MULTICHARTS 10.0 RELEASE

As in Release candidate there is a persistent BUG which comes out every time I try to open a very simple workspace.
The workspace is made of only symbols of CQG datafeed 1 tick resolution Trade, Bid, Ask
These errors there weren't in Multicharts 10 beta 2 or beta1 or 9.1release. They came out with MC release candidate and this final release. The errormessages are persistent

As in Release candidate there is a persistent BUG which comes out every time I try to open a very simple workspace.
The workspace is made of only symbols of CQG datafeed 1 tick resolution Trade, Bid, Ask
These errors there weren't in Multicharts 10 beta 2 or beta1 or 9.1release. They came out with MC release candidate and this final release. The errormessages are persistent

Trying to open a 1 tick resolution of CLEF17 (CQG datafeed) or other symbols from CQG datafeed, Multicharts shows me a popup alert Error message
Take a look at this short video demonstration. It seems that MC 10 release has some problems with Backfill data 1 tick resolution

CrazyNasdaq,

It looks like a single issue that we have fixed. Please download the file corresponding to your version of MultiCharts, unzip it and follow the installation guide:
https://www.multicharts.com/trading-sof ... an_Updater
Let me know how it works for you.

Hi,

A fix to the issue described below doesn't appear to have been implemented as promised:

viewtopic.php?f=1&t=50228&p=123709#p123737

Will it be possible to have a hotfix please?

As a reminder - the concept of user defined Time In Force fill assumptions is flawed. The behaviour of "GTC" fills is the same for DAY order fills as far as backtest simulations in MC are concerned. The GTC fill assumption option needs removing and DAY to be the default. The GTC assumption is the only option and default in PT, rendering it useless (it can't be user defined in PT neither).

UpTicks & DownTicks for the Volume Delta & Cumulative Delta chart types are now available in the code. Learn more: https://www.multicharts.com/pm/viewissu ... no=MC-1437

As in Release candidate there is a persistent BUG which comes out every time I try to open a very simple workspace.

It looks like a single issue that we have fixed. Please download the file corresponding to your version of MultiCharts, unzip it and follow the installation guide:
https://www.multicharts.com/trading-sof ... an_Updater
Let me know how it works for you.

As in Release candidate there is a persistent BUG which comes out every time I try to open a very simple workspace.

It looks like a single issue that we have fixed. Please download the file corresponding to your version of MultiCharts, unzip it and follow the installation guide:
https://www.multicharts.com/trading-sof ... an_Updater
Let me know how it works for you.

I use Multicharts.NET 10 Release, It raise exception every time open a workspace. Any updater for .NET version?

You might try going into alerts, click on email alert (I assume you did that) then click on settings and click on the "test" button- it should send a confirmation email, if your settings are correct- I just did that, my gmail acct and my domain email acct , they BOTH worked, using MC10 release...
I have smtp server security UNchecked, ssl UN checked and tls UNchecked, if that matters...

Bug_Backtesting_MC_10_Released_Screen1.JPGHello
Running a backtesting with the same files used on multicharts64.10.0.13287.202_beta2_x64 now on MultiCharts64.10.0.13557.400_Release_x64
I have problem similar CrazyNasdaq described.
I think this release have problem.

I have the same problem as the start of this thread after updating I get that error message repeated multiple times on the open of application after sending it returns and after a few hits of skip button it goes away.... but on close of market at 4:15 eastern it will pop up again I use CQG/ AMP I have read through this thread and did not see any real fix to this issue start to finish any help would be appreciated jim

Anyone figure this I was waiting on any info since others have same issues not only when you open application but on 4:15 close and 5:00pm it will appear ??
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Hello,

it is great to see this release already!

I would like to comment, that in my opinion it would be nice to add the square icon for the full screen expansion, of the Monte Carlo analysis window.

Like were the arrow in the picture is.. Now only the "X" (windows close) icon is available.

Thank you!

2016-11-23_0014.png

When I deselect 'Optimize Strategy' under the Chart Analysis Toolbar, the button is removed but it returns when Multicharts is restarted - even after saving the change.

You mention that bulk ASCII Export is implemented. Is there any description of how to use it? How about bulk ASCII import?

Thanks!

