MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Questions about MultiCharts and user contributed studies.
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MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby admin » 16 Nov 2012

MultiCharts 8.5 Beta 1 features all-new Volume Delta and Cumulative Delta chart types, Volume Profile built from the ground up, TimePriceOpportunity built-in indicator and increased overall stability and performance. New flexible commission rules allow setting virtually any commission structure for accurate backtesting. Order and Position tracker has two new tabs – “Alerts” and “Market Position History at Broker”.
Make sure you ask our support if you have any questions.


Read more...




How to Migrate from MultiCharts 32 bit to MultiCharts 64 bit
https://www.multicharts.com/trading-sof ... rts_64_bit

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Jesh » 16 Nov 2012

Thanks this is great news.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 16 Nov 2012

Here are some examples:

Image

Image

Image
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby HDTrader » 16 Nov 2012

This does look awesome and like a huge step forward for Multicharts. No need to run (2) different charting platforms at the same time now, let alone pay for (2).

so..cool beans

http://www.youtube.com/watch?v=vc7VBVpl1SY

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby UTrader » 16 Nov 2012

Hi guys, thanks for the update!

Can you please let me know if it is possible to access bid/ask volume from Easylanguage. I use IQ-Feed.

Regards, Manuel
Last edited by UTrader on 17 Nov 2012, edited 1 time in total.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 17 Nov 2012

Thanks for a great release it is a major enhancement.

Scaling is of the volume bars is something I haven't been able to sort out yet, it would appear that the size of the volume blocks is only relative to the bar.

This can give very different size blocks for similar volume in different bars.

Looking at the attachment notice the very low cell is 3* larger than the high price cell despite being only 30% greater, it would be good to be able to set the scale to be consistent across the bars on the screen or set a fixed scale.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 17 Nov 2012

Arnie would you mind giving the settings for your first SP example

I haven't been able to replicate the uniform cells with the bid ask values.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 17 Nov 2012

This?

Image
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby TO_Trader » 17 Nov 2012

I am interested in the following new feature:
Timeout can now be specified manually in the broker profile for Interactive Brokers. This helps if you get the following message from IB: “Didn’t receive final status for the order”, and you’d like to increase the waiting time.
However, I do not see where in the Broker Profile I can change the timeoout setting. There isn't anything for this in the Interactive Brokers properties settings.

Please advise.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby CrazyNasdaq » 17 Nov 2012

I can't find text on Volume delta chart. It plots correctly the candle with colored cells, but no text in the cells.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby CrazyNasdaq » 17 Nov 2012

Please, add in the cumulative Delta Chart the Chart Type "line on close" to plot the Cumulative Delta over the price with the price scale on the left side as shown in the picture. Only candlestick make this type of chart not useful to overplot price with Cumulative Delta.
Thanks
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 17 Nov 2012

I can't find text on Volume delta chart. It plots correctly the candle with colored cells, but no text in the cells.
You need to expand the bars or zoom in. Text is not visible when the bars are too small to handle it.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 17 Nov 2012

I am interested in the following new feature:
Timeout can now be specified manually in the broker profile for Interactive Brokers. This helps if you get the following message from IB: “Didn’t receive final status for the order”, and you’d like to increase the waiting time.
However, I do not see where in the Broker Profile I can change the timeoout setting. There isn't anything for this in the Interactive Brokers properties settings.

Please advise.
Have you tried the datafeed or broker settings on Quote Manager?

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby CrazyNasdaq » 18 Nov 2012

I can't find text on Volume delta chart. It plots correctly the candle with colored cells, but no text in the cells.
You need to expand the bars or zoom in. Text is not visible when the bars are too small to handle it.
I've expanded the bars to very large and the text appeared. Now my observation is......it would be much useful if the user could choose the text dimension because with this static resolution of the text, you can observe only few candle of Bid x Ask and the same thing is for text on Volume profile where you can really watch the text relative to Volume or Delta or Bid x Ask only if you expand the picture to a very huge detailed resolution (see the picture attached).
Thanks anyway for the suggestion arnie.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby aiti » 18 Nov 2012

Hello community,

I have installed MC 8.5 beta 1 32-bit and using IB-data.


I use a 1-minute Candlestick chart based on Trade-data.
When I change to Heikn-Ashi with the same settings the Quotemanager starts to request for Tick-ask and Tick-bid.
So I get a lot of "Historical data request pacing violation" from IB and have to wait a long time until the chart is build.
I tested this with different instruments - it is all the same.

With MC 8.0 this didnot happen.

aiti :smile:

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 18 Nov 2012

I can't find text on Volume delta chart. It plots correctly the candle with colored cells, but no text in the cells.
You need to expand the bars or zoom in. Text is not visible when the bars are too small to handle it.
I've expanded the bars to very large and the text appeared. Now my observation is......it would be much useful if the user could choose the text dimension because with this static resolution of the text, you can observe only few candle of Bid x Ask and the same thing is for text on Volume profile where you can really watch the text relative to Volume or Delta or Bid x Ask only if you expand the picture to a very huge detailed resolution (see the picture attached).
Thanks anyway for the suggestion arnie.
I understand your point and I share your pain.
The text is actually dynamic and not static in the sense that it automatically re-sizes on the bar size. When the bar becomes too small, the text will also become smaller to a point where you cannot read it, so it stops being plotted, you can only see the bars.
Personally I also would like to see the text even when we zoom out the chart but there's a limit to it, right? How good are your eyes reading really small text?
In the attached images I show 2 examples, on the first image you cannot see the text and on the second, after expanding the price scale just a little bit, the letters are plotted. You really need to have good eyes to stay hours and hours looking at such small text.

Yes, they could be a little bigger than that, but not that much because otherwise they would fall on top of the price above and below.

In this case, the bigger the screen, the bigger the chart, the bigger the text. So, no monitors lower than 21" if you want to be able to have as much bars as possible with a readable (ie. comfortable) size.

By the way, on the volume profile settings, over Display Text, you're able to change its size, for example, if you zoom in the chart, the text for the profile sometimes becomes to big, you're able to go lower on its size.

PS: for the forum developers, you guys should find a better way to plot the images in here. You should adopt the way Mike did on BMT where, when the images are embeded, they are showed with a default size, as a preview. This way we would not deform the thread page when plotting big images.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 18 Nov 2012

There's seems to be a bug here:

I selected a color as Custom Color...

Image

...but when I go back to use that same color on another component there's none.

Image
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby TO_Trader » 18 Nov 2012

Anyone else experience a crash soon after upgrading which produced the attached error message? It happened for me on two separate computers.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 18 Nov 2012

I too have found the text issue frustrating, apart from text filling not filling the cell it should be possible to truncate values for high volume contracts.
2 digits would generally suffice.

To see more data I have had to remove any thing other than text.
see attachment 2,
however there is still a lot of empty screen.

These types of issues seem to have been handled quite well by the Gomi+ ztb volume ladder addons in BMT for NT.

Toggling between views would is also a nice feature.
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volprof2.png
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Jesh » 18 Nov 2012

I have found an issue when performing backtests / optimization and the primary instrument has the quote field set to Ask or Bid the back-testing results are empty.

If I have the quote field of the primary instrument set to Trade then I get some results back. This means I cannot run backtests with bar magnifier on.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby LRP » 18 Nov 2012

Crash and freeze always at start! Please see Pic. Any ideas?
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby TO_Trader » 18 Nov 2012

Same thing for me.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 18 Nov 2012

Crash and freeze always at start! Please see Pic. Any ideas?
Have you tried to uninstall the previous version and then install the new one?

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby CrazyNasdaq » 18 Nov 2012

I too have found the text issue frustrating, apart from text filling not filling the cell it should be possible to truncate values for high volume contracts.
2 digits would generally suffice.

To see more data I have had to remove any thing other than text.
see attachment 2,
however there is still a lot of empty screen.

These types of issues seem to have been handled quite well by the Gomi+ ztb volume ladder addons in BMT for NT.

Toggling between views would is also a nice feature.
How do you reproduce the setting to have picture #2 (volprof2.png) ?
For Bid x Ask I can only choose "Volume Delta" and it plots cells not bars.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 18 Nov 2012

I'd like to request Support to facilitate us a "workable" workspace with the TPO indicador applied to an ES chart, using IQFeed. I just can't seem to find the correct settings for this. Pretty stressful...

Thanks.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 18 Nov 2012

settings.png
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How do you reproduce the setting to have picture #2 (volprof2.png) ?
For Bid x Ask I can only choose "Volume Delta" and it plots cells not bars.
CrazyNasdaq

The settings are attached.

Make sure the chart type is set to regular.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby tortoise » 18 Nov 2012

Lovely promise here. But I'm getting gibberish for cumulative delta bidxask...just an upward sloping line...Anyone else have this issue?

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby TJ » 18 Nov 2012

Lovely promise here. But I'm getting gibberish for cumulative delta bidxask...just an upward sloping line...Anyone else have this issue?
please post a screen shot and chart settings.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby tortoise » 18 Nov 2012

Here y'go!
Screen Shot 2012-11-18 at 9.23.13 PM.png
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 19 Nov 2012

Here y'go!
Screen Shot 2012-11-18 at 9.23.13 PM.png
You do not have enough data, that's why you have those bars.

Cumulative Delta takes its data from the Volume Delta bars.
Open a Volume Delta bar chart and download Ask traded vs Bid traded data. After you have this data you then can open a Cumulative Delta bar chart.

You should be OK now.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby tortoise » 19 Nov 2012

Thanks. I do have 180 days of data loaded. Could it be the data provider? I'm using TS...

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby SP » 19 Nov 2012

Great work, thanks to the whole MC team.

Is there a way to change the color of the numbers at Volume Delta charts from white to another color (ie. black) without changing the Wick color to black?

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby CrazyNasdaq » 19 Nov 2012

Thanks. I do have 180 days of data loaded. Could it be the data provider? I'm using TS...
Cumulative Delta needs a good quality feed to work properly. You must have a correct synchronization of Bid- Ask-Trade to have a correct Cumulative Delta indicator. You can find in the forum many topic regard this aspect.
Probably TS data doesn't match this criteria and doesn't have good bid-asK-trade synchronization, so the chart that you plot with TS data is not good.
The best feed at the moment for this analysis is IQFeed
If you pay attention, all the charts that have been posted in this post since now are made with IQFeed data.
Hope this will help you

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 19 Nov 2012

Great work, thanks to the whole MC team.

