MultiCharts: Trading Software for Automated Trading and Backtesting

2haerim

Try the following

If CheckAlert Then // you need to turn on alert even if you don't use it within your code for this to work 

Begin 

   Value1 = Text_New_bn( currentbar, High - (Range/2), "Bars" ); 

   Text_SetStyle(Value1, 0, 2); 

   Text_SetColor(Value1, White); 

   plot1 (1);

End;

2haerim

I see Avg_Close_Greate_Avg_Open and Avg_Close_Greater_Avg_Open from PLEditor.NET. The first one gives compile error and the second one is ok. The error message is something like : "PowerLanguage.Lambda<int> cannot be implicitly converted to 'int'..." Is the first one obsolete and needs to be deleted?

2haerim

As far as I am concerned the fix provided to you by Henry solved the issue, is my understanding correct? This fix would be implemented in MC 8 Beta 1 which should be released soon.

Can the fix be shared here?

2haerim

You cannot send more than one market order on one bar / one tick in IOG mode. It is implemented this way due to a number of factors. 1) Well, would you kindly explain such factors in detail so that users can understand and accept this limitation is inevitable? 2) We already have a way to limit the ...

2haerim

Format Signal's Property provides a way to limit the max entry positions. With this limit set, there seems no outstanding risks for unlimited exit orders. So, I don't see why MC internal trading engine blocks multiple pyramidding market entry/exit orders. Current MC's behaviour for this issue poses ...

2haerim

Several months ago, I had a similar problem with the following code. The workspace was set to "Pyramiding up to 3 orders regardless of entry signals" The chart clearly showed 3 exit arrows, but only one order was placed. The answer for this issue I got was that MC does not allow more than one "marke...

2haerim

As speed/memory/cpu are mentioned enough, I would point others.

[1] Portfolio backtester's symbol limit to 5 max is too small.
=> 20 would be good enough, and it better be at least 10.

[2] Supporting non-english comment in PLEditor.

thx

2haerim

ELExcel package comes with demo workspace and demo Excel files. With TS, you can open as many Excel workbooks, but with MultiCharts you can't because opening another workbook once after one workbook is opened, it will easily crash because ELExcel is not designed to work in multi-threaded environment...

2haerim

Some programs support the following built-in signal functions: [1] SetStopEndofDay(time) - This function closes the open positions at the specified time with the preset price. - If time is 0, this feature is cancelled. Also if you do not provide time at all, it will close positions on the today's cl...

2haerim

This is normal behavior. As a workaround, please try to write a simple indicator with one function addressing GlobalVariable.dll and make it auto-applied to all your charts. Thus, it will keep the dll always active and prevent it from reloading. faschim, This is normal behavior. As a workaround, pl...

2haerim

This can be done using EleXcel library. It is free and can be found on the web. Dave, Unfortunately, ELExcel is created for TS which is single-threaded. However, MultiCharts is multi-threaded and it won't work and soon you will get crash or mal-functioning. ELExcel should be modified to work with m...

2haerim

When installing Beta 3, I got Asserts 3 times.

2haerim

First of all, please someone tell me how to upload pla and wsp files? I tried to upload them but it is not allowed in this forum. To replicate the issue, [1] Create a chart with 6 future options symbols - all 1 min resolution - all 1 day back - all having session from 0900 through 1630 - the actual ...

2haerim

This is really a long-waited feature.

TSS please confirm this is officially supported built-in function and provide a complete documentation.

2haerim

4) Rename TSstorage.dll to TSstorage_old.dll_old and TSstorage_New.dll to TSstorage.dll

=> tsStorage.dll file in the MultiCharts install folder?

I think it should be read as

4) Rename TSstorage.GDB to TSstorage_old.GDB and TSstorage_New.GDB to TSstorage.GDB

Please clarify this.

2haerim

MC setup has an issue in handling databases and/or studies location. MC normally installs them in predefined folder which seems to be permanently fixed. However, users can change those location by modifying the corresponding registry values. The problem is that when the next upgrade setup or sometim...

2haerim

One is a 32 bit integer (max approx. 4 billion, or approx. 2 billion if both positive and negative are permitted) while one is a floating point number.

=> Where do you find such detail information?

=> Is it NOT possible to input such a big value no matter what it is floating or integer?

thx

2haerim

Compare the following two:

[1] Insert Custom 1 Line with 123456*123456 as the input parameter
=> shows -1,938,485,248 (Wrong! )
[2] Insert another indicator with the following code:
Plot1(123456*123456);
=> shows 15,241,383,936 (Correct )

HR

2haerim

A Chart C has Data1 (1 min) and Data2 (5 min) or the reverse. Time: t100, ... , t90, ...., t80, ..., t70, ..., t60, ..., t50, ..., t40, ..., t30, ..., t20, ..., t10, ..., t1, t0 (t0 is the last one) Data1 has the following data: m100, ..., m90, ..., m80, ..., m70, ..., m60, ..., m50, ..., m40, ..., ...

2haerim

I am talking about some EL-derived language to mention a few, but you would not know them. They are not well known ones.

Anyway, I just want to know how to implement the concept of "ExitName".

With such feature, it would be possible to control the reentry.

2haerim

I have seen some language has "ExitName" reserved word. It is used like, for example, If marketposition <> 0 Then begin Sell ("LX1") Next bar at EntryPrice+10 stop; Sell ("LX2") Next bar at EntryPrice+20 stop; BuyToCover ("SX1") Next bar at EntryPrice-10 stop; BuyToCover ("SX2") Next bar at EntryPri...

2haerim

SetTrailingStop can be used to close all positions when the trail condition is met.

Is it possible to close only a half of open contracts when the trail condition is met?

