MultiCharts: Trading Software for Automated Trading and Backtesting

JoshM

In a one PC dual screen set up, what determines which screen the Alert Visual Pop Up is displayed to? The default in my system appears to be the charts on screen 1 and the pop ups on screen 2. The alerts will pop up on your primary screen. Perhaps this can be changed, because this is also a minor a...

JoshM

What exactly MC processes should be included into "Trusted Applications" list on my AntiVirus software (I use Kaspersky). So, far I had only quotemanager.exe to be prevented from scanning? If I exclude them from monitoring it should help in my case, of course, if problem is with antivirus. In Micro...

JoshM

I have a strategy that uses intrabarordergeneration=true (and bar magnifier using 1 tick) and 3 data series, namely data1=5 minute bars, data2=5 second bars, data3=5 minutes bars again (overlaid on data2 chart for visual tracking only). What were the results when you switched the data series (Data1...

JoshM

Interesting...I never thought about that limitation before. Why couldn't a broker allow a simultaneous long/short position ? Is there a reg against that ? If not, is it their accounting software preventing it ? There's no account structure for such a thing: Can I be long and short the same underlyi...

JoshM

http://www.multicharts.com/discussion/download/file.php?mode=view&id=5591&sid=3e69390d3fae965090d43f510449909a It would be indeed nice if that little upward green arrow would remember it's setting. http://www.multicharts.com/discussion/download/file.php?mode=view&id=5836&sid=8047bf067b2f5597631f7cc...

JoshM

And vote for this: https://www.multicharts.com/pm/viewissue.php?issue_no=MC-349 It's a pity that a great product like MC still doesn't support realistic multicurrency reports. I just read the MultiCharts 8.5 Beta 2 thread, and saw that you Swz168 raised this topic one , two , three times. As far as...

JoshM

where did you find the 'aiisportfoliomode' word? I searched all the MC help files, wikis etc etc, and I can't find it anywhere!

Good question, I can't find it either. Though the word does pop-up in the 'intellisense' feature of the PowerLanguage Editor, but without a help description.

JoshM

I want the actual chart to be plotted using the average instead of the ask, bid or trade. How can this be done? I have an EA for mt4 that will do this but because mt4 doesn't have historical data for both the bid and the ask I can't get a historical average chart. I guess because muticharts has his...

JoshM

dblend, Please try to use PlaceMarketOrder keyword instead of buy next bar at market. Try the following code: RecalcLastbarAfter(5); CurrTime = currenttime; value1 = currentshares; if(CurrTime > 1650 and StartFlag = False and EndFlag = True) then begin if (marketposition = -1) then begin if PlaceMa...

JoshM

I'm new to Multicharts, and I'm guessing that it likely comes with a number of pre-built C# strategies, however, I can't find any. When I open the power language editor, and attempt to open a file, there are 100+ indicators listed, but no signals/strategies. If you go the the .NET PowerLanguage Edi...

JoshM

Hey JoshM, just remembered, what about you build this on the .NET? ;) I'm sure that the platform allows you to build the bar on the right side of the box. I suppose it also can be done on the .NET, just not yet by me. ;) (lack of skills) Perhaps a substitute for a bar for this indicator can be made...

JoshM

Looking AMAZINGLY good !

Indeed, very impressive!

(Sorry, not much else to add. Just wanted to say how good it looks.

)

JoshM

if c# function return String and its parameters also string,then how to correct write c++ dll? Example updated. EXTERNAL: "net_assembly_interop.dll", lpstr, "ReturnStringExample", lpstr; plot1( ReturnStringExample("from PL") ); Dru, can you tell something about how you created the net_assembly_inte...

JoshM

as far as I know there are three servers managing the authentication. They are at different locations, making it less unlikely that all three go down at the same time. Of course this is not a 100% sure solution, but probably as close as you can get. I didn't knew that, but that's good to know there...

JoshM

Everytime I hit the "Thanks" button I get this error, although the "thanks" is posted. I'm using Chrome. http://www.multicharts.com/discussion/download/file.php?id=5797 I'm using FireFox, but only have it with certain usernames. If I give thanks to TJ, the error happens, but not when I thank you Ar...

JoshM

Every time that I visit your Project Management site I found it very very slow to load up. Is it me? It's not you. A WebPagetest I performed on January 7 shows a load time around 90 seconds (results here ). http://www.multicharts.com/discussion/download/file.php?id=5790 It certainly makes the PM ev...

JoshM

Please correct me if i'm wrong,I remember that only static portfolio backtest could be done in MC,is there any way to apply realtime dynamic portfolio rules in mc? ( GV functions, or others ? ) I'm not sure what you mean with "realtime dynamic portfolio rules", but yes, GlobalVariables work with re...

JoshM

that could be also a way but I would have some difficulties to find out what should be the best % to use considering possible gaps. Anyway I believe the best would be a time filter but such should be active only for the current session not for the past, so I would like to ask Muticharts Team a feed...

JoshM

How many of you would like the ability to look at your symbols this way? Since you asked, I don't. :) It looks nice for sure, but I don't see much value added compared with the market scanner, which shows the information horizontal compared with the vertical representation in your image. Perhaps an...

JoshM

What I am complaining of and ask for some kind of help is that since I started using the built in % trailing stop signal almost all positions are closed by Multicharts immediately at market open because it takes in account profit spikes generated by preopening prices and send a trailing order befor...

JoshM

I wonder if is there any way to distinguish between "historical" versus "real time" bars from within a study or function. I have a function for logging trades in a file, but I want to do it only in real time not for the historical bars. In another plattforms there is something like if (historical) ...

JoshM

This is how it looks like in the Scanner and I can’t even change the plot colors directly in the Scanner, I almost have to guess which plot is an actual value, which is a date or time for example: http://www.multicharts.com/discussion/download/file.php?id=5679 The only properties I can change do ef...

JoshM

here's an example... you populate the table with your variables, then go through your chart bar by bar, and fill the table with all the possible scenarios (ie all the OHLC possibilities), to determine the permutations with your logic tree. One of the common stumbling block in programming is, people...

