MultiCharts: Trading Software for Automated Trading and Backtesting

radekj

if we create "ChartPoint" via barIndex/Price constructor and we pass it to ChartPoint2Point() the result is always "nonsense" without this functionality is not possible to make and indicator with CustomDraw Interface ! exampel: var cp = new ChartPoint(1, 100.0); //<- here we pass barindex (param 1) ...

radekj

JoshM,

i was writing about optimizer not a portfolio-trader
portfolio-trader does not have access to charts,

but optimizer should have

Maybe someone from support can answer my question?

radekj

Emmanuel,

as i wrote if i run the strategy on the chart (normally) everything works fine,
i can access data via VolumeProfile inside the strategy

but during optimization VolumeProfile return always null

radekj

if i run a strategy in optimizer

"this.VolumeProfile" returns for all bars always null
outside optimizer it work fine

is "this.VolumeProfile" in optimizer not supported ?

with regards
radekj

test with MC.NET v.12 (19588) & MC.NET v.14 (19286)

radekj

yes rigth, thank you

radekj

It is missing !
Where it is ?

radekj

How to set MaxBarsBack in Portfolio Backtester for a strategy ?

MC.NET 12

radekj

Orders to be valid/pending must be re-send on each price tick (change)

else it is deleted if was send on previous price change and not on last (current)

radekj

i have a strategy to calculate ordres for stock with low liquidity (3 to 5 price updates per minute) strategy uses IOG = true i use ExecControl.RecalcLastBarAfter() to force my strategy to recalculate orders all x-seconds but the new calculated order are sent to Broker (IB) only after the next price...

radekj

int bn = Bars.FullSymbolData.Current-1;
var vp = VolumeProfile.ItemForBar(bn);

ItemForBar returns allways null
for any instrument

(Volume footprint is visible on chart, so the data is populated)

MC.Net x64 Version: 12.0.18187
Win10 x64
IqFeed

radekj

in backtesting ?
you saw my snap it is a indicator not a strategy!
how you want to differ between indicator on chart and indicator on backtesting, Sir ?

it happens only if you populate the chart with data via playback

radekj

on Playback MC.Net
calculates wrong difference between Close and Low (see attached snap)
it happens for doji bars, several times per chart

link snap:
https://www.screencast.com/t/3K8e2qQG

second exampel link:
https://www.screencast.com/t/iiMiucITiTG

MC.net x64 build 16872 (win7 x64)

radekj

Bid x Ask Volume

radekj

MC Version: Net 11.0.16153 x64, Win10 pro x64

PowerLanguage.VolumeProfile.ILevel[] returs always all AskTradedValue and BidTradedValue with zero values !

tested with iqfeed and gain capital datafeeds,

this does not happens for previous versions

radekj

What ?

On snap (first post) you can see that Realtime-history matching is set to "false"
Upadate on every tick is set to "false" too

and the Test are made on Historical data, there is no intrabar processing !

with regards
radekj

radekj

Hello, i am working on multi time-frame startegy for a customer, and i run into strange synchronization bugs, so i made a simple indicator for tests: i made a indicator "MTF_Test" which Draw a "X" at bars where Close is equal "high" or "low". i made second version of "MTF_Test" called "MTF_Test_2" w...

radekj

How to access VolumeProfile property (IProfilesCollection) of BarsOfData(2) ?

In indicator or signal script.

I want to get the VoluemProfile of current bar of data2.

ciao
radekj

radekj

Thanks for the help !

ciao
radekj

radekj

Muchios gracias !

Can you take something different for second data as for first data please ?

radekj

Can somebody else reproduce it?

radekj

i use MC 8.7 build 7472 x64 datasource: iqfeed indicator: Print(barstatus); <-- only one line ! Put two instruments on chart (1tick resolution), as indicator properties set only "update on each tick" ! Problem: you will get only batstatus of "-1" ! So all indicators that uses barstatus() does not wo...

radekj

Thanks for the info !

radekj

radekj

TJ read the previous posts pls.

radekj

The example is for test purposes ! If T&S shows trades on bids but MC does not see it in code then something is wrong, no matter what happens with trades between ask and bid ! I am tired of all this, i showed that MC has problem with data, if someone care about it then it is ok if not then it is ok ...

radekj

Exact ! i will see the right ask/bid for a trade. (RIGHT ASK/BID = the ask/bid price which was at the time as trade was generated, this information is coming in with trade-price in same data-row, no need for second or third data on chart) But MC does not show the right ask/bid for a trade that why T...