2haerim

what the heck is going on with DRM server?

Please fix it immediately!

2haerim

After doing what TJ said, I also needed to set the Visual Order as Send Back to see the bars. Anyway it is ok. However, once after this indicator is on the chart, I happen to recompile it (just hit spacebar and delete it). Then all the formattings revert back to the default ones. How can I sustain t...

2haerim

A chart is plotted for the range of up to yesterday. That is, I don't want to update the chart realtime, but just always plot it up to yesterday. So, I change the date range to yesterday and saved the workspace expecting next time I open the chart will plot up to yesterday only. However, MC automati...

2haerim

Yana, The default location for the GDB files are saved in the registry. PortfolioPath=C:\Documents and Settings\All Users.WINDOWS\Application Data\TS Support\MultiCharts\Databases\FBPORTFOLIO.GDB StoragePath=C:\Documents and Settings\All Users.WINDOWS\Application Data\TS Support\MultiCharts\Database...

2haerim

Someone asked me if MC has them.

See the attached please

Do we have such?

2haerim

Is this fix to be applied to everyone or just to flipflopper?

What was causing the infinite loop?

Others might have experince this issue and need to know how to deal with such occasion.

2haerim

PS. Probably we'll improve MultiCharts so it can perform multi-currency calculations.

I really vote for this multi-currency calculations. USD is just one of so many currencies in the world even though it is the most used one.

I know TS supports multi-currency calculations. Why not MC?

thx

2haerim

There are daily, monthly reports, but no weekly reports.

Please add weekly report.

Thanks.

2haerim

The Candle Pattern indicator has

Commentary(message);

at the end of the script.

However, it does not show nothing on MultiCharts.

Can anyone make the "Hello" displayed with Commentary to show it is working with MultiCharts?

Commentary("Hello");

Thx.

2haerim

Plot1(1, "Hello");
Plot2("It's me!", "Hello");

The first one is shown inside the hint box as follows:

Hello=1

However the second one shows nothing.

Is there any way to display my own text string inside the hint box?

thx

2haerim

Someone asked me the following: If a password protected EL script is installed into a PC's main window drive, is it possible to copy the whole hard disk and use is on another PC? He seems to be worried about not being able to prevent his EL script from being copied and used by other PCs. If the answ...

2haerim

ok guys,

I agree that too many (yes too man!) signals, but I just thought as long as there is enough VM, no memory exception would be raised.

Anyway, this is not realistic, and I will forget about this exception.

Thank you all.

2haerim

Between steps [6] and [7], you should have closed QuoteManager and wait till tsServer.exe had terminated. ---- To speed up chart plotting, the data is saved within tsShaper. You are right and I can finally clean up everything. However, why not clean up tsShaper as well as QM's database when I click...

2haerim

if MarketPosition = 0 then if mod(time,2) = 0 then buy next bar at market else sellshort next bar at market else if MarketPosition = 1 then sellshort next bar at market else if MarketPosition = -1 then buy next bar at market; [1] Plot 1-min bar chart for 10 years period [2] Apply the above signal. ...

2haerim

It's quite a long time ago, and I can't remember it exactly. But, I tried to my best to make sure the cache get cleared and failed. Now I will repeat the test again and here is the scenario: I feed ticks using my own simulated data feed program to send tick by tick as I want. [1] MC V5.5 Beta 3 open...

2haerim

It can't work for point and change bars by definition since you never know when they complete. I agree we never know when a volume, point or change chart will get completed, but we do know how many volume, points or changes to go left. So, why not display it in terms of volume, point or change to g...

2haerim

See the below. If you want it to be count-up indicator, you would have to be manipulating a little math. I would make it option too later. switch (BarType_Ex) begin case 1: // Ticks ToFill = BarInterval; ToGo = Ticks; // Set Built Volume On to Trade Volume GaugeRate = ToGo / ToFill; GaugeLevel = (h-...

2haerim

bowlesj3, I am curious. How exactly do you operate this indicator/tool and what exactly does it tell you. I may have programmed something similar already? I am not sure you are talking to me, but assuming so, I would shortly describe what my indicator does for each resolution. Tick => shows how many...

2haerim

Does it also work for second, minute, point, contract, change and so on?

I use one looks like level gauge for any resolution shown as attached.

Currently, I use Countup but I could make it option to choose up or down.

2haerim

I had some ticks for today and had to remove them completely from QM database and from the cache. I opened QM and checked there were some ticks for today and selected them all and deleted. Then I right-clicked the symbol from QM and clicked Clear cache and pressed Yes. I double checked QM did not lo...

2haerim

Is this confirmed as a bug and will be fixed in V5.5?

2haerim

MC Help describes SAT as: Synchronous Mode for Auto Trading The synchronous auto trading mode (SAT) is a mode where entry/exit arrows are plotted on the chart only after orders have been executed at the broker. The synchronous auto trading mode ensures avoiding discrepancies between the market posit...

2haerim

Sell ("SL2") Next Bar EP - 0.2 Stop; // a Sell ("SL") Next Bar EP - 0.1 Stop; // b Sell ("SP") Next Bar EP + 0.4 Limit; // c Sell ("SP2") Next Bar EP + 0.3 Limit; // d MC V5 Gold only accepts a and c only. To be more correct, it filters all the non-first stop/limit orders no matter how many stop/li...

2haerim

DefineDLLFunc: "C:\Temp\SampeTS\Release\SampeTS.dll", long,"JDY_TEST",multiple;

Keyword "multiple" seems not to be supported yet.

Any plan to support?

2haerim

A little more refinement.
It now changes color depending on the direction.

