MultiCharts: Trading Software for Automated Trading and Backtesting

TJ

Sorry for not being expicit

I meam forward testing with my paper trading account......

I think the code with currenttime_s can't be backtested, am I right?

Sa

you are right... "current" cannot be backtested.

TJ

you have 2 issues here:

1. stop the trade after certain time
2. order triggering logic

your original question is on #1 issue.

I have not looked at your second issue.

you should separate the issues and tackle them separately.

TJ

when you say "testing",

do you mean BACKTESTING ?

or forward testing?

there is a difference.

TJ

before you spend money on books,
you should check out the FREE tutorials and pdf ebooks here:

http://www.tssupport.com/support/tutorials/

Getting Started with EasyLanguage is the ebook you must download if you're thinking about using EasyLanguage but don't know where to start.

TJ

download the pdf files in the right column, everything you need to know is there: http://www.tssupport.com/support/tutorials/ Getting Started with EasyLanguage is the book you need if you're thinking about using EasyLanguage but don't know where to start. Autotrade is an advanced topic, there is no ...

TJ

try this

var:
time2(0);

time2 = time data2;

if time2 <= 1100 then
begin

{... your trading instructions here}

end;

data2 is for the time trigger only,
therefore any intraday time frame that has a 1100 break should be ok.

TJ

these are the books OP referred to in the first post: The first one is a good starters for learning EasyLanguage, the second one is a good starter for learning Autotrading . Ask Mr. Easylanguage http://www.amazon.com/Ask-Mr-Easylanguage-Samuel-Tennis/dp/0934380511/ref=sr_1_1?ie=UTF8&s=books&qid=1256...

TJ

This thread would help:

http://forum.tssupport.com/viewtopic.php?t=6842

TJ

can you post some numbers to illustrate your intention?

probably you need to round off some numbers.
look up these keywords:

Round
Mod
Ceiling
Floor

TJ

Thanks for your help... I got it now...

The Volume Profile is the little chart next to the side of the Y-Price Scale

You can enable it from Format Window > Volume Profile

TJ

thanks TJ for tip( and working right)

jo

You are welcome !

TJ

MultiCharts FAQ 1. MultiCharts User Manual (pdf) https://dl.dropboxusercontent.com/u/95112551/MultiCharts%20User%20Manual.pdf 2. Press [F1] will take you to the MultiCharts Wiki https://www.multicharts.com/trading-software/index.php/Main_Page 3. At the PowerLanguage Editor , highlight a keyword, th...

TJ

the Workspace is a file that contains the following information: 1. the symbol name(s) (note: names only, not the data) 2. the resolution of each symbol 3. study name(s) applied to each symbol (note: names only, not the study) 4. the optional settings of each indicator 5. the placement of each symbo...

TJ

for workspaces, From MultiCharts, do a File> Save Workspace As... you can see the file directory on where the workspace is saved for indicators, 1. go to PowerLanguageEditor, 2. do a File> Export by using the above methods, you can save a copy of all your studies/wsp to your selected location .

TJ

try this

value2 = rsi( c of data2, 14 ) of data2;

TJ

This function accepts an EL time and returns a formatted time string hh:mm:ss

http://forum.tssupport.com/viewtopic.php?p=22717#22717

TJ

remember when using ADE:

the Short term chart is your main chart, (the importing chart)

the Long term chart is your support chart (the exporting chart)

TJ

What are the lastest EOB values?

EOB = End Of Bar

i.e. the bar has completed and closed, and all values confirmed and fixed.

TJ

in the Format Symbol window,

under Volume Profile tab,

what is the Data Type referring to?

the selections are

Open
High
Low
Close
Mid Price

TJ

i have to install GV?

where can i found it?

my fingers were too fast,
I meant ELCollections .

I have corrected the post above.

TJ

I inserted in a daily chart the indicator : 'ADE Save Info Test' and in an 60 minutes chart the indicator: 'ADE Plot Info Test' and the same error :( That means your ELCollections /ADE were not installed properly. I would suggest you to de-install ELCollections and ADE, and re-install again. .

TJ

TJ

What is the included sample indicator

in the ADE zip file.

if you have installed ADE, they are most likely already installed in your MultiCharts.
Open your PLE... look for indicators with ADE prefix.

TJ

Hi .... How can this work correctly? Thanks Have you tried the included sample indicator? That should tell you if you have installed everything properly. because if the sample does not work, there is no point in debugging your indicator. If the sample works, then you should learn the intricacies of...

TJ

right click on chart,

select Format Signal

TJ

for trading ideas,
TradersLaboratory or similar trading discussion sites might get you more responses
http://www.traderslaboratory.com/

TJ

if you expect help... you have to explain yourself better.

maybe post a chart? with lines and arrows and notes illustrating your intentions?