Is there a way to change the color of the numbers at Volume Delta charts from white to another color (ie. black) without changing the Wick color to black?

At the moment no but I believe it will be available in one of the next beta versions :)

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 19 Nov 2012

Thanks for a great release it is a major enhancement.

Scaling is of the volume bars is something I haven't been able to sort out yet, it would appear that the size of the volume blocks is only relative to the bar.

This can give very different size blocks for similar volume in different bars.

Looking at the attachment notice the very low cell is 3* larger than the high price cell despite being only 30% greater, it would be good to be able to set the scale to be consistent across the bars on the screen or set a fixed scale.
Hello jl12,

Volume blocks are scaled within a bar. Please post a screenshot of the chart in any trading platform to demonstrate the feature you request.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 19 Nov 2012

Possible bug?

Never noticed this before.
I already had my charts opened, RTH only.
The market opened (treasuries), Volume Delta bars initiated correctly but volume profile did not. Although having the Last Session option on, it continued to show Fridays session. Only after changing the bars the profile reset and start to show the correct session.

It will be interesting if this happens again in 30 minutes time when the ES opens.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 19 Nov 2012

There's definitely a problem here.

Another chart (RTH) that I had opened prior the market open and the profile cannot be seen.
After changing the bar periodicity the profile became visible.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 19 Nov 2012

I am interested in the following new feature:
Timeout can now be specified manually in the broker profile for Interactive Brokers. This helps if you get the following message from IB: “Didn’t receive final status for the order”, and you’d like to increase the waiting time.
However, I do not see where in the Broker Profile I can change the timeoout setting. There isn't anything for this in the Interactive Brokers properties settings.

Please advise.
TO_Trader,

Timeout setting can be changed in the registry. Go to Start -> Run, type regedit and press Enter.

Then, find the following key in the registry editor:

HKEY_CURRENT_USER\Software\TS Support\MultiCharts\TraderServer\AT_WaitOrdersTimeOut

Default setting is 60 seconds. This timeout affects only auto trading orders sent to all brokers.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 19 Nov 2012

Here is the ES open.

No volume profile.

http://screencast.com/t/1lYzTUcgJU

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 19 Nov 2012

Please, add in the cumulative Delta Chart the Chart Type "line on close" to plot the Cumulative Delta over the price with the price scale on the left side as shown in the picture. Only candlestick make this type of chart not useful to overplot price with Cumulative Delta.
Thanks
CrazyNasdaq,

Thank you for your suggestion. It has been forwarded to the developers and will be cosidered for future implementation.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 19 Nov 2012

Hi guys, thanks for the update!

Can you please let me know if it is possible to access bid/ask volume from Easylanguage. I use IQ-Feed.

Regards, Manuel
Manuel,

Unfortunately, there is no way to get bid/ask volume from IQFeed. You can get bid/ask volume DOM data using Dom_asksize and Dom_bidsize keywords if your broker provides DOM data.

https://www.multicharts.com/trading-sof ... om_asksize

https://www.multicharts.com/trading-sof ... om_bidsize

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 19 Nov 2012

Dave, here are the 2 screen shots of the Es with Fixed scaling of 8000 the other with Maximum of bar.

Note how using Maximum of bar can result in volume spikes being missed.

A third method- scaling to maximum value on screen might be useful alternative.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 19 Nov 2012

Hello community,

I have installed MC 8.5 beta 1 32-bit and using IB-data.


I use a 1-minute Candlestick chart based on Trade-data.
When I change to Heikn-Ashi with the same settings the Quotemanager starts to request for Tick-ask and Tick-bid.
So I get a lot of "Historical data request pacing violation" from IB and have to wait a long time until the chart is build.
I tested this with different instruments - it is all the same.

With MC 8.0 this didnot happen.

aiti :smile:
aiti,

Do you have the "Show Volume Profile" check box checked in Format Instrument -> Voulme Profile? If yes, and "Breakdown by" is set to "Ask vs Bid Traded", then it is normal that MC requests ask and bid tick data.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 19 Nov 2012

There's seems to be a bug here:

I selected a color as Custom Color...
Fernando,

This issue has been confirmed and added to our fix list. Thank you for reporting.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby aiti » 19 Nov 2012


Do you have the "Show Volume Profile" check box checked in Format Instrument -> Voulme Profile? If yes, and "Breakdown by" is set to "Ask vs Bid Traded", then it is normal that MC requests ask and bid tick data.
Hi Dave,

I have "Show Volume Profile" unchecked.
I tried to open a new chart as Heikin-Ashi and Quotemanager started directly to data request of bid and ask-Tick.

aiti

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 19 Nov 2012

Anyone else experience a crash soon after upgrading which produced the attached error message? It happened for me on two separate computers.
Crash and freeze always at start! Please see Pic. Any ideas?

What is the sequence of actions leading to the issue? Have you clicked on the Send button to send crash report to us? If no please save it to your hard drive and send to support@multicharts.com

If the issue is easy to reproduce, you can come to our Live Chat Mon-Fri from 6:30 AM to 4 PM EST so we can collect dump files for you: http://messenger.providesupport.com/mes ... pport.html

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby TO_Trader » 19 Nov 2012

I did send the report.

I just experienced a total MC freeze and had to force a shut down. I had 5 workspaces open each WS contained 4 charts all with autotrading turned on. This is a common set up for me and until 8.5, I never had a freeze, or crash for that matter.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 19 Nov 2012


Do you have the "Show Volume Profile" check box checked in Format Instrument -> Voulme Profile? If yes, and "Breakdown by" is set to "Ask vs Bid Traded", then it is normal that MC requests ask and bid tick data.
Hi Dave,

I have "Show Volume Profile" unchecked.
I tried to open a new chart as Heikin-Ashi and Quotemanager started directly to data request of bid and ask-Tick.

aiti
aiti,

Please send us your workspace as well as .qmd file with data for the symbol (https://www.multicharts.com/trading-sof ... rting_Data).

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 19 Nov 2012

I too have found the text issue frustrating, apart from text filling not filling the cell it should be possible to truncate values for high volume contracts.
2 digits would generally suffice.

To see more data I have had to remove any thing other than text.
see attachment 2,
however there is still a lot of empty screen.

These types of issues seem to have been handled quite well by the Gomi+ ztb volume ladder addons in BMT for NT.

Toggling between views would is also a nice feature.
jl12,

Please post a screenshot of the chart that you like in another platform.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 19 Nov 2012

I did send the report.

I just experienced a total MC freeze and had to force a shut down. I had 5 workspaces open each WS contained 4 charts all with autotrading turned on. This is a common set up for me and until 8.5, I never had a freeze, or crash for that matter.
Your crash report is being analyzed. Thank you for reporting.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 19 Nov 2012

Dave here are examples of Fixed and Scaled to bar, though scaling to screen may also be helpful
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby SP » 19 Nov 2012

Hi Dave,

I have "Show Volume Profile" unchecked.
I tried to open a new chart as Heikin-Ashi and Quotemanager started directly to data request of bid and ask-Tick.

aiti
I wanted to limit a study to the new chart types only, but both "Volume Delta" and "Cumulative Delta" return 256 using print (bartype);
According to the help 256 stands for Heikin Ashi, maybe that causes the data request.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby aiti » 19 Nov 2012

Please send us your workspace as well as .qmd file with data for the symbol (https://www.multicharts.com/trading-sof ... rting_Data).
done

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby aiti » 19 Nov 2012

Hi Dave,

I have "Show Volume Profile" unchecked.
I tried to open a new chart as Heikin-Ashi and Quotemanager started directly to data request of bid and ask-Tick.

aiti
I wanted to limit a study to the new chart types only, but both "Volume Delta" and "Cumulative Delta" return 256 using print (bartype);
According to the help 256 stands for Heikin Ashi, maybe that causes the data request.
Hi SP ,

I get the same problem if I build a chart with point&figure.
With regular charttype there is no request for Tick-data.

aiti

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby ABC » 19 Nov 2012

In the 32 bit version I can't open PL Editor from within MC via File -> Power Language Editor. This used to work fine in the previous version. Did anyone else notice that?
It opens fine when I directly open it via it's own shortcut on the desktop.

Thank you,
ABC

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 19 Nov 2012

In the 32 bit version I can't open PL Editor from within MC via File -> Power Language Editor. This used to work fine in the previous version. Did anyone else notice that?
It opens fine when I directly open it via it's own shortcut on the desktop.

Thank you,
ABC
Do you mean File > New > PowerLanguage Editor?

That's strange, I'm able to open it fine.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Henry MultiСharts » 19 Nov 2012

I have found an issue when performing backtests / optimization and the primary instrument has the quote field set to Ask or Bid the back-testing results are empty.

If I have the quote field of the primary instrument set to Trade then I get some results back. This means I cannot run backtests with bar magnifier on.
Hello Jesh,

Which data feed do you use? Are you able to plot the bid/ask series with the same resoultion on the chart in MultiCharts ?

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby ABC » 19 Nov 2012

Do you mean File > New > PowerLanguage Editor?

That's strange, I'm able to open it fine.
Exactly. It might just be something on my end then.

Thank you.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Henry MultiСharts » 19 Nov 2012

I'd like to request Support to facilitate us a "workable" workspace with the TPO indicador applied to an ES chart, using IQFeed. I just can't seem to find the correct settings for this. Pretty stressful...

Thanks.
Hello arnie,

Please try the attached workspace.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 19 Nov 2012

I'd like to request Support to facilitate us a "workable" workspace with the TPO indicador applied to an ES chart, using IQFeed. I just can't seem to find the correct settings for this. Pretty stressful...

Thanks.
Hello arnie,

Please try the attached workspace.
Thanks Henry, but unfortunately it's impossible to work with such a study. I really can't figure out what sessions those TPO's are referring too since they couldn't be more different when compared to a "real" TPO chart from another chart platform.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby aiti » 19 Nov 2012

I have installed MC 8.5 beta 1 32-bit and using IB-data.

When using chart-trader-panel the opening of orders with the buttons works well.
But the drag-and-drop strategies are not working.

aiti

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby TO_Trader » 19 Nov 2012

In the 32 bit version I can't open PL Editor from within MC via File -> Power Language Editor. This used to work fine in the previous version. Did anyone else notice that?
It opens fine when I directly open it via it's own shortcut on the desktop.

