Multicharts and R

Questions about MultiCharts and user contributed studies.
krzysiaczek99
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Multicharts and R

Postby krzysiaczek99 » 26 Sep 2012

Hi,

I would like to have a communication between R and Multicharts. Is it possible to use Global Variable for it ?? i.e. if I will call Global variable dll from R will I have access to global memory used
by MC ?? Or maybe there is another method.

Krzysztof

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Andrew MultiCharts
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Re: Multicharts and R

Postby Andrew MultiCharts » 26 Sep 2012

What is "R"?

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ABC
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Re: Multicharts and R

Postby ABC » 26 Sep 2012

Andrew MultiCharts wrote:What is "R"?


R is a language and environment for statistical computing and graphics.
http://www.r-project.org/

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Andrew MultiCharts
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Re: Multicharts and R

Postby Andrew MultiCharts » 10 Oct 2012

ABC, what sort of communication you are looking for? I assume you are intereted in this R software to perform calculations or even optimization of your script and place orders to your broker through MultiCharts, i am correct?

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ABC
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Re: Multicharts and R

Postby ABC » 10 Oct 2012

Andrew MultiCharts wrote:ABC, what sort of communication you are looking for? I assume you are intereted in this R software to perform calculations or even optimization of your script and place orders to your broker through MultiCharts, i am correct?


Andrew, I only answered your question "What is "R"?" and personally am not working with R at the moment. I would guess that you are right about what Krzysztof has in mind i.e. use R to do some more complex calculations and feed the results back into MC.
Krzysztof, I would take a look at how users connected Matlab or R with TS, as chances are you find something that works with MC, too.

Regards,
ABC

bnichols
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Re: Multicharts and R

Postby bnichols » 26 Oct 2012

If I understand the question I suspect the 3rd party .DLL developers who implemented GV might answer your question, since any common memory available to different apps would be maintained by the .DLL.

I'm a new MC user and haven't gotten as far as global variables (GV) or interfacing .DLLs but I'm guessing the R package "websockets" and (if you are a programmer) an appropriate .DLL interfaced to MC should be able to exchange data via sockets, if that's an option.

A kludge that worked for me some time ago when experimenting with an interface between R and NT was to exchange data via a text file, each app testing to see if the other had updated the file by checking the Modified time stamp. If MC can do rudimentary text file processing the same approach might work.


Good luck & profitable trading !

bomberone1
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Re: Multicharts and R

Postby bomberone1 » 17 Nov 2017

Is there a software to connect R and Multicharts?

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TJ
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Re: Multicharts and R

Postby TJ » 17 Nov 2017

I know someone who has commissioned a programmer to do the link. It cost him US$12,000.
No, I do not have a copy of the said software. And I don't think he is interested in sharing either.

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Re: Multicharts and R

Postby bomberone1 » 17 Nov 2017

AHAHAH 12.000$ it's crazy things, no sense.
R is open source and a great community, your friend should wake up.
TJ suggests that guys for next time to take a freelancer from India or Ukraine and have the same for 200$.
Your poor acquaintance has enough money to throw away, better for him.

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TJ
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Re: Multicharts and R

Postby TJ » 17 Nov 2017

bomberone1 wrote:AHAHAH 12.000$ it's crazy things, no sense.
R is open source and a great community, your friend should wake up.
TJ suggests that guys for next time to take a freelancer from India or Ukraine and have the same for 200$.
Your poor acquaintance has enough money to throw away, better for him.



If you can get it for $200, why don't you?
How long would it take you to recoup the cost?


Cost is a relative thing...

I believe this guy made the money back on the first day, so the cost is "zero" to him.
The important thing is, he got what he wanted, at the time he wanted it, from a reliable source that he can trust.
(ie not from an unknown freelancer with unknown experience or advanced level knowledge in testing trading software.)

bomberone1
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Re: Multicharts and R

Postby bomberone1 » 08 Dec 2017

Please make an uffcial connection by multicharts.

takehana13
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Re: Multicharts and R

Postby takehana13 » 12 Dec 2017

If you use MultiChart.Net,
I think the R.Net library is an option.
https://rdotnet.codeplex.com/

automaton
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Re: Multicharts and R

Postby automaton » 14 Dec 2017

TJ wrote:I know someone who has commissioned a programmer to do the link. It cost him US$12,000.
No, I do not have a copy of the said software. And I don't think he is interested in sharing either.


Actually this is a big deal, if properly modeled, and linked without flaws. I'd like your opinion an a side project. Do you mind if I PM you TJ?

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TJ
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Re: Multicharts and R

Postby TJ » 14 Dec 2017

automaton wrote:
TJ wrote:I know someone who has commissioned a programmer to do the link. It cost him US$12,000.
No, I do not have a copy of the said software. And I don't think he is interested in sharing either.


Actually this is a big deal, if properly modeled, and linked without flaws. I'd like your opinion an a side project. Do you mind if I PM you TJ?



I have no further info other than what I posted above.

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fbertram
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Re: Multicharts and R

Postby fbertram » 16 Dec 2017

I don't think there is an easy way to connect R and PowerLanguage. As mentioned above, you would need a customized DLL to do so.

If this is what you need to do, you should probably switch to the .NET variant. I am personally using Rdotnet, and it is working like a charm.


Cheers, Felix

automaton
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Re: Multicharts and R

Postby automaton » 17 Dec 2017

Isn't the MC .NET version proprietary in its own way? I mean like dependent on internalized MC functions, libraries, etc... In other words if I wanted to transfer MC C# code to an institutional grade platform like Deltix for example, it would require drastic modification.

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fbertram
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Re: Multicharts and R

Postby fbertram » 17 Dec 2017

C# is a standardized language, and while there is also an evolution of .NET versions, this shouldn't be much of your concern. Therefore, the investment that you are making in writing code for your proprietary secret sauce is probably in good shape.

Having said that, as plain vanilla C# does not know anything about trading, the interface to the trading engine will differ quite a bit from one platform to another. I don't know anything about Deltix, but I have ported code between MultiCharts .NET, NT, and QuantConnect, and there are quite a few differences between the platforms, especially in the following areas:
* datatypes available for time series
* interface to historical data, and indicators calculated on these data
* how to submit trades, monitor accounts and positions
* how to sync backtesting with the live account status
* overall class structure of indicators and signals

If you make wise choice how to abstract these specifics, you might be able to create code that can be ported with only very little effort. However, just because two platforms support .NET is certainly not equivalent to smooth sailing when switching between these platforms. There are a lot of moving parts to consider.

But keep in mind where you are coming from: You've been asking about how to create a bridge from PowerLanguage to R - and whatever solution you come up with to solve that problem will also not be portable to a different platform.


Cheers, Felix

automaton
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Re: Multicharts and R

Postby automaton » 17 Dec 2017

Great info Felix. I hate making any drastic changes, especially ones that substantially increase my monthly overhead. I'm quite amazed that MC generates enough revenue to support this product, considering their pricing structure. Since MC does support .NET now, i'm wondering if they will eventually support sub-tick exchange level and raw feed data like NxCore for example. Beyond that I see absolutely no incentive to invest in something like Deltix.


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