Code: Select all


Var: GaugeLevel(0);

GaugeLevel = (h-l)*Ticks/BarInterval;

PlotPaintBar(Low+GaugeLevel,Low,Low,Low+GaugeLevel,"",iff(O>C,Blue,iff(O<C,Red,Yellow)), BarInterval); 

NoPlot(1)[1];

NoPlot(2)[1];

NoPlot(3)[1];

NoPlot(4)[1];

2haerim

TJ, thanks for the tips. But your code does not clearly show when the tick bar will be completed, meanwhile, mine works like level gauge. When the last tick is to received, 9/10th of the bar gets colored yellow, and finally the last tick completely fills the bar with yellow. So, it is easier to know...

2haerim

I got it myself as below. It's the simple and basic, and someone might refine more.

Code: Select all


Var: Level(0);

Level = (h-l)*Ticks/BarInterval;

PlotPaintBar(L+Level ,Low,l,L+Level ,"",Yellow, BarInterval); 

NoPlot(1)[1];

NoPlot(2)[1];

NoPlot(3)[1];

NoPlot(4)[1];

2haerim

I am trying to paint a bar in a tick-count chart. For example, 10 tick chart. I would like to paint the bar(possibly candle) in 10 levels for each tick received. For the 1st tick, I would paint 1/10th of the bar, for 2nd tick, 2/10th of the bar, and so on. For the last 10th tick, the bar would be pa...

2haerim

I don't think this is not going to happen anybody else but happened to me. One wsp file which I used for long time, almost since V2, was not opening this morning. I opened it in binary mode, alas, all NULL characters only. Last Friday, while MC was running normally, VBA was also running and it crash...

2haerim

In order to autotrade, a user has to go through several key strokes and/or mouse clicks. At least every chart has to clicked with AA(or SA) and then immediately the Warning message box. I understand TSS efforts to redundantly prevent users from accidental unwanted autotrade execution. However, once ...

2haerim

We have Gold which is after Beta 6.

I don't see how to specifiy sessions in terms of hh:mm:ss rather than current hh:mm.

Let me know how to do it. please.

HR

2haerim

In TS2ki's GlobalServer, modifying values for the data is possible(see the attached), but QuoteManager does not provide a way to modify some of all of the data stored in the local database. For example, when a futures symbol rolls over the next one, we need to adjust the gap between preivous and cur...

2haerim

Is it possible to set multiple trailing stops for the next bar?

For example,
If the profit gets to 100, the trailing stop woul be 30%
If the proft gets to 200, the trailing stop would be 20%.
And so on.

HR

2haerim

[IntrabarOrderGeneration=TRUE]; Input: PerVolDiff(1000), TicksToSkip(1), ExTime(1500); var: intrabarpersist uv_acc(0), intrabarpersist dv_acc(0), intrabarpersist uv_dv(0), TickCount(0); var: intrabarpersist BP(0), intrabarpersist PrevBP(0), intrabarpersist DP(0); if d<>d[1] then begin TickCount= 0;...

2haerim

gregorio123456,

Are you saying this code will generate signals in 10min/2min/5min sequence at 09:10 AM?

I don't see your point here. Maybe you want to explain more.

What if 3 different charts?

Thanks.

HR

2haerim

ok. here is what i really want to know.

I would like to control the sequnce of order generation at my own will for the 2/5/10 min charts. For example, I would like to specify 10min order first, 2 min order next, and finally 5 min order.

Would this be possible?

HR

2haerim

the 3 charts on same time.... because 0910 is multipli of 2,5,10 min and never you get one charts completed first ... I know all three signals are completed at the same time theoretically, but my question is about the reality. After all the MC's internal signal generating engine would sort out all ...

2haerim

Can you explain a bit more detail how this works?

HR

2haerim

TJ, Thanks for your answer and I admit my initial question was stupid. I would change the initial code as below: If Time=0910 then Buy at Market; The problem is how to find out which chart gets completed first. Is there any way to find out which chart gets completed first at 09:10 AM among 2min/5min...

2haerim

variables: skip(0); variables: uv(0), dv(0); if Date<>Date[1] then skip=0; skip = skip + 1; if skip >=1 then begin uv = uv + UpTicks; dv = dv + DownTicks; plot1(uv, "uv-1stTick"); plot2(dv, "dv-1stTick"); end else begin plot1(uv, "uv"); plot2(dv, "dv"); end fails to compile in TS2ki, but succeeds i...

2haerim

Thank you SUPER, Some questions. [1] Will this code work for a signal too if I replace the plot statemenst with buy/sell statement as shown below? Do I need to use IOG? variables: intrabarpersist skip(0); variables: intrabarpersist uv(0), intrabarpersist dv(0); if Date<>Date[1] then skip=0; skip = s...

2haerim

variables: intrabarpersist mydate(0), intrabarpersist skip(False); variables: intrabarpersist uv(0), intrabarpersist dv(0); skip = False; if Date <> mydate then begin mydate = Date; uv = 0; dv = 0; skip = true; end; if not skip then begin uv += UpTicks; dv += DownTicks; plot1(uv, "uv"); plot2(dv, "d...

2haerim

<Date>, <Time>, <Close>, <Volume> 2009-06-13,09:00,180.10,620 2009-06-13,09:01,180.15,55 2009-06-13,09:01,180.15,36 2009-06-13,09:01,180.15,19 2009-06-13,09:01,180.20,88 2009-06-13,09:02,180.10,42 2009-06-13,09:06,180.10,34 2009-06-13,09:07,180.10,42 2009-06-13,09:07,180.15,27 2009-06-13,09:07,180.1...