Thank you,
ABC
Same thing happened to me on the 64 bit version.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby CrazyNasdaq » 19 Nov 2012

In the 32 bit version I can't open PL Editor from within MC via File -> Power Language Editor. This used to work fine in the previous version. Did anyone else notice that?
It opens fine when I directly open it via it's own shortcut on the desktop.

Thank you,
ABC
Same thing happened to me on the 64 bit version.
My works fine via MC icon. Same thing form PL Editor icon on the desktop.
MC 64 bit version

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Jesh » 19 Nov 2012

Hello Jesh,

Which data feed do you use? Are you able to plot the bid/ask series with the same resoultion on the chart in MultiCharts ?
I'm using DTN IQ feed and I am able to plot the bid/ask series with the same resoultion on the chart in MultiCharts

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby CrazyNasdaq » 20 Nov 2012

I'd like to suggest an other implementation regard Volume Profile.
It would be useful if could be possible to plot weekly Volume Profile. I've tried to plot VP every 5 sessions, but this way the Volume Profile is a rolling volume profile that shifts each new day for the last N sessions (5 to have a week).
Attached there is a picture where the vertical dashed line is the beginning of the week but the 5 sessions volume profile does not begin with the week.
My suggestion is to have a volume profile each N "session" or N "day" or N "Week" or " Month" and of course each N bars that is already implemented.

Anyway, congratulations for the very Good Work done with this beta version, surely the release will be wonderful.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 20 Nov 2012

I'd like to suggest an other implementation regard Volume Profile.
It would be useful if could be possible to plot weekly Volume Profile. I've tried to plot VP every 5 sessions, but this way the Volume Profile is a rolling volume profile that shifts each new day for the last N sessions (5 to have a week).
Attached there is a picture where the vertical dashed line is the beginning of the week but the 5 sessions volume profile does not begin with the week.
My suggestion is to have a volume profile each N "session" or N "day" or N "Week" or " Month" and of course each N bars that is already implemented.

Anyway, congratulations for the very Good Work done with this beta version, surely the release will be wonderful.
CrazyNasdaq,

What session settings do you use?

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 20 Nov 2012


Do you have the "Show Volume Profile" check box checked in Format Instrument -> Voulme Profile? If yes, and "Breakdown by" is set to "Ask vs Bid Traded", then it is normal that MC requests ask and bid tick data.
Hi Dave,

I have "Show Volume Profile" unchecked.
I tried to open a new chart as Heikin-Ashi and Quotemanager started directly to data request of bid and ask-Tick.

aiti
aiti,

The issue has been confirmed and added to our fix list. Thank you for reporting.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 20 Nov 2012

I have installed MC 8.5 beta 1 32-bit and using IB-data.

When using chart-trader-panel the opening of orders with the buttons works well.
But the drag-and-drop strategies are not working.

aiti
aiti,

This is a known issue. We are working on it at the moment.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby CrazyNasdaq » 20 Nov 2012

CrazyNasdaq,

What session settings do you use?
For DAX/EuroStoxx or BUND I use Eurex session (I've created an Eurex session from session templates) with exchange time which is the same as my local time (italian Time).

Image

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 20 Nov 2012

In the 32 bit version I can't open PL Editor from within MC via File -> Power Language Editor. This used to work fine in the previous version. Did anyone else notice that?
It opens fine when I directly open it via it's own shortcut on the desktop.

Thank you,
ABC
Same thing happened to me on the 64 bit version.
TO_Trader, ABC,

This issue has been confirmed and added to our fix list. Thank you for reporting.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 20 Nov 2012

Dave, here are the 2 screen shots of the Es with Fixed scaling of 8000 the other with Maximum of bar.

Note how using Maximum of bar can result in volume spikes being missed.

A third method- scaling to maximum value on screen might be useful alternative.
jl12,

Thank you for the screenshots. We will consider your suggestions for future implementation.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 20 Nov 2012

Something else you may consider is the addition of a delta trade size filter,
this is standard on other products.

Viewing larger trade size deltas can filter out some noise when using cumulative delta and volume ladders.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 20 Nov 2012

Possible bug.

DOM is not showing a correct PnL.
Using Interactive Brokers.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Henry MultiСharts » 20 Nov 2012

I'm using DTN IQ feed and I am able to plot the bid/ask series with the same resoultion on the chart in MultiCharts
Hello Jesh,

Are you able to replicate this behavior using prebuilt studies? If not, can you provide a sample script for reproducing it?
Please send me ( support@multicharts.com )the following information for further investigation:
- workspace you are using
- in QuoteManager select the symbol you are using, make a right click on it->Export data->Export instrument. Send me the Qmd export file for analysis.
- in Power Language editor->File->Export->export with dependent functions the studies you are using the workspaces you are providing. send me the study export file
- attach screenshots demonstrating the correct and incorrect behavior.

If the files are >10mb please send them via any file sharing service.

You can also come to our live chat Monday-Friday 6:30 am - 4 pm EST to demonstrate this behavior remotely and we will collect all required for analysis information.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 20 Nov 2012

Strange behavior.

Price marker got stuck at 1383.75 while prices were trading around 78's.
Changed periodicity to see if it would go back to normal but continued stuck. Not even after reloading the chart the marker went to normal.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Laurentius » 20 Nov 2012

I would just like to express my appreciation for the new version of MC.

I am now able to do everything I need to do in my analysis with MC only, no additional platforms. Becoming a really powerful tool I am really glad that I chose MC as my main platform. I would have no other.

Thanks a lot, I really appreciate it.

Best regards,
Laurentius

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Katrin Yanenko » 21 Nov 2012

Strange behavior.

Price marker got stuck at 1383.75 while prices were trading around 78's.
Changed periodicity to see if it would go back to normal but continued stuck. Not even after reloading the chart the marker went to normal.

Image
Hi Arnie,

On a chart you have three data series. Though all of them for one and the same symbol the sessions for data 1 and data 2 are different:
Data1 - US Equity Futures;
Data2 - IB US Equity Futures – RTH.

The price Scale is selected for data 2 and the Style in the Format Instrument for data 2 is set up as Invisible Bars.
It’s more likely that IB US Equity Futures – RTH session was over and US Equity Futures was still active.
So data 2 was not ticking and as the Price Scale had been set up for data 2, there was no movement of the price.
You can right click on the Price Scale and select data 1 as the one for Price Scale.

Also, why do you use data series in different sessions?


Best Regards,
Katrin Yanenko

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 21 Nov 2012

Hi Arnie,

On a chart you have three data series. Though all of them for one and the same symbol the sessions for data 1 and data 2 are different:
Data1 - US Equity Futures;
Data2 - IB US Equity Futures – RTH.

The price Scale is selected for data 2 and the Style in the Format Instrument for data 2 is set up as Invisible Bars.
It’s more likely that IB US Equity Futures – RTH session was over and US Equity Futures was still active.
So data 2 was not ticking and as the Price Scale had been set up for data 2, there was no movement of the price.
You can right click on the Price Scale and select data 1 as the one for Price Scale.

Also, why do you use data series in different sessions?


Best Regards,
Katrin Yanenko
Hi Katrin.

The reason I use a different session for a specific data series is because this way I’m able to color the profile for that session with a different color, allowing me to differentiate it when looking at a larger time period. Imagine that you are studying a year of data and you are looking for some pattern between the IB period (first 60min) and the rest of the day. If the profiles have all the same color it will be much more difficult for your eyes to pick up the different sessions. This way you can easy distinguish both sessions(periods).
Also, visually speaking, it’s very appealing.

The same thing can be said between the overnight and the RTH. Plotting 2 data series, each with the specific session, and each with a different profile color, when you overlay both you'll have each profile with a different color and looking at a year of data you can easily pick up which session is which, facilitating its reading.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Jesh » 21 Nov 2012

Hello Jesh,

Are you able to replicate this behavior using prebuilt studies? If not, can you provide a sample script for reproducing it?
Please send me ( support@multicharts.com )the following information for further investigation:
- workspace you are using
- in QuoteManager select the symbol you are using, make a right click on it->Export data->Export instrument. Send me the Qmd export file for analysis.
- in Power Language editor->File->Export->export with dependent functions the studies you are using the workspaces you are providing. send me the study export file
- attach screenshots demonstrating the correct and incorrect behavior.

If the files are >10mb please send them via any file sharing service.

You can also come to our live chat Monday-Friday 6:30 am - 4 pm EST to demonstrate this behavior remotely and we will collect all required for analysis information.
Hi Henry,

I was able to resolve the issue I was experiencing. It seems that due to back-testing with tick data the performance report takes a lot longer to finalize its calculations, I left the charts open and running the back-testing running in the background and when I checked back later the performance report was displayed with data.

Thanks,

Jesh

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 21 Nov 2012

Is it me or it's a bit odd to see treasuries cumulative delta quoted that way.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Nick » 22 Nov 2012

Hi guys, thanks for the update!

Can you please let me know if it is possible to access bid/ask volume from Easylanguage. I use IQ-Feed.

Regards, Manuel
Manuel,

Unfortunately, there is no way to get bid/ask volume from IQFeed. You can get bid/ask volume DOM data using Dom_asksize and Dom_bidsize keywords if your broker provides DOM data.

https://www.multicharts.com/trading-sof ... om_asksize

https://www.multicharts.com/trading-sof ... om_bidsize
Hi Dave, Andrew told me the same in an email but I think this is not the case. Other charting packages fill in missing data from historical data and is one of the reasons IQFeed is the data feed of choice for traders using delta.

This is what Jay Froscheieser of DTN said on the subject "We provide the bid and ask price at the time of trade within our historical tick data so software can more efficiently analyze the data." He went on to say...

"Every time we receive a trade message, the IQFeed client will also update/send the current bid/ask to the user's software (we do some of the heavy lifting in this case, but leave it up to the software to analyze it however it wants). The exchange doesn't send any type of flag/message indicating the bid/ask at the time of the trade. What we store in historical tick data is the same as what the client is being sent in real time as the ticks come in. This is where the real value occurs as you can be assured that what came through the stream matches history (except in the case of tick corrections/etc that we process to history)."
____________

I know I keep saying this but it is pretty important. You need three things for a fully functional delta implementation.

1) collect live bid ask and trade info from live data to calculate delta.