When I deselect 'Optimize Strategy' under the Chart Analysis Toolbar, the button is removed but it returns when Multicharts is restarted - even after saving the change.

Hello Jad,

This is a known issue that will be fixed in MultiCharts 10.0 Release 2.

Another small issue is that when using a Cross Pointer and also selecting Show Cross, The horizontal line does not always show. It temporarily reappears after right clicking or clicking on another (attached) chart first.

So far, I've noticed that this only happens on 'Detached Charts'. I haven't seen it happen on Attached Charts.

Hello

UpTicks & DownTicks for the Volume Delta & Cumulative Delta chart types are now available in the code. Learn more: https://www.multicharts.com/pm/viewissu ... no=MC-1437

Any info on the keywords to use

When I deselect 'Optimize Strategy' under the Chart Analysis Toolbar, the button is removed but it returns when Multicharts is restarted - even after saving the change.

Hello Jad,

This is a known issue that will be fixed in MultiCharts 10.0 Release 2.

OK - Thank you.

Another small issue is that when using a Cross Pointer and also selecting Show Cross, The horizontal line does not always show. It temporarily reappears after right clicking or clicking on another (attached) chart first.

So far, I've noticed that this only happens on 'Detached Charts'. I haven't seen it happen on Attached Charts.

Another small issue is that when using a Cross Pointer and also selecting Show Cross, The horizontal line does not always show. It temporarily reappears after right clicking or clicking on another (attached) chart first.

So far, I've noticed that this only happens on 'Detached Charts'. I haven't seen it happen on Attached Charts.

This also happens here when the charts are attached.

I have one improvement for MC 10.0.
Portfolio Trader: If you have the same strategy name, on the same symbol but different timeframe and you have "set market position manually" set you don't have a display field of the timeframe in the dialogue. Therefore you cannot set the correct position to the corresponding strategy in a distinct way. So adding a timeframe would help in this situation.

Question on the below new feature as stated in the release. On the https://www.multicharts.com/brokers page it states for Rithmic that OCO orders are emulated (calculated locally). Which I assume still means that when one side of the OCO order fills, it's up to the broker to write back to the local machine that market position has changed which then results in a cancel for the open side of the OCO order to be generated locally and sent to the broker. In the case of Rithmic is it possible to have both sides handled native so that when one side fills the other cancels automatically, not requiring the local machine to send the cancel? To do so, it sounds like you would need to use Rithmic for data in this instance. Thanks for clarifying.

"Emulated Stop and Stop-Limit orders

One can now switch between native and emulated Stop and Stop-Limit orders for both auto trading and manual trading. This feature requires real-time data subscription on your broker account."

This morning during my trading, I had this error. It freezed the platform and I've had to force the closing processes which wouldn't close after about 15 minutes of waiting.
My OS is Windows 7 64 bit Ultimate

This morning during my trading, I had this error. It freezed the platform and I've had to force the closing processes which wouldn't close after about 15 minutes of waiting.
My OS is Windows 7 64 bit Ultimate

We are currently analyzing this case.

Great to see a Monte Carlo simulator has been added!

I'm wondering - does it handle sizing rules correctly when resampling?

Is it simply cutting up and resdistributing the trade list (whilst preserving trade size)

or

Is it cutting up and redistributing the trade signals, AFTER WHICH sizing rules are run?

In other words if I have the simple sequential sizing rule:

Code: Select all

mp=marketposition;
if (mp=1 and mp[1]<>1) or (mp=-1 and mp[1]<>-1) then
tradesize = tradesize+1;

Does the Monte Carlo simulator jumble up the size (size= 98,901,1,21,34..... etc) or will it run the sizing rule after (size= 1,2,3,4,5,6)?

Answering my own question.......

Seemingly sizing can't be run post trade list resampling.

Is there a way around this that anyone can think of? Maybe by using the PMMS feature in Portfolio Trader?

A key feature of Monte Carlo simulation is to estimate drawdown risks at various levels of aggression, sizing wise. Shuffling the sizing is not a desired behavior of a Monte Carlo sim, as far as I understand. If sizing can't be can't somehow be run post trade list resample/reshuffle, I'd argue that the new Monte Carlo sim is incomplete.