radekj

I dont know what you are trying to say. First: you see all my code ! That are two lines not more not less. Second: datafeed deliver a row of ...,Trade-price, ask-price, bid-price,... ! So all i want is to see the correct values for trade,ask,bid ! That can no be so hard to do this functionality righ...

radekj

MC 8.7 release x64 under Win7 x64

http://screencast.com/t/YT5cbahUNzV

radekj

I looked at MC 8.5 beta2,

i can not test the T&S values because it does not have it !
but i see that insideask and insidebid in mc 8.5beta2 is right !
So again it seems that 8.7 release have bug in data-processing !

radekj

radekj

So you never wil know when data0 get data !

On MC 8.5 beta2 works fine, i get my barstatus 2 ! So it is 8.7 bug !!!

radekj

radekj

pls dont waste my time with unqualified comments and read product documentation ! Here for you (orginale MC documentation), if you can not find it: InsideAsk Returns a numerical value indicating the current best Ask for the symbol that the study is applied to. Usage InsideAsk Notes Quote Fields cann...

radekj

MC 8.7 is totaly inaccurate and it is missing data !

Look at volume too, values are wrong too !

snaps:

http://screencast.com/t/ncQmIyhH5y

settings:
http://screencast.com/t/aqdHxy3o

radekj

radekj

http://screencast.com/t/MfgJEhpcU2na

radekj

radekj

How to get bar time in milli/micro seconds ?

ciao
radekj

radekj

I have two instruments on chart,
resolution 1tick and realtime-history-matching = off,
and Barstatus for realtime-data is always -1 !

ciao
radekj

MC 8.7 x64 on win7 x64

radekj

Patsystems as datasource does not work in MC 8.7 ! from tsPSDataFeed_Trace.txt: [0x1CFC](09.07.2013 - 13:30:00.117)IsProvide: Field= 202, ResolutionSize= 1, Resolution= 1, Mode= 0, res= 0 [0x11C4](09.07.2013 - 13:30:00.296)65381 - 9 [0x11C4](09.07.2013 - 13:30:00.296)std::exception - tsDateTime::SDa...

radekj

Hi, like i wrote in my old post (2 years ago) patsystem datasource has memory leak. Last tests with MC 8.5 x32 and x64 here a link with snap (after 4hours online MC consumed over 4GB data with patsystem): http://screencast.com/t/H052MplI7hIQ ciao radekj ps: dont ask me for access to my machine, it i...

radekj

Must be a bug on my machine , many thanks !

ciao
radekj

radekj

Inverse order data reference bug, please validate this ! This does not work: vars: ii(0); if LastBarOnChart() then for ii = 100 downto 0 begin print(date[ii]); // <-- you can try it with close[ii], whatever ! or another function as print() end; The code execution is stopping at print()-line without ...

radekj

Playback global mode, range bars are not moving if replayed with second-by-second or minute-by-minute.

MC 8.5 x64 b2@Win7

radekj

Thanks.

radekj

Is there CurrentAsk / CurrentBid keyword in MC.Net like in MC.EasyLanguage ?

Not for DOM, for normal datafeed.

ciao
radekj

radekj

First, i dont know what is the status of previous bars because i can not look at it, that why i ask !

Second, look at all Posts with topic "Barstatus" Barstatus(1) !

radekj

How to make VariableSeries<> variable intrabarpersistent ?

or how to make that the VariableSeries<> variable value change with each tick ?

Why i need it , because i use it in MC.Easylanguage too.

ciao
radekj

radekj

How to get Bar.Status of previous bar or of any bar in the past?

This.Bars.Status[1] or this.Bars[1].Status does not work !

ciao
radekj

radekj

If you merge two "Data Sources" on chart (History and realtime),
the realtime-instrument is not saved (if you save and reopen the workspace).

ciao
radekj

PS: Link to snap
http://screencast.com/t/WDkeEYBwE

radekj

1. Add two same instruments to chart with "Time Zone" = Exchange, say "@CL"
2. Delete second instrument
3. Change first instrument to new instrument with different Exchange-time, say "@ES"
4. Try to change "Time Zone" to Local, Does not work !

ciao
radekj

radekj

No matter ?

as exampel :
.net 4 has Tupels .net 3.5 does not

radekj

Via timestamp it is not possible, because instrument1 and instrument2 have always same timestamp.