TJ

when intrabarordergeneration is enabled, your order is sent at the next tick instead of next bar. you write your code the same way: BUY ("B") next bar at market; will be executed as if the code is written as BUY ("B") next TICK at market; but there is no such syntax as "next tick at market"... this ...

TJ

Interesting topic, maybe some TSSupport members can answer the question if functions are faster/less cpu intensive. As i remember it correctly on the TS Forum the advice for strategys was given to code all inline, because functions and especially functions in functions are calculated slower. you do...

TJ

ic

thanks !

TJ

can you explain and describe how to use this code?

TIA

TJ

agreed.

you can never have enough power in backtesting.

good things is, MultiCharts utilizes ALL the multi-cores during backtesting.

TJ

my CPU seldom risen above 20% (Q6600), I don't know if "speed" should be a concern with today's computer. but then, not many people have 10k line indicators (I don't), so I can't make a judgement on it. I have read a very complicated strategy, it has a study-to-function ratio in excessive of 1:100 i...

TJ

functions make code run faster, not slower.

TJ

if you describe what you have done and how it was not working...
maybe someone can point out what you did wrong.

otherwise, there is a tutorial at the support page you can watch

http://www.tssupport.com/support/tutorials/

TJ

at the MultiCharts program, press F1 (help) or from the main menu, select Help> MultiCharts Help The MultiCharts User Guide will pop up select the Contents tab expand the Keyword Reference you will see all the EasyLanguage keywords under different categories expand the Date and Time Routines you wil...

TJ

spreading over time is one way,

you can also spread the order over one (or more) tick above and below your triggered price.

TJ

Hi John:

WHAT A FIND !!!

Thanks for the investigative work...
Why didn't I think of it first ? LOL

I can just latch onto the function and extract the date and time.

This is brilliant !

regards
TJ

TJ

original quote by Marina Pashkova: Hi guys, Studies in PowerLanguage can contain up to 10,000 lines. However, after 1,000 lines the code is not coloured - to enhance performance. I also had some indicators that exceeded 1,000 lines. Actions I have taken: 1. reduce the number of lines by tightening t...

TJ

So TJ, when issue with multiple orders and canceling them if one order is modified, is going to be fix? Now you have chance to really help. All product queries should be sent to support@tssupport.com I am a MultiCharts user, not a TSSUPPORT employee. I can help you with usage queries ; I have been ...

TJ

Please allow me to address my gratitude and recognition of TJ's work in helping the forum users. He may not have Marina's knowledge, but he is helping many users. Regards, Fernando Hey... I am taking that as an insult. You can say I do not have her good looks, but... arrrh !?!#@!? just kidding... I...

TJ

if you are using an older version of Excel (pre-2007),
it can only handle limited amount of memory. (I think it was 2GB max)

new version lets you utilize all available RAM.

TJ

Excel is pretty smart in parsing dates.
it can interpret almost anything that resembles a date/time.
you set the format at the Excel column, and Excel will handle the rest.

what is the date/time format your are extracting from your indicator right now?

.

TJ

that's great news !
get your champaign ready !

TJ

Hi, I have tried to copy the code and test it, but I am not familar withthe Print syntax. Where does it print?... in a file or any other form..... as it doesn't plot anything on the chart as an indicator. Sa you can print to any one of the following locations: 1. output log window in PowerLanguage ...

TJ

this is serious problem. you should document bugs like this, even though you might think this is the same bug, or that MC knows about it already.... I would record the following: 1. OS version 2. MC version 3. TWS version 4. TWS log 5. MC log 6. Timg and Sales 7. strategy settings, e.g. IOG, multipl...

TJ

I think I have figured it out...

I was trying to assign a value to a variable in previous periods.

TJ

good solution !

many thanks.

TJ

if I want to find the highest high of the previous 10 bars,
I would use highest(high, 10)

How do I find the date and time of that specific bar?
or the bar number?

TIA

TJ

change

IsSess1FirstBar

to

d<>d[1]

TJ

futures-rollovers will be available in a future version

TJ

paper trading account only works during market hours.

use the demo system for testing, you can do it 24/7 !!!

but be careful not to let the demo data overwrite your good data.

TJ

you can test your strategy 24hr/7days a week,
using IB's demo system.

http://www.interactivebrokers.com/en/p. ... entity=llc
click demo --> individual.

no registration required.
it streams day old data (not real time data)

TJ

You have to enable that in TWS

TJ

What is Assert code 19 ?

I am getting this error in an indicator I am writing.

It involves loops.

