MultiCharts: Trading Software for Automated Trading and Backtesting

amadeu1

Please follow these steps: In the MultiCharts main menu go to File → Preferences → Misc tab. Uncheck the “Show statuses on chart” box there. Close all MultiCharts components and make sure there are no MC processes left in the Task Manager → Details tab → Description column. Start MultiCharts. This h...

amadeu1

After almost 6 hours I closed it because there is no way this is normal. I created this workspace 2-3 years ago and I could work with it ok. Now with version 15 (Build 26125) impossible !! It is more data than 2-3 years ago but for sure cannot be explained by that only

amadeu1

4 hours later -- 5 charts loaded -- 35 Charts to go

amadeu1

... its been 2 hours now with the loading of 40 charts ! I can see from Task Manager how Memory went from 33 to 35% -- very slowly it loads . Not sure where the bottleneck is (CPU at 5%)

amadeu1

Dear All, I am a Multicharts user since the beginning and I wish I could go back to the early days where it was fast to load charts . Now it is unbearable and pretty much the whole software is not usable for me anymore. Here are the details: I use Multicharts as a research tool and not for trading. ...

amadeu1

What was the outcome ? Could Multicharts help you ? I have this issue also -- ASCII Mapping , 14 Charts - 5 min back to the year 2000. Takes forever

amadeu1

Was this ever really improved ? As the years went by people now load 20 years of 5 min data and the issue has just gotten worse I think . I have a workspace with 30 charts and each holding 15-20 years of 5 min data -- Takes approx 12 Minutes to load on my computer (session times 08:00-22:00. Makes n...

amadeu1

Lets say I have a stock chart and I apply a signal and an indicator that writes out the PL line to a folder on the PC. This file I cannot delete from the folder unless I close the whole chart. The file is locked by Multicharts and cannot be used by another tool of mine to do further analysis. Is the...

amadeu1

Lets say I make a stock charts that goes from 01.01.2000 - 01.01.2010 and save it under one workspace. When I close the workspace and re- open it again the chart suddenly ends at todays date rather than on 01.01.2010 . How can I fix this problem so that the chart displays from 01.01.2000-01.01.2010 ...

amadeu1

I think we need this slippage setting NOW ....for futures trading especially . Its vital when you create a futures portfolio. How can the Bobl slippage be the same as the Coffee Slippage ? Obviously the tick size alone and the minmove are two factors that have huge influence on slippage. I have been...

amadeu1

Good idea ..I will try it

Thanks

amadeu1

Hi I dont use live data in MC. WE have programmed an execution engine ourselves in c# and use CQG IC as data provider and for execution. We dont use MC for execution. We use MC for checking at end of day whether our own execution engine has done the right thing. I get every day a new backward adjust...

amadeu1

Yes -- historic is from TXT file

amadeu1

Ascii mapping

amadeu1

It does not matter how many charts you open in MC ...the question remains: Why does a SSD drive not speed up a little bit ?

amadeu1

I used that as example

amadeu1

Then i would need 992 workspaces because thats the total number of charts I have

amadeu1

I did all optimizations of SSD drive with SSD Tweaker software -- still exactly 06:40 min. Can the people from Multicharts actually say wether in my case SSD should make a difference ?

amadeu1

I used HD Clone software to clone my old harddrive into SSD Drive. I use 64 Bit Multicharts and use Intel i5 -2500 CPU @ 3.3 GHz, 32 GB Ram

What do you mean by setting up SSD differently >?

amadeu1

I have about 40 charts with each chart having 5 min data going back to 2001. They are divided among 3 workspaces and each chart has a system assigned. Also on each chart is an indicator that writes PL data to txt files. It took with my old normal hard drive 06:40 Min to upload all charts in Multicha...

amadeu1

Totally agree with you on that

amadeu1

How do you do that ? How do you base slippage in MC on liquidity ?

amadeu1

Please guys vote for this !! It would definetly be a huge improvement for users

amadeu1

Really strange -- here this morning all was strange -- have you tried to delete a session template that is not used in your charts ?

amadeu1

16 GB RAM - no excel open -- but even if excel is open it would be a bug

amadeu1

Thanks for the answer -- try 50 charts and do the same it eventually happens. Happens to a friend of mine also . Some charts keep the session template and some suddenly load different ones and some reset to default. Very random behaviour.

amadeu1

Months ago I told Multicharts that there is a major flaw in its software and it seems even in newest version there is no solution for it. Lets suppose you create 100 charts with strategies attached and each market has its own session template. Now when you add a new session template to the Quote Man...

amadeu1

You are right , when MC gets filled on a limit order you might incur slippage in real trading. In order to factor that in, I always use very high commission (includes my average slippage) rates in the historical backtests. However each market has different slippage amounts . This is due to tick valu...

amadeu1

I want to backtest a couple of different futures markets in the PORTFOLIO TRADER and encode for each market a separate commission and slippage assumption. However in Portfolio Trader I can only encode that on the startegy level rather than the Instrument level. How can I encode on an Instrument leve...