JoshM

You should draw a flow chart, as well as a permutation table, so that you can have all the situation covered. What is a permutation table? I couldn't find much useful info with Google, and thefreedictonairy.com says In computers, a table designed for the systematic construction of code groups; it m...

JoshM

I think this is a good idea, since it allows for much more versatile indicators and strategies. If there aren't technical drawbacks to this implementation or code breaking changes, then I'm surely in favour of implementing it.

JoshM

This is industry standard functionality to be able to see and manage the orders a strategy is generating. In algo platforms it goes without saying. This needs to be fixed. It would be great if the focus of MultiCharts the coming year will lay on algorithmic traders, now that discretionairy traders ...

JoshM

I'm a beginner still, so I can't answer your question Drolles. However, I did found some code examples which may point you into the right direction: protected override void CalcBar() { if (Bars.LastBarOnChart == true && Positions.Count > 0 && alreadyPrinted == false) { myMeth.Print("Trades count: " ...

JoshM

We have analyzed this request in details and found out that there is no way how we can improve the log messages with the current LMAX API. We are contacting LMAX directly regarding this request. Is this feature what is meant with the line "New upgraded API is used for LMAX data feed and broker" in ...

JoshM

Is there any reason you want to use Rithmic as the live feed and (delayed) IQ feed for historical data?

Isn't the historical backfill of Rithmic limited to the current session? (A general question to check if this still the case)

JoshM

(...) Thanks for this explanation. Henry (or any other C# expert), how would you program an indicator that uses the same function multiple times with different settings? Say, for example, a "wave" indicator, which consists of multiple EMA lines. Working from the examples and my C# knowledge, I came...

JoshM

Can someone from MultiCharts Support join in on this thread?

For me, personally speaking, the absence of an official reaction to our expressed concerns only reinforces those concerns, so I'd much appreciate an official comment.

JoshM

I don't think one should be thinking they have to enter a negative value for the built-in strategy as there is both a LX and SX for this strategy. Oh I see. But you can change the code of the LX and SX stop-loss strategy to reflect that (i.e. change "+" to "-" in the code). I have no problems with ...

JoshM

(1) This is putting the stop loss ABOVE the bar close. (2) Furthermore, this will adjust the stop to every bar after the trade regardless if it was the entry bar or not - no? The first point depends on the value of 'm_bigpointrisk', which is defined as: protected override void StartCalc(){ m_bigpoi...

JoshM

It is on our "to-do" list and is coming next year. This is the only information that can be disclosed at the moment. That's understandable, but I could always try to see if some things already could been said about it. :) Please keep us updated, if you will, with the things that certainly will be a...

JoshM

BTW, there are some problems with Lmax data, e.g. bad ticks on .../HUF pairs (see daily resolutions). Unreliable traded volume (spikes out of the blue when compared to tick volume). I would have shown the above on screenshots but MC 8.5 beta 1 crashed again on me today and is unresponsive. 7 crashe...

JoshM

It will be one of the key features next year. Great. Can you mention some of the features of this new Portfolio Trading functionality that MC is aiming for? (With the usual caveat that these mentioned features may or may not be included in the final realization). I'm especially curious to hear how ...

JoshM

Learning a new language is already not obvious, but if the API is not fully explained, we are asked to spend considerable time to produce meager results. Very true. If there's more/better documentation, we (meaning: the users) can more easily convert indicators and strategies and share these with t...

JoshM

Hi Henry, There is no Update on every tick option and no IOG mode in Porfolio Backtester. That means the scripts are always calculated only on the bar close. Are there any plans to remove this limitation? I remember reading such about a Portfolio Backtester upgrade, with 'end of 2012' as estimate, b...

JoshM

I have some dummy questions about the database which I hope someone can answer. :) - Is the 4GB limit still valid for MC 8.x? - Is the limit for MC 64-bit also 4GB? - Can a MC 32-bit database be imported/used in MC 64-bit? - Is there a 'performance penalty' for a big database, or wouldn't this matte...

JoshM

No problem here with Firefox or Chrome. Does it only happen on this site?

JoshM

We are working on the Portfolio Trading feature and would like to hear your thoughts and ideas regarding the visualization of the Portfolio Trading.

How's the Portfolio Trading feature coming along?

JoshM

We will consider expanding the documentation in the future. I know it's just a month later, but I was wondering if some progress has been made with this topic? I'm not asking entirely out of self-interest, but also because recent research ( summarised here ) has shown that consumers like products w...

JoshM

On another point I got some doubts about how much it is cared about MC.NET and how much dev power exists in the Multicharts team as some issues in the project management are there forever as it seems, even easy ones. I must admit this is also something that crossed my mind, especially since it seem...

JoshM

It is used internally for LMAX connection development. There's no user documentation for that. So no visible changes for us end-users, or are we now able to see things like LMAX connections made/lost in the OPT Log tab? In the LMAX .NET API 1.8.2 (released November 2012) there's a FailureResponse c...

JoshM

Any suggestion? If you add your computer's IP address to the list of 'Trusted IP Addresses' in IB TWS (Edit -> Global Configuration -> API -> Settings), it won't (read: shouldn't) ask anymore if it may accept the incoming connection. Edit: To retrieve your IP address (assuming you're on Windows 7),...

JoshM

Yes. Those columns are already available in MultiCharts .NET 8.1 Beta 1.

Ah that's great! Thanks Andrew.

JoshM

In MC NET it is possible to retrieve any information from Order and Position tracker window.

Including the 'Generated' and 'Filled/Generated' columns? In late August these weren't yet available. (Perhaps I missed something since then)

JoshM

I am an MC user but not (yet) an MC.NET user. It is my understanding that, with MC.NET, it is possible to write strategies that trade spreads between different markets (i.e., going long AAPL and short GOOG). When you run these strategies, does the MC.NET strategy report show the performance for the...

JoshM

I thought one could only submit orders for the primary data series. (I couldn't find an actual source for this, but this wiki article suggest as much in the examples). So you probably need to go from.. Data1: BAC 30 Minute Data2: SPY 30 minute Data3: FAZ: 30 minute (FAZ is the instrument I want to t...

JoshM

One problem is the limit of 20 Subcharts which limits the T+S plots to 20. Is there a way to increase the number of possible subcharts in the registry or somewhere? I'm not sure if I follow you :), but why do you need a subchart for every row in the T&S - aren't all these rows based on the same dat...