------ Compiled with error(s): ------
Shifts ALL - Assert code 19
errLine 0, errColumn 0, errLineEnd 0, errColumnEnd 0

TJ

yes, they are possible. pretty well any calculations you can imagine, can be arranged. may I suggest these as starters: Ask Mr. Easylanguage http://www.amazon.com/Ask-Mr-Easylanguage-Samuel-Tennis/dp/0934380511/ref=sr_1_1?ie=UTF8&s=books&qid=1256584171&sr=8-1-spell http://ecx.images-amazon.com/image...

TJ

I managed to get the vertical lines to appear on the RSI. I had to set the Scale Type to "User Defined" and use the values Maximum 100 and Minimum 5. Linear has to be used as well. Every other combination of settings for Scale Type failes to show the lines. Of note, Somehow I got the Subchart #2 to...

TJ

What does this do TJ? I would think that it puts the line on an angle. because the +1 is so small a value... it would be inside the bar increment, therefore MC would round it down to fit the time frame. The line would appear vertical. this is useful when you need to draw a vertical line with the be...

TJ

one quark about lines... for a horizontal line the beginning point should be on the left, for a vertical line the beginning point should be on the bottom. if not, sometimes, only sometimes, they can act strangely. for a vertical line, you might try this trick: TL_NEW(D, T, H, D, T +1 , L); .

TJ

may I suggest these as starters: Ask Mr. Easylanguage http://www.amazon.com/Ask-Mr-Easylanguage-Samuel-Tennis/dp/0934380511/ref=sr_1_1?ie=UTF8&s=books&qid=1256584171&sr=8-1-spell http://ecx.images-amazon.com/images/I/419QMGP9W3L._SL500_AA240_.jpg Building Winning Trading Systems with TS http://www.a...

TJ

so what youre saying is that i only have the option the generate a market order at tick two or next bar because by the time multicharts or TS has processed what var 2 is or whatever its to late to generate a market order on the first bar, this bar or same bar however you properly say it I think you...

TJ

Its bases on a parabolic sar signal(strategy)

so if var2 = 1

then buy....

by the time you figured out the value of var2... the opening tick is GONE.

you are at tick #2 now...

what would you like to do?

TJ

logic = if condition1 then...

TJ

What I want to know is... where is the LOGIC that trigger this order?

can you give an example ?

TJ

sorry i meant at opening of this bar market? or can i only only buy next bar market?

thanks
dannyz

can you give an example of the trigger logic in plain English or pseudo code?

TJ

next bar at market = opening

TJ

look up intrabarordergeneration

also known as IOG

TJ

Hi Tj, When my internet is down, and if my routeur switch of internet provider, I agree the connection is maybe lost for 20-30 seconds depending on the routeur, but my IB give the alert, that lose the connection but, I don't have to log in again manually, IB reconnect to the available internet conn...

TJ

please note that your TWS account authentication is with ONE internet connection. When you switch the connection (between DSL/cable/3G), your authentication is lost... you have to be re-authenticated. i.e. you have to log in again. The authentication requirement is not apparent with web surfing... b...

TJ

you don't need another symbol,

in your chart, you can choose any session time you like, whether it be 24 hrs or default session setting.

you can even create a custom sessions -- e.g. 7:30am to 4:15 pm.

just go to QM, Tools > Custom Template.

TJ

TJ,

Could you give an example here?

Regards,

Sa

try this
http://www.traderslaboratory.com/forums ... -6000.html

TJ

connecting 2 internet services used to be difficult... but hardware prices have come down, and there are lots of professional instructions on the web. I have given the dual connection a lot of thought, but decided to pass it up. I just want to keep things simple; if the power goes out, or the intern...

TJ

mmm.... I am thinking, if you are re-locating lines in subchart #2, shouldn't you be using the keywords TL_SetBegin_ Self _s and TL_SetEnd_ Self _s ? I afraid every time you re-locate a line, the line got re-drawn in the main chart. and... because the aforementioned keywords do not exist... your han...

TJ

one quark about lines...

for a horizontal line
the beginning point should be on the left,

for a vertical line
the beginning point should be on the bottom.

if not, sometimes, only sometimes, they can act strangely.

TJ

what do you want to use to write the DLL?

what would you like a DLL to do for you?

are you a programmer? or taken a course on programming? or writing DLL?

.

TJ

come to think of it, I did experiment with intrabarpersist; it was a long time ago, I did not figure out any logical correlation between what I programmed, and the delete behavior... I am still searching.

TJ

...
eg; i currently follow 100 plus instruments, but cannot get the actual indicator values into excel. (a real pain)
...

use PRINT to write to a text file (csv),
you can then use Excel to open the file,
or use macro to read the file and important the data into your worksheet.