"Is it simply cutting up and redistributing the trade list (whilst preserving trade size)
Or Is it cutting up and redistributing the trade signals, AFTER WHICH sizing rules are run?"

It will be possible to have the function of volume profile in MC 10.1

https://www.multicharts.com/pm/viewissue ... no=MC-1683

Hi,

I've noticed that if you exceed 7500 GDI objects. Then if you remove, say 2000 (now 5500 total), then MC10 still thinks 7500 GDI objects are active and will not let you add anymore objects. Eventually, you are forced to restart MC.

Yes. If I open a workspace that breaches 7500 objects, then close that workspace. Then close another workspace, that was already open. Then try to reopen the workspace that I just closed, I get the 7500 breach message.

Bug_Backtesting_MC_10_2_Released_Screen1.JPG

Today I did same test with version 10.2 and still have problem appears version 10 . Using version 9.1 same file works very well .

I installed the latest version today. I noticed I get delayed quotes for Forex. Searching for the reason, I saw the following comment in features list:

"Interactive Brokers: MidPoint is now supported for Forex when Quote field is set to Trade. Realtime updates are streamed by the data feed once in 5 seconds!"

Updates every 5 seconds is way too slow for me. I normally use 1 Minute charts and the price can move quite a lot in 5 seconds, plus this rate of update creates price gaps that do not exist in reality. I also use some 10-ticks charts. Now they get updated every 5 seconds. Not exactly useful for tick charts...

My questions are:

- Which piece of data was supplied in previous versions when Quote field was set to "Trade"? Bid? Ask? I would like to get back to what I had.
- TWS supplies MidPoint/Last (same in case of IB Forex data) instantly, when there is a change in the bid and ask). Why the update via Multicharts is only once per 5 seconds?

I installed the latest version today. I noticed I get delayed quotes for Forex. Searching for the reason, I saw the following comment in features list:

"Interactive Brokers: MidPoint is now supported for Forex when Quote field is set to Trade. Realtime updates are streamed by the data feed once in 5 seconds!"

Updates every 5 seconds is way too slow for me. I normally use 1 Minute charts and the price can move quite a lot in 5 seconds, plus this rate of update creates price gaps that do not exist in reality. I also use some 10-ticks charts. Now they get updated every 5 seconds. Not exactly useful for tick charts...

My questions are:

- Which piece of data was supplied in previous versions when Quote field was set to "Trade"? Bid? Ask? I would like to get back to what I had.
- TWS supplies MidPoint/Last (same in case of IB Forex data) instantly, when there is a change in the bid and ask). Why the update via Multicharts is only once per 5 seconds?

For IB FX, MC used to supply "Ask" data in the "Trade" field (since there is no reported "Trade" in OTC markets) as well as "Ask" for "Ask".
Since IB data in RT is not really RT (just 100-300ms snapshots), IB also streams "True RT" 5-sec BARS, which take into account ALL ticks, and these data include a "Midpoint" price at the end of such a 5-sec period.
These are streamed by their Historical data server, not RT server.

In MC 10, Bid and Ask are as they should be, while "Trade" field now contains close of a "Mid point" 5-seс bar.

If you want to use "Mid-point" Real Time programmatically, just feed "(close of data1 (for ask)+Close of data2 (for bid))/2 into your signal or indicator.
But you will only be able to construct a CHART in RT either based on Bid or Ask.
This might sound like not a big deal, but my testing shows it DOES introduce bias..

If I resize the optimization report columns and then close the report window and reopen, the report doesn't preserve my column sizing. This was not the case pre MC10. It's a real issue too because to access the performance report window and navigate its tabs is impossible whilst the optmization report is open. Meaning the need to close the optimization report each time a new permuation of selected, reopen it and resize columns, again and again! Please can MC fix this as soon as possible?

Also, pre MC10, if the optimization and performance report windows were both open, one could access and navigate the performance report. This is no longer the case. Now, if the optimization window is open it renders the performance report window inaccessible. Both issues are rather frustrating and hinder the user from effortlessly reviewing optimal permutations and their respective performance reports.

If I understand you correctly, you mean having a chart with two instruments of the same asset, one with quote field of Ask and the other with quote field of Bid?

How can one construct a correct Mid-price based range bar chart in RT?
Does it build correctly historically off "True RT" 5-sec bars?