JoshM

What am I missing here? I think it's because your original code is based on a seconds chart (with the _s suffix): FormatTime("mm:ss", el_timetodatetime_s((secondsToTime_s(24 * barinterval)))) And you then applied that to a minute chart. I suppose that if you multiply BarInterval (to go from Time to...

JoshM

I could not get anything to work it seems that MC does not allow other applications to work simultaneously. Has anybody been successful in recording key strokes or mouse clicks in MC through such software ? Is there a trick to get it done ? Like Martin says, AutoHotKey works fine with MultiCharts. ...

JoshM

Only thing I can think of is not to issue both types of orders at same time, allow your script to monitor current price and only issue one of the orders(Buy/Short) which is more likely to be filled. The other strategy might be not to work orders in the market but rather have the strategy monitor tr...

JoshM

Hello Henry, Thanks for your replay. Let me explain what I understand : if I want to apply a strategy to all the stocks of the SP500, I have open 500 charts and apply my strategy on each chart waiting for a signal ! My english is not very reliable, so I hope I misunderstand. You can do that from Mu...

JoshM

I was wondering if anybody had an indicator that plotted the high of a certain range of time intraday as well as the low. This indicator would plot 2 horizontal lines, one at the high the other at the low from the price action between 9:30am-10:00am. Does anybody have anything like this indicator? ...

JoshM

Can you pls tell me how to access the "profile page" to change the password of my Forum access. Click on your name in the top-right of the forum page (above the search box, where it says "Hello, plaforte! You have X new messages"), Click on the next page on 'Profile' (located in the column on the l...

JoshM

You know that you cannot trust a broker's feed, special IB's. What use have you for their time&sales when all orders are aggregated? Have you looked at the TWS Time & Sales window (so not DOM)? In my experience (when looking at the historical T&S) the TWS Time & Sales data is a perfect match with I...

JoshM

I heard 8.1 is coming out soon... What are the new features in 8.1? When will it be released? MultiCharts .NET version 8.1 is probably released this week ( source ). If regular MultiCharts and MultiCharts .NET are developed simultaneously, regular MultiCharts 8.1 will also be released this week. Wh...

JoshM

When you move your mouse over a bar on a chart you will see information about that bar. The barnumber is one of those pieces of information. It should match what was output to the file in my code example. The barnumber in the file is about 20 bars behind the chart, but I expect them to be equal. Th...

JoshM

I created a simple signal.PLA as shown below. Attached is a screenshot of the result. As you can see I am still unable to access account information. Any further help understanding how to use these functions would be appreciated. I thought that one needed to enable the strategy (i.e. with the SA bu...

JoshM

Bar Magnifier feature is unavailable for Custom Futures.

Are there plans to lift this big limitation?

The feature request is here:

MC-1121 - Bar Magnifier for Custom Futures

Please vote for it if you also would like to see this limitation removed.

JoshM

Any one knows which data provider can provide CFD datafeed?

LMAX also provides CFDs (see here).

JoshM

I have setup a symbol to collect its bid and ask information. How can I pragmatically retrieve them, let's say through IDataLoader? DataLoader doesn't work for Bid / Ask data series yet ( source ). However, you can use the Bid and Ask prices from the status line if you'd like (see here ). There's a...

JoshM

Hi Traderji,

See Bars.Info... to return instrument properties for things like BigPointValue and PriceScale:

JoshM

i need a function that will detect if there are existing orders that are unfilled which can be verified by number of shares , price , etc There's no such function already available as far as I know; you need to code this yourself in your strategy. A better question would be for me to change my code...

JoshM

The code is from a strategy that I use regularly. It generates orders perfectly. When I change the 4 lines of code to force it to only use the close of the bar, the strategy places no orders. If you're referring to real-time behaviour (instead of backtest), keep in mind the following: this bar on C...

JoshM

Henry, can you give an update on this 'consideration'? Can this be expected to be implemented in the near future (<= 6 months)?
Josh, it will be implemented in the nearest future, expected in less then 6 months.

That's great! Thanks MultiCharts.

JoshM

@Multicharts Team - Any plans to remove this limitation on LMAX order entry? We are considering such improvement. Henry, can you give an update on this 'consideration'? Can this be expected to be implemented in the near future (<= 6 months)? LMAX themselves were a little evasive of my yes/no questi...

JoshM

Is it possible to include LMAX messages in the log? (Like 'connected to order server', 'disconnected from order server') Currently in MC8.0, no messages from the LMAX broker profile are printed to the OPT log (at least not here on my pc), while other broker profiles (IB, ZF, MB, CQG) did/do this. I...

JoshM

Unless I misread the documentation, the following feature request will be very valuable: MC-1109 - Add a Connection event to IDataSource Currently, the IDataSource events have no event to monitor for a disconnection of the data feed. Though the ITradingProfile does provide a Connection event, most b...

JoshM

Currently this info is not available. Your suggestion has been forwarded to the developers. Please also submit a feature request to the Project Management section of our site so other users can vote for it: https://www.multicharts.com/pm/ Thanks for forwarding it already. The accompanying feature r...

JoshM

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 ! I don't understand what you're trying to accomplish here. When the current bar is active, all previous bars have EBarState.Close. In other words, there's no need to refer the ...

JoshM

Is the following strategy possible to write in MC.NET? Everyday a set of 100 stocks is evaluated to a certain value as result (e.g. RSI). These stocks are then ranked/sorted by that value and the strategy should issue buy or sell orders on up to 10 stocks on the list (highest ranked and above a tre...

JoshM

Does the implementation of the MD tools in MC8.1 also mean that a) DOMs can be made on non-broker feeds, b) that market depth information can be accessed for non-broker feeds? For example, in MC8.0 we can't make a DOM for IQFeed, and the best bid and best ask size are also not available with the Pow...

JoshM

Read the wiki page How Scripts Work, especially this section, and you'll be much wiser.

JoshM

If you don't delete your database files, the specifications you've manually set shouldn't be changed by a new MC installation. At least I've never had that problem. Thanks Fernando, good to know. :) --- Is it possible to include LMAX messages in the log? (Like 'connected to order server', 'disconne...