TJ

MC acted strange today. 1. ES chart start time I like to start my chart 7:30am ET in the morning I have set the QM to Custom Session that starts at 7:30am I have plot charts like this for days without problem. Today, MC would only plot the RTH chart. In the chart I have tried: Default, 7:30am, as we...

TJ

I have not tried this... what is the purpose to make the line id intrabarpersist?

TJ

one of 2 things can make an authorization fail:

1. your internet was disconnected

2. the authorization server was down

TJ

By the way, is it possible to have more problems in the future with it?

Regards,
Fernando

I think you are good to go !

TJ

you can download it again from this link:

http://forum.tssupport.com/viewtopic.php?t=5017

TJ

Found it, resolved it

The problem was when close matched the previous close. When both symbols had the same type of bar the misDays variable didn't know what to do.

good to know you solved it...
I was trying to tell you this problem since post #2.

TJ

to figure out the reason,
1. find the error days
2. manually go through the calculations
3. check the print log to see if the calculations match your manual calculation

computers are dumb, it only does what you tell it to do.

TJ

Perfect. Thanks TJ. Meanwhile, I made a different version of the indicator, to see the performance from a selected year/date and something strange is happening. I've tried with different symbols and all have the same reaction. Imagine loading a symbol from 2000-01-01, and then apply the indicator f...

TJ

Hey TJ, please allow me to merge this thread Help with formula with this one. That print that I requested was to print in PLE output window, similar to what you wrote above. Basically what I want is to print only the pctPer of the last day of the year, instead of all days of the year as the one you...

TJ

Hi Arnie: No need to thank me... we have all gone through hair pulling days. Let me show you a debug tip: add a print statement to your code, and let the indicator help you trace the bug: print( "D="+ numtostr(19000000+date,0) + ", C=" + text(c) + ", dat1UpCl=" + text(dat1UpCl) + ", dat2UpCl=" + tex...

TJ

...Why at the first day of each year the indicator spikes til 100% or 0%? ... can you post the data points for the following? last trading day of the year closing price first trading day of the year closing price second trading day of the year closing price hand calculated values for dat1UpCl dat2U...

TJ

That were the first conditions to be stablished: dat1UpCl = close of data1 >= close [1] of data1; dat2UpCl = close of data2 >= close [1] of data2; dat1DnCl = close of data1 <= close [1] of data1; dat2DnCl = close of data2 <= close [1] of data2; what I am alluding to is, both upcount and dnCount wil...

TJ

misdays = 1 - (1 + 1) = -1 Hi TJ. I don't understand the -1 result. Count starts at stYear (the first trading day of the year) and since upCount and dnCount only are true when their respective conditions are true, they will always be lower than Count . It's impossible to have a negative result. I'v...

TJ

1 -2 = -1

can you check the first data of the year?

I know it should be Jan 2,
but some dataproviders mistakenly posts a data for jan 1.
thus causing error.

your count starts on Jan2,
but your calculation should start on Jan3, right?

TJ

I haven't tried much...

you can take a look at damageboy's example with ADE and ELC
http://forum.tssupport.com/viewtopic.php?t=2484

TJ

I am no GV expert...

you can't simply backtest GV

you will need to create a database to store calculated values

TJ

you just have to work through the values in the variables... misDays = count - (upCount + dnCount); pctPer = (1 - (misDays / count)) * 100; e.g. on the first day of the year... the market is closed. on my freequote, somehow there is a price quoted. the price is the same as the previous close. thus y...

TJ

Hi. I have this simple and little formula that counts the days for each year. What I'd like to know is how can I print the last value of each yearly count? If I request to print the count variable, all days within the year will be printed, but what I want is to print only the last count for the las...

TJ

Hi. I have this simple and little formula that counts the days for each year. What I'd like to know is how can I print the last value of each yearly count? If I request to print the count variable, all days within the year will be printed, but what I want is to print only the last count for the las...

TJ

Dear All Quite a nice idea like an ActiveChart at IB or NT Trader Are there any tipps how to make just one order-line active. As i understand all order-lines can be executed if the price is very volatile. Quite dangerous.... Other solutions/ideas are very appreciated. Thank you LRP you can modify t...

TJ

what is the chart resolution?

daily chart?

TJ

while you are fixing the inconsistency... I have one more request: this is not a big issue, but has been bugging me big time. while at one of the lists above, if my cursor is at A, and I press M, the cursor would jump to M. so far so good. however if my cursor is at Z and I press M, the program woul...

TJ

this is an old post... you made a reply as well
http://forum.tssupport.com/viewtopic.php?t=5815

TJ

Garrett Casey TS EasyLanguage Codes

http://www.garrettcasey.com/easylanguage/index.html

TJ

Free EasyLanguage systems

http://www.trading-systems.org.uk/free- ... free-code/

TJ

thanks... that's a good piece.

