MULTICHARTS 10.0 RELEASE CANDIDATE

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Henry MultiСharts
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MULTICHARTS 10.0 RELEASE CANDIDATE

Postby Henry MultiСharts » 04 Nov 2016

MultiCharts 10.0 Release Candidate is available for download now (builds 13499/13500)!
Completely new design and support for 4K resolution, Monte Carlo analysis, new Optimization Results window, Annual Return & Annualized Sharpe Ratio, Emulated Stop and Stop-Limit orders, 1/10000000 Price Scale, bulk ASCII Export, compare source code in Script Editor, “Int64″ data type support are just a few highlights of the cool new features and improvements that will make the workflow easier and more pleasant!

Click here for the complete list of all new features and improvements in this version.

>>> Go to MultiCharts 10.0 Release Candidate download page <<<
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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby tradingest » 04 Nov 2016

Henry MultiСharts wrote:MultiCharts 10.0 Release Candidate is available for download now (builds 13499/13500)!
Completely new design and support for 4K resolution, Monte Carlo analysis, new Optimization Results window, Annual Return & Annualized Sharpe Ratio, Emulated Stop and Stop-Limit orders, 1/10000000 Price Scale, bulk ASCII Export, compare source code in Script Editor, “Int64″ data type support are just a few highlights of the cool new features and improvements that will make the workflow easier and more pleasant!

Click here for the complete list of all new features and improvements in this version.

>>> Go to MultiCharts 10.0 Release Candidate download page <<<


What does it means "Release Candidate"?

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New release candidate

Postby stefanols » 04 Nov 2016

Hi,

Nice work with the release candidate.

Have discussed the export to ASCI with you before and it would be
great if you could add description and symbol into the fields that you can export together
with Open High Low Close and total volume.

As it is today the name is coming from the field name that is a long one. See enclosed file.
In this case the name of the instrument becomes aak-interactive brokers SFB.stocks day trade.

I would be more logical to add the description and symbol to the fields that could be exported.

Hope not to much work to add these two fields.

Thanks in advance.

Best regards

Stefan
Attachments
AAK-Interactive Brokers-SFB-Stocks-Day-Trade.txt
(32.67 KiB) Downloaded 37 times

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Henry MultiСharts
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Re: New release candidate

Postby Henry MultiСharts » 04 Nov 2016

stefanols wrote:Hi,

Nice work with the release candidate.

Have discussed the export to ASCI with you before and it would be
great if you could add description and symbol into the fields that you can export together
with Open High Low Close and total volume.

As it is today the name is coming from the field name that is a long one. See enclosed file.
In this case the name of the instrument becomes aak-interactive brokers SFB.stocks day trade.

I would be more logical to add the description and symbol to the fields that could be exported.

Hope not to much work to add these two fields.

Thanks in advance.

Best regards

Stefan
Hello Stefan,

So you want to be able to change the default name of the exported file with the data or you want to have the symbol name included into the target file? What is the purpose of this change? Are you doing ASCII Mapping of these files?

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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby Henry MultiСharts » 04 Nov 2016

tradingest wrote:What does it means "Release Candidate"?
Hello tradingest,

Please check it here:
https://en.wikipedia.org/wiki/Software_release_life_cycle#Release_candidate

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Re: New release candidate

Postby stefanols » 04 Nov 2016

Henry MultiСharts wrote:
stefanols wrote:Hi,

Nice work with the release candidate.

Have discussed the export to ASCI with you before and it would be
great if you could add description and symbol into the fields that you can export together
with Open High Low Close and total volume.

As it is today the name is coming from the field name that is a long one. See enclosed file.
In this case the name of the instrument becomes aak-interactive brokers SFB.stocks day trade.

I would be more logical to add the description and symbol to the fields that could be exported.

Hope not to much work to add these two fields.

Thanks in advance.

Best regards

Stefan
Hello Stefan,

So you want to be able to change the default name of the exported file with the data or you want to have the symbol name included into the target file? What is the purpose of this change? Are you doing ASCII Mapping of these files?

