MULTICHARTS 9.1 RELEASE CANDIDATE

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Henry MultiСharts
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MULTICHARTS 9.1 RELEASE CANDIDATE

Postby Henry MultiСharts » 11 Sep 2015

MultiCharts 9.1 Release Candidate is available for download now (builds 11709/11710)!
This version introduces a number of long-awaited features implemented in response to numerous user feature requests.

Local broker simulation, Forex board, Volume Profile in DOM window, multibroker trading performance summary and the ability to export only selected Trading Performance Report segments are only just a few highlights of the new features and improvements list. Currency conversion algorithm has been improved and Realized PnL is now available for the majority of supported brokers. We also added the possibility to set trailing stop, profit target and other special orders parameters in ticks for auto trading.
Click here to learn more about these builds.

Go to MultiCharts 9.1 Release Candidate download page
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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby txls » 11 Sep 2015

We also added the possibility to set trailing stop, profit target and other special orders parameters in ticks for auto trading.


Haven't found anything about this neither in the changelog nor in the RC itself. Could you elaborate on this, please?

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby SP » 12 Sep 2015

I installed the RC with the option "Compile the indicators" unchecked, but after opening the PLE all studies are compiled unlike in previous versions. Is that new or does something went wrong and may impair the function ?

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby txls » 12 Sep 2015

It's mentioned in the changelog.

• Compiled user-created studies are no longer recompiled upon updating or repairing MultiCharts.
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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby FutureTrader » 14 Sep 2015

downgrading from 9.1 RC to 9.0 stable deletes all private functions/indicators/strategies(read only studies)..
there was a bug that installing 9.1 RC deleted them, this was fixed, but downgrading isn't fixed.
Last edited by FutureTrader on 14 Sep 2015, edited 1 time in total.

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby FutureTrader » 14 Sep 2015

DataFeed + Broker: Interactive Brokers
when opening many charts, ask and bid prices in Chart Trading Panel are just updating, when you have an open position, as soon as you close your position, ask/bid prices are stalled with the last prices you got, when your position was closed.

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby Henry MultiСharts » 14 Sep 2015

txls wrote:
We also added the possibility to set trailing stop, profit target and other special orders parameters in ticks for auto trading.


Haven't found anything about this neither in the changelog nor in the RC itself. Could you elaborate on this, please?
Hello txls,

We have added special orders that accept tick offset instead of money value (SetStopLoss_pt, SetProfitTarget_pt, SetBreakEven_pt, SetPercentTrailing_pt, SetTrailingStop_pt).
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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby Henry MultiСharts » 14 Sep 2015

FutureTrader wrote:downgrading from 9.1 RC to 9.0 stable deletes all private functions/indicators/strategies(read only studies)..
there was a bug that installing 9.1 RC deleted them, this was fixed, but downgrading isn't fixed.
We are checking that.

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby CrazyNasdaq » 21 Sep 2015

I've problems with CQG datafeed
QuoteManager creates an infinite loop about CQG symbol DDU15 (Dax september) which is disconnected, but it searches for it infinitely. This blocks the backfill data of other symbols
It is still searching while I'm writing this post
Image

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby CrazyNasdaq » 21 Sep 2015

CrazyNasdaq wrote:I've problems with CQG datafeed
QuoteManager creates an infinite loop about CQG symbol DDU15 (Dax september) which is disconnected, but it searches for it infinitely. This blocks the backfill data of other symbols
It is still searching while I'm writing this post


I've found the reason of the infinite loop: it depends on the last symbol in DOM window (my last DOM window was DDU15 last thursday - the day before its expiration day).
When I opened Multicharts, even if I haven't any workspace open or any DOM window open, it searches for the last DOM symbol (even if it's expired) so it creates the infinite loop and blocks the QuoteManager which prevents the data backfill of other symbols. It's a bug but fortunately I've found the reason and correct it. Before the correction I couldn't use Multicharts anyway because it didn't open any chart because of the loop

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby CrazyNasdaq » 22 Sep 2015

Problems with DOM on ddz15 CQG feed and Live account.
Where are the bids ???

Watch the short video http://it.tinypic.com/r/f03hvc/8

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby Henry MultiСharts » 22 Sep 2015

FutureTrader wrote:DataFeed + Broker: Interactive Brokers
when opening many charts, ask and bid prices in Chart Trading Panel are just updating, when you have an open position, as soon as you close your position, ask/bid prices are stalled with the last prices you got, when your position was closed.
Hello FutureTrader,

If you are able to replicate this behavior on a constant basis - please come to our live chat Monday-Friday 6:30 am - 1 pm EST to demonstrate it remotely.