How can one construct a correct Mid-price based range bar chart in RT?
Does it build correctly historically off "True RT" 5-sec bars?

Hello Zheka,

Historical data is complete, OHLC values are supplied. Realtime updates are streamed once in 5 seconds (Close value only).

5-sec forex data is way too slow for high frequency trader (scalper).

5-sec forex data is way too slow for high frequency trader (scalper).

It seems to be an IB datafeed limitation, not a multicharts limitation. Other datafeeds don't have that delay.

5-sec forex data is way too slow for high frequency trader (scalper).

It seems to be an IB datafeed limitation, not a multicharts limitation. Other datafeeds don't have that delay.

In case of using IB datafeed, the quote field "Trade" needs to be calculated by Muticharts as the middle between bid and ask. This is how it is done in TWS for both the "Last" and "Mid" fields. It is then updated instantly on every change in bid or ask.

IB don't use this 5-sec delayed data in TWS and rightly so, it is of very little value. Why should multicharts use it?

To understand you can re-read the relevant posts (links are in MC's description of new features accompanying MC 10 release).

How can one construct a correct Mid-price based range bar chart in RT?
Does it build correctly historically off "True RT" 5-sec bars?

Hello Zheka,

Historical data is complete, OHLC values are supplied. Realtime updates are streamed once in 5 seconds (Close value only).

Yes, but:
1) 5-sec is too long a period for range bars. This was the starting point for this discussion.
2) it will still be RT updates of bid or ask....Is there a way to build range bars from 'bid-ask' mid-point price?

5-sec forex data is way too slow for high frequency trader (scalper).

It seems to be an IB datafeed limitation, not a multicharts limitation. Other datafeeds don't have that delay.

In case of using IB datafeed, the quote field "Trade" needs to be calculated by Muticharts as the middle between bid and ask. This is how it is done in TWS for both the "Last" and "Mid" fields. It is then updated instantly on every change in bid or ask.

IB don't use this 5-sec delayed data in TWS and rightly so, it is of very little value. Why should multicharts use it?

To understand you can re-read the relevant posts (links are in MC's description of new features accompanying MC 10 release).

The relevant posts describe the benifits of the 5 sec implementation for who don't scalpe. But for high frequency trader 5 sec charts is totally unacceptable. I have to revert to Ask chart but for Furtures Ask charts are different than Trader charts.

Midpoint data is received for Forex and Commodities only. It does not affect the other security types loaded from IB.

This morning I tried to open a simple LMAX chart but an error message pop up



So I controlled my Quotemanager and LMAX datafeed was disappeared from the list of Data Source
Yesterday was all fine

I've tried to close the paltform and all its processes and then re open it, but nothing changed.
I'm on MC 10 release 2 on Windows 7 64 bit
Same error happened with MC 10 release 1 and 10 beta......................never with previous versions

CrazyNasdaq,

Did LMAX data feed disappear after a specific event/action?
Was it after 3rd party plugin installation?

Hi,

I've found another optimization report bug.

When saving the report as a CSV and then opening in excel, columns shown don't reflect the preferred columns specified under "spreadsheet view settings". If one is to specify only certain metrics in the optim report window, then save it as a CSV, the resultant excel report shows a random assortments of metrics and inputs (which may or may not include those that were user specified).

The only way round this atm is to save all columns and then delete the columns later in excel. Not great when one is processing a high volume of reports every day.

Thanks,

Will

Hi,

I've found another optimization report bug.

When saving the report as a CSV and then opening in excel, columns shown don't reflect the preferred columns specified under "spreadsheet view settings". If one is to specify only certain metrics in the optim report window, then save it as a CSV, the resultant excel report shows a random assortments of metrics and inputs (which may or may not include those that were user specified).

The only way round this atm is to save all columns and then delete the columns later in excel. Not great when one is processing a high volume of reports every day.

Thanks,

Will

Version: MultiCharts64 Version 10.0 Release (Build 13626)
The following in the OPT log for my Demo OANDA

MakeRequest (GET) WebException: Code= 11; Message= "Order not found"; MoreInfo= "http://developer.oanda.com/docs/v1/orders"; requestString= "https://api-fxpractice.oanda.com/v1/acc ... 0589016863"; msg= "The remote server returned an error: (404) Not Found."

