of done that right away. Attached a screenshot - the error appears right away, when I want to apply the drawing. https://www.dropbox.com/s/gd3nj1q2mqgxysf/VP_Drawing.JPG?dl=0 Other than that I can`t really describe anything. I have chart windows with several subcharts and on s...

Jupp25

Hi,

I have a couple chart windows, where I cannot apply the Volume Profile Drawing to, even though its the first subchart and data1 and nothing else applied to subchart 1.

Any Idea why that is?
It works on other chart windows, thats what is so weird.

THX

Chris

Jupp25

Hi,

is there a way to change the default for the "Place Order" Orders? The "Exit Strategy" are configurable, but not the other ones.
Default seems to be "Time in force = Day"

I read in a post that it might be in the Broker Profile settings, but for LMAX there is no such setting.

Thx

Jupp25

Hi MAC,

I wasnt aware that importet data is not saved right away. So if it is treated like real-time data, then try Ctrl+B in Quote-Manager (Flush cached data to database).

Greets
Chris

Jupp25

Hi, it seems, that the IQFeed data-stream is not collected correct by MC. when connecting IQFeed "regular", so NOT with "minutes and daily build based on ticks", that the "downvolume" is not collected in historical data. for example, the Volume Dn indicator then only shows data in real-time, not his...

Jupp25

Add Weekday to Chart Hint It would be very helpfull if, in addition to the Date that is shown in the Chart Hint, there also is a weekday infront of the date, like Mo. Tue. Wed..... https://www.multicharts.com/pm/public/multicharts/issues/MC-2738 Collapsable Subchart - instead of moving them arround...

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