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby Henry MultiСharts » 22 Sep 2015

CrazyNasdaq wrote:Problems with DOM on ddz15 CQG feed and Live account.
Where are the bids ???

Watch the short video http://it.tinypic.com/r/f03hvc/8
Hello CrazyNasdaq,

We do not have such issue on our end.
Please try your account in CQG Trader. Does it have the same behavior?
Are you using a live or a demo account?
How often is this behavior replicated?

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby CrazyNasdaq » 22 Sep 2015

Henry MultiСharts wrote:
CrazyNasdaq wrote:Problems with DOM on ddz15 CQG feed and Live account.
Where are the bids ???

Watch the short video http://it.tinypic.com/r/f03hvc/8
Hello CrazyNasdaq,

We do not have such issue on our end.
Please try your account in CQG Trader. Does it have the same behavior?
Are you using a live or a demo account?
How often is this behavior replicated?

I've a live account.
Now the problem is disappeared after a new logon of the machine, but before during the strong sell off of the DAX the DOM was without bids even if I closed all multicharts process and try to start Multicharts again. Only a new logon of the machine solved the problem.
It's the first time that it happens

My humble opinion is that the new API of CQG works worst than previous with Multicharts 9.0. Quotes reload more slowly and the feed in my opinion is more slow than before, but this is only my personal opinion

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby Geoff » 23 Sep 2015

CrazyNasdaq wrote:
Henry MultiСharts wrote:
CrazyNasdaq wrote:Problems with DOM on ddz15 CQG feed and Live account.
Where are the bids ???

Watch the short video http://it.tinypic.com/r/f03hvc/8
Hello CrazyNasdaq,

We do not have such issue on our end.
Please try your account in CQG Trader. Does it have the same behavior?
Are you using a live or a demo account?
How often is this behavior replicated?

I've a live account.
Now the problem is disappeared after a new logon of the machine, but before during the strong sell off of the DAX the DOM was without bids even if I closed all multicharts process and try to start Multicharts again. Only a new logon of the machine solved the problem.
It's the first time that it happens


I had the same problem with the bids disappearing but it has only happened once.

CrazyNasdaq wrote:My humble opinion is that the new API of CQG works worst than previous with Multicharts 9.0. Quotes reload more slowly and the feed in my opinion is more slow than before, but this is only my personal opinion


I second that. It's particularly slow connecting to historical data and on live data the bid/ask on the DOM often lags the last trade.

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby mickatrade » 23 Sep 2015

Hello ,
i've issues with interactive brokers, data refresh in MC DOM is very slow compared to TWS DOM ( see picture), it's lagging.
Plus, i don't have the same number of shares between TWS DOM and MC DOM.
For example at ask price 148.92 i have 900 shares for MC DOM, but 1200 shares for TWS DOM (see picture).
I've check have already checked if the symbol mapping was OK, and it was.
I don't have this time of issues when i trade with LMAX broker, MC DOM is very fast .
Attachments
ib3.JPG
DOM IB vs MC
ib3.JPG (189.54 KiB) Viewed 1246 times

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby Henry MultiСharts » 24 Sep 2015

mickatrade wrote:Hello ,
i've issues with interactive brokers, data refresh in MC DOM is very slow compared to TWS DOM ( see picture), it's lagging.
Plus, i don't have the same number of shares between TWS DOM and MC DOM.
For example at ask price 148.92 i have 900 shares for MC DOM, but 1200 shares for TWS DOM (see picture).
I've check have already checked if the symbol mapping was OK, and it was.
I don't have this time of issues when i trade with LMAX broker, MC DOM is very fast .
Hello mickatrade,

You need to make sure you are comparing the DOM data from the same exchange in IB TWS and MultiCharts. If you still have different results - please come to our live chat Monday-Friday 6:30 am - 1 pm EST to demonstrate it remotely.

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby mickatrade » 24 Sep 2015

Hello,
I've already contacted the chat support and they couldn't find a solution.

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby Henry MultiСharts » 24 Sep 2015

mickatrade wrote:Hello,
I've already contacted the chat support and they couldn't find a solution.
Hello mickatrade,

That is not exactly true. You were comparing the data in the Time and Sales TWS window with the MultiCharts DOM window data. Depth of book market data was not available on your IB account for the instrument you were using. The solution was to contact IB and subscribe to DOM data for the required symbol.

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby wzero » 24 Sep 2015

IB TWS displays aggregated (with several exchanges) depth of market while Multicharts only display one exchange. I'm not sure if this is a TWS API limitation.

