New Behaviour in MC11 when a signal input references an indicators plot value  [SOLVED]

Questions about MultiCharts and user contributed studies.
wilkinsw
Posts: 511
Joined: 21 Apr 2013
Has thanked: 130 times
Been thanked: 84 times

New Behaviour in MC11 when a signal input references an indicators plot value

Postby wilkinsw » 21 Mar 2018

Hi,

In my signals I reference an indicators plot values. I do this so that I can make changes to the indicator on the fly, recompile it, then turn signals back on as a much faster method of making mass common inputs changes to the 100s of signals I have live.

Example:
signal inputs referencing indicator plots.PNG
signal inputs referencing indicator plots.PNG (8.87 KiB) Viewed 781 times
In the above example I can specify julian dates and times for big data releases that effect symbols BD and EX in indicator "DE CT EX + BD" and then have the effected signals flatten and reopen positions accordingly.

Hopefully that makes sense.

Now the issue. In MC10 if a chart was not trading live....... one would simply update the indicator, compile it, and now our non live chart would exit and enter trades around data releases accordingly.

However, in MC11 this is not the case. After updating the indicator the signal ignores the change and will fail to flatten going into a data release. One then has to turn the signal on/off AFTER the data release for the indicator changes to come through.

Fortunately charts trading live are still working normal. The issue for me is that my risk indicators reference the non-live charts as the "controls" from which to determine the correct positions I should be in. So this new issue in MC11 is quite a headache and requires lots more admin than before.

Can MC please update the platform to revert to the behaviour of MC10 please, in this regard?

Below is the indicator for users and MC to have a play with and to help demo the issue.
Simply create a simple signal that has an open position with the inputs: Des, dedate, release, prelease. Des you can just leave as "1". "Dedate" is the julian date of the datarelease. "release" is the release time (afterwhich we can take new positions). "prelease" is the time you want to be flat by. Then reference the indicators plot values in the signal inputs. Then, in the indicator, pick todays date, release as the close time of the NEXT bar from now and finally prerelease as the close time of this bar.

indicator:

Code: Select all

//fomc eg
plot1(1, "status");
plot3(43180,"jd");
plot4(1400,"release");
plot5(1300,"prerelease");
signal code to be inserted:

Code: Select all

inputs: Des(1), dedate(0), release(0645), prerelease(0600);
vars: nfsi(0);

if DEs=1 then
if datetojulian(date)=dedate and ((time>prerelease and time[1]<prerelease) or time=prerelease) then
nfsi=1;


if DEs=1 and nfsi=1 then
if (time[1]<=release and time>release) then begin
nfsi=0;
end;

if nfsi=1 then begin
sell ("DE lexit") next bar at market;
Buytocover ("DE sexit") next bar at market;
end;

if nfsi=0 then begin
buy next bar at market;
end;

User avatar
Anna MultiCharts
Posts: 405
Joined: 14 Jul 2017
Has thanked: 28 times
Been thanked: 103 times

Re: New Behaviour in MC11 when a signal input references an indicators plot value

Postby Anna MultiCharts » 22 Mar 2018

Hello, wilkinsw!

Our engineers didn’t manage to reproduce this on our end. And we haven’t changed anything in this respect in MultiCharts 11. Will it be possible for you to come to our Live Chat and demonstrate the issue via remote connection MON-FRI from 6:30 AM to 12:00 PM EST (11:30 AM to 5:00 PM GMT)? To do that, please, come to our Live Chat that is accessible from our web site http://www.multicharts.com/ (at the top of the page).

wilkinsw
Posts: 511
Joined: 21 Apr 2013
Has thanked: 130 times
Been thanked: 84 times

Re: New Behaviour in MC11 when a signal input references an indicators plot value

Postby wilkinsw » 26 Mar 2018

I will do at some point in the coming weeks

wilkinsw
Posts: 511
Joined: 21 Apr 2013
Has thanked: 130 times
Been thanked: 84 times

Re: New Behaviour in MC11 when a signal input references an indicators plot value

Postby wilkinsw » 09 Jul 2018

Hello, wilkinsw!

Our engineers didn’t manage to reproduce this on our end. And we haven’t changed anything in this respect in MultiCharts 11. Will it be possible for you to come to our Live Chat and demonstrate the issue via remote connection MON-FRI from 6:30 AM to 12:00 PM EST (11:30 AM to 5:00 PM GMT)? To do that, please, come to our Live Chat that is accessible from our web site http://www.multicharts.com/ (at the top of the page).
Hi Anna,

I finally managed to work out the cause of this issue.

In MC11+ "open next bar" behaviour has changed and has also changed the behaviour of realtime signals running in Autotrading=OFF.

For some reason open next bar is stopping the "study on signal" values coming through and being used by the signal until it is toggled off/on.

However, for live autotrading=on charts, there is no issue.

The workaround I found for autotrading=off live charts is to simply add another signal with the simple code

Code: Select all

recalclastbarafter(5)
Preliminary testing shows this workaround is fine. But will feedback if that's not the case.

User avatar
Anna MultiCharts
Posts: 405
Joined: 14 Jul 2017
Has thanked: 28 times
Been thanked: 103 times

Re: New Behaviour in MC11 when a signal input references an indicators plot value

Postby Anna MultiCharts » 10 Jul 2018

Hello, wilkinsw!

I’m glad you found a workaround, but our engineers still cannot reproduce the issue to be able to somehow confirm your conclusions. Please come to our Live Chat at the hours specified above to demonstrate this via remote connection if you’d like us to analyze this case.

Zheka
Posts: 190
Joined: 13 Jan 2016
Has thanked: 8 times
Been thanked: 44 times

Re: New Behaviour in MC11 when a signal input references an indicators plot value

Postby Zheka » 10 Jul 2018

WOW!
I did not know it is possible to reference indicator plots as inputs.
Is there somewhere a more general "use case" description with syntax, all the limitations and nuances?

wilkinsw
Posts: 511
Joined: 21 Apr 2013
Has thanked: 130 times
Been thanked: 84 times

Re: New Behaviour in MC11 when a signal input references an indicators plot value

Postby wilkinsw » 10 Jul 2018

WOW!
I did not know it is possible to reference indicator plots as inputs.
Is there somewhere a more general "use case" description with syntax, all the limitations and nuances?
I've only found this:
https://www.multicharts.com/trading-sof ... y_on_study

Zheka
Posts: 190
Joined: 13 Jan 2016
Has thanked: 8 times
Been thanked: 44 times

Re: New Behaviour in MC11 when a signal input references an indicators plot value  [SOLVED]

Postby Zheka » 10 Jul 2018

Thank you!


Return to “MultiCharts”