Strange behaviour of MC 10  [SOLVED]

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benho
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Strange behaviour of MC 10

Postby benho » 25 Nov 2016

Hi there,

I just upgraded my MC9 to MC10 and I observed two strange behaviors:
1. Strange behavior: Back testing report
I upgraded my version to MC10 yesterday morning. Everything seems good except the backtesting performance report shown different result from the previous MC9 performance report, eg. net profit is about 10% lower, different profit factor. I haven't modified the strategy and the back test was run on the same data sample set as before. I investigated this case for a whole day yesterday without any finding. However, the back test report "resumes" normal again when I open the chart again this morning. Again, I didn't do anything with both the strategy and the data sample set.

2. Strange behavior: no/incorrect volume data on chart
Look at the attached two charts. Both charts show the same symbols, same data sample set and same period. You can see the very low volume during the March-June period in RB_NG.png. However, this is incorrect. I changed the rollover condition, for example:
Original rollover condition: 1 day of higher volume => incorrect chart volume info
Change to: n-trading days prior expiration date => plot again => correct chart volume info
Change rollover condition back to 1 day of higher volume => plot again => correct chart volume info this time.

This strange behavior not only presents in one particular symbol, but happens in other symbols also, eg: NQ, ES, etc. The pattern is random.

I didn't make any setup changes except upgrading from MC9 to MC10. What's wrong ? Any hints ?

Rgds.
Attachments
RB_NG.png
RB_NG.png (49.26 KiB) Viewed 375 times
RB_Good.png
RB_Good.png (46.64 KiB) Viewed 368 times
Last edited by benho on 25 Nov 2016, edited 1 time in total.

benho
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Re: Strange behaviour of MC 10

Postby benho » 25 Nov 2016

Attached shown another three captures to show the problem of strange volume behavior:

ZC_NG_1.png
========
This is the chart when I open symbol ZC showing data from 2014-01-01 to 2016-11-25.
Rollover condition: 1 day higher volume.
You can see the very strange volume data shown for period between July ~ Nov 2016.

ZC_NG_2.png
=========
I change the chart display range from "2014-01-01 to 2016-11-25" to "2014-01-01 to 2016-11-24". Nothing else changed. Then press enter.
This time, the chart show correct volume data for July ~ Nov 2016. However, the volume data for March ~ April 2016 is incorrect.

ZC_NG_3.png
=========
Then, I changed the chart display range back again as "2014-01-01 to 2016-11-25". Now the chart seems showing correct volume data finally.
Attachments
ZC_NG_3.png
ZC_NG_3.png (50 KiB) Viewed 366 times
ZC_NG_2.png
ZC_NG_2.png (57.81 KiB) Viewed 366 times
ZC_NG_1.png
ZC_NG_1.png (50.69 KiB) Viewed 366 times

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TJ
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Re: Strange behaviour of MC 10

Postby TJ » 25 Nov 2016

Please checked your rollover settings. Are they the same?

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Re: Strange behaviour of MC 10

Postby benho » 25 Nov 2016

Hi TJ,

(1) For ZC charts, rollover settings are the same.
(2) Actually I didn't make any other change to the rollover settings except those mentioned in my post.

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Re: Strange behaviour of MC 10

Postby benho » 28 Nov 2016

Hi there,

Below is more information about incorrect back test report. This is just one of the scenario I just find.
1. After the HK stock market closed, I close MC and the HSI chart which traded HSI today. (28 Nov2016).
2. Later, I re-start MC and HSI chart to study the market and the trades today.
3. I find the chart is very strange as attached. The Strategy Performance Report doesn't match the actual one also.

After studying the chart carefully, I discover the followings which is very strange:

Ref Backtest_Report_NG_1.png
====================
The right hand side (blue line) shows the correct data for HSI 28 Nov2016 trend. However, the left hand side is the 27 Oct2016 data. In the middle, the data is unknown. Very obviously, the data between 27 Oct2016 ~ 28 Nov2016 is missing. And that is why the Strategy Performance Report is incorrect and total net profit is lower than actual/correct one. Please notice that I roll over HSI around the end of each month.

It seems this missing data is rather "random" (when & where) and not often but sometimes. Please notice that the chart shown is a strategy which I have been trading for more than 1 yr without any problem with MC9. Nothing is changed

Attached please also find the correct HSI 28 Nov 2016 chart from IB.
Attachments
HSI_Nov28.png
HSI_Nov28.png (73.15 KiB) Viewed 362 times
Backtest_Report_NG_2.png
Backtest_Report_NG_2.png (85.03 KiB) Viewed 360 times
Backtest_Report_NG_1.png
Backtest_Report_NG_1.png (90.1 KiB) Viewed 361 times

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TJ
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Re: Strange behaviour of MC 10

Postby TJ » 28 Nov 2016

When you exit MultiCharts,
you should check the TaskManager
to make sure all the MC processes are completed before turning off the computer.

During the day,
MultiCharts collects the quotes and stores them in a RAM cache.
The data are saved to your computer's database when you exit MultiCharts.
If you turn off the computer without checking,
it is possible that MultiCharts has not finished saving the data.

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Re: Strange behaviour of MC 10

Postby benho » 28 Nov 2016

Dear TJ,

I deliberately restart MC once everyday in order to force MC to save the cached data to hard-disk to avoid missing data because of sudden power off or system crash. The data between 27/10/2016 ~ 28/11/2016 (ONE month data) is definitely saved in the disk for sure and I just double checked.

Regards,

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Re: Strange behaviour of MC 10

Postby benho » 28 Nov 2016

Hi there,

Connecting to the last post about incorrect HSI chart and backtest report. I closed the work space and open it again. And this time, the data between 27/10/2016 and 28/11/2016 was shown. However, this time, the bars for 28/11/2016 were charted twice. It is more obvious in the daily chart in which you can see two identical bars at the end of the chart as highlighted. Attached file: Repeated_bars.png

It is very strange and I don't know what is wrong. I do nothing to the setup of the charts nor Multicharts setting except upgrade the version from MC9 to MC10.
Attachments
Repeated_bars.png
Repeated_bars.png (45.04 KiB) Viewed 362 times

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Re: Strange behaviour of MC 10

Postby benho » 28 Nov 2016

I just carried another experiment. This time, instead of closing the work space, I closed MC and re-start it again. Now the chart and the performance report are both resumed normal. Very strange.

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Re: Strange behaviour of MC 10

Postby Kristina MultiCharts » 02 Dec 2016

Hello,

If the issue with custom futures appears again, please send the following information to support@multicharts.com

1) a screenshot demonstrating the case;
2) Multicharts Logs from Help -> Feedback as soon as the issue is replicated;
3) Export of symbols with data in. qmd format;
4) Workspace you are using;
5) Please also specify the exact time when you created custom futures and your PC time zone.
6) Is the issue replicated in Offline mode or not?

You can also contact us in Live Chat if the issue appears within our working hours Mon – Fri 6:30 AM – 1 PM EST

benho
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Re: Strange behaviour of MC 10  [SOLVED]

Postby benho » 11 Jan 2017

Thank Christina of Multicharts. The incorrect bar number (thus back test performance report) issue is solved.


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