2) collect historic bid ask last info from a data feed (where it is provided) to fill in any 'holes' in the data from when MC is not running.

3) store enough information about the data collected in 1) & 2) to construct delta from the MC database (there are a couple of ways this could be done e.g. storing a sequence across bid ask last, calculating and storing delta, flagging each trade @bestbid or@bestask)

I am kind of concerned that all this fantastic work will be of limited use. As it stands now people will need to continue to use other delta tools unless they can keep there platforms running 24/7 or are only interested in very short term relative delta values. I don't think people realise yet that delta is currently only accurate on live data. (Unless I have misunderstood things).

Again I apologise about keeping banging on about this. I am really excited about these great new features but concerned that the implementation might not be robust and accurate.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Andrew Kirillov » 22 Nov 2012

Nick,
1. Could you specify software that works identical with real-time and historical data?
2. Take a look at the picture attached. That is the native IQfeed client. You can see that the trade price doesn't match either bid or ask. Ideas?
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby ABC » 22 Nov 2012

Nick,
1. Could you specify software that works identical with real-time and historical data?
2. Take a look at the picture attached. That is the native IQfeed client. You can see that the trade price doesn't match either bid or ask. Ideas?
Andrew,

that is an interesting example, thank you for sharing.

If the trade price is lower than the reported Bid prize, I think it's a save bet to count it as trade at Bid. However this raises the interesting question, how reliable is the reported data? Assume the price was reported at 92.75 - was it really happening at the bid prize or is it just a similiar situation like on your picture, where in fact the ask already shifted, but IQFeed didn't show the correct bid/ask stream, yet. The trade would be counted as bid trade, where in fact it occured at the ask.
This of course is a datafeed problem and there probably is no better solution than to live with these problems in my opinion.

Regards,

ABC

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby CrazyNasdaq » 22 Nov 2012

Is it me or it's a bit odd to see treasuries cumulative delta quoted that way.
My ZN chart and delta seems ok
Image

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Nick » 22 Nov 2012

Nick,
1. Could you specify software that works identical with real-time and historical data?
2. Take a look at the picture attached. That is the native IQfeed client. You can see that the trade price doesn't match either bid or ask. Ideas?
Hi Andrew,

Delta is based on an algorithm Lee & Ready described in a paper they wrote way back in 1991. The basic algorithm used the 'quote rule' to classify 'trade direction' if a trade occurs above the mid point between best bid and best ask its 'a buy' (+ve delta) if below the mid point it is 'a sell' (-ve delta). Trades that occur exactly at the mid point are classified using the 'tick rule' (was the last change in price an uptick or a downtick).

Since then lots of academic studies have been done of the efficacy of the algorithm and in a paper they published in 2000 The Accuracy of Trade Classification Rules: Evidence from Nasdaq Ellis, Michaely and O'Hara after testing with a database supplied by the Nasdaq suggested this improvement ....

All trades executed at the prevailing ask quote are categorized as buys. All trades executed at the prevailing bid quote are categorized as sells. All other trades are categorized by the tick rule. After reading there paper I am pretty sure they apply the tick rule to trades outside the spread too. (like your example).

There has been loads academic research done on this and numerous papers are available on the internet (some free some for a small fee).

I suspect that IRT and SC use the original Lee & Ready algorithm though I'd like to see the second algorithm (perhaps as an option as people will want to compare results to other packages and using a different algorithm even if it is 'better' will mess up those comparisons).

You do get trades between best bid and best ask or even outside the spread, again there are papers written about why this might be and how it might effect efficacy of the algorithm.

Cheers,
Nick.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 22 Nov 2012

My ZN chart and delta seems ok
First, I want to thank the forum developers for how images are now handled. Much better now. Thank you.

You are correct CrazyNasdaq, zooming in/out or expand/contract the price scale will "remove" the fraction indication of the scale but it continues to be there. It will be visible from time to time and it will always be odd to see it.

There's a thread on the forum where I already talked about how MC is quoting treasuries and how they should change that so there's no point in talking about it in here.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Andrew Kirillov » 23 Nov 2012

Nick,
Thanks for your comments. So you believe that MD/IRT backfills footprint charts right? Am I correct?

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 23 Nov 2012

My ZN chart and delta seems ok
First, I want to thank the forum developers for how images are now handled. Much better now. Thank you.

You are correct CrazyNasdaq, zooming in/out or expand/contract the price scale will "remove" the fraction indication of the scale but it continues to be there. It will be visible from time to time and it will always be odd to see it.

There's a thread on the forum where I already talked about how MC is quoting treasuries and how they should change that so there's no point in talking about it in here.
arnie,

To get rid of fractional scale you need to open Format Instrument window for the cumulative delta series, select Scaling tab, check the 'Set Labels Manually" check box and set Step Size = 1.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 23 Nov 2012

I assumed that MC would also have 120 days available from IQ, however from the discussion on this thread and gaps in my charts I gather this is not the case.

I use IRT to study Delta and NT Gomi add-ons for Footprints both of which use IQ data and pull in 120 days of Bid/ask out of market hours.

In the big mike forum BID/ASK data is shared by users, making it possible to upload data older than 120 days.

I don't use my IB data for delta footprint analysis, I tested it in the past and found that
it gives different results to iq, I am informed that this is due to the way IB sends the quotes.


Could someone clarify where the footprint data for is coming from and how much should be available.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 23 Nov 2012

I assumed that MC would also have 120 days available from IQ, however from the discussion on this thread and gaps in my charts I gather this is not the case.

I use IRT to study Delta and NT Gomi add-ons for Footprints both of which use IQ data and pull in 120 days of Bid/ask out of market hours.
If you have gaps on your charts then something went wrong there. You really need to download that amount of data outside market hours.
You also can try and delete the data you have and download new one.

Last weekend I downloaded all 120 days and had no problem with it.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 23 Nov 2012

You also can try and delete the data you have and download new one.

Last weekend I downloaded all 120 days and had no problem with it.
Thanks Arnie I'll have another try this weekend.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby CrazyNasdaq » 23 Nov 2012

I'd like to suggest a feature about Cumulative Delta.
Cumulative Delta for renko chart or other "NON regular" charts
It would be fully completed the Cumulative Delta (like other Delta Softwares) if we could use CD even for NON regular charts.
This way it does not work properly.
Image

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Nick » 24 Nov 2012

Nick,
Thanks for your comments. So you believe that MD/IRT backfills footprint charts right? Am I correct?

Yes I believe so. Using the mechanism described by the DTN guy I quoted in my first post I presume. It also fills cumulative delta from historical data that matches live.
Last edited by Nick on 24 Nov 2012, edited 1 time in total.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Nick » 24 Nov 2012

I assumed that MC would also have 120 days available from IQ, however from the discussion on this thread and gaps in my charts I gather this is not the case.

I use IRT to study Delta and NT Gomi add-ons for Footprints both of which use IQ data and pull in 120 days of Bid/ask out of market hours.
If you have gaps on your charts then something went wrong there. You really need to download that amount of data outside market hours.
You also can try and delete the data you have and download new one.

Last weekend I downloaded all 120 days and had no problem with it.
Yes, gaps are probablly something else.

The big issue (from what I understand) is that historical data is averaged using the technique described in the MC blog, and so is not accurate like live data.

If you collect live data for a couple of days and compare it with a similar chart where data that has been refreshed from historical data I think you will see a difference. Have you compared live collected and refreshed?

Interactive Brokers samples and aggregates data which makes it essentially useless for delta work. The way I read things (which may be wrong, wouldn't be the first time!) the algorithm that MC is using on historical data does a similar sampling though with a much coarser (worse) granularity.

Cheers,

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 24 Nov 2012

Yes, gaps are probablly something else.

The big issue (from what I understand) is that historical data is averaged using the technique described in the MC blog, and so is not accurate like live data.

If you collect live data for a couple of days and compare it with a similar chart where data that has been refreshed from historical data I think you will see a difference. Have you compared live collected and refreshed?

Interactive Brokers samples and aggregates data which makes it essentially useless for delta work. The way I read things (which may be wrong, wouldn't be the first time!) the algorithm that MC is using on historical data does a similar sampling though with a much coarser (worse) granularity.

Cheers,
In terms of real-time collected data and historical data I did find some discrepancies but it's being investigated by MC developers so let's wait (I don't know if it's a MC problem or was I that didn't do things correctly). MC is still on beta 1. I'm sure till the final version we'll see a couple of more beta versions which will not only introduce new features but also fix bugs and other problems that might appear.

But I do agree that MC should be able to collect all missing data automatically, specially when the connection is lost.
When data connection is lost, due to internet loss, MC should have the capability to detect that connection loss, warn us and as soon the data connection is ON again, it should be able to download all missing data during that period.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby BMS » 24 Nov 2012

Apreciated the effort, was a lot of time hoping to have a Footprint & CVD + vol Profile in MC, hope to soon stop using MD to have those infos...
Downloaded the 8.5 beta1 Vol profile works fine.
Having some problems with Footprint & CVD, I obtain only ask values bid is always Zero, so the CVD is an always growing chart.... I'm using Rithmic01 datafeed, it works fine, I compared it in MD with IQFeed (that is the point of reference) and it gives exactely the same footprint & CVD
So I suppose it is not the feed..?!?
Or it doesn't work fine with MC?!?
Am I not setting something properly? seems that ask value are missing..
BMS
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 25 Nov 2012

The menus have disappeared from power editor, I ran repair for 8.5, rebooted but still nothing, any ideas?
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Nick » 25 Nov 2012


In terms of real-time collected data and historical data I did find some discrepancies but it's being investigated by MC developers so let's wait (I don't know if it's a MC problem or was I that didn't do things correctly). MC is still on beta 1. I'm sure till the final version we'll see a couple of more beta versions which will not only introduce new features but also fix bugs and other problems that might appear.

But I do agree that MC should be able to collect all missing data automatically, specially when the connection is lost.
When data connection is lost, due to internet loss, MC should have the capability to detect that connection loss, warn us and as soon the data connection is ON again, it should be able to download all missing data during that period.
Hi Arnie,

Yes I am excited for this great new feature but of course happy to wait for them to get right. I think the issue is this (quoted from the blog).