2haerim

There are 3 charts on one workspace. It contains 3 charts: 2 min/5 min/10 min. Each chart has a signal applied and it is just a most simple one: If d<>d[1] then buy 1 at market; The market opens at 9 am. When it is 09:10 am, what is the order of evaluation of the above 3 charts? That is which chart'...

2haerim

I maximize a chart on a wsp and save it. Then reopen the same wsp, but the chart window pos/size is still not saved.

Please check.

HR

2haerim

I've tested with V5.0 Gold (Build 2369.400).

The results were the same.

This seems to be clearly a bug to be fixed.

HR

2haerim

Please try the following: [1] Plot a point chart. ex) 6 point chart [2] Apply the following built-in signals: -- MovAvg2LineCross LE -- Percent Trailing [3] Set the Strategy Properties as follows: -- Async with 0/0 for Unfilled Strategy Order Replacement [4] Adjust the inputs so that you can see som...

2haerim

It means quotes to process and seconds delayed as far as I know.

2haerim

Literally the first tick of the day.

When the market opens at 09:00:00 AM, MC will receive ticks. Among them I would like to exclude the first tick (only one per day) in the calculation of EL.

Thanks TJ and look forward to more help.

2haerim

I have a question about writing EL

In most cases, the first tick of the day involves a big gap change.

Sometimes I would like to skip it for the calculation of a signal.

Is it possible to skip the first tick of the day?

HR

2haerim

Andrew,

Would you comment on this issue?

2haerim

[Symbol A] session 08:59 - 16:29 [Symbol B] session 09:00 - 16:30 Plot symbol A and B for 5 min as data1 and data2 in both MC and TS2ki. Check the data window for the first bar. TS2ki shows 09:04 for both data1 and data2. MC shows 09:04 for data1 but 09:05 for data2. Many TS2ki users work this way f...

2haerim

We have ExitDate, ExitPrice, ExitTime, but can't find ExitName.

I wish I can use like

If ExitName(1) = "MyExit" then
....

2haerim

Normal notebook's screen resolution is 1280x800 and when the Strategy Properties window shows up, it exceeds the vertical 800 pixcels. Strategy Properties window better fit the platform's screen resolution.

Please check this.

2haerim

I've been testing DRM to see it working correctly. [Test One] [1] I run MC on PC A with my id_1(lifetime license). [2] I run MC on PC B with the same id again. DRM asks me if I would terminate the session on PC A to complete authorization on PC B. I answer No expecting that I would be able to work o...

2haerim

See the attachment please. At 14:23:50, Buy signal was issued and also Trailing Stop signal was issued on the same bar. However, the Buy signal only sent out to the broker, but the Trailing Stop never placed at all. I've tested this on V5 Beta6 using tsGSDataFeed plugin. Check this issue and fix it ...

2haerim

When we plot a symbol, most time we open many charts with same and/or different resolutions. And eventually apply signals to each chart. [1] It is necessary to visually distinguish each chart with a unique name. The "Study" field from the Status Line would be a good candidate for us to enter our own...

2haerim

Input: Qty(10); if LastBarOnChart then begin if MarketPosition = 0 then buy Qty Contracts next bar at market else if MarketPosition = 1 then sell Qty Contracts next bar at market; end; // LastBarOnChart In the above code, the initial order would be "Buy 10 next bar at market". In most cases, this m...

2haerim

Andrew,

What do you mean by "ignored"?

MP=MarketPosition;
Print(MarketPosition, MarketPosition[1], MP, MP[1]);

What will be the output?

2haerim

TS allows MarketPosition(1), and MarketPositoin[1] raises compile error. MC allows both. Is this intended? I think allowing both is ok, but needs clarification. Var: MP(0); MP=MarketPosition; Print(MarketPosition, MarketPosition(1), MP, MP[1]); // ok both in MC and TS Print(MarketPosition, MarketPos...

2haerim

One of natural place to allow modification of data range or other settings for multidata series is Format Objects dialog. It has Symbols tab which has Data #, Symbol, Range, Last Date, Interval, SubChart #, and so on. People would like to change these fields anytime and conveniently. Why don't you m...

2haerim

I would like to know the scope of Symbolic/Resolution Linking. Scopes I can imagine are : - Multi data series within a chart - Multi charts window within a workspace - Multi workspaces within a MC desktop - Multi desktops If I set up a linking, which scope will it be applicable? It will be great if ...

2haerim

I have a chart having 50 symbols all with the same data range, for example, 30 days back. When I need to change the data range to 50 days, I have to repeat it for all 50 symbols which is a nightmare. Is there any convenient way? If not, please add this feature to one of the next releases. I would ca...

2haerim

5. MultiCharts should get the data from database or request it from data feed if it is absent automatically. I would like to be able to stop automatic replay and manually feed quotes for a symbol. So, in the middle of automatic replay, I would press Pause Automatic Replay and Send Quote button whic...

2haerim

The chart has 14 data series and data1 is 1 tick bar chart.

The number of bars for data1 is 348,252. It is about 5 day's ticks.

2haerim

ok I could send all the database files, pla and wsp. But the user said he would lock the source with password. Would that password protected file be useful for investigation? Other thing is the size of zipped database files. It is too use to send. Tell me how to send it if you need it too. If you do...

2haerim

Andrew, One user reported this exception. He said he experienced it during market hours while plotting realtime, and I saw it from his PC after market hours using historical data. It seems once it happens in realtime, it is repeated for the history data too. If you need me to collect any other info,...

2haerim

Andrew,

I posted a new memory exception at about 700MB usage in the previous post.

Would you check?

2haerim

Currently MC allows setting the session time in terms of minute. Some users want to use second to adjust the session time. For example, to start a session at 08:59:30. Then we can plot a 1 min chart that completes every 30 second of each minute. We can avoid all the same time signal jam using this f...