TJ

I meant to do one test... one day when I have the time.

that is to draw arrows, using arw_settext to write the id number with each arrow... then I can track which arrow id is getting deleted.

TJ

Complementary question:
What is the classical computer language which has the most similar syntax and standard keywords to Powerlanguage?

Pascal

TJ

LOL... delete is the culprit. It is deleting the "wrong" drawing object. I have the same problem too... I have gone through this with tech support a few times... but we did not get anywhere. (They don't think there is a problem.) anyway... I did not have the time (nor the expertize) to get to the bo...

TJ

I am not sure if I am following...

are you saying you are putting the tl_new_self_s in a function?
and that an indicator that is applied to subchart #2 is calling this function to draw the trendline?

TJ

as of 10/4 CME has implemented a "Equity futures enhancement" http://www.cmegroup.com/globex/files/EquityFuturesEnhancements.pdf see analysis in October 7th, 2009 issue: http://blog.MD.com/ if the data supplier aggregates the feed, you will not see the increased tick count. e.g. IB's tick count "loo...

TJ

do a search of this forum with the keyword "TransAct",
there were discussions.

TJ

you can get CME's write up here:

http://www.cmegroup.com/globex/files/Eq ... ements.pdf

TJ

right click to Format Study, you can change the content of the input$

.

TJ

MarketPosition_at_Broker Returns a numerical value, indicating the type of the specified position at the broker for the symbol. A value of 1 indicates a long position, -1 indicates a short position, and 0 is returned only if the current position is specified and indicates that the current position ...

TJ

I am not sure if I understand you fully.
I would be very worry too if there is problem.
Can you post the log, with notes pointing to the sequence of errors?

TJ

you can create an indicator with the following code. It will do the trick.
(or add to your existing code)

Code: Select all

input:

input$("ABC");



plot1(input$);

TJ

computers are pretty dumb... they follow instructions to a fault.

are you referring to plotting a line? or drawing a line?

I have lots of both on my charts, I've never had a problem.
Let me know how I can help.

TJ

you can put lots of Print statement at every juncture of your program,
you can then read the changes happening to various variables as the market unfolds.

TJ

I should note that most people structure the signals with:

the faster fractal being the trading data series,
and the slower fractal as the supporting data series.

.

TJ

on your indicator, go to Format Study,

choose Properties tab,

under Base Study On section,

make sure it is on the slower fractal.

TJ

... because in a Signal/strategy code i cant tell it to "read" from the data2 only. it will always plot data on each 1000v bar. so a simple Value1> value1[1] will be missleading.
...

I don't think I am fully following the problem...
I need to re-read your posts again.

TJ

have you tried declaring the variables first. e.g. var: high2 = high of data2, low2 = low of data2, open2 = open of data2, close2 = close of data2; I found that by assigning the data2 to a set of variable, you do not need to tag "data2" behind everything... and the MC tend to know exactly what you a...

TJ

I am using the same version as you are. But the problem is deeper than this...

make up your mind on what you want to fix.

does your code#2 has problem?

or MC has problem that's supposed to be fixed sinse 2008?

or do you want to shift to something else now?

TJ

i tried isolating the 2nd code only, and i get the same errors all over. i dont understand how something as simple as getting a data2 stochastic gets errors :$ HELP plz! the 2nd code compiled in my MC... that means there is nothing wrong with the code. which version of MC/PLE you are using? I am us...

TJ

I compiled the 2nd code with no problem.

TJ

you might have to build some routines with these new keywords Power Language • Information on the market position can now be received directly from a broker. Four keywords to request and receive the market position from a broker have been added. a) Market_Position_at_Broker_for_the_Strategy returns ...

TJ

once in awhile I found the Alert Message hidden under the MC window. I don't know what makes some messages stay on top, while some hide underneath the program. Can you add a flashing red button on the MC window itself? e.g. right next to the Authentication button. if an alert is triggered, the red b...

TJ

good idea. I can work it out with ComputerDateTime.
thanks for the idea.

TJ

TWS is the interface to your account at IB.
it performs the authentication function;
you must run TWS to access your account.

TJ

you better go on live chat with technical support
they can sort it out for you

http://www.tssupport.com/support/contacts/

please let us know how it turned out.

TJ

I am using IB, and I have just called up 60 days of SRS 15 min chart with no problem.

What is your Data Range ?

TJ

who's your data provider?

check your File> Preferences> Data Server Mode

make sure it is Online and check the box at Download missing historical data

TJ

Higher Used in strategy entry or exit statements to specify a price range for an entry or an exit; must be preceded by the word Or. Usage At Price Or Higher Where: Price - a numerical expression, specifying the base Price At - a skip word and can be omitted Note At Price Or Higher is an equivalent ...