Price,volume,upticks etc can be same for two datapoints only the ID is different.

radekj

If i have two instruments on chart,
how to deterime which instrument got/caused current tick ?

ciao
radekj

radekj

Than why tssupport generate it for .NET 4 and not for .NET 3.5, MC.NET uses 3.5 ?!

ciao
radekj

radekj

Each time if i open PLStudio2010 solution in VS2010,
it changes the "Target Framework" setting to framework .Net 4 and not 3.5 !

ciao
radekj

radekj

How to know how much instruments (datastreams) are on chart ?

"this.MaxDataStream" returns always 99 ! so this can not be used !

ciao
radekj

radekj

NullReferenceException by protected override void StartCalc() { this.foo = new VariableSeries<Double>(this); } this works: protected override void Create() { this.foo = new VariableSeries<Double>(this); } Error text snap: http://screencast.com/t/zPeyxEB7 ciao radekj ps: indicator implements: IChartC...

radekj

IDataLoader results only "List of Bars", nothing else.

If you want to create real instrument you need MC-Data-API.

ciao
radekj

radekj

Each access of price properties like Bars.Close[n], Bars.Time[n] inside IChartCustomDrawer.Draw method cause a exception ! (n>0) It seems that any access outside CalcBar() cause a exception. ciao radekj Exampel: void IChartCustomDrawer.Draw(DrawContext context, EDrawPhases phase) { if (Bars.CurrentB...

radekj

Bars.Request must return info for the base-instrument (data stream 0, or in TS "data(0)"),
but it does not.

Or how to get Request-information of base-instrument ?

radekj

How to access or load Ask/Bid series data ?

Not DOM, i mean like via "Quote Field:" on instrument settings.

ciao
radekj

PS: i want to load via DataLoader "@ES# QuoteField: Ask"

radekj

Bars.Request property data is always empty ?

Doesn not reflect instrument settings.

ciao
radekj

radekj

Sorry, everything is as Dave Masalov wrote !

ciao
radekj

radekj

Does not work ! i draw text on old-position (say rect is 100,100, 110, 110), than i redraw it at new position (say rect is 100, 110, 110, 120) and setting "context.DirtyRect" to old-position-text (Rect) and nothing happens, same if i use "context.ReDraw = true". I still see part of old text. ciao ra...

radekj

It seems that background is not full repainted each time So there is no way to draw objects via GDI right ! If you change a position of a already draw object some old part of it will be still displayed. We can not restore the old part of object background because MC give us only access "AfterBGFill"...

radekj

How to do this ?

"Access data of any symbol from scripts

Your indicators and strategies can access data for symbols that are not even charted, giving you maximum flexibility when making trading decisions.
"

ciao
radekj

radekj

PatsWrapper.exe is consuming memory rapidly (Memory leak) !
After two hours of using pathsystems PatsWrapper.exe memory usage is growing to over 1.5GB .

http://screencast.com/t/cGxP58H2zk

ciao
radekj

WinXP pro SP3 x32
MC 7 release

radekj

You cannot use menaged dll in in unmenaged program like default-dlls (C++, Delphi etc.) !

They must be called as ActiveX object or you must wrap it (C# dll) into menaged-unmenaged-mixed dll !

ciao
radekj

PS: menaged = .net, unmenaged = pure 32bit or 64bit assembler executable

radekj

After installing MC7 beta1 under Windows XP pro SP3 x86
i dont get realtime updates of data.

Tested with IB, Iqfeed and DDE.

ciao
radekj

radekj

How comes that in first replay from tssupport i got: "it works fine on our end" !

ciao
radekj

radekj

time and time_s shows wrong time (from previous bar) and not time from current bar. from Help: "Time: Returns a numerical value indicating the closing time of the current bar" see attached videos ! http://www.screencast.com/t/md0PmVGjB http://www.screencast.com/t/2LCssYMz2QQ In both cases time and t...

radekj

In Playback mode with 1tick resolution Date & Time functions return the value of
previous bar and NOT for current bar !

ciao
radekj

XP PRO SP3 x86, MC 6.1

radekj

"pVar->AsDouble[1]" points to value of "pVar->AsDouble[0]"

and NOT of pVar->AsDouble[1] !

ciao
radekj

radekj

if you reference back data in EL script it cause exception by ANY call to external function in dll ! exampel: vars: mydata(0); ... = mydata[1]; "next call to any dll function causes EXCEPTION !" PLKIT is massive BUGY ! i am tired of searching for a new workarounds of so many bugs ! Guys from TSSUPPO...