JoshM

I created an indicator and put it in the market scanner What for an indicator? Have you checked if this behaviour can be caused by this indicator? but I dont think the data has been populated in the market scanner or something. Because it doesnt seem to be able to access bars deep in the past, as i...

JoshM

I am not sure if the solution from Amazon can be used to its full potential with MC. Because of the way data is processed. I would like to hear this also. I'd also like to know that. What are your experiences with Amazon EC2 Bstrader? Did you succeeded in using the full CPU power? Is it worthwhile ...

JoshM

As per your suggestion and following the linked thread, I had changed the setting in MC and the problem had resolved. But I just noticed it has re-appeared now - on precisely the same date as before. Not sure what happened. Are you also experiencing a similar problem? I don't use IB for real-time d...

JoshM

I noticed that quite some IQFeed symbols have wrong Symbol Dictionary settings. Just to check to ensure that I don't do a lot of work in vain: are the Symbol Dictionary settings kept when updating MultiCharts and MultiCharts .NET? The wiki article is not clear on this: It is also possible to add new...

JoshM

It would be really great, if MC would be able to access the book of all datafeeds. The datafeeds carry this information, so in my opinion it doesn't make sense to only limit it to broker data. That would be indeed great. Especially since most of us will use a separate data feed because that one is ...

JoshM

intrabarpersist for persisting until next indicator processing. The -1 was a try but will be overwritten by MC with next bar. Hence this check can be used within a bar but not later. (..) But with next bar things change ... I haven't deciphered all your code in this thread, but are you aware of thi...

JoshM

As far as I know, this can't be done, unless you use ADE . That way you can have another symbol (which you intend to use as data2) sending data to your symbol in the Market Scanner (which would then be data1). Or instrument 1 in the market scanner can send its data to instrument 2, and vice versa, w...

JoshM

If you only want to disable certain sounds, for example if you wanted to turn off all sounds except connection lost, see this post.

This feature request is about more sound options if you don't want to turn them all on / all of but want to specify which to turn off and which sound file to use.

JoshM

We are working on new feature that would allow you to select in what currency you would like to see a Strategy Prerofomance Report outputs or PnL in Order and Position Tracker window, but it won't allo you to invert the currency pair on charts. Cool. Will that change the symbol sign ($ -> €) or als...

JoshM

I'd like to know when will you guys change the way the data range is plotted? It's very annoying to have this based on calendar days instead of market days. (..) We are consuming memory with data that we don't need. Things would be much better with data being plotted based on market days and not ca...

JoshM

It is not possible at the moment. Your suggestion has been forwarded to the developers and will be considered for future implementation. That would be great. If I may add to that suggestion, it would be very valuable if we could retrieve the millisecond timestamp from it (i.e. no rounding of to the...

JoshM

Thanks Dru! :) It pretty much works: scr.24-08-2012 17.39.24.png Two things are still disadvantageous about this solution, for which I hope there is a better way: - Is there a robust way of passing the data quickly between the indicator and strategy? The current implementation is using CurrentBar, w...

JoshM

I'm also looking forward to such an improvement. Please remove this limitation from MultiCharts.

JoshM

I have attached a screenshot showing a chart for NQ #G which I had previously loaded via the lower task bar. Impossible to access or load that same instrument through "Format Instrument". Have you tried it with unchecking the 'Merge data sources into a single chart' setting in the Format Instrument...

JoshM

If the price has moved 5 pips in your direction, for example opened position at 1.2305 and now price is 1.2310, your profit is 5 ticks, correct? Well the chart trader shows profit as 50 ticks. I am really getting frustrated with this. This is a problem with Multicharts that needs to be fixed ASAP. ...

JoshM

LSE? Why LSE? I want to trade german stock CFDs... I think I need only marketdata for the underlying: german stocks for DBK. Does I really need LSE (GB??) I don't know why. In this video they also mention it (2:45). Perhaps because their IBCFDs are on their 'exchange' presumably in the UK. When I w...

JoshM

I have a problem: No data in the Chart. I have marketabo for the main instrument (german stocks). But the Chart does not show CFD data: DBK. Do you have LSE data enabled? Eligible customers must apply for CFD trading permissions via the Trading Configuration page in Account Management, and ensure t...

JoshM

is there a way to trade IB CFDs with Multicharts?

If you use MC8.0, apparently yes:

Interactive Brokers CFD Support

Added support for Contract For Difference (CFD) for Interactive Brokers.

Source

Is your question informative or do you have a problem with CFDs trading?

JoshM

Can the 'Generated' and 'Filled\Canceled' field from the OPT -> Orders tab be retrieved?

The Order Properties in the help file doesn't list these under Public Instance Properties, while all other OPT columns do have a property.

JoshM

While trading spot forex on LMAX how do I enter a micro lot ($1000) order via chart trader? It seems the chart trader order entry for LMAX is in number of contracts, so order of 1 means 1 contract that $10,000. The chart trader will not allow 0.1 in the size entry. That true. If you want to trade f...

JoshM

There I can find a list of many functions but I don't know the proper way to do what I need, above all, the way to check what was the reason I exit the market last trade. I've found the word "PosTradeEntryCategory" at your link but it doesn't appear in the reference document EL_FunctionsAndReserved...

JoshM

I thought I could just load this up and enter F:GOOG in the symbol box and it will pull up some free data. it' not even doing that. so what extra settings do i need to play with for FREE fata from yahoo? my free data plugin is active (all are). Have you added the symbols to the QuoteManager ? After...

JoshM

I'm not a complete novice i got rightedge and used open quant before. yes - running as admin. if you can't suggest anything else then fine I'll move on. Once there was a university professor who went to visit with a Zen master to discuss things of a Zen nature. While they talked, it became clear to...

JoshM

I have these settings for MB Trading on regular MC and they show the correct amount of PL:

scr.18-08-2012 17.13.01.png: (8.78 KiB) Downloaded 2607 times

Note the BigPointValue of 100000 (hundred thousand).

JoshM

Look for the powerlanguage.net.chm file in the installation directory for the xmlDocs for the object hierarchy. For those not familiar with source documentation it takes some getting used to; answering a question often requires looking through the hierarchy a bit. My suggestion is to start with an ...