Hi,

No, I use metastock data for other applications and often the feed from yahoo finance is obsolete. In those cases I want to be able to export as I described. A simple and not perfect way would be to name the output file to the symbol name and nothing else. Or ideal would be to add symbol and desscription. Hope you understand what I mean. Should be quite simple to add these 2 fields as they are available. BR Stefan]

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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby wilkinsw » 04 Nov 2016

New fill assumptions are still incorrect:

impossible fills 2.PNG
impossible fills 2.PNG (12.43 KiB) Viewed 1334 times



Users:

The GTC/DAY TIF backtesting assumption is not correct. When running backtests within MC please make sure to always select "DAY". "DAY" behaviour is correct.

Unfortunately the option to select "DAY" is not there in portfolio trader and the default behaviour is "GTC". Therefore any Portfolio Trader backtesting results are prone to significant error.

The error:

The default GTC assumption permits limit order fills only at the limit price if the open of the new session is better.

So currently, if we have a buy limit at 49.99 and the market closes at 50.00 (and we haven't been filled and want to leave our order in overnight).....If the market opens at 20.00, we get filled at 49.99. Therefore achieving an immediate 29.99 drawdown!

No exchange that I know of behaves like this! In the real world, your limit order influences the "initial open price". We are then given a fill at the open price, if that is better than our limit order.

Realworld = fill @ 20.00 (0 drawdown).

This is a huge error in assumptions and will 1) potentially create huge outlier losses in PT and 2) incorrectly steer a genetic optimisation in PT.

Considering the "DAY" behaviour already exists in MC, I assume this will be a quick an easy fix?


https://www.multicharts.com/pm/viewissue ... no=MC-2131

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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby Henry MultiСharts » 07 Nov 2016

wilkinsw wrote:New fill assumptions are still incorrect:

impossible fills 2.PNG



Users:

The GTC/DAY TIF backtesting assumption is not correct. When running backtests within MC please make sure to always select "DAY". "DAY" behaviour is correct.

Unfortunately the option to select "DAY" is not there in portfolio trader and the default behaviour is "GTC". Therefore any Portfolio Trader backtesting results are prone to significant error.

The error:

The default GTC assumption permits limit order fills only at the limit price if the open of the new session is better.

So currently, if we have a buy limit at 49.99 and the market closes at 50.00 (and we haven't been filled and want to leave our order in overnight).....If the market opens at 20.00, we get filled at 49.99. Therefore achieving an immediate 29.99 drawdown!

No exchange that I know of behaves like this! In the real world, your limit order influences the "initial open price". We are then given a fill at the open price, if that is better than our limit order.

Realworld = fill @ 20.00 (0 drawdown).

This is a huge error in assumptions and will 1) potentially create huge outlier losses in PT and 2) incorrectly steer a genetic optimisation in PT.

Considering the "DAY" behaviour already exists in MC, I assume this will be a quick an easy fix?


https://www.multicharts.com/pm/viewissue ... no=MC-2131
wilkinsw,

We will add this option to Portfolio Trader in MultiCharts 10.0 Release.
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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby wilkinsw » 07 Nov 2016

Thanks Henry. That'll work for me.

My point was also that the "Day" behaviour is the only correct behaviour. Therefore it makes sense (at least to me) to remove Day/GTC option altogether and just keep the Day behaviour.

The manner in which Multicharts believes GTC orders are filled is incorrect, when it comes to the open of a new session. There should be no difference between GTC and Day orders in terms of fill assumptions for the purposes of backtesting (as far as I know and have experienced).

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Re: New release candidate

Postby stefanols » 08 Nov 2016

[quote="Henry MultiСharts"][quote="stefanols"]

Preferable the best solution would be to add the description and symbol to the fields that could be exported.

Hope not to much work to add these two fields.

Thanks in advance.

Best regards

Stefan

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Re: New release candidate

Postby Henry MultiСharts » 08 Nov 2016

stefanols wrote:
Henry MultiСharts wrote:
stefanols wrote:
Preferable the best solution would be to add the description and symbol to the fields that could be exported.