2haerim

I've also experienced DRM failure-success multiple times as shown in the attached picture.

No one would want to see this failure message during market hours.

2haerim

Finally, I got several images with VM shown. See the pictures.

Even at about 700MB usage, got the same memory shortage exception.

2haerim

http://forum.tssupport.com/viewtopic.ph ... ttimedexit

Many others have also commented about this feature request.

2haerim

Andrew,

Thank you.

You made me realize how stupid I am.

It works after moving the crosses_below statement after changing value4 variable.

2haerim

gregorio123456,

I tried, but got the same results.

I don't see what is your point.

Can you post your test results?

2haerim

Is that so? I didn't know TS also has the same bug.

It's really funny both platforms have the same bug.

I hope MC do not repeat but overcome TS's bugs.

2haerim

sorry!

it should be dnbase(-11).

Anyway, the point is whether MC has the bug or not.

2haerim

Input : dnbase(-11); VARS: value1(0),value2(0),value3(0),value4(0),value5(0),value6(0),value7(0); if d<>d[1] then begin value1 = 0; value2 = 0; condition2 = false; end; condition2 = crosses_below(value4,dnbase); value1 = c of data2; value2 = c of data3; if value2=0 then value2=value2[1]; value3 = (...

2haerim

We’ve carefully analyzed your issues and it is theoretically possible that such a problem may exist. It is very rare, but possible. However it is heavy depend on environment: your strategy and your data feed. We have been trying to reproduce the issue for two days and failed. So please try to use e...

2haerim

Andrew,

I called the user and asked to capture the task manager with VM shown.
As soon as I get it, I will post it again.

BTW, I would like to know the 2GB limit is per one MC process or per all MC processes running.

2haerim

One user reported "Not enough memory exception" as shown in the attached pictures.

It seems MC has some problem when the memory usage grows near 1GB, but not sure about that. The user says when MC's memory usage approaches 1GB, he got "Not enough memory exception".

MC V5 Beta3 was used.

2haerim

PLEditor does not allow using non-English characters. It would be convenient to use non-English for comments at least. The best is to allow even for variables and inputs, too. But I wish at least comments can be entered in non-English. MultiCharts' Format Symbol also display non-English characters i...

2haerim

Also would be nice to have non-English Description in Format Symbol.

See the attached for the problem of non-English char description.

2haerim

Also would be nice to have non-English Description in Format Symbol.

See the attached for the problem of non-English char description.

2haerim

This bug has not been fixed in Beta 5 yet. Check again please. Below, all the 3 lines with red-color raises the same array bounds error. AverageVol = Average_a(VArr,endPoint); StdVol = StdDevS_A(VArr,endPoint); ERR_FN = AverageVol + StdVol * stR; end else begin Barnum = CurrentBar - Value22; end; If...

2haerim

Fake signal revisited. I think the following scenario can be causing fake signals if I am correct. A 1-min chart is plotted with 2 data series: let's assume both are 1 min resolution for simplicity. When two ticks for data1 with timestamp 09:29:59 (the last tick of 09:30 bar) and 09:30:00 (the first...

2haerim

5. When the Average_a function is used with the 0 value, the following message pops up: Dynamic Array Bounds.

=> This seems not fixed yet. I've checked this with the same test code I posted in the post #6032 and get the same dynamic array bounds error.

Plz check again.

2haerim

It seems all users here in Korea suffering the DRM connection failure as shown in the attached picture.

After a few hours the market is open and don't know what to do.

Please fix this immediately.

2haerim

I also experienced trembling chart for V5 Beta 4.

Don't know how to reproduce it, but surely it does tremble in some cases.

2haerim

I think I had posted this somewhere in this Discussion Forum, but can't find it. So, I would repeat the feature request here again. When we have several workspaces/charts, we frequently view the SPR for each chart. However, MC does not switch the SPR contents dynamically as we switch to different ch...

2haerim

I am not sure I have stated the fake signal issue correctly, but what I pointed was not about the difference between backtesting results and realtime results. I was talking about fake signals generated in realtime, but gone away when the chart is closed and reopen. For example, I had a signal at 9:3...

2haerim

From time to time, fake signals are plotted on the chart. In such case, when you close the chart and reopen, the fake signal is gone. Or the reverse. A real signal did not appear realtime but later it shows up. No one ever experience similar issues? I suspect this is related to the CPU load when man...

2haerim

Input: X(.);

is valid in TS, but not in MC.

In MC, it should be at least add 0 before or after the period.

This little bug seems not critical but just to maintain the compatibility with TS.

2haerim

GS has plenty of data. See the attachment.

PBT worked only for more than 73 days back, but not for less days back.
See the second attachment.

.pws file is attached too. => Not allowed to upload.

2haerim

I tried again using "100 days back". Now I got another message shown in the attached picture.

In case you suspect the feed plugin, I used tsGSDataFeed and also imported data from 2008/10/09 before running the backtester.

Please let me know what to try next.

2haerim

See the attached picture.

I haven't used Portfolio BackTester (PBT).

Can anyone explain why I got this error?

[/img]

2haerim

The BPV set by the exchange is 500000 for the symbol I tried to portfolio testing, but the portfolio tester gave all 0's. The only way to make the portfolio tester generate some non-zero figures is to change the BPV to 1 before running the portfolio tester. For your reference, some people set BPV to...

2haerim

If you set correct big point value it will work. It is not a bug. Please tell me where to set the big point value(BPV). If you are talking about setting BPV in QM, I know the portfolio tester would result in meaningful values. But the problem is that I have to change the QM symbol's setting everyti...

2haerim

The biggest problem with GV is that GV does not save history data lik PushPop.