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby mickatrade » 24 Sep 2015

Henry MultiСharts wrote:
mickatrade wrote:Hello,
I've already contacted the chat support and they couldn't find a solution.
Hello mickatrade,

That is not exactly true. You were comparing the data in the Time and Sales TWS window with the MultiCharts DOM window data. Depth of book market data was not available on your IB account for the instrument you were using. The solution was to contact IB and subscribe to DOM data for the required symbol.


We were comparing both MC and IB DOM, please see attached what is TWS times and sales, it's not the window i showed to the support.
You can also see my data feed subscription on my IB account.

All i can see at ASK 10.26$ are 6.1k NSDQ orders, it 's missing ARCA 3.2k orders. I've subscribed Arca level2 data.

Picture legend :
Upper left corner ===> TWS Time&Sales
Lower left corner ===> TWS Depth of Market
Right side ===> Multicharts Depth of Market
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tws tns-dom-mcdom.JPG
tws tns-dom-mcdom.JPG (124.54 KiB) Viewed 1227 times
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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby mickatrade » 24 Sep 2015

Here , my datafeed subscriptions at IB.
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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby mickatrade » 24 Sep 2015

IB support also told me that everything available in TWS is available for the API.

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby Henry MultiСharts » 25 Sep 2015

Hello mickatrade,

Please come to our live chat Monday-Friday 6:30 am - 1 pm EST to continue the analysis.

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby TCust » 28 Sep 2015

Mickatrade may be you use direct routing ticker ?

For example if in QM on IBM current exchange NYSE, that display only NYSE bid/ask that equal IBM|NYSE, if in QM on TSLA current exchange ISLAND, that display only ISLAND bid/ask that equal TSLA|ISLAND in TWS.

If need view consolidated exchange, that need select in QM for ticker's SMART exchange, this equal in TWS tickers IBM,TSLA, or IBM|SMART, TSLA|SMART

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby mickatrade » 28 Sep 2015

Thank you Henry, i've contacted the support team and it seems that it's not possible at the moment to have consolidated market depths in MC DOM.
So i've created a request on Multicharts PM.
Maybe it will be a new feature in Multicharts :D

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby mickatrade » 28 Sep 2015

TCust wrote:Mickatrade may be you use direct routing ticker ?

For example if in QM on IBM current exchange NYSE, that display only NYSE bid/ask that equal IBM|NYSE, if in QM on TSLA current exchange ISLAND, that display only ISLAND bid/ask that equal TSLA|ISLAND in TWS.

If need view consolidated exchange, that need select in QM for ticker's SMART exchange, this equal in TWS tickers IBM,TSLA, or IBM|SMART, TSLA|SMART


Thank you for your suggestion , but all my stock are already with SMART ticker in QM and it's not working.

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby TCust » 28 Sep 2015

Ok Mickatrade

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby CrazyNasdaq » 30 Sep 2015

CrazyNasdaq wrote:Problems with DOM on ddz15 CQG feed and Live account.
Where are the bids ???

Watch the short video http://it.tinypic.com/r/f03hvc/8

Today afternoon I've had the same problem, but this time on the ASK side. Completly disappeared the ask side during trading

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby Henry MultiСharts » 01 Oct 2015

CrazyNasdaq wrote:
CrazyNasdaq wrote:Problems with DOM on ddz15 CQG feed and Live account.
Where are the bids ???

Watch the short video http://it.tinypic.com/r/f03hvc/8

Today afternoon I've had the same problem, but this time on the ASK side. Completly disappeared the ask side during trading
Hello CrazyNasdaq,

Does it happen with an existing DOM window or with a newly created one (instrument that was not subscribed to DOM data before)? Does it happen after connection is lost and restored?

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby CrazyNasdaq » 01 Oct 2015

Henry MultiСharts wrote:
CrazyNasdaq wrote:
CrazyNasdaq wrote:Problems with DOM on ddz15 CQG feed and Live account.
Where are the bids ???

Watch the short video http://it.tinypic.com/r/f03hvc/8

Today afternoon I've had the same problem, but this time on the ASK side. Completly disappeared the ask side during trading
Hello CrazyNasdaq,

Does it happen with an existing DOM window or with a newly created one (instrument that was not subscribed to DOM data before)? Does it happen after connection is lost and restored?

It has happened after connection is lost and restored. The DOM window is a new DOM window and the instrument is regularly subscribed to DOM data and traded by DOM window before it has happened

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Re: MULTICHARTS 9.1 RELEASE CANDIDATE

Postby Henry MultiСharts » 02 Oct 2015

CrazyNasdaq wrote:It has happened after connection is lost and restored. The DOM window is a new DOM window and the instrument is regularly subscribed to DOM data and traded by DOM window before it has happened
We will try to replicate it on our end.



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