"Important information: The logic described above is for data collected in real-time. The following logic is used for historical plots. Example: Assume there are 3 historical trades, 9 historical bid quotes and 12 historical ask quotes. All of them have the same timestamp. To find out which historical asks and bids were used to generate the trades, they are all divided into 3 equal parts (because there are 3 trades). the first “batch” there are 3 asks, 1 trade and 4 bids. The most recent ask/bid matching the trade price is considered to be the price where the trade was made. If ask price is considered for the fill, then the trade’s volume goes to BUY volume. If bid is considered for the fill, then the trade’s volume goes to SELL volume."

Coalescing the data like this wont produce good results. Of course I appreciate this is beta, which is exactly why I am pointing out the issue, the thing is its more of an architectural issue which I have been banging on about for ages (much to everyone's annoyance I'm sure :))

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Andrew Kirillov » 25 Nov 2012

Nick,
The hsitorical volume delta charts will be identical to MD in beta 2 since we use your suggested additional IQ feed information. It is only true for IQfeed.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby SP » 26 Nov 2012

Andrew,

if you open 2 Cumulative Delta charts, one with Ask Traded vs Bid Traded and one Up Tick vs Down Tick, both return the same UpVol and DnVol values using Upticks/Downticks in PowerLanguage and at the Data Window.

Could that be changed that with Ask Traded vs Bid Traded the volume values traded at ask and bid are returned else we always need to calculate these values separate in indicators as

Code: Select all

// Upvol/DnVol at Cumulative Delta charts with Ask Traded vs Bid Traded
VOP = Close - Close[1];
If VOP > 0 then
begin
MyAskTradedVol = (Ticks-VOP)/2 + VOP;
MyBidTradedVol = (Ticks-VOP)/2 ;
end
else If VOP < 0 then
begin
MyAskTradedVol = (Ticks+VOP)/2 ;
MyBidTradedVol = (Ticks+VOP)/2 - VOP;
end
else If VOP = 0 then
begin
MyAskTradedVol = (Ticks)/2 ;
MyBidTradedVol = (Ticks)/2 ;
end ;

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 26 Nov 2012

Andrew,

if you open 2 Cumulative Delta charts, one with Ask Traded vs Bid Traded and one Up Tick vs Down Tick, both return the same UpVol and DnVol values using Upticks/Downticks in PowerLanguage and at the Data Window.

Could that be changed that with Ask Traded vs Bid Traded the volume values traded at ask and bid are returned else we always need to calculate these values separate in indicators as

Code: Select all

// Upvol/DnVol at Cumulative Delta charts with Ask Traded vs Bid Traded
VOP = Close - Close[1];
If VOP > 0 then
begin
MyAskTradedVol = (Ticks-VOP)/2 + VOP;
MyBidTradedVol = (Ticks-VOP)/2 ;
end
else If VOP < 0 then
begin
MyAskTradedVol = (Ticks+VOP)/2 ;
MyBidTradedVol = (Ticks+VOP)/2 - VOP;
end
else If VOP = 0 then
begin
MyAskTradedVol = (Ticks)/2 ;
MyBidTradedVol = (Ticks)/2 ;
end ;
Hello SP,

Thank you for your suggestion. We will consider it for future implementation.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 26 Nov 2012

The menus have disappeared from power editor, I ran repair for 8.5, rebooted but still nothing, any ideas?
jl12,

Please delete the following treads in the Windows registry Editor:

HKEY_CURRENT_USER\Software\TS Support\MultiCharts64\PowerLanguage Editor

or

HKEY_CURRENT_USER\Software\TS Support\MultiCharts\PowerLanguage Editor

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 26 Nov 2012

Apreciated the effort, was a lot of time hoping to have a Footprint & CVD + vol Profile in MC, hope to soon stop using MD to have those infos...
Downloaded the 8.5 beta1 Vol profile works fine.
Having some problems with Footprint & CVD, I obtain only ask values bid is always Zero, so the CVD is an always growing chart.... I'm using Rithmic01 datafeed, it works fine, I compared it in MD with IQFeed (that is the point of reference) and it gives exactely the same footprint & CVD
So I suppose it is not the feed..?!?
Or it doesn't work fine with MC?!?
Am I not setting something properly? seems that ask value are missing..
BMS
Hello BMS,

Rithmic does not provide historical ask and bid data in MultiCharts. So there is simply not enough data to plot Footprint & CVD. If you collect data in real-time, the charts should plot ok.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby BMS » 26 Nov 2012

Tks Dave,
just tried and in realtime it gives a correct Footprint.. would be interesting to have the avalaibility of historical data... just like IQ gives..
By the way I'm would it be possible to insert the possibility to graph the volume delta chart in profile with also bid x ask like the it is possible in MD (see attatched).
regards
BMS
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 26 Nov 2012

By the way I'm would it be possible to insert the possibility to graph the volume delta chart in profile with also bid x ask like the it is possible in MD (see attatched).
regards
BMS
I'm not able to make a snapshot of my screens at the moment but it's quite easy to do.
Set the chart with the resolution you want, ex: 5 min.
Then go to volume profile, check Every 1 bar and select buy x sell volume and breakdown by ask vs bid traded.

I believe that will give you the reading you want.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby BMS » 26 Nov 2012

Arnie, Tks a lot,
yes we can obtain the same thing as with MD, Very nice, great!!
Attached the setting on a 5min (candlestick invisible +volume profile x bar as you said)
good trading
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Jesh » 27 Nov 2012

Can you please add P&F chart type for the Volume Delta chart. This is what I use in MD and it's not available in the current beta.

Thanks.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 28 Nov 2012

Dave, here are the 2 screen shots of the Es with Fixed scaling of 8000 the other with Maximum of bar.

Note how using Maximum of bar can result in volume spikes being missed.

A third method- scaling to maximum value on screen might be useful alternative.
jl12,

What scaling method do you consider to be the best option: scaling to the maximum value on the screen or scaling to the maximum value of the session?

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 28 Nov 2012

Can you please add P&F chart type for the Volume Delta chart. This is what I use in MD and it's not available in the current beta.

Thanks.
Jesh,

Please post a screenshot of the chart type that you are referring to. How exactly is it plotted?

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 28 Nov 2012

Will we see (in a future MC version) tick by tick playback on volume delta bars?

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 28 Nov 2012

Will we see (in a future MC version) tick by tick playback on volume delta bars?
It is unlikely that we implement tick-by-tick playback on Volume Delta charts in the near future due to the complexity of this feature.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Jesh » 28 Nov 2012

Jesh,

Please post a screenshot of the chart type that you are referring to. How exactly is it plotted?
I've emailed you the chart info.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 28 Nov 2012

It is unlikely that we implement tick-by-tick playback on Volume Delta charts in the near future due to the complexity of this feature.
So this means that it will be possible to see tick by tick playback, just not in the near future. :)

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Nick » 29 Nov 2012

It is unlikely that we implement tick-by-tick playback on Volume Delta charts in the near future due to the complexity of this feature.
So this means that it will be possible to see tick by tick playback, just not in the near future. :)
Until enough information is stored in the MC database to accurately construct delta it is not possible to construct delta from historical data let alone play it back tick by tick, there is nothing stored to play or plot it.

@Andrew/TSSupport great news about IQfeed. That will make lots of people happy. Do you plan on storing this info in the MC database at some stage? This would allow users to plot delta from further back than IQfeeds tick history.

A̶r̶e̶-̶y̶o̶u̶-̶s̶u̶r̶e̶-̶t̶h̶a̶t̶-̶t̶h̶e̶r̶e̶-̶i̶s̶-̶n̶o̶-̶h̶i̶s̶t̶o̶r̶i̶c̶a̶l̶-̶b̶i̶d̶-̶a̶s̶k̶-̶d̶a̶t̶a̶-̶f̶r̶o̶m̶-̶R̶|̶t̶h̶m̶i̶c̶?̶-̶I̶-̶a̶m̶-̶t̶o̶l̶d̶-̶t̶h̶a̶t̶-̶t̶h̶e̶y̶-̶p̶r̶o̶v̶i̶d̶e̶
-̶3̶0̶-̶d̶a̶y̶s̶-̶(̶t̶h̶o̶u̶g̶h̶-̶i̶t̶-̶i̶s̶-̶b̶y̶-̶o̶n̶e̶-̶o̶f̶-̶m̶y̶-̶b̶r̶o̶k̶e̶r̶s̶-̶r̶a̶t̶h̶e̶r̶-̶t̶h̶a̶n̶-̶R̶|̶t̶h̶m̶i̶c̶-̶t̶h̶e̶m̶s̶e̶l̶v̶e̶s̶,̶-̶h̶e̶-̶s̶a̶y̶s̶-̶h̶e̶-̶i̶s̶-̶p̶r̶e̶t̶t̶y̶-̶c̶e̶r̶t̶a̶i̶n̶)̶.̶
J̶u̶s̶t̶-̶a̶s̶k̶i̶n̶g̶-̶a̶s̶-̶t̶h̶e̶-̶o̶f̶f̶i̶c̶i̶a̶l̶-̶T̶S̶S̶u̶p̶p̶o̶r̶t̶-̶p̶o̶s̶i̶t̶i̶o̶n̶-̶w̶a̶s̶-̶t̶h̶a̶t̶-̶I̶Q̶f̶e̶e̶d̶-̶d̶i̶d̶-̶n̶o̶t̶-̶p̶r̶o̶v̶i̶d̶e̶ t̶h̶i̶s̶-̶i̶n̶f̶o̶r̶m̶a̶t̶i̶o̶n̶-̶u̶n̶t̶i̶l̶-̶I̶-̶p̶o̶i̶n̶t̶e̶d̶-̶o̶u̶t̶-̶t̶h̶e̶-̶p̶o̶s̶t̶s̶-̶f̶r̶o̶m̶-̶J̶a̶y̶-̶a̶t̶-̶D̶T̶N̶.
Edit: thinking about it he is probablly wrong and it is data provided by one of the 'platform' providers built on the R|thmic infrastructure. The limited (single session) R|thmic backfill has no bid ask data though?

Cheers, Nick.
Last edited by Nick on 29 Nov 2012, edited 2 times in total.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Nick » 29 Nov 2012

On the subject of volume profile. A couple of features that would be very useful.

1) easiest first. Being able to plot the developing value area / volume point of control. Normally VA from the previous period is plotted in the current period. It is very useful to plot the current periods VA as it develops. Developing vpoc is very useful too. it changes as the period progresses but show developing value. Someone requested this a few posts back. I know of a couple of trading groups that use this.