2haerim

In 2 minut chart Push is called and Pop is called in 30 second chart.

Naturally Pop is called more frequently than Push.

Sometimes Pop retrieves un-Pushed huge value and corrupting signal.

Has anybody used PushPop and know how to avoid this abnormaly?

2haerim

Soemtimes I experience charts are trembling while receiving realtime data.

This bug seems not easily reproducible, I think.

Has there been any similar reports?

2haerim

There should be a way of bug tracking. We report many bugs and issues but they are not mananged in a systematic way. So please set an efficient bug tracking system. Recently, I've reported the following bugs and issues but some of them not answered or confirmed yet. And some of them might have been ...

2haerim

I was wrong with the negative values.

MC/QM does not have the problem I posted here.

Sorry for confusion.

2haerim

Attached PLA zip file raises the following error. (This forum did not allow me to upload PLA file directly. Weird.) Message: Error in study "ERR_DynamicARR" : Dynamic array bounds. This code works fine with TS2000i. It was applied to a 5 min chart. MC V5 Beta3 and Beta4 have the same problem. Please...

2haerim

See the attached picture again.

The ascii input file clearly has data for symbol KSETREND_F_BT, but QM did not find it. However QM successfully processed KSETREND_F_AT symbol.

Fix this bug too.

2haerim

See the attached picture. While importing ascii data for a symbol KSETREND_F_BT from a file Stocks_200901_T.txt, I got an error as shown in the picture. This text file includes ascii ticks (date/time/price/volume) for multiple symbols. When I started importing, I set as 1 tick , date, time, price, v...

2haerim

Please see the attached picture. It plots data1 and data2. Both are the same symbol and 200 ticks charts. Data1's "Build volume on" is "Tick Count" and Data2's "Build Volume on" is "Trade Volume". Data1 and data2 MUST synch, but as you can see the last bar of data2 on the right has shifted one bar t...

2haerim

[1] MC from time to time fails to plot the correct chart missing many bars even though all the data are saved in QM. So we have to reload if something is wrong with the chart. Once redrawing is started, MC queries all the range of data from the remote data server even thought the QM has all the clea...

2haerim

TS2ki's GS allows negative price value so that we can have such symbols plotted. However, MC's QM seems to have problem in handling negative value. Please see the attached two screen shots: one from GS and one from QM. We need to save negative values and how can we deal with this negative price valu...

2haerim

I got the attached error when closing MC Portfolio tester.

2haerim

With the current settings of QM edit symbol(Min Move 5, Big Point value 500000), chart plotting is normal. However, running backtesting/optimization by Portfolio tester results in all 0s. Next, when I change the QM's symbol settings (Min Move 1, and Big Point Value to 1) suddenly generates some figu...

2haerim

MC PL Help says: Usage Array:<IntraBarPersist>ArrayName1[D1,D2,D3,etc.](InitialValue1<,DataN>), <IntraBarPersist>ArrayName2[D1,D2,D3,etc.](InitialValue2<,DataN>),etc. Parameters inside the angled brackets are optional array:hh1[5](0 , data2); So this is valid EL, but got compile error. Please fix th...

2haerim

Input: Qty(10); if LastBarOnChart then begin if MarketPosition = 0 then buy Qty Contracts next bar at market else if MarketPosition = 1 then sell next bar at market; end; // LastBarOnChart Let's assume Async Autotrade mode. [1] All 10 buy were filled at one time at the same bar. => Ideal and ok. [1...

2haerim

Can anybody explain the meaning of All or None option in IB Autotrading settings?

Thanks

2haerim

Try 10 ticks chart for 24 hours session.

It plots well until 23:59:00, but from 23:59:00 to 23:59:59 no bars plotted and it plots again right after 24:00:00, that is 00:00:00.

Check this please.

2haerim

I had a 3D opt output file it was read back into the 3D visualizer. I just look around it and tried to close the file. The Visualizer asked me whether to save or not. I clicked no to leave the original file intact. I thought it would leave the original one because I didn't modify it at all. BUT, it ...

2haerim

SUPER, Can you post some screen shots as I did? Format Symbol Settings => to see the date range is today only Empty screen before market open with indicator applied screen shots some minutes after market opens Even if you still have the correct results, me and TJ confirmed MC behaves buggy. TSS shou...

2haerim

Ok. I see your point correctly now. I thought you got all the correct results, but now I understand your results are not correct either. Yes I've already tested this before and commenting on and off the first print statement affects the results, but to avoid confusion, I just described the main bug ...

2haerim

Ok. let me ask a few questions. [1] Did you set up the chart before market open? [2] Did you set up the chart as I said? See the screen shots from my previous post. You should see no bars at all in your chart and open it before market opens. Date range should be today only. [3] Did you apply the ind...

2haerim

Ok. Here is again very clear evidence of the bug. I tried this code to V5 Beta2 and also V4 Beta3 (Build 1609). Both showed the same bug. Input: Price1(151.66), Price2(153.81), Price3(155.02), Price4(157.33), conNumber(10); print(d," X2 ", t, "ind"); If time > 0559 and time < 1429 then begin print(d...

2haerim

Thanks for trying. This code does not work on special situations. For example, when the market is open at 9:00AM, there is an empty chart because I set the date range as today only. And I set the MBB 1. So you will see just a black screen before the market is open. Now the market is open, and the re...

2haerim

Input: Price1(151.66), Price2(153.81), Price3(155.02), Price4(157.33), conNumber(10); Input: LossCut(0.66); var: entryNumber(0); Var: BN(0); IF DATE<>DATE[1] THEN BEGIN BN=BARNUMBER; END; If time > 0859 and time < 1429 then begin print(d," ", t, " ", marketposition, " ",c," ", c crosses over Price1...