Hope not to much work to add these two fields.

Thanks in advance.

Best regards

Stefan
Stefan,

So instead of EPZ16-Minute-Trade.txt file name you want to have EPZ16-E-mini S&P 500 Index Dec 2016.txt file name. Otherwise you want to have two columns with symbol name (EPZ16) and symbol description (E-mini S&P 500 Index Dec 2016) inside the data file. Did I get you right?

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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby stefanols » 08 Nov 2016

Hi,

The file name can stay as it is but pl. add
the name and description to the fields that
can be chosen.

Best regards

Stefan

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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby Smoky » 11 Nov 2016

same message on 2 PC on same time ! using MC 10 RC

IB gateway with 2 clients

Image

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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby Henry MultiСharts » 11 Nov 2016

stefanols wrote:Hi,

The file name can stay as it is but pl. add
the name and description to the fields that
can be chosen.

Best regards

Stefan
Hello Stefan,

We have added this improvement to our to-do list for the next minor platform update (10.X).
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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby Henry MultiСharts » 11 Nov 2016

Smoky wrote:same message on 2 PC on same time ! using MC 10 RC

IB gateway with 2 clients

Image
Hello Smoky,

Please click Terminate button, then run MultiCharts and go to Help tab->Feedback->Bug Report->choose "attach logs files" and "upload collected data".

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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby Smoky » 11 Nov 2016

Hello Henry realy sorry, can't loose a working day, I install MC 10 beta 2 rapidly to work again.

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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby CrazyNasdaq » 11 Nov 2016

Smoky wrote:same message on 2 PC on same time ! using MC 10 RC

IB gateway with 2 clients

Image


I had a same error with a very simple workspace with CQG data, used to reload all data for alla my instruments collected. The same workspace gives me an error with MC Candidate release. The error not occurs with the same workspace with MC 10 beta 2. I made the downgrade to MC 10 beta 2 for the same reason of Smoky.

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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby tradingest » 12 Nov 2016

Hi,

currently I have the version 9.1 build 12587.
I'd like to install the version 10 beta 2.

I can install the new version without uninstall the previous version or I must uninstall and the install the new version?

How I can keep all my studies without losing them as a result of the new installation?

Thanks,
tradingest

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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby Henry MultiСharts » 15 Nov 2016

tradingest wrote:Hi,

currently I have the version 9.1 build 12587.
I'd like to install the version 10 beta 2.

I can install the new version without uninstall the previous version or I must uninstall and the install the new version?

How I can keep all my studies without losing them as a result of the new installation?

Thanks,
tradingest
Hello tradingest,

In order to update MultiCharts to a newer version you need to download it first. Then close all MultiCharts applications and processes. Start the new installer file. It will update your current MultiCharts to the version you have downloaded. There is no need in deleting your current version. All user data will remain unchanged. Usually we recommend doing a backup of user data before updating:
https://www.multicharts.com/trading-soft ... _User_Data
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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby monexx » 22 Nov 2016

Hello,
I use an MC 10 release candidate.
Try setting the 5 minute chart and volume profile for the last 2 weeks.
You will see that after the first candle is volume profile completely changed.
See attached screenshot:
Attachments
Volume profile after close of first candle.jpg
Volume profile after close of first candle.jpg (587.98 KiB) Viewed 1336 times
Volume profile OK.jpg
Volume profile OK.jpg (556.9 KiB) Viewed 1331 times
Volume profile settings.jpg
Volume profile settings.jpg (540.99 KiB) Viewed 1320 times

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Re: MULTICHARTS 10.0 RELEASE CANDIDATE

Postby Henry MultiСharts » 22 Nov 2016

monexx wrote:Hello,
I use an MC 10 release candidate.
Try setting the 5 minute chart and volume profile for the last 2 weeks.
You will see that after the first candle is volume profile completely changed.
See attached screenshot:
Hello monexx,

We will check it and I will get back to you with the results.



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