amadeu1

I am talking about session templates. What i do is that i use 24 hour ascii mapping data in Quote Manager and then use different session templates in the charts. So I have a Tbond future session template and another one for S&P minis for example. Now i have 30 different Futures Market charts with di...

amadeu1

Lets say I have many charts with different markets and different session templates on each chart. When I then create new session templates it somehow changes the session templates in my old Workspaces. Example: I have 10 different charts with 10 different markets and 10 different session templates o...

amadeu1

Hello Hilbert

great answer !! Thanks a lot for the help. This wont solve it completely but I give it a try and maybe it gets better that way.

amadeu1

I use 5 min bars and i make sure there is only 1 trade per 5 minute bar -- so the problem of intrabar buy and exit orders (which comes first etc.) does not affect me at all. For me its more the fact that the OHLC prices of 5 min bars get overwritten by data reloads from CQG my data provider. It woul...

amadeu1

1. When I stop and then start again the Autotrading in Portfolio Trader I see a window where it loads data from all Instruments (Markets) . What does it do there ? Does it reload from CQG (my data feed) or from the Quote Manager ? When I reload data in the chart of that market and the position chang...

amadeu1

In the Order and Position Tracker there is a tab called STRATEGY POSITION. In that window there is a column called POSITION MATCH. It compares my broker position with the position in my Multicharts charts. When they are the same it shows TRUE, when they differ it shows FALSE. When I reload data from...

amadeu1

I am running some systems on MC with CQG as data feed. After some hours into the day i reload the data and buy and sell signals often change. I wonder how MC creates the bars - does it use my computer time to start a new 5 minute bar ? Or does it follow exchange time stamps ? How come that when i re...

amadeu1

I know this option but it just does not do what i described. I dont want to do a market order after a specific time period. I want to chase the market after a signal is triggered but I am not filled at the broker. Is that even possible to program in MC ?

amadeu1

Lets suppose I have a moving average system like this on a 5 minute chart: if c>average(c,50) then buy next bar at low-range limit; if c<average(c,50) then sell short next bar at low+range limit; Now lets assume there is a buy order at 1500 limit and the current price is 1505. Now the market moves d...

amadeu1

Dear Sir

I solved the problem now

Somehow by copying all instruments from one computer to next some of the symbols got corrupted in the Server. When I deleted them and created them exactly the same it worked again

Thanks again for the help

amadeu1

Dear All I am trying to ASCII MAP the attached daily Bund Future file and it works great. But when i try to chart it says "NO DATA" - what could be the reason ? In ASCII Mapping I use *y-*m-*d as data format. 1 Day Resolution . I see no errors doing the ASCII Mapping itself. However I cant chart the...

amadeu1

I do understand that -- but its still funny that the reload takes forever - but when i set the system to OFF from ON and then back to ON then it loads the data much faster Anyways -- in another thread i asked whether i could do bulk import of ascii data into many symbols in quote manager - is there ...

amadeu1

yes i have tried that and it works -- you import 5 min data and you can plot 30 min chart -- really good.

I would just need that bulk import possibility

amadeu1

I am using about 60 markets in the Quote Manager and i have the txt data files for those markets in a folder on my computer and i use ASCII mapping. I would prefer importing the txt data files into the quote manager but it seems I have to import those one at a time. Is there a way to bulk import all...

amadeu1

I found out now that this happens only when i use markets where I use asccii Mapping in the QuoteManager. If i use markets where i import the data in a symbol (in quote manager) then it does not do that

Thanks

amadeu1

Sorry for the late reply but i was on vacation. I went back and looked at what exactly happens: Lets say you have two different session templates (one 08:00-12:00 and another 08:00 - 14:00) I load a 8 year 5 minute chart and apply a signal and the first session template. This goes reasonably fast. T...

amadeu1

There is a backflilling .... on the chart but it takes forever. However while backfilling when i make the status OFF and ON again the backfilling etc goes much much faster. So some error there i think

I dont use Bar Mgnifier or extended backtesting

amadeu1

When I load a signal on a lets say 10 year 5 min data chart and then i change the Data Range (start date) from lets say 2004 to 2005 then it takes forever to see the new results. To overcome that problem I make the Status OFF and then ON again in The Signal and then the results appear fast. So how c...

amadeu1

Step 1: I load a signal on a chart and apply a pre-defined Commission rule (lets say 10 $ cash per contract) - I save the workspace with that chart and close it. Step 2: I change the pre-defined Commission rule to 8 $ Step 3 : I open the same workspace again and the pre defined commission is now sti...

amadeu1

I sometimes work with many charts of different markets and apply the same single strategy on each of the charts. When I change the strategy I need to go to VIEW - STRATEGY PERFORMANCE REPORT to see how each market responded to the strategy change. Thats very cumbersome. (Even an icon in the toolbar ...

amadeu1

I have managed to export the commissions. But the session templates I have problems with. Lets suppose an extreme case : I have only one symbol. And I create 100 charts of that one symbol. And on each chart I have a different session template (meaning i created 100 session templates) . How can I exp...

amadeu1

I have created many commission rules and Session templates. Now i want to transfer to a new computer and also want to install on my new Notebook. How can i copy them over ?