2haerim

When backfilling, the detach window button on the title bar keeps flickering so fast. It seems unnecessarily uses CPU resources to redrawing it so fast.

Please check if this is known issue.

2haerim

When a signal is using Data1 and Data2, is that signal executed twice for each bar if both Data1 and Data2 are the same interval?

What will happen if Data1 and Data2 have different interval? When and how many time the signal is executed?

2haerim

In TS2ki, one of the most frequent user behaviours is to monitor the performance report. Normally, we open many workspaces and many charts. Then apply signals to them and open the performance report. When we want to see another chart's performance report, it is just simple enough to click another ch...

2haerim

I would like to place order from the Scanner using indicators. Is it possible to write and apply an indicator to the Scanner like: if marketposition=0 then send order; if marketposition<>0 then exit order; To do this, I think it is necessary somehow to find out the I_MarketPosition value but MC curr...

2haerim

Has this issue resolved to import source-protected ELD?

Some people asked me about this problem and I need to answer them.

Please describe in which cases ELD cannot be imported and if there is any workaround in such cases?

2haerim

Finally it is confirmed as a bug and good to hear that 10-second bug will be fixed soon.

What about the same issue with 10-tick chart? As you said before, it won't be fixed soon and have no ETA?

2haerim

Marina, I've recorded the screen showing the lagged indicator update issue for tsGSDataFeed which is one of the standard feeds. I've recorded for 10 second chart which I believe is time-based chart. The file size is about 49MB, so I can't upload it here. The workspace and the indicator I upload here...

2haerim

Marina, have you looked at my post showing the screenshot from the tsGSDataFeed? You wanted to show me the problem from one of the standard feed, and I did run the same test with GlobalServer feed. I hope you also pay attention to my post, too. Maybe mojo's issue is exactly the same with mine, but j...

2haerim

Helmut,

thank you again for removing my confusion so promptly.

Is there any link for the reference about Drawdown indicator?

HaeRim

2haerim

Helmut,

4. Create a new chart as follows
- Data1: Market you want to trade, in this case Bund Future.
- Data2: Again Bund Future, hide display.
- insert Indikator “Plot Equity Curve” Subchart 2

Why Data2, not Data1?

Do I really need Data2 for this to work?

2haerim

hellmut,

Thank you very much.

I will give it a try.

Happy New Year! (We celebrate Lunar New Year here in Korea)

2haerim

Marina,

please consider the following post altogether.

http://forum.tssupport.com/viewtopic.php?t=5957

2haerim

Hi mojotrader, That is exactly the same I experienced with 10 tick chart and 10 second chart for 2 Data series. In my case the indicator was not updating until the next tick from Data2 arrived while the Data1 chart kept moving forward. You even seem to have experienced it with 1 Data series. It is d...

2haerim

10 second chart also has the same bug. I think 10 second chart naturally belongs to time-based chart, doesn't it? Just try 10 second chart with 2 data series for different symbols and apply any simple indicator like MA. You will soon see the indicator is not updating realtime. And in case of non-tim...

2haerim

Currently QM allows to import or map data from external text file. Quite often we need to import data from the data server to fill the missing data or to refresh. Moreover, we need to do that for multiple symbols at once. To do that we can of course open the chart and plot, but if we are talking abo...

2haerim

I know these I_xxx functions are not supported yet.

Is there any alternative way to get such values?

2haerim

ok here we go again for the bug evidence.

See the attached screenshots taken before and after the indicator lag.

The indicator stops plotting until the data2 tick is cominng in for the next bar.

2haerim

I think it can be easily repeated by GS feed if you do the same and use the indicator and workspace I provided. Simply replace the datafeed and symbol as your own choice. multi-tick and multi-second charts only show the problem but 1-tick or 1-min chart do not have such problems. It is so painful to...

2haerim

MC build 1737.201 seems to have a bug for second charts with data1 and data2 and indicators. 1 Minute and 1 tick chart works ok, but 10-tick or 10-second chart shows delay in updating indicators.

See the attached screen shots for both 1 second chart and 1 minute chart.

2haerim

From the Strategy Performance Report, we can see the Profit graph in many ways.

Is it possible to create such profit indicator or function so that I can insert it along with a chart?

2haerim

Are these supported?

If not yet supported, is there any alternative way to get those values?

2haerim

When we run optimization, we get excel-like output. Each line stands for one performance report. Is it possible to generate detailed performance reports for all or some range of (for example, top 5 from the optimization) inputs? Currently, I have to apply a signal for each input combination and gene...

2haerim

input: x(0); var: strAppended(""); if d<>d[1] then begin strAppended= NumToStr(x, 0) + " " + NumToStr(date, 0) + newline; FileAppend("c:\x.txt", strAppended); end; when this is applied and exhaustive optimization is run, say , input x is from 1 to 10, output from MC and TS2ki/TS8 are different. Fur...

2haerim

+1

I also want to see more inputs.

2haerim

Can you give me the max and min value for both the price and volume field?

2haerim

BTW, it seems brodnik's code would work I think.

Wouldn't it?

2haerim

Thank you John, You must have spent lots of time for this. I tried to test your work, but still don't know for sure how to use it. I created a function A_MyA1_HighestPriceBetweenTimes as you advised: {A_MyA1_HighestPriceBetweenTimes =================================================} inputs: StartDat...

2haerim

Nope.

Just closed and reopened the workspace.

2haerim

MC's one of the best things is the ability to handle multiple tick symbols in one chart unlike TS. However, it seems that superb feature lacks somehow reliability. I've been experiencing dfferent result before and after reopening a workspace quite often. If you compare the two screen shots you will ...