radekj

You can not reference past value of variable via IEasyLanguageVariable interface ! BUG ! Exampel: void __stdcall mycalc( IEasyLanguageObject *pEL, ... { IEasyLanguageVariable *pVar = pEL->Variables["mydata"]; myvalue = pVar->GetAsDouble[0]; //return current value of variable "mydata" myvalue1 = pVar...

radekj

MC can handle via DDE interface maximal ca. 100 updates per second, what is much to less if one seriously want to do trading. Above this value you get big delay/desynchronization between market data and MC displayed data ! For Patsystems the situation is worser, here you can get maximal ca. 20 updat...

radekj

CurrentSession() function is very importend because it is only the way to determine the session change/break via:

CurrentSession(0)[0] <> CurrentSession(0)[1]

if this function has bug big part of EL sources are useless !

ciao
radekj

radekj

CurrentSession function return oft -1 Value for daily ES chart (Regular session settings).
Seems to be a bug !

MC 6 beta 4
WinXP Pro SP3 32bit

ciao
radekj

radekj

if i clone IB datasource it is not possible to set diferent IPs or ports for the two sources !

So the clone function for IB is useless !

ciao
radekj

MC 6 beta 4, XP Pro SP3 32bit

radekj

What are the default parameter values for genetic optimitation ?

ciao
radekj

radekj

Access of IEasyLanguageObject.Variables[nVar | nVarName] via integer-index (nVar) cause Error ! Access via string-index is OK. From TS SDK documentation: nVar | nVarName – One or the other is required. Do not use both. nVar is an integer value representing the enumerated value of the variable reques...

radekj

buy intel i7 920 stepping D (is 25% faster than core 2) and you can easy overclock it to +4Ghz.

ciao
radekj

radekj

If i cannot play more than one instrument on tick-basis, why is TSSupport writing this and wasting my time ?!: About MC 6 Beta from www.tssupport.com: "Data Playback Allows playing historical data either tick-by-tick or on the bar basis. In the Global Mode, data can be played back on multiple symbol...

radekj

Can i playback two different instruments in tick-resolution in MC 6
or not ?

It seems not !

ciao
radekj

radekj

Tested with MC 6 and @ES# (time zone: local) from iqfeed.

My local time is GMT +1.

till 30.10.2009 MC 6 plots chart with corrrect session begin/end time it is:
from 15:30 to 22:15

but from 30.10.2009 (tested till 01.03.2009) MC 6 plots data from
14:30 to 21:15 !!!

ciao
radekj

radekj

Why is MC 6 using wrong Expiration date ?
and why i can not change it ?

See attached exampel for DAX from IB !

ciao
radekj

radekj

Had the same problem,

you must have right category for instrument!

For XG# you have Indexes must be Futures!

Delete XG#, create new with futures category.

ciao
radekj

radekj

With XP is this normal, on Windows 7 x64 the cpu usage will be under 5%.
Self tested.

ciao
radekj

PS: tested with CPU Q6600 or i7 920

radekj

We dont need GV (workaround),
i will post a movie and show you guys what can do a really good (up to date) trading software!

ciao
radekj

radekj

Simple use of indicator value in another indicator is not POSSIBLE ! Not possible in MC but anothers can do. And forget about easy and simple: 1. use of mixed instrument data (without putting all 100 instruments on chart and reference them throu number-index) 2. use of different timeframes data in i...

radekj

The best thing is to open one instance of MC per workspace, each instance/workspace is on separate monitor.
It is stupid to open simultaneously more workspaces of MC in one instance , because you will see always only windows of current workspace !

ciao
radekj

radekj

Take instead of Windows XP, Windows 7 x64 and the cpu usage will go from 50-75% to 10-15%.

with regards
radekj

PS: i have tested MC with Windows XP pro x32, Windows Xp pro x64 and
Windows 7 x64, best ist Windows7 x64

CPU: Q6600
Memory: 3GB (no need for more, MC can use only 2GB max)

radekj

Again to all, put instrument on chart choose some tick resolution (say 25 ticks), set volume based on tick count, put volume indicator on chart, it show always value of 25 (this is ok), put volume on chart with help of indicator "Custom 1 Line", it does not show always value of 25 (this is wrong) ! ...

radekj

SUPER,

volume of tick count have to show tick count and not up or down volume, the same for trading volume, trading volume have to show trading volume and not tick count !