Thanks

amadeu1

I do understand now how it works. I had the following exits: if marketposition=-1 and barssinceentry>5 and openpositionprofit<0 then begin buy to cover stk contracts next BAR at low limit; end; if marketposition=1 and barssinceentry>5 and openpositionprofit<0 then begin SELL stk contracts next BAR a...

amadeu1

http://www.youtube.com/watch?v=T5ILIqFQvXA&feature=youtu.be Here you see what i mean. I apply a signal to a chart - first with zero slippage and no commission. After that you see some buy and sell and exit signals on the chart. After that i apply my commission rule and then suddenly some more exit s...

amadeu1

"If both commissions and slippage were set to per contract in MC prior current version, then starting with MC 8.5 you can emulate slippage by adding it to commission rules, so it should be working ok." This is exactly my problem... when i try to do that some signals just dissappear. See my Posts abo...

amadeu1

[/quote] Of course i understand this, but since everyone's goal is to make backtesting as realistic as possible, i need to understand what are the settings for your real-time auto trading. I dont use autotrading. I only use backtesting... I only do research, no trading through MC and as a researcher...

amadeu1

... slippage was set per contract --- to answer your last question

amadeu1

First of all i want you to know that I am talking here about bachtesting and NOT autotrading. For backtesting, slippage in a limit order is the ASSUMED difference between the price of the limit order and the actual price the order is executed. This assumed difference i have to encode as slippage in ...

amadeu1

Here you can see a screenshot when zero commission and zero slippage is applied ( screenshot two) and here you see the same with my commission attached (see screenshot six) ... see how some of the exit signals simply dissappeared ... why is that ?

amadeu1

I am trading futures for many years and use limit orders in my trading always. I know for example that when i trade TBond Futures i will encounter around 17 $ one way slippage on my limit orders. When i backtest new trading strategies i need to encode this 17 $ slippage for my backtesting to get mea...

amadeu1

Attached are a couple of screenshots. I ran my trading strategy on Tbonds with no slippage and no commission. in screenshot2 you see some of the signals on the chart. Then i created a new Fixed Commission Rule (17.5 USD Cash per contract) and applied that and in screenshot 8 you see the same trading...

amadeu1

Great !! The Mapping setting was set to Exchange instead of LOCAL in the MC64 -- now all is correct - thanks again

amadeu1

I am sorry - here are the right ones. The settings are the same as before.

Thanks

amadeu1

How can i password protect my Signals in MC NET. In normal MC its easily possible. If its not possible from inside the NET version ... is there any other way ?

amadeu1

I have a strange problem. I have Multicharts 64 Bit and also the Net version in 64 Bit. I created a Bund Future symbol in both Quote Managers (same settings - ascii mapping - see attachments) . Then i created a Bund chart in MC64 and a Bund chart in NET and compared them. Strangely the time settings...

amadeu1

Dear Stan, i dont want to use any brokers account where MC downloads my positions etc. I just want to use the MC as i did with TS2000i. Example: I have a chart, i have a moving average crossover system on it and the chart shows me that I am long 1contract and that there should be a stop loss order t...

amadeu1

Hi,

I am checking again wether in the MC 7.0 Beta 4 Version the Position tracker works now like in TS2000i - namley offline for manual trading? Meaning without autotrading.
Thanks

amadeu1

eSignal Plugin for TS2000i allows to download the history data provided by eSignal directly into the GlobalServer. All you need to do is select the symbols and the time frame you need in GlobalServer and the history data for those symbols will be downloaded automatically, directly to GlobalServer. Y...

amadeu1

Thanks a lot for this answer.

Would be really great if one could use ascii data up to some date and then have esignal real time data from that date . Where i could re-load data from esignal server from say date X to date Y.

Anybody else who needs a feature like that ?

amadeu1

Example: Today is 01st of June and i have historical 5 min ascii data until 31st of May. In the merged chart should be real-time data from esignal and before today should be from historical ascii data. I have it all set up and works fine until i want to refresh data for today from esignal server (li...

amadeu1

Could you tell me when manual orders will be supported in MC ? I would also like to have the tracking window working without autotrading (like in TS2001)

amadeu1

i want it for sure -- have been asking for a long time already

amadeu1

This is the reason why i am still using TS2000i. MC promised this a long time ago already and even in the new 4.0 version i dont see it. I bought a version of MC and hoped it will be added soon. The trading log -- can i somehoe use it to program my own tracking window ? If yes where do i get infos o...

amadeu1

TS2ki users want to have Tracking Center feature.

Will this be added soon? Or any alternative UI?

Yes - I would love to have that too !!

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