JoshM

We will provide you with the examples shortly. Could you also provide an example of how to loop through backtest trades done by a signal? The documentation is for me as beginner not completely clear on this. Should I use ITradingData, since that's the 'trade data access interface', or the ITradeMan...

JoshM

I'm not able to optimize even very simple strategies. See pic. Where is problem? I'm not sure if it will help since you got a strange error message there, but have you tried to replace the , (comma) with a . (dot) for fractional numbers? Is the Profit_Target variable you're trying to optimize on an...

JoshM

Wow this is incredible and something I'd never thought of. Thanks so much Dru. :) I don't want to overstretch your generosity, but if I may ask, is it possible to have the return value (like TotalTrades) update? Now it’s a horizontal line from the first bar to the last, which is certainly better tha...

JoshM

The instance of the strategy object already exists and is applied on the chart. You just need get access to it. Look on attach. 1) Add the '_MyStrategy_' to your signals on the chart. 2) Apply on that chart the indicator '_MyStrategyIndicator_'. Thanks Dru. You mean the ObjectContext.Attach method ...

JoshM

Very impressive and plenty of code in the indicator to learn from!

Thanks for sharing.

JoshM

A little update. I tried incorporating an extension method (thanks Dru for the code and RiverTrader for the explanation of it), but that didn't work due to a null reference because the 'test' object isn't instantiated before its called: using System; using System.Drawing; using System.Linq; using Po...

JoshM

I had thought that the Bars.CurrentBar would be the solution, but it seems that is for something else (not entirely sure what though). When I used CurrentBar output in a simple Output.Writeln() it didn't start outputting anything for several bars. Bars.CurrentBar returns the current bar for me. Fro...

JoshM

Thanks Dru, that's quite impressive and thanks for sharing!

JoshM

I do not know if you can instantiate a strategy within an indicator though, but what you are trying to do is graph some strategy stats. Maybe they only way to do it would be to extract the strategy logic into its own class so you can hook the logic into either an indicator object or a signal object...

JoshM

In looking at the help docs, it looks like you should be able to get the IPortfolioPerformance handle through the SignalObject public property Portfolio. Thanks MidKnight, no extra noise but a valuable idea. However, I haven't succeeded in creating a SignalObject instance to call the Portfolio prop...

JoshM

Who knows how I can access strategy data (such as the TotalTrades property) in an indicator? All available strategy data for indicators is accessible through StrategyInfo property. Thanks Dru. For the MarketPosition, AvgEntryPrice and Equity that works, but the StrategyInfo property doesn't contain...

JoshM

Bars.Request property data is always empty ? Doesn not reflect instrument settings. I thought the Bars.Request property was dependent on a InstrumentDataRequest (search in help for 'request property'). For the instrument settings such as Name, PointValue, PriceScale, Expiration, Category, etc, see ...

JoshM

But should be something like this instead (pseudo code, I don't know how to get the symbol session object): if ((Bars.Time[0] > Bars.SessionStartTime) && (Bars.Time[1] <= Bars.SessionEndTime)) Good question - can someone share an example of the SessionObject? (Or better worded, an example of how to...

JoshM

Can someone share a code example of using a DrawContext object, for example to draw a text box?

I couldn't find one included in the default indicators, and while the documentation is handy for referencing, it lacks an example how one should implement DrawContext from scratch.

JoshM

Who knows how I can access strategy data (such as the TotalTrades property) in an indicator? This is my code so far (which doesn't work): using System; using System.Drawing; using System.Linq; using PowerLanguage.Function; namespace PowerLanguage.Indicator { [SameAsSymbol(false)] public class MyTest...

JoshM

I've defined the following commission rules for a strategy: http://www.multicharts.com/discussion/download/file.php?id=5054 From my understanding, with these settings my commissions will rise the more trades the strategy does, with a maximum of 2,5 cash per trade (after more then 24 trades), and a m...

JoshM

Thanks BlueJack! Does someone know if there's a SetMaxBarsBack attribute or property? (I couldn't find it in the help/IntelliSense, but perhaps it's named differently in the MC .NET version) Also, is there a attribute for the number of decimals of an indicator? (For the Format Indicator --> Scaling ...

JoshM

This is probably no issue, but just checking so that I don't install 'incompatible' versions: Can a .pln file exported with a 32bit version be imported & compiled in the 64bit version, and vice versa? Speaking of importing/exporting: Is there a way to let the MC .NET editor pick up a new .cs file (o...

JoshM

I think it is because you have 'D' in upper case in name of the indicator "SessionCountDown"

Try deleting that indicator and create a new one name "SessionCountdown" 'd' is lower case

Thanks Traderji, that little thing did it.

JoshM

Is there any example how to create a contract with user specified lot size and assign to SOrderParameters? I don't know if the specified lot size can be assigned to SOrderParameters, but you can define there Contracts.UserSpecified, and then specify your order size when you submit an order in the C...

JoshM

Thanks Traderji, that looks great! But have other users succeeded in compiling this file? I've made a new indicator in the .NET Editor (named 'SessionCountDown'), copy-pasted the whole txt file in it, saved, and pressed Compile. However, if I now go to the Insert Study screen (F7) it shows the indic...

JoshM

Awesome, thanks! Also, nice that with the tb.Dock setting to DockStyle.Bottom the toolbar can be placed in the bottom.

These toolbar possibilities are quite great.

JoshM

I haven't been able to replicate this behavior, and it's probably/almost certainly caused by the use of return in conjunction with not using a VariableSeries<Double> to store the EMA values in. In the wrong code, I called the PublicFunctions.DoubleGreater() and PublicFunctions.DoubleLess() on the tw...

JoshM

Have you tried to add a reference in the PowerLanguage .NET editor? (Right-click in editor opened file --> References) I suppose that those should remain persistent, while those in the VS solution get overwritten by MC .NET when it detects a change. (Just a speculation from my part) My 'speculation...

JoshM

I found that I can't connect MC and MC.NET to IB TWS at the same time on same PC. Only one of them at time. Is there any way to do it?

I thought this could be done with having both different ClientIDs in the broker profile of each (i.e. MC ClientID 1, MC .NET ClientID 2).