2haerim

ABC,

Thank you for your kind answer.

I apologize for not expressing clearly.

What I mean by "Highest value" is the highest price value between starttime and endtime, not the highest time value.

HR

2haerim

See

http://forum.tssupport.com/viewtopic.php?t=5811

2haerim

I'd like to define TimeHigh function as follows:

Function Name: TimeHigh
Parameters: StartTime(NumericSimple), EndTime(NumericSimple)
Return Value: The highest value between StartTime and EndTime

Please some one help.

2haerim

Thanks for all the kind replies.

BTW, I wonder if the answers all work within a signal with or without IOG enabled?

2haerim

When we create an external symbol, somehow it is possible that the symbol can have a negative value.

Plotting such symbol results in a weird chart.

Is a negative value allowed for a symbol's price or volume value?

2haerim

I know Bloomberg Professional is supported.

But not sure if Bloomberg Anywhere is also supported or not.

If supported, is it the same way to receive data from Bloomberg?

2haerim

SessionBarFirstTime is only for the first bar of the day, isnt' it?

2haerim

We know that time and time_s give the bar end time. However is there a way or keyword to know the bar start time? For example, in 5 min chart's, time would give 0905, 0910, ... I want to use bar start time somehow. Is this possible? If so, I would do things like: if barstarttime >=0930 then .... HR

2haerim

See the attached png file and its workspace. It was created using the built-in tsGSDatafeed. First create a chart with Data1 and Data2 as follows: Data1 : 90 tick Data2 : 300 tick The bar spacing is ok. Next, add Data3 for 1 minute resolution. The bar spacing will get wider and wider as the realtime...

2haerim

Portfolio backtesting on a single symbol for multiple resolutions.

(ex) I would like to portfolio-backtest for a 1 min chart and 10 min chart for the same single symbol.

2haerim

I_xxx reserved words.

Especially at least, I_MarketPosition and I_CurrentContracts.

2haerim

Plot any chart with data1 and data2.

Then try the following:

print(d:8:0,time_s:10:0, OpenD(0) of data2);

You will get STDEXception: invalid argument

OpenD(0) of data2 is the cause of this exception.

I don't know why I got this.

Please check what is wrong.

2haerim

As far as I know, Bloomberg Terminal should be installed to use with MC. However, I don't need the Bloomberg Terminal itself but only need the datafeed. So if anyone knows if there is a way to use the bloomberg datafeed only, please let me know. If there is, I assume the cost would be cheaper than t...

2haerim

Add Upvol/DownVol keywords so that we can use Upticks/DownTicks and Upvol/DownVol literally on any chart whether it is tickcount-based or tickvol-based. I remember someone already posted long message about this issue with detailed explanation. See http://forum.tssupport.com/viewtopic.php?p=16835#16835

2haerim

If I enter the first buy at a price 135 and after a while enter the second buy at a price 155. Later I exit one contract at 140. Now I have one contract left. At this moment, what price will be the setstoploss based on? 135, 155, 140, or other value?

2haerim

A batch of optimization like in TS2ki.

Currently MC allows one optimization at a time.

2haerim

Please see the attached screen shots and logs from BugSlayer folder.

Check if this could be fixed.

This happens almost everyday.

Thanks

2haerim

From the attached screen capture, 10 ticks bar fails to plot some bars while there are for sure all the tick data stored in QM. Has anybody seen this type of bug? Next time, I will collect the whole log along with the screen capture. Before that, I would like to check this is a confirmed bug or not.

2haerim

[1] Reload(Ctrl+R) currently "reload"s whole chart range, but most of time I don't want to reload the whole 20 years of data (because simply I just need to reload 1 hours of data or 1 day data only and after all it takes too long to reload all data) => Please add options to reload 1 hour, 1 day only...

2haerim

After MC Gold release, upgrade charge will be applied as I understand. However, I don't even know what features MC Gold will have yet. Will it have a TrackingCenter-like feature which is mostly wanted by many traders? I believe this feature should be included in the Gold. Many TS2ki users are still ...

2haerim

After MC Gold release, upgrade charge will be applied as I understand. However, I don't even know what features MC Gold will have yet. Will it have a TrackingCenter-like feature which is mostly wanted by many traders? I believe this feature should be included in the Gold. Many TS2ki users are still ...

2haerim

Hello everybody, The problem when you can't compile any studies can be caused by several environmental factors. The solution that HaeRim offered will remedy only one of them. If you have the similar problem, it would be best if you contacted our customer support representatives via LiveChat. Severa...

2haerim

Can you post how you solved your problems along with the causes of the problems?

Others who might have been suffering from the similar problems will benefit.

Thanks

2haerim

[1] MC locked up after a while (maybe when Autotrading is on) There is a bug when MC freezes on auto trading being turned off. It has been fixed. The fix will be availble in the next version. => Next version means 5.0.1781.202? [2] MC does not generate signals after a while even though MC displays ...

2haerim

The steps I gave you worked for me and other users in case of compile errors like you got.

Are you sure you repeated the steps exactly?

Maybe I can check myself via remote connection if you want.

If you want, PM me.

2haerim

Other signals compile ok but only that one fails?

If latter case, you can narrow down which line causes the compile error by removing lines gradually and compile.

If you find one, post it here.

2haerim

check this post if it helps

http://forum.tssupport.com/viewtopic.ph ... pile+error

look for 2haerim's post

2haerim

V5 beta1 has been known to have the following bugs at least: [1] MC locked up after a while (maybe when Autotrading is on) [2] MC does not generate signals after a while even though MC displays them on the chart and SPR I hope these serious bugs get fixed as soon as possible because these bugs make ...

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