TJ

is there any keyword or method to check
whether the chart is using
Exchange Time or Local Time ?

TJ

right click on the chart,

select Insert Study...

under the Indicator tab,
go down the list, you will see

Mov Avg Exponential

TJ

That's an interesting question... I would like to know as well.

even when you open multiple MC instances...
you are still using ONE TradingServer, ONE StudyServer, ONE tsServer...

Looks like the so called "Multiple Instances" are only multiple user interfaces on the same MC !

TJ

you can click and create a line from the Drawing Objects icon. It will do the same thing.

TJ

All studies reference a certain number of bars for their calculations. The number of bars is called Maximum Bars Back. e.g. a 20 period moving average will require at least 20 bars back. To set the maxbarsback, for indicators: go to Format> Study choose Properties tab select Auto-detect or User Spec...

TJ

C:\Documents and Settings\All Users\Application Data\TS Support\MultiCharts

try replace all users with your username.

you should copy all the sub-directories under \TS Support\MultiCharts
because your indicators and workspaces are saved in various sub-folders.

TJ

that would help:

------ Compiled with error(s): ------
syntax error, unexpected ';', expecting 'end of file'
errLine 104, errColumn 0, errLineEnd 104, errColumnEnd 0

I have compiled, both the article code and your modified code, with no problem.

I am using PLE 5.5.2723.400

TJ

I tried to use the code below but it won't compile:

it would help if you post the error message.

TJ

Why isn't MC there as a vendor though?

because a lot of the articles are OLD --- before the invention of MultiCharts.

TJ

Andrew: That gave me an idea for a new feature. For discretionary traders, it would be fun to be able to manually place buy and sell arrows on the screen and have the results show up in the performance reports. That's what I'm trying todo, by hard coded the trade entry and exit. It won't work... un...

TJ

+1 vote note: Password to MC will not protect your studies from foreign eyes... [edited] because the studies are saved outside of the MC program. Code Protection is available in MC right now. You can protect your codes in 2 methods: 1. save the study with a password. from PLE, select Tools> Protect...

TJ

We don't support AskSize/Bidsize keywords yet. ....

any plans to support them in the near future?

TJ

if you are using the SetStopLoss keyword,
it is cancelled automatically.

TJ

I misunderstood what you want to do... please disregard my prev post.

TJ

I have it on my PLE.

yours might be hidden.

try to hover your mouse over the right hand edge of the window, see if the "move" arrow show up. If it does, then hold down the right mouse button and drag the arrow to the left. The navigator pane should come out.

TJ

Indeed, there was quite a thread there: forum.tssupport.com/viewtopic.php?t=6016&postdays=0&postorder=asc&highlight=cuda&start=50 However, Andrew was consulting with Nvidia at that point and I did not see that point being definitely closed. no, I did not imply the issue is closed. I have gone down ...

TJ

here are some of my notes: -- the "financial area" refers to economic 3D modelling. e.g. CFD type calculations. -- I am not sure if the AB prototype got anybody anywhere. in terms of raw calculations in arrays using vector, CUDA is fast. in terms of dependent laden applications (typical in indicator...

TJ

do you know vectors and arrays?
...and how do they fit in to the bigger scheme of things in computation?

TJ

Long time ago I have made suggestion for auto-filename... it was "promised"... I guess it is not a top priority.

I use ScreenHunter for screen shots. They have a very good auto-filename method.
I have attached a screen shot of their configuration screen for your perusal.

TJ

TESTING
...
- GPU support: Support for CUDA cores could contribue to improving performance of back testing, especially when testing on a recurrent basis.
...

What can you tell us about CUDA?

TJ

DayOfWeek will give you the "Monday" information.

not sure about the "tomorrow" part.

since this is a backtest, you don't have to worry about lastbaronchart.

you can try this: (pseudo code)

Code: Select all

If DOW(yesterday) = monday then buy today at market

Exitlong @ MOC

TJ

which free quote you are using?

did you set up the symbol in quotemanager?

what symbols have you tried?

what is the chart's resolution?

TJ

this happened to me once. It happened in midday during the market hour. I used View> Reload> 1 day back . The chart refreshed without current day's bars. I closed the wsp and re-opened it, and the chart looked fine. I use IB as datasource. I suspect it was a pacing violation. I will report if it hap...

TJ

Hi TJ,

How about the case for Window XP?

Thanks

I believe it is in:
C:\Documents and Settings\All Users\Application Data\TS Support\

replace All Users with your username
make sure you do not have your system folders hidden.