JoshM

It is a limitation. MC.NET does not analyze the the script to know if any functions are used. There is no workaround at the moment. Thanks for confirming it Dave. I've made a feature request for it here: MC-1081 - Provide a workaround for detecting changes in functions But I hope it will be impleme...

JoshM

If I then exit VS, open in mc.net editor, compile and exig mc.net editor When I re-open the project in VS, the reference to the .dll has been deleted Have you tried to add a reference in the PowerLanguage .NET editor? (Right-click in editor opened file --> References) I suppose that those should re...

JoshM

I have the following in a strategy: private TimeSpan beginTime = new TimeSpan(6, 0, 0); private XAverage quickMAfunction; private XAverage slowMAFunction; protected override void Create() { quickMAfunction = new XAverage(this); slowMAFunction = new XAverage(this); } protected override void CalcBar()...

JoshM

1. How to get the BarInterval in MC.NET? With Bars.Info.Resolution.Size Accessing the second data series can be done with BarsOfData(). For example: Output.WriteLine(string.Format("Close data1: {0}, close data2: {1}", Bars.Close.Value, BarsOfData(2).Close.Value)); Gives Close data1: 1,23794, close ...

JoshM

I've encountered a somewhat annoying/unproductive behaviour -- can someone tell me if I'm doing it wrong or if this is a limitation? - Make a strategy that uses a function, - Call the method in that function in the strategy - everything works fine, - Make an obvious change in the method of that func...

JoshM

If I apply the default Chart toolbar example on my chart, it looks like this: http://www.multicharts.com/discussion/download/file.php?id=5010 How can make the toolbar higher? I've tried the AutoSize = False and Height = x from the ToolStrip class (as suggested by the documentation), but these values...

JoshM

Do you mean to add MultiCharts.exe as reference in VS ?

See Tools -> Attach to process (Ctrl - Alt - P) in Visual Studio.

JoshM

Would it be possible to make a table with two columns, with the PowerLanguage word on the left and the MC .NET equivalent on the right? Such a simple thing would make it quite easier to transfer to MC .NET. For example, searching for 'symbol' in the PowerLanguage.NET help file, in an attempt to find...

JoshM

Thanks Rainworm!

JoshM

Can the PowerLanguage Editor Error list be forced to be printed in English - perhaps with changing a registry setting? Now the error message are displayed in my regionale, which makes it harder to Google for it.

JoshM

I'm a little bit stuck with practising MC .NET since I can't output my data to the output log, which makes it hard to verify what I'm doing. Can someone give me a tip? :) I'm getting stuck with implementing the methods of the IOutput interface. According to MSDN, a class that implements an interface...

JoshM

The OPT has two tabs that aren't yet in the OPT in MultiCharts Version 8.0 Release (Build 5605) - the Positions History and Alerts tab:

scr.01-08-2012 15.12.00.png: (34.8 KiB) Downloaded 5862 times

JoshM

I can initially plot the indicator just fine but it disappears from the chart (60min es) on the first tick after adding it. I'm using the default indicator values which should work ok on the chart, any ideas?

Have you unchecked "Update on every tick"?

JoshM

Your independent opinion is very important to us, we need your help to combat stuff like this. If MultiCharts was useful to you, if you like the product, then respond to this guy and let him know what you think. That's true, and I agree that these malicious reviews are a big waste of energy and giv...

JoshM

I don't believe if t_marketPos <= 0 then begin and if t_marketPos >= 0 then begin will get evaluated twice. That is because the conditionals: if signal_Pos > 0 then begin and if signal_Pos < 0 then begin are evaluated first. Only one of them can run each tick. That's true, I overlooked that. Woops....

JoshM

1) As we enter the loop, if signal_Pos < 0 should evaluate to true I suspect here that you mean the branching in your code example, since I can't see a loop in it. I'm mentioning it here since it's certainly not advised to submit orders in a loop. Don't take this personally, but your code is a mess...

JoshM

How do you get it for every bar and display only today's chart, not mirror charts? I don't know what you mean with 'mirror chart s ', but if you want to calculate this for every bar on your chart, you could use a simple check to see if a new day has happened, and if yes, then calculate the offset f...

JoshM

Could it be that multiple orders of the same signal name (even though it can be selected as a strategy properties) cannot run on the same bar-- even for IOG SA mode automation? Does that affect my code when the same signal name in the code tries to go from -1 share to -387 shares? It's indeed not p...

JoshM

I was a little bit too soon responding with my first reply, but it seems you're right, depending on how you look at it: It seems to me that on BarStatus = 2, the close of the bar, Close[1] still refers to the close the previous bar (i.e. not the current bar close). On BarStatus = 1, the Close[1] see...

JoshM

pulled back for the second time

JoshM

I speak of the Sydney Futures ASX200 contract, currently symbol APU2. I couldn't see you problem/bug, it seems to me that new bars are formed just like it should be expected - when a new tick is incoming. Perhaps the relative 'slowness' of this instrument only makes the default behaviour more appar...

JoshM

I've noticed even when the markets are liquid and very active, but there's no tick update for whatever reason after the end of the expected completion of a bar for several seconds, the study does not receive a barstatus value of 2 for way too long. I haven't noticed that specifically, but you're ri...

JoshM

Alright, another similar problem. This time with AUD.NZD, IB daily data. There is a spike in my MC chart of 3 big figures, whereas IB charts are clean. Date: 7 Dec 2011 This looks like a similar problem to the one described in this thread , where the suggested solution was to change the setting 'Ge...

JoshM

Am I missing something?

Yes, a description of the steps you've taken with this problem and a screenshot showing the problem.

I can retrieve the monthly (and the three-monthly) contracts from the QuoteManager for the CAC with ZenFire:

scr.17-07-2012 14.08.27.png: (18.5 KiB) Downloaded 304 times

JoshM

The GetAppInfo is not recalculated in my case on every tick, In fact it is recalculated or is values updated a should say, when I turn off and on again the indicator. The update on every tick is selected. I'm not sure if I follow you; since here the indicator that updates on every tick shows the ch...

JoshM

Can I just learn VB.net to use MC.NET?
or I have to learn C# as well?