Hi Henry,

I do not know, I just began to try out 10 and noticed it. I will run test tonight and advise.

Thank you
Don

It is delaying the order cancellation and submitting times.

Hi,

Why are the instruments "backfilling" when working in offline mode? Any reasons for the data not poping up at once?

Thierry

on start up, data windows not updated with chart datas.

as you see on screenshoot I click on charts to have instant datas on cursor, but data windows stay empty.

I try to run walk-forward optimization, with 10 days In Sample and 5 Out of sample. 10-seconds chart, 6 months back.
Optimization criteria: Return on account or Profit Factor (tried both).
One parameter is optimized, with a range of 20 values.

The optimization stays on 0% and does not proceed. When trying to cancel or pause it - it becomes "Not responding". The multicharts process has a "Not responding" status in Task Manager. The only way to continue to work with Multicharts is to close it and start it again.

I did that, closed every multicharts process, and then it happens again.

I might mention that I run that on a Core i7-7700 CPU, with 16GB RAM. At the time of running this optimization, CPU does not go over 25% and there is over 10GB of free memory. Normally in long optimizations CPU goes up to 100%.

By the way, when running the optimization on bars instead of days, I do not experience such a problem.

I have only 1 desktop, 1 workspace, 5 charts but 2 screens

Hi, This is probably a bit off topic but not totally. I have not been on the forum for a long time. I still use the regular MC version 8.0 build 5620. I log in 5 days a week to look at the free charts for a few stocks with intent on trading the business cycle waves only (no day trading). I run Win 7 for this with a quad core I5 machine with an Solid state drive. Although everything is working just great with MC 8.0 I am wondering if I should upgrade (assuming my life time license is still good). If it is going to be a lot of work with an added learning curve for the new version I can't since I have some projects on the go at the moment (maybe later). However if it is easy and things have not changed that much maybe I could try it. Any thoughts? Thanks, John

I only find the release version from Dec 2016 to download. You probable have a newer beta version. Do you have a link?

Just looking for this issue to be already solved in release 3 - and hope you have a beta for the release 3

Is there any news about the next coming Multicharts 10.1 release with Hybrid Renko ? any date ?
Thanks

Is there any news about the next coming Multicharts 10.1 release with Hybrid Renko ? any date ?
Thanks

With Multicharts 10 Realease 3 on 64 bit OS, I 've a problem with WeBank
QuoteManager and Datafeed works correctly, Brokers Profile is connected regularly, but DOM is in Connecting Mode always
I'm trying to open the DOM of FIB7F (italian future of June), but it can't connect with the broker and it'is in waiting mode for all the time with NO succes
With release 2 of MC 10 there were NO problems

It's a problem of the new release and some friends of mine have the same problem as me with WeBank DOM

With Multicharts 10 Realease 3 on 64 bit OS, I 've a problem with WeBank
QuoteManager and Datafeed works correctly, Brokers Profile is connected regularly, but DOM is in Connecting Mode always
I'm trying to open the DOM of FIB7F (italian future of June), but it can't connect with the broker and it'is in waiting mode for all the time with NO succes
With release 2 of MC 10 there were NO problems

It's a problem of the new release and some friends of mine have the same problem as me with WeBank DOM

Hello CrazyNasdaq,

Thank you for reporting. This issue has been forwarded to our development team.

I'm having an issue with the GDI limit of 7500 built into MC64. I do realize exceeding this can cause instability in regards to opening multiple charts/workspaces, but I'm getting this message in one workspace/chart.

MC doesn't free up the GDI objects after my macro runs through hundreds of symbols, and opens/closes hundreds of strategy performance reports. It runs in a loop on the same chart and the MC report window always get closed. I don't see how this can cause instability. I bumped the Windows GDI limit to 50,000 which my machine can easily handle. I'm hoping an MC registry option can be tweaked to meet my needs. I don't want to open 5+ desktops to run my macros.

Hello Muticharts

I downloaded this new release 8 and my Panda Anti Vírus dectected exploit.gen three times I tryied from 2 different PCs .

Every time panda put this Release in quarentena folder.

I think very strange even beta version doesnt have this kind of issue.