MultiCharts 12.0 Release 11

Questions about MultiCharts and user contributed studies.
User avatar
Svetlana MultiCharts
Posts: 645
Joined: 19 Oct 2017
Has thanked: 3 times
Been thanked: 163 times

MultiCharts 12.0 Release