By the way, do i have to learn how to access data base in .net language or just learn the language will be enough?

These answers are answered in the blog posts about MC .NET, in case you missed those.

JoshM

About 1990 I first had TS. I remember they had several audio alerts. If they are not copy righted and some one has these files I would appreciate it if you would send them to me.

Alternatively, you can use the AT&T labs tool for making your own sound files.

JoshM

Now, my question is: when is this value is reevaluated. When I'm scrolling backward on my chart, the value is not changed and is kept to the original one. Maybe is is reevaluated after a new tick, but I'm testing out when the market is off. The GetAppInfo reserved words are reevaluated when the ind...

JoshM

Thanks for your links and further information John. However, I'm not sure this problem is related to skipping ticks. If it were, wouldn't we expect that the Q_TotalVolume increments without the Print statement being triggered by the indicator? That would indicate that a tick is missed, since the dai...

JoshM

I create some indicator that I use over my charts to display info of a bar, horizontal trend lines and vertical time line. (..) These seem to use a LOT of computer and graphic usage and PC really slowing down. (..) The indicators do use a lot of my available memory ( 6 gig install), so probably the...

JoshM

"Market Depth on Chart" indicator and DOM PowerLanguage reserved words are related and they were not designed to work with Custom Futures. I was quite happy to learn that the DOM can (finally) now referenced through PowerLanguage. But now it doesn't work on Custom Futures, so I can't use it for aut...

JoshM

There's an %R indicator included by default in MultiCharts, but you'll have to check if this one is the same as Williams' version. Looks like it though.

JoshM

Bowlesj3, did a comprehensive study on missing tick some time back and it may provide some additional information: https://www.multicharts.com/discussion/viewtopic.php?f=1&t=6877 Thanks Super. I don't know if it's related to the BarStatus, it doesn't seem so (at least, I don't see a reliable patter...

JoshM

"Market Depth on Chart" indicator was not originally designed to work with a Custom Futures instruments. It's not related to the "Market Depth on Chart" indicator from what I know. Apparently the DOM PowerLanguage reserved words aren't designed to work at all on Custom Futures. That's disappointing...

JoshM

http://forexmagnates.com/nfa-publishes-mra-action-against-pfg-over-200-million-may-be-missing/ http://forexmagnates.com/nfa-shuts-pfg-down-puts-it-in-liquidation-only-status-founder-attempted-a-suicide/ They're already in "bankruptcy mode" so to speak. Excerpt from article: Iowa broker PFGBest coll...

JoshM

According to the help file for Ticks, Ticks returns "total volume for the current bar if Build Volume On is set to Trade Volume". However, adding the following indicator to such a chart shows that Q_TotalVolume is missing ticks. (Or am I missing something?) Variables: IntraBarPersist PrevVolume(0); ...

JoshM

It is auto maximum number of bars back calculations ... Set up MaxBarsStudyWillReference manually to 20 and look on results. The algorithm's work is looks like: 1) Set MaxBB = 0. Calculate. Detect that we need 1 BB. Break (Status Off). 2) Set MaxBB = 6. Calculate. Detect that we need *** BB. Break ...

JoshM

EDIT: Further elaboration: there seems to be a problem with "crosses over", which is equal to: (X[1] <= 30) and (X > 30). Using that code the X variable will be serialized (becoming a numerical series), but the "crosses over" reserved word doesn't do that - meaning that isn't not equal any more to ...

JoshM

I dont really need a DOM on the chart, but the total contracts traded at the bid vs ask. just those two numbers. not sure if IB provides these or what function can call them out in MC??? Your comment showed you didn't click on the hyperlink in my post - it didn't refer to a DOM on the chart, but to...

JoshM

I'm trying to figure out how it would be with CQG... That if I'm not wrong covers even the France market and have no monthly fees... Their historical data seems to be the best 10 Years... Do they are free??? (with an account) Does somebody knows about CQG in europe? Only futures are currently suppo...

JoshM

If I recall, there is 17 reserved word for color, I will need to reference each of them. Dull to do, but possible.

Yes, they're listed here. Btw, there are a lot of other pretty colours (see here) that you could use in case you want more than one type of green or blue.

JoshM

Is there a command to take a variable string value ("Blue") to be use in a color definition. Not that I'm aware of. Btw, the reserved word Blue is a constant for the RGB value for the colour blue. Little tip: make a function that has the colour name as input, then uses a switch statement to return ...

JoshM

Tiny graphical issue: the window from right-clicking in a PowerLanguage file --> Properties shows a missing word in the "Max number of bars study will" sentence. Will what?

Using Windows 7 Home Premium, MultiCharts Version 8.0 Release (Build 5620).

JoshM

I ran following code as an indicator and as a strategy and for some strange reasons the inidcator was not able to detect cross over condition with MaxBarsSet at 50: Output for Indicator: 1 false 2 false 3 false 4 false 5 false Funny thing: it works correctly in the indicator if you reference histor...

JoshM

You can make it yourself with the DOM reserved words. Might be a nice exercise to learn these new DOM functions.

JoshM

The problem is that the if statement turns true before 0901 and I am wondering why. Can you tell why that is a problem/wrong value? Is the time stamp of the last bar on your chart less than 9:01 when receiving real-time data? Keep in mind that, if your instrument closes at, say, 17:30, the next day...

JoshM

I feel like I must be missing something obvious here. Nope, you're not missing anything. I'm mistaken here - the indicator reserved words (with I_ ... ) don't work in an indicator for the Market Scanner. That's quite a disappointment and a problem for your goal. An alternative would be to create a ...

JoshM

One of the things I am not sure on is how to set a hard stoploss or take profit in pips (Forex) rather than in % or $ value. You have to manually code this yourself instead of SetDollarTrailing or SetPercentTrailing. To do so, you'll need to do the following: * Calculate the highest price reached d...

JoshM

How much data are cqg providing at the moment? is it more than the 6m of IQ feed

Tick-by-tick 6 months back, minute bars 10 years back, daily bars made out of minutes

Source.