TJ

> With 5 workspaces (latest MC 5.5 version), 34 charts, and TWS opened, my CPU runs on average at 35%. you are considered a power user ! CPU usage depends on: resolution of the data, (eg. tick charts are more CPU hungry than minute charts) volume of trades, (if you are underpowered, you will see MC ...

TJ

You must only use one workspace at a time.

see my prev posts

http://forum.tssupport.com/viewtopic.ph ... =wsp#27910

http://forum.tssupport.com/viewtopic.ph ... +indicator

TJ

This is the WORST piece of software I have ever installed. Seems like the program is stuck in an infinite loop.

I am stunned.

I installed Version 5.5 Release (Build 2723) last night.

HSI ran like a charm.

I am on ES now, it runs rock solid.

I have not observed any bugs or abnormality so far.

TJ

Dear quark, In case of IB, you just need to use SetStopLoss and SetProfitTarget statements; they will be handled as a bracket order automatically. Andrew, quark's request is that the stops are executed even if internet connection goes down. I thought that MC keeps the stops local on the PC ? Or am ...

TJ

[updated]

for backtesting, you can invoke precision by adding a finer data series

Go to Format Signals> Progperties...

(p.s. this works the same as Look inside Bar Backtesting LIBB in TS)

TJ

for Vista,

MultiCharts's data/cache/studies/reports are kept here:
c:\programdata\ts support

if you copy the entire directory over to your "new" computer, you should have a duplicate of the dataset.

TJ

what os are you using?

TJ

...
2) None of them is recommended for MOC order, right?

Regards,

Sa

MOC orders require 3 minutes lead time prior to closing.

TJ

if you trade ES (emini sp500), you will notice the day's volume is 1.5 million contracts. Do you think it will make a difference? you can do this test to find out: if barstatus = 2 then print("c=", text(currenttime_s)); if barstatus = 0 then print("0=", text(currenttime_s)); There is a ONE tick diff...

TJ

if the signal is triggered at the last bar of the trading session, the order for next bar at market will never be sent... thus it will never get unexecuted. however, the order for this bar on close will be sent... but never arrived at the exchange. Thus the caution. He meant well; this is not a prog...

TJ

I think he is referring to unexecuted due to the session end.

because you will need some time for your order to get to the exchange.

TJ

i don't understand this line: but I still can't get any breaks in the indicator on the chart. what results you are getting on the scanner display? are you testing it in real time? some indicators require live feed to work. this logic should work, the hang up must be in the function ELBC_Divergence ....

TJ

try this... Inputs: BarPx(Close), AvePx(Close), Length(5); Vars: Div(0); Div = ELBC_Divergence(BarPx, AvePx, Length); if Div > +1 then begin Condition1 = true; Condition2 = false; end else if Div < -1 then begin Condition1 = false; Condition2 = true; end else begin Condition1 = false; Condition2 = f...

TJ

there is a discussion somewhere.

you can do a search with the keyword "oec".

TJ

you need to reset the conditions, because they are mutually exclusive. replace this section Condition1 = Div > +1; Condition2 = Div < -1; with this if Div > +1 then begin Condition1 = true; Condition2 = false; end else if Div < -1 then begin Condition1 = false; Condition2 = true; end; assume there i...

TJ

note: this is not a solution to your question...

google twsstart for method to circumvent the IB log off.

TJ

p.s. backtesting do not replicate real life trading. the difference being, in real life, trades are streamed to you tick by tick, while in backtest, the trades are presented to you in a monolithic block. i.e. on the chart, each bar has 4 data points -- OHLC. The only intrabar data being H and L. The...

TJ

[edited] IOG, when enabled, simply means that when your signal is triggered, the order will be sent the NEXT TICK. (instead of waiting until the next bar) There is really nothing complicated about IOG; having understood that, you just have to work your logic, line-by-line, step-by-step, around this ...

TJ

p.s. markplex has very good EasyLanguage tutorials.

http://www.markplex.com/

TJ

Hi super, I appreciate the help (I need it when it comes to programming) But unfortunuately this just reversed the situation :cry: Now the exits all seems to occur on the low of the day. I was wondering if MC had an ability to measure/alert if the stop was triggered. ie; so when backtesting you had...

TJ

this should help:

uncheck this box
http://forum.tssupport.com/download.php?id=2198

TJ

you can also use this to alert you to 3LB

just set the look back to 3 bars

http://www.traderslaboratory.com/forums ... -6084.html

TJ

download this PowerLanguage help file.
http://www.tssupport.com/multicharts/tu ... nguage.chm

look under Date and Time Routines.

TJ

how about currenttime_s ?

TJ

this thread might help you:

Maximum Number of Bars that can be Loaded
http://forum.tssupport.com/viewtopic.php?p=13656

TJ

you can also look at this example:

http://forum.tssupport.com/viewtopic.php?t=2727

note:
for xml files,
you need to use File>IMPORT from your PowerEditor.