2) it would be very useful to define the start and end of a profile to any pair of bars on he chart. An 'irregular profile' if you like. An example use is in a ranging market you might want to select that range to see where value lies within it. The value area makes a good place to anticipate support/resistance. Long story short you want to draw profiles around market structure rather than fixed arbitrary time periods. Lots of profile traders and groups use profiles selected like this.

The big issue is how to select the range of bars to draw a profile for. E.g. IRT allows you to click and drag from first bar to last bar, FinAlg (add on for NT) allows you to join profiles or break them apart at a certain bar, less intuitive and more difficult to manage IMO.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 29 Nov 2012

1) easiest first. Being able to plot the developing value area / volume point of control. Normally VA from the previous period is plotted in the current period. It is very useful to plot the current periods VA as it develops. Developing vpoc is very useful too. it changes as the period progresses but show developing value. Someone requested this a few posts back. I know of a couple of trading groups that use this.
Beta 2 will have this option available.
2) it would be very useful to define the start and end of a profile to any pair of bars on he chart. An 'irregular profile' if you like. An example use is in a ranging market you might want to select that range to see where value lies within it. The value area makes a good place to anticipate support/resistance. Long story short you want to draw profiles around market structure rather than fixed arbitrary time periods. Lots of profile traders and groups use profiles selected like this.

The big issue is how to select the range of bars to draw a profile for. E.g. IRT allows you to click and drag from first bar to last bar, FinAlg (add on for NT) allows you to join profiles or break them apart at a certain bar, less intuitive and more difficult to manage IMO.
You actually can do this now by selecting a start date/time and end date/time. Yes, it's really not the best way to do it since you need to take note of the bars you want to read and then open the settings and select them from the calendar. This is how SC does it. IRT way is much more user friendly and fast.
Let's hope that in a future version they can add this tool option.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Nick » 29 Nov 2012

Brilliant news Arnie. I must be honest I have not even tried the new beta as there are a couple of things (like these) that I would need to see to make it useful fir me.

I have no excuse now!

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 29 Nov 2012

R|thmic backfill has no bid ask data though?
Nick,

We contacted Rithmic to confirm this. Here is the response by Jonathan Walden from Rithmic:
We do not provide such a mechanism.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Nick » 29 Nov 2012

R|thmic backfill has no bid ask data though?
Nick,

We contacted Rithmic to confirm this. Here is the response by Jonathan Walden from Rithmic:
We do not provide such a mechanism.
Thanks for taking the time to confirm this.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Tresor » 29 Nov 2012

I have a problem with Lmax data feed. Some symbols lack ability to plaot daily bars.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Henry MultiСharts » 29 Nov 2012

I have a problem with Lmax data feed. Some symbols lack ability to plaot daily bars.
In Multicharts please go to File tab->Preferences->Data server mode
Make sure you are in online mode, "download missing historical data" is enabled
Try to reload the chart using Ctrl+R if you still have the problem.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Tresor » 29 Nov 2012

In Multicharts please go to File tab->Preferences->Data server mode
Make sure you are in online mode, "download missing historical data" is enabled
Try to reload the chart using Ctrl+R if you still have the problem.
It doesn't work. there are tick data and minute data for the symbols in QM but not daily data for some symbols. i suspect this is the issue on Lmax's end.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby sptrader » 29 Nov 2012

In Multicharts please go to File tab->Preferences->Data server mode
Make sure you are in online mode, "download missing historical data" is enabled
Try to reload the chart using Ctrl+R if you still have the problem.
It doesn't work. there are tick data and minute data for the symbols in QM but not daily data for some symbols. i suspect this is the issue on Lmax's end.
********************************************************
You might try using "24 hour" bars and see if that works..

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby MAtricks » 29 Nov 2012

The new commission types are nice to have. A bit complicated.. but I like the options.

- can we have the ability to save our commissions type and amount as a default for future charts?


*bug* the new commissions are not being calculated correctly. Look into this..

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Tresor » 29 Nov 2012

You might try using "24 hour" bars and see if that works..
That will work.

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 crashes yesterday with Lmax data and 3 today (always occuring when I try to change resolution from 1 minute / 5 minutes / 20 minutes into daily resolution). yes, I know it is a beta, so I am not grumbling but pointing out fields for improvement.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 30 Nov 2012

Dave, here are the 2 screen shots of the Es with Fixed scaling of 8000 the other with Maximum of bar.

Note how using Maximum of bar can result in volume spikes being missed.

A third method- scaling to maximum value on screen might be useful alternative.


jl12,

What scaling method do you consider to be the best option: scaling to the maximum value on the screen or scaling to the maximum value of the session?
Screen might be preferable, using session could give odd values at the start of a session before liquidity is established.
Last edited by jl12 on 30 Nov 2012, edited 1 time in total.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 30 Nov 2012

I am having a problem with iqfeed on MC.

IQ feed data on MC is currently lagging the prices IQ are broadcasting by over 10 seconds, also not all ticks are coming through.
Iq feed seems to be fine.

I have spoken to support and apparently I am not the only user with the issue, so something to be look out for.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 30 Nov 2012

*bug* the new commissions are not being calculated correctly. Look into this..
Hello MAtricks,

Please explain the issue in details. What exactly is not calculated correctly?

Have you read the description of the commission rules feature: https://www.multicharts.com/trading-sof ... ommissions

You may want to come to our Live Chat Mon-Fri from 6:30 AM to 4 PM EST to demonstrate the issue: http://messenger.providesupport.com/mes ... pport.html

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 30 Nov 2012

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).
We failed to reproduce any issues with LMAX data feed on our end. Please compare MC charts with the charts in LMAX Web Charts application (open the web page listed in QuoteManager -> Tools -. Data Sources -> LMAX -> API). If data in MC and LMAX Web Charts is different, please send us screenshots showing the difference. If data is the same, please contact LMAX with this issue.
I would have shown the above on screenshots but MC 8.5 beta 1 crashed again on me today and is unresponsive. 7 crashes yesterday with Lmax data and 3 today (always occuring when I try to change resolution from 1 minute / 5 minutes / 20 minutes into daily resolution). yes, I know it is a beta, so I am not grumbling but pointing out fields for improvement.
Please send us MC logs and dump files (see links to the instructions below) collected after the issue has occurred but before restarting MultiCharts or come to our Live Chat before restarting MC Mon-Fri from 6:30 AM to 4 PM EST so we can collect all necessary information ourselves: http://messenger.providesupport.com/mes ... pport.html

https://www.multicharts.com/trading-sof ... harts_Logs

https://www.multicharts.com/trading-sof ... lect_Dumps

Also, describe the sequence of actions leading to the issue in details and send us your workspaces if possible.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Tresor » 30 Nov 2012

We failed to reproduce any issues with LMAX data feed on our end. Please compare MC charts with the charts in LMAX Web Charts application (open the web page listed in QuoteManager -> Tools -. Data Sources -> LMAX -> API). If data in MC and LMAX Web Charts is different, please send us screenshots showing the difference. If data is the same, please contact LMAX with this issue.
I gather these are issues on Lmax end. I post pictures in case someone from lmax is watching this thread. They might want to fix their issues.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby HDTrader » 01 Dec 2012

I've spent some time this weekend comparing the volume profiles to the volume profiles in SC and I am coming up with the same profiles, value areas and poc's, so that is awesome. I've previously compared SC with IRT and now feel Multicharts volume profiles are just as reliable.

I'm not a cumulative delta or footprint chart trader so I can't speak to the accuracy of that.

I would like to request the ability to plot the previous session vah, val and poc in the current session. I read above beta 2 will have the ability to plot the current sessions involving va and poc but wasn't sure if this will be included or not.

Overall I am very pleased with all this new stuff.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Jesh » 01 Dec 2012

Is there any way to access the Volume Profile, Volume Delta or Footprint data by code?

I would be most interested in being able to access the Volume Profile data even an indicator would be fine where I can get the values for the POC, VAH and VAL.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 02 Dec 2012

I would like to request the ability to plot the previous session vah, val and poc in the current session. I read above beta 2 will have the ability to plot the current sessions involving va and poc but wasn't sure if this will be included or not.
Beta 2 will not allow you to plot directly the previous day POC and VA into today's session but it will allow for you to plot "naked" POC's and VA's or, as some also calls it, extend it till future intersection. So if today you're trading inside yesterday's VA then you'll have those lines extended till they are broken to the upside or the downside.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 02 Dec 2012

Here is an example how we can make longer term profile readings.
I have 132 days (calendar) loaded (all tick data available so far).
Last Friday we had an inside day. We have been accepting a rejection area but still have the area between 16.50 and 19.50 that traders have not yet able to surpass (ie. still being rejected)...

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 02 Dec 2012

The ability to draw a horizontal trendline using the Ctrl key is perfect but something is missing there.

If we decide to extend a bit more a trendline (to the left or to the right) that is already on the chart the Ctrl key does not work anymore.
Looking at the image below, while extending the trendline to the right, pressing the Ctrl key should make that trendline horizontal again and it doesn't.

Image
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby CrazyNasdaq » 03 Dec 2012

Today in Cumulative delta charts on DAX future I've found bad ticks either in Upticks vs. Downticks or Ask vs. Bid.
Datafeed IQFeed, but same problem on Zenfire data.
Image

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 03 Dec 2012

Today in Cumulative delta charts on DAX future I've found bad ticks either in Upticks vs. Downticks or Ask vs. Bid.
Datafeed IQFeed, but same problem on Zenfire data.
Image
Hello CrazyNasdaq,

Was this data collected in real-time or downloaded from historical servers? Have you tried to reload the charts (press Ctrl+R)

Please send us your workspace and a .qmd file with data for the symbol (see export instructions here: https://www.multicharts.com/trading-sof ... rting_Data)

Also, describe the sequence of actions leading to the issue in details.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Nick » 03 Dec 2012


Was this data collected in real-time or downloaded from historical servers? Have you tried to reload the charts (press Ctrl+R)
Won't pressing Ctrl R break the charts due to the averaging algorithm currently implemented? Of course when the update for IQfeed that was discussed a few posts back is implemented things should match exactly.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 03 Dec 2012

Jesh wrote

Is there any way to access the Volume Profile, Volume Delta or Footprint data by code?

I would be most interested in being able to access the Volume Profile data even an indicator would be fine where I can get the values for the POC, VAH and VAL.



What would be of great value would be to reference the delta or bid ask volumes within a range bar.
A 6 tick range bar would have 6 values say A-F with A holding the delta at the low of the bar and F the delta at the high.
Last edited by jl12 on 04 Dec 2012, edited 1 time in total.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 04 Dec 2012

We failed to reproduce any issues with LMAX data feed on our end. Please compare MC charts with the charts in LMAX Web Charts application (open the web page listed in QuoteManager -> Tools -. Data Sources -> LMAX -> API). If data in MC and LMAX Web Charts is different, please send us screenshots showing the difference. If data is the same, please contact LMAX with this issue.
I gather these are issues on Lmax end. I post pictures in case someone from lmax is watching this thread. They might want to fix their issues.
Hello Tresor,

What web page is listed in QuoteManager -> Tools -> Data Sources -> LMAX -> API?

Have you compared MC charts with charts in LMAX Web Charts?

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Tresor » 05 Dec 2012


Hello Tresor,

What web page is listed in QuoteManager -> Tools -> Data Sources -> LMAX -> API?

Have you compared MC charts with charts in LMAX Web Charts?
it is a demo https://testapi.lmaxtrader.com

I tried to log into their client log-in to check with their web charts, but the website keeps on rejecting my username and password. I do not know why.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Tresor » 05 Dec 2012

Okay, I logged in, but can't open ther web charts. It is probably because I did not apply for their web charts while requesting for demo.

It seems I can't make a comparison.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby piranhaxp » 05 Dec 2012

**** already resolved **** ... got the links ... thx

Download link for V8.5 Beta 1 brings me always back to the "trail" download section .... Is there any direct download link ?

Thx in advance.

Mike

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby mohi4u » 05 Dec 2012

Arnie, Tks a lot,
yes we can obtain the same thing as with MD, Very nice, great!!
Attached the setting on a 5min (candlestick invisible +volume profile x bar as you said)
good trading
BMS
Hello BMS,
You have posted an excellent screenshot. I am not able to replicate the same into my charts.
Can you kindly provide me your workspace?

Thanks & Regards,
Mohi

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby CrazyNasdaq » 06 Dec 2012

Today in Cumulative delta charts on DAX future I've found bad ticks either in Upticks vs. Downticks or Ask vs. Bid.
Datafeed IQFeed, but same problem on Zenfire data.
Hello CrazyNasdaq,

Was this data collected in real-time or downloaded from historical servers? Have you tried to reload the charts (press Ctrl+R)

Please send us your workspace and a .qmd file with data for the symbol (see export instructions here: https://www.multicharts.com/trading-sof ... rting_Data)

Also, describe the sequence of actions leading to the issue in details.
Sorry for the late response Dave, but I was not at home these days.
Today I've the same problem with CD on DAX future even for ASk vs. BID or UpTicks vs. DownTicks. The problem persists either with real time data or reload data (CTRL+R) and it appears for IQFeed data, Zenfire data and CQG data (see the creenshots). I use range bars (points bar) and I've noticed that this issue usually appears when there are frequency orders or when there are many orders/trades (over 100) in the same second, but not alway (see the picture of frequency).
I've tried to solve it deleteing data from quotemanager (ask, bid, trade field), but after the reload it appears again. The workspace is a simple chart with NO indicator but only Cumulative Delta chart with resolution at 10 points or 6 point per bar nothing else. The problem is on each datafeed at the same time today 09:40:38 am UTC+1 - Italian Time.

The problem does not exists in other charts type as Minute, contracts or seconds (see the last picture)
IQFeed charts
Image

CQG & Zenfire charts
Image

Frequency chart
Image

Minute - contracts - seconds charts
Image

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 06 Dec 2012

Today I've the same problem with CD on DAX future even for ASk vs. BID or UpTicks vs. DownTicks.
Hello CrazyNasdaq,

The problem has been confirmed and added to our fix list. Thank you for reporting.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby tekram » 06 Dec 2012

Anyone else using 8.5 beta and TS 9.0 (8816) having disconnection problems usually at 16:05 EST? Either MC crashes and take TS with it or the DRM stops working? See attached. Thanks.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 07 Dec 2012

Anyone else using 8.5 beta and TS 9.0 (8816) having disconnection problems usually at 16:05 EST? Either MC crashes and take TS with it or the DRM stops working? See attached. Thanks.
tekram,

Please send us MC logs and dump files (see links to the instructions below) collected after the issue has occurred but before restarting MultiCharts or come to our Live Chat before restarting MC Mon-Fri from 6:30 AM to 4 PM EST so we can collect all necessary information ourselves: http://messenger.providesupport.com/mes ... pport.html

https://www.multicharts.com/trading-sof ... harts_Logs

https://www.multicharts.com/trading-sof ... lect_Dumps

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Nick » 07 Dec 2012

Is there any way to access the Volume Profile, Volume Delta or Footprint data by code?

I would be most interested in being able to access the Volume Profile data even an indicator would be fine where I can get the values for the POC, VAH and VAL.
That would be pretty useful. MC must maintain an array of volume @ price too do the profile stuff. It might be a good idea to expose that programmatically too.


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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Nick » 07 Dec 2012

Pardon me if this is in/or planned already but a constant delta chart type is very useful. Essentially you start a new bar when delta changes by nnn amount. Similar to a constant volume or range chart except the new bar is plotted when delta changes by a predefined amount. like a range chart this can be up or down from the bar open.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Laurentius » 07 Dec 2012

The ability to draw a horizontal trendline using the Ctrl key is perfect but something is missing there.

If we decide to extend a bit more a trendline (to the left or to the right) that is already on the chart the Ctrl key does not work anymore.
Looking at the image below, while extending the trendline to the right, pressing the Ctrl key should make that trendline horizontal again and it doesn't.

Image
Agree with Arnie here. To get the full usefulness of this feature Ctrl have to be working after the lines are set also. Not meant as being ungrateful, but the way it is now is a kind of amputated.

Laurentius

Edit: Adding link for pm feature request: https://www.multicharts.com/pm/viewissu ... no=MC-1180
Last edited by Laurentius on 08 Dec 2012, edited 1 time in total.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 08 Dec 2012

I found something that needs your attention.

First, I simply love the new session keyboard shortcut. We can now easily toggle between sessions. For volume profile visualization this is awesome.
But there's a problem thought with the way you set this. The default session it's a no brainer, it's the one set for each symbol in QM but the 24/7 is a bit tricky. The idea here was to toggle between the regular trading hours and the full futures trading day.
The image on the left shows the 24/7 chart and on the right the full trading day which has 23h:15m. So you basically cannot use the 24/7 template for futures since it will not plot the entire trading day since it runs between 00:00 and 23:59. We could solve this easily by changing the 24/7 template but then it would be impossible to use it with another symbol that has different trading hours.

My idea would be to add a menu (similar to the one I add to the image) where we can choose the session template to use for the second session or even better, add that menu to both sessions allowing users to choose the ones they want to toggle.

Is this possible?

Image

Regards,
Fernando
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 09 Dec 2012

Is there a way to clean this workspace list?
Many were just tests, ideas that are no longer useful and I'd like to remove them from here.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby TJ » 09 Dec 2012

Is there a way to clean this workspace list?
Many were just tests, ideas that are no longer useful and I'd like to remove them from here.
highlight it can press the [Delete] key.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 09 Dec 2012

highlight it can press the [Delete] key.

Sorry TJ, doesn't work.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby TJ » 09 Dec 2012

highlight it can press the [Delete] key.
Sorry TJ, doesn't work.
Ok, you have the list of the most recent wsp.

You have to open some new wsp, the old list will be pushed down and disappeared.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby arnie » 09 Dec 2012

Ok, you have the list of the most recent wsp.

You have to open some new wsp, the old list will be pushed down and disappeared.
There's 16 different workspaces on that list.
I would need to open 16 new workspaces to remove those.

I was hoping we could clean these through some line in the windows registry.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby JoshM » 10 Dec 2012

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 crashes yesterday with Lmax data and 3 today (always occuring when I try to change resolution from 1 minute / 5 minutes / 20 minutes into daily resolution). yes, I know it is a beta, so I am not grumbling but pointing out fields for improvement.
Keep in mind that LMAX demo data is provided by a market bot, and therefore their demo feed prices are different than their live prices. For more information, this is documented in the LMAX thread on BigMike.
But I do agree that MC should be able to collect all missing data automatically, specially when the connection is lost.
When data connection is lost, due to internet loss, MC should have the capability to detect that connection loss, warn us and as soon the data connection is ON again, it should be able to download all missing data during that period.
Such a thing has already been requested with 29 votes currently: MC-504 - Automatically reload the chart after a lost (internet) connection is restored. Can MC comment on when we can expect this highly wished for feature?
Unfortunately, there is no way to get bid/ask volume from IQFeed. You can get bid/ask volume DOM data using Dom_asksize and Dom_bidsize keywords if your broker provides DOM data.
This limitation has already come up multiple times. Are there any plans to plot DOMs using IQFeed data?

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 10 Dec 2012

I am having a recurrent problem with MC hanging on establishing connection it happens regardless of whether i am opening an iq or ib chart. When I close MC processes more often than not remain open.

At 20 gig has my database become too big, if i delete contracts will it reduce the size or is a clean up necessary.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 11 Dec 2012

The ability to draw a horizontal trendline using the Ctrl key is perfect but something is missing there.

If we decide to extend a bit more a trendline (to the left or to the right) that is already on the chart the Ctrl key does not work anymore.
Looking at the image below, while extending the trendline to the right, pressing the Ctrl key should make that trendline horizontal again and it doesn't.

Image
Agree with Arnie here. To get the full usefulness of this feature Ctrl have to be working after the lines are set also. Not meant as being ungrateful, but the way it is now is a kind of amputated.

Laurentius

Edit: Adding link for pm feature request: https://www.multicharts.com/pm/viewissu ... no=MC-1180
This feature has been added to our to-do list and should be available in MC 8.5 Release.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Nick » 11 Dec 2012

Hi guys, forgive me if this is in already (I don't plan on testing until beta 2). It would be good (arguably 'necessary') to have a parameter for the percentage of the distribution used to calculate the value area. Some might want 68% others 95% or even 99%. This corresponds to 1 2 or 3 standard deviations but people might want 1.5 or any other numbers (just as they might with bollinger bands for example).