JoshM

Using MultiCharts Version 8.0 Release (Build 5620) I noticed that the once begin statement sometimes is triggered twice. For example, the following indicator: once begin Print(FormatTime("HH:mm:ss", ComputerDateTime), " DateTime of bar: ", FormatDate("dd-MM-yy", ELDateToDateTime(Date)), FormatTime("...

JoshM

Thanks Henry. For IB stop order has "Sent" status when it is monitored in TWS. "Submitted" status appears when the order is on the exchange. This is still somewhat unclear to me. If I understand you correctly, you're saying that IB stops are kept on the IB server and not on the exchange? When I aske...

JoshM

I often find myself having to look for simple definitions of functions, reserved words, and their usage in user q/a type threads like here and trying to debug what, who is talking about even before I understand what the they are suppose to do.. very difficult to do and non-intuitive - at least for ...

JoshM

Once you have a crash please click on the Terminate button and send us the logs along with the problem description for analysis. Thanks Henry, but I always already do that with the error message that asks for a description and the send to FTP option. Should I also send them to the email or is this ...

JoshM

ExpirationDate works - it returns your QuoteManager expiration date. However, if that's wrong, then ExpirationDate also gives a "wrong" value.

JoshM

It also doesn't compile here. However, change.. If myMACD crosses_below UpperBand then Buy Next Bar Market; If myMACD crosses_above LowerBand then sellshort Next Bar Market; to If myMACD crosses below UpperBand then Buy Next Bar Market; If myMACD crosses above LowerBand then sellshort Next Bar Marke...

JoshM

I've renamed the 'position.opened.wav' and 'position.closed.wav' in the "C:\Program Files (x86)\MultiCharts\sounds" directory since I wanted to use my own sound files (from the signals and TWS), but wanted to keep the sound alerts about connection lost (so turning off the sounds in Preferences isn'...

JoshM

Was the order sent to the broker with the price of 19755 (correct one), and the broker then executed it at price 19780? If yes, then you need to contact the broker with this question. No, the problem I have is the order was submitted by MC at 19755 in the morning and exactly executed at 19755. What...

JoshM

So it can be indeed that the values I got are the highd and lowd of only the firstbars. How can I code it, that it will look at the range of the complete day and also get the price ranges of x days back? I showed you a code example in post #2 that didn't used HighD and LowD and thus doesn't have th...

JoshM

Wow impressive! Thanks for sharing John.

JoshM

I like to calculate the price range of the day, and this for every day, x days back. And then calculate an average price range over x days. The price range = highest trade - lowest trade. This to determine the price variation of a symbol. And you can use this to adjust your stoploss and profit targ...

JoshM

Hm that's wierd, judging from the screenshots it looks correct. Don't know what causes this, but since support is closed today, some suggestions: Have you tried removing the symbol mapping and re-add it? Is it possible to trade 6EU2 if you make a MC chart or DOM based on the IB TWS contract (so not ...

JoshM

(1) For my calculations, I need the following data from my broker: (i) the list of instrument names, As far as I know, that can't be pulled from the broker through PowerLanguage. However, if you make an indicator that shows the current market position (see below), you could auto-sort the Real-time ...

JoshM

I'm using the latest build Ver 8 (64 bit) build 5622, and have yet to have a single crash..using IB for broker and IQfeed for data..Win7 64bit, quad core and 8gig ram. I usually have 2 workspaces and 20+ charts opened, almost all have custom indicators and so far not once MC8 64 bit crashed. I'm us...

JoshM

Last week I had four crashes with MC 8 Release (Build 5605) and this week so far I had one. MultiCharts 7.4 Release, that I had installed for over six months, only had a handful of crashes over that whole time span -- and now I even have less workspaces and symbols than with MC7.4. Do other users al...

JoshM

I can now get text to appear on the chart, but it does not stay there under some conditions.

Haven't tested it myself yet, but looking at your description and code, have you tried IntraBarPersist for the variables that will be updated intrabar?

that's not meant for you.

Ah okay.

JoshM

why don't you do a PRINT on dateTextObj, timeTextObj, to see if you have to variables correct? Why should I? :) John goal was to create a text object on the chart, not print this to the output log. I can see from John's code example that he knows how to debug with Print(), so I trust that if he wan...

JoshM

You will need the values of the DATE and TIME_s . JOR_Txt_Hndl = text_new_s( JOR_0, JOR_0, MouseClickPrice,"sample text"); Yes. Try replacing.. JOR_Txt_Hndl = text_new_s( JOR_0, JOR_0, MouseClickPrice,"sample text"); with.. Variables: timeTextObj(0), dateTextObj(0); timeTextObj = DateTime2ELTime_s(...

JoshM

Maybe SessionCountDay could help: Thanks SP :). I wasn't aware of the SessionCountDay function. For FESX, it works correctly: FESX SessionNumber #:1 800.00 - 2200.00 For ES it returns on every bar (Exchange time): ES SessionNumber #:1 1700.00 - 830.00 Which is correct for the first session starting...

JoshM

I've spend 4+ hours trying to make a function that returns the session begin time using the Session reserved words . Sounds simple enough, but my PowerLanguage skills are not suited to this challenge. For example, when there are only 5 sessions (Mon, Tue, Wed, Thu, Fri) that all close on the same da...

JoshM

As to the EL version and .NET versions, from my view (IMHO), I can see that in the long run, there will be less development demand on the .NET version. Because users can create virtually anything they want themselves, including their own personalized keywords and features. Interesting comment. I wa...

JoshM

I'm looking for a recent thread (<1 month old) where a trader experienced a significant lag between the submitting of an order to MB Trading and the time it was executed. There was a chart attached to that topic, and the user had the order submitted with an automated strategy. Since I noticed someth...

JoshM

I'm not sure I can post them here! Sure you can. You just need to stike a few keys on your keyboard and make some movements with your mouse :) There's a video in the latest blog post which might give an idea about the code. Btw, that also shows it's not that closed - probably the 'closed' refers mo...

JoshM

See How to Backup User Data and the How to Reduce Database Size article.

JoshM

Thanks Dru for your example! :) If you allow me another newbie question, can you (or someone else) tell how to use this generated DLL in MultiCharts from the VS project? Here's what I've done: 1) Opened the project file Call_dotNET_code_from_PL in Visual Studio, 2) Visual Studio converted both proje...

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