TJ

three line break by John M. Snyder

TJ

... I have tried to code the above idea, but have not tested in realtime. Please comment if there is any error. [IntrabarOrderGeneration = True]; Inputs: TT(161445); Vars: TExit(0); TExit=Iff(Time_S>=TT,1,0); If TExit=1 Then Sell ("LX") at Next bar at Close limit; If TExit=1 Then Buy to Cover ("SX"...

TJ

TJ, Thanks, I just on't knwo that there is afunction call Time_S. ... Sa time_s is a MultiCharts enhanced EasyLanguage. It extends the time value to the seconds level. You will find other _s keywords useful in your sub-minute analysis. i.e. on tick charts, seconds charts, volume bar charts, etc. ex...

TJ

if that's too difficult for you, try this first:

Ask Mr. Easylanguage

http://www.amazon.com/Ask-Mr-Easylangua ... 079&sr=1-1

TJ

may i sugggest: Building Winning Trading Systems with TS http://www.amazon.com/Building-Winning-Trading-Systems-TradeStation/dp/0471215694/ref=sr_1_1?ie=UTF8&s=books&qid=1252154904&sr=8-1 http://ecx.images-amazon.com/images/I/51JF48982DL._BO2,204,203,200_PIsitb-sticker-arrow-click,TopRight,35,-76_AA...

TJ

if time_s >= xxxx then

TJ

MultiCharts does not show Time and Sales.

for IB users, you can get it from TWS.

TJ

This protocol is made to safeguard the numerous custom values you have already applied to your many other charts. This is true. However, if you exit and re-enter MC, the new settings in the study are used in place of any custom ones. only if you save the Study Format setting as "Default". So, it's ...

TJ

This is not normal. Tradesignal does use all 4 cores of my Quad Core for the same Strategy as in Multicharts and it is definetely calculating faster in Tradesignal. Should be addressed in my opinion, since currently all the cores are only used when optimizing. Thank you for your observation. Can I ...

TJ

this is normal and logical.

Each chart has to be handled by ONE CPU only.
Otherwise you will have multiple hands in the pie;
the computer will be spending more time on cross-tracking data integrity, scheduling dependents and managing synchronizations, than calculations.

TJ

once you applied an indicator to a chart the value in the input variable is in your chart . If you change the input value of the indicator in the PowerEditor , that change will NOT affect the input value you have already applied in the charts. This protocol is made to safeguard the numerous custom v...

TJ

how different are these values?

DonLow = Lowest( low, Length);
DonLowExtra=lowest(low,20);

you have to get a chart and manually pick out the values to see.

TJ

do a search with the keyword "oec".

you will find the answer.

TJ

wow... sounds like you guys are having fun.

I might look into PowerBasic... heard many people use it to write DLL for TS and MultiCharts.

I haven't used FreeBasic... I should give it a try.

TJ

BlowFish is a guru grade trader and programmer, the program above is one of his "exercises" from a long time ago. I think it is a good starting point for learning programming, and a good base to build your enhancements. Bid data and Ask data are very recent additions to MultiCharts, I haven't tried ...

TJ

if you want just a line, then set all the plots to invisible except the close. you can only get cd in real time, unless you set up a database to store the data. cd deals with intrabar values, those values are calculated in real time, they cannot be reconstructed with EOB OHLCV. EasyLanguage is not t...

TJ

Cumulative Delta
by BlowFish

http://www.traderslaboratory.com/forums ... #post66247

TJ

when Insert Study into the scanner -- the study list is sorted differently in a scanner than in the PLEditor, or in a chart.

this user interface is not intuitive.

pls see attached for illustration.

TJ

or an automatic revision control?

e.g. PLEditor would auto-save the previous version with -1 extension before overwriting it with your new editing.

TJ

found this in my collection: [LegacyColorValue = TRUE]; { Equity Curve Date Version 1.02 12/9/99 Gary Fritz This indicator plots bars of closed equity on a periodic basis on the last 200 bars of a chart. If your system test contains more than 200 trades or periods, it only plots the last 200. Winnin...

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[FAQ] MultiCharts

Volume Profile

Re: Using ADE to transfer data between charts ERROR

How to find the date and time of a specific bar?

Assert code 19

Strange behavior today

Re: weird 100% spikes

Re: Help with formula

Re: Help with formula

Alert Message hidden under MC window

Exchange Time or Local Time ?

Re: Wish list for upcoming releases

Study List -- sorting

Re: How to plot a strategy equity line against a price chart

Re: Signal Connecting Line

TL_OpenPosition

Re: transform the scanner window

Re: Can't use 2 Playsound() statments ?