And volume based on tick-count is for 25 tick chart ALWAYS 25, nothing else !

ciao
radekj

radekj

"Custom 1 Line" with formula "Volume" does not draw volume of tick chart, instead up- or down volume !

It is error.

radekj

If i put instrument on chart and set 25 tick resolution,Build volume on: tick count and put indicator on chart: "Custom 1 Line" with input "Formula=volume"
MC shows values between 0 and 25, but must be always 25!

Is that error or i see something wrong?

ciao
radekj

radekj

Many THX,

it must be a problem with my data.

ciao
radekj

radekj

DEfinition of closed: CloseD (Series Function) The CloseD function allows you to reference the daily Close of previous days in an intraday chart (minute or tick-based) or a daily chart. CloseD is a function in a family of functions that allows historical daily, weekly, monthly, and yearly references...

radekj

I mean:

closed(1) of data2;

obtain close price of previous day of data stream number 2 on intraday basis;

or KISS: so you get (normaly) close price of yesterday of second data on you chart.

Full error text:
"Message: Error in study "My Test":STD exception : invalid argument"

ciao
radekj

radekj

Hallo,

closed(1) of data2 is generating STD error,

can somebody test it, maybe it is only problem of my data ?!

ciao
radekj

radekj

Since monday 09.03.2009 sess1firstbartime function return wrong value
for New York session displayed in localtime GMT +1.

The difference is +1 hour.

ciao
radekj

radekj

Program under windows xp 32bit can maximal adress 2gb ram. There is possibility to compile a progrm with special option so it can adress 3gb ram but than you dont have left ram for operating-system (windows xp 32bit can max adress 3gb ram). MC is not compiled with this option. ciao radekj PS: we nee...

radekj

Look at multi-monitor solution by TS.

ciao
radekj

radekj

It must be changed, it is not ergonomic (it is terrible). There is no reason why you could not see the windows (from different workspaces) on separate monitors at the same time (for programers: "alway on top window" win32 api funktionality). if you trade one symbol say: es future (800tick, 1600tick,...

radekj

I am using multi-monitors system for MC. if i open one workspace and detach some windows and place them on diferent monitors (exampel monitor 1,2 and 3) and then try to open another workspace to place it window (detached) on monitor 4 than the windows from first workspace are hidden ! This happen al...

radekj

You must add the symbol manually esh9 for march 2009 or better
@es# for continues contract.

@ym# for dow jones
@nq# for nasdaq
@tfs# for russell 2000

ciao
radekj

ps: IQFEED is the best

radekj

Exact this is the reason why i use AB for analysis and bar replay.

But MC has great (best) Charting and data vendor handling and EL compatibility.

I would prefere MC for doing all my tasks, so i waiting for this functionality.

ciao
radekj

radekj

1. Direct reference to instruments in EL, ex.: close("qqqq"); High("msft"); //without putting them on chart or using GV 2. Possibility to get value of calculation in higher time frames, ex.: value = Compression(MA(close, 20), 60min); // return on 5min bar value for MA on 60min basis for current bar ...

radekj

ok, thanks.

I will send this issue to ts-support.

ciao
Radek

radekj

bowlesj3,

exact this is my problem.

I often use loops to look for values of bars in the past,
but i get constantly strange site effects !

And i think all indicators with reference of past data have the same problems.

ciao
radekj

radekj

If you redirect the "print" to file than all is right,
but if you redirect the "print" to output window and you got the double call.

ciao
radekj

radekj

Look at Microsoft SyncToy, is for free.

radekj

Can somebody explain me this behavior ? (Testet with 5min resolution timeserie) The output of first code is ok: BarCount set to 1 BarCount: 1.00 CurrentBat: 1.00 BarCount: 2.00 CurrentBat: ... but the second output is: (for loop, added at end of code 1) BarCount set to 1 BarCount: 1.00 CurrentBat: 1...

radekj

What i see in the sources of Elcollections is that:

you can not use BarIDs on seconds bars !

ciao
Radek

radekj

I have got the sources,

many thanks !

ciao
Radek

radekj

I am looking for the c-sources of elcollections.dll and not eld file. The reason is that some functions are not documented in the dll but i can get the info from sources. I need this to complete indicator that will show entrys and exits from text-file on the chart (if finish i will give it free to a...

radekj

I am looking for elcollections.dll sources, (dont have access to TS forum).
Can anybody help me ?

with regards
radekj

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