As a footnote and (technically speaking) there us a lot of nonsense spoken on this subject. To be able to assume 68% is 1 standard deviation the data must be normally distributed, financial data series are not. Having said that it is still useful to be able to define how much data the value area encompasses.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby sptrader » 11 Dec 2012

Hi guys, forgive me if this is in already (I don't plan on testing until beta 2). It would be good (arguably 'necessary') to have a parameter for the percentage of the distribution used to calculate the value area. Some might want 68% others 95% or even 99%. This corresponds to 1 2 or 3 standard deviations but people might want 1.5 or any other numbers (just as they might with bollinger bands for example).

As a footnote and (technically speaking) there us a lot of nonsense spoken on this subject. To be able to assume 68% is 1 standard deviation the data must be normally distributed, financial data series are not. Having said that it is still useful to be able to define how much data the value area encompasses.
************************************************************************
The value area percentage is fully adjustable in beta1, it's set to 70% by default..colors are adjustable for marking the value area and POC, You can even make it partially "transparent", to make price bars easier to see.
It's really cool and beautifully done..Kudos to the MC team !

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 11 Dec 2012

I am having a recurrent problem with MC hanging on establishing connection it happens regardless of whether i am opening an iq or ib chart. When I close MC processes more often than not remain open.
Please send us MC logs collected after the issue has occurred but before restarting MultiCharts as well as dump files of MC processes not ended after you close MC (see links to the instructions below) or come to our Live Chat before restarting MC Mon-Fri from 6:30 AM to 4 PM EST so we can collect all necessary information ourselves: http://messenger.providesupport.com/mes ... pport.html

https://www.multicharts.com/trading-sof ... harts_Logs

https://www.multicharts.com/trading-sof ... lect_Dumps

At 20 gig has my database become too big, if i delete contracts will it reduce the size or is a clean up necessary.
As for reducing data base size, please see the following MC Wiki article: https://www.multicharts.com/trading-sof ... abase_Size

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 11 Dec 2012

Is there a way to clean this workspace list?
Many were just tests, ideas that are no longer useful and I'd like to remove them from here.

Image
arnie,

You should delete the following registry key:

32 bit
HKEY_CURRENT_USER\Software\TS Support\MultiCharts\Recent Document List

64 bit
HKEY_CURRENT_USER\Software\TS Support\MultiCharts64\Recent Document List

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Nick » 11 Dec 2012

Hi guys, forgive me if this is in already (I don't plan on testing until beta 2). It would be good (arguably 'necessary') to have a parameter for the percentage of the distribution used to calculate the value area. Some might want 68% others 95% or even 99%. This corresponds to 1 2 or 3 standard deviations but people might want 1.5 or any other numbers (just as they might with bollinger bands for example).

As a footnote and (technically speaking) there us a lot of nonsense spoken on this subject. To be able to assume 68% is 1 standard deviation the data must be normally distributed, financial data series are not. Having said that it is still useful to be able to define how much data the value area encompasses.
************************************************************************
The value area percentage is fully adjustable in beta1, it's set to 70% by default..colors are adjustable for marking the value area and POC, You can even make it partially "transparent", to make price bars easier to see.
It's really cool and beautifully done..Kudos to the MC team !
Great I might have to just dive in with beta 1.

Is beta 2 expected this year? Just wondering.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby escamillo » 11 Dec 2012

In the MC 8.5 beta 1 (or future) implementation of TPO, how often is the indicator updated and is there an option to NOT update TPO until end of bar? [Thinking of minimizing CPU cycles].

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby SP » 11 Dec 2012

If i decrease the bar space the delta is displayed sometimes as
" bid
x
ask"

instead of
" bid x ask".

For me it is very confusing to see the bid above the ask, is there a way to change this behaviour to display at least the ask above the bid or better to prevent that three rows instead of one are displayed?
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby ABC » 12 Dec 2012

When I open a plain Kagi chart, MC is pulling in bid and ask data from IQFeed besides just the trade data. I made sure that Volume Profile or Delta studies are not active. Is this intended to work this way, as if I recall correctly this is new behavior?

Thank you,
ABC

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 13 Dec 2012

When I open a plain Kagi chart, MC is pulling in bid and ask data from IQFeed besides just the trade data. I made sure that Volume Profile or Delta studies are not active. Is this intended to work this way, as if I recall correctly this is new behavior?

Thank you,
ABC
Hello ABC,

This issue has been cnfiremd and fixed. The fix will be available in MC 8.5 beta 2. Thank you for reporting.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby ABC » 13 Dec 2012

When I open a plain Kagi chart, MC is pulling in bid and ask data from IQFeed besides just the trade data. I made sure that Volume Profile or Delta studies are not active. Is this intended to work this way, as if I recall correctly this is new behavior?

Thank you,
ABC
Hello ABC,

This issue has been cnfiremd and fixed. The fix will be available in MC 8.5 beta 2. Thank you for reporting.
Thank you, Dave. I just noticed that it happens for Renko, too. But I guess the fix will cover this too.

Thank you,

ABC

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 13 Dec 2012

I just noticed that it happens for Renko, too. But I guess the fix will cover this too.
Yes, this will be fixed too.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 18 Dec 2012

There is a scaling issue when trading contracts like Copper which trade in .0005 increments.

Setting the scale at 10,000 hasn't been a problem in the past.

For volume profile the colour blocks only form 1/5 of the price leaving no space for the Bid ask numbers to be displayed.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 18 Dec 2012

When plotting delta every x bars there is an issue with displaying the text for the latest bars.

In the attached example the profile is plotted every 18 bars for 20 second increments however the Bid ask numbers are not displayed until a significant number of the 18 bars have formed.

As long as there is a margin set to the right screen space is available.
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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 18 Dec 2012

There is a scaling issue when trading contracts like Copper which trade in .0005 increments.

Setting the scale at 10,000 hasn't been a problem in the past.

For volume profile the colour blocks only form 1/5 of the price leaving no space for the Bid ask numbers to be displayed.
HG.png
Hello jl12,

Please configure the settings as follows:

PriceScale = 1/10000 and MinMovement = 5.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 18 Dec 2012

When plotting delta every x bars there is an issue with displaying the text for the latest bars.

In the attached example the profile is plotted every 18 bars for 20 second increments however the Bid ask numbers are not displayed until a significant number of the 18 bars have formed.

As long as there is a margin set to the right screen space is available.
bidaskvalues.png
volpsetting.png
jl12,

The test didn't fit in the last profile, so it was not displayed. If you zoom in price or time scale, the text will appear.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 18 Dec 2012

If i decrease the bar space the delta is displayed sometimes as
" bid
x
ask"

instead of
" bid x ask".

For me it is very confusing to see the bid above the ask, is there a way to change this behaviour to display at least the ask above the bid or better to prevent that three rows instead of one are displayed?
Hello SP,

Thank you for your suggestion, it has been forwarded to the developers and will be considered for future implementation. This feature will be optimized in the nest Beta.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby SP » 18 Dec 2012

One problem occured with FormatTime, i dont think i had it with the previous version 8.1.
On minute charts the line

if LastBarOnChart_s then print (FormatTime ("HH:mm:ss",el_timetodatetime_s (time_s)));

doesnt return seconds. I always get xx:xx:00 rounded to end of the bar time. On tick and volume charts the print is correct with 12:04:14 .

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 19 Dec 2012

One problem occured with FormatTime, i dont think i had it with the previous version 8.1.
On minute charts the line

if LastBarOnChart_s then print (FormatTime ("HH:mm:ss",el_timetodatetime_s (time_s)));

doesnt return seconds. I always get xx:xx:00 rounded to end of the bar time. On tick and volume charts the print is correct with 12:04:14 .
Hello SP,

This is normal behavior. Time_s returns a numerical value indicating the closing time, including seconds, of the current bar. For minute charts closing time of the bar is always rounded to the minute.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 19 Dec 2012

jl12 wrote:
When plotting delta every x bars there is an issue with displaying the text for the latest bars.

In the attached example the profile is plotted every 18 bars for 20 second increments however the Bid ask numbers are not displayed until a significant number of the 18 bars have formed.

As long as there is a margin set to the right screen space is available.

Attachment:
bidaskvalues.png
Attachment:
volpsetting.png


jl12,

The test didn't fit in the last profile, so it was not displayed. If you zoom in price or time scale, the text will appear.
Whilst it is possible to over zoom for the first bars of a sequence then unzoom, doing this every few minutes is not ideal, the latest Bid* Ask should be viewable by default.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby swz168 » 27 Dec 2012

"Optimisation settings should remain after editing the study": https://www.multicharts.com/pm/viewissu ... no=MC-1207

Hope you change the current behavior, because it costs a lot of time if you do a lot of editing a strategy and optimizing.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 28 Dec 2012

"Optimisation settings should remain after editing the study": https://www.multicharts.com/pm/viewissu ... no=MC-1207

Hope you change the current behavior, because it costs a lot of time if you do a lot of editing a strategy and optimizing.
Hello swz168,

This should be implemented in MC 8.5 Release.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby Dave Masalov » 28 Dec 2012

jl12 wrote:
When plotting delta every x bars there is an issue with displaying the text for the latest bars.

In the attached example the profile is plotted every 18 bars for 20 second increments however the Bid ask numbers are not displayed until a significant number of the 18 bars have formed.

As long as there is a margin set to the right screen space is available.

Attachment:
bidaskvalues.png
Attachment:
volpsetting.png


jl12,

The test didn't fit in the last profile, so it was not displayed. If you zoom in price or time scale, the text will appear.
Whilst it is possible to over zoom for the first bars of a sequence then unzoom, doing this every few minutes is not ideal, the latest Bid* Ask should be viewable by default.
jl12,

Your suggestion has been forwarded to the developers and will be considered for implementation.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

Postby jl12 » 28 Dec 2012

As IQ feed Bid/Ask import is limited to 120 days, for those of us with access to additional data it would be useful to import from ascii in Last, Vol, Bid, Ask type format similar to the example below.


31/01/2012 07:01:03 138.81 1263 138.81 138.82
31/01/2012 07:01:03 138.82 44 138.81 138.82
31/01/2012 07:01:03 138.83 63 138.81 138.82
Last edited by jl12 on 29 Dec 2012, edited 1 time in total.

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Re: MULTICHARTS 8.5 BETA 1 – WHAT’S NEW

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