ADE/ELC with Custom Futures  [SOLVED]

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bensat
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ADE/ELC with Custom Futures

Postby bensat » 31 Oct 2014

Dear Support,

first of all I have to apologize if some or all following questions were already discussed in this forum, but the "Search" function just gives me search results till 2011 and before. I don't know what I'm doing wrong.

1. Question

I tried to use "Custom Futures" with ADE/ELC but had no luck getting it working because of a "Class Error" due to missing data. I guess it is because "Custom Futures" are just synthetic symbols without any stored data. Is this correct ?

2. How can I stop getting notifications that I don't have enough charts/data loaded for building "Custom Future" charts.

Image

Thank you.

Please have a nice weekend.

Regards.

Ben

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Henry MultiСharts
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Re: ADE/ELC with Custom Futures

Postby Henry MultiСharts » 31 Oct 2014

Hello Ben,

1) Custom Futures is a symbol combined from the individual futures contracts. The data series of Custom Futures is created by rolling over the data of the individual contracts added to the QuoteManager. Custom Futures instrument itself is a just a set of settings and it does not store any data. Are you able to use the same study on a regular instrument (not custom futures)?

2) You need to change a registry value in
HKEY_CURRENT_USER\Software\TS Support\MultiCharts64\SHOW_CF_WARNING
1=enabled, 0=disabled.
By default is set to 1 upon first Custom Futures creation.
In order to apply the changes that is required to restart all MultiCharts processes.

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Re: ADE/ELC with Custom Futures

Postby bensat » 31 Oct 2014

Hello Ben,

1) ...... Are you able to use the same study on a regular instrument (not custom futures)?
Hi Henry,

thank you for your quick response. For some of my studies I need data like 300 days back to find some significant statistical numbers right out of the symbol. So I need long adjusted data sets for my future symbols which you don't find in 3 months traded future symbols. I thought there may is a workaround with "Custom Futures". But seems like this is one other disadvantage of the overall database structure I was explaining some weeks ago in another thread and I will have to export data via script from "Custom Futures" into the front month symbols and load the data from there.

Henry, please may you can reconsider my proposal regarding the re-design of the database and all the current disadvantages :

1. huge amount of symbols in the QM is necessary to build "Custom Futures"
2. difficult and circumstantial adjustment of expired data or changed data (dividends etc) into front month
etc etc ....

and discuss it with your management.

Have a nice weekend.

Regards.

Ben

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Re: ADE/ELC with Custom Futures

Postby Henry MultiСharts » 03 Nov 2014

Ben, are you able to use the same study on a regular instrument (not custom futures)?

If your study works ok on the individual futures, but not on a custom futures, please send us (support@multicharts.com) the following information for further analysis:
- workspace you are using;
- in QuoteManager right click on the custom futures->Export instruments (without data). Send us the QMD export file for analysis;
- in PowerLanguage editor->File->Export->export with dependent functions the study you are having issue with. Send us the study export file.
- specify the version and build number of MultiCharts you are running (in MultiCharts go to Help tab-> About);
- instructions for replicating the error.

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Re: ADE/ELC with Custom Futures

Postby bensat » 03 Nov 2014

henry,

please why you ask me the same question twice.

As I explained in my answer, I'm not able to use regular future contract symbols, because they don't have enough amount of usable data and therefore I need back adjusted data and contracts.

Regards.

Ben

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Re: ADE/ELC with Custom Futures

Postby Henry MultiСharts » 03 Nov 2014

This question was asked for localizing a possible source of the behavior.

To clarify - there should be no difference in running the code on an individual futures chart and on a custom futures chart. If the code does not work on an individual futures chart then the issue may be not in using a custom futures but something else.

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Re: ADE/ELC with Custom Futures

Postby bensat » 03 Nov 2014

Henry,

when I run an ELC/ADE-solution on the symbol DDZ14 (Dax Future) it works, not with the correct outcome due to not enough data, but it works. When I run the same study with the custom future "DAX FUTURE" it doesn't work, because ELC/ADE has no series (OHLC) to find and work with. That's the problem.

Thank you.

Regards.

Ben

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Re: ADE/ELC with Custom Futures

Postby Henry MultiСharts » 03 Nov 2014

Ben, for further analysis please send us the information requested in post #4 of this thread.

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Re: ADE/ELC with Custom Futures

Postby bensat » 03 Nov 2014

Henry,

an email is already on the way with all details you were asking for.

Good night.

Regards.

Ben

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Re: ADE/ELC with Custom Futures

Postby bensat » 06 Nov 2014

Henry,

are there any news about the issue ? Any info is well appreciated. Thank you.

Regards.

Ben

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Re: ADE/ELC with Custom Futures

Postby Henry MultiСharts » 06 Nov 2014

Henry,

are there any news about the issue ? Any info is well appreciated. Thank you.

Regards.

Ben
Ben, I have downloaded the files and forwarded your case to our engineers.
I will get back to you once any results are available.

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Re: ADE/ELC with Custom Futures

Postby bensat » 06 Nov 2014

Henry,

many thanks.

Regards.

Ben

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Re: ADE/ELC with Custom Futures  [SOLVED]

Postby Henry MultiСharts » 07 Nov 2014

Hello Ben,

Our engineers have analyzed your case. The issue is in the configuration of the studies.
The indicators you are using communicate with the help of ELCollections.dll.
The studies that feed the data have Save in their name.
The studies that read the data have Plot in their name.
In order to obtain the data from ELCollections you need to feed the data into it first. It means the Save study needs to be calculated first, then Plot study should be calculated. In MultiCharts there is no ability to assign the priority of studies calculation on different charts, this should be handled by the user in his studies. Sample diagram how to do that can be found here: viewtopic.php?f=1&t=9830#p70973

As for the particular error you have – it says that the data you are trying to get from ELCollections does not exist yet. The Save indicator saves minute data, while Plot indicator expects daily data. If you change the Interval input of the Plot study from ADE.Daily to 15 (the resolution of the minute chart where the Save indicator is applied) – the indicator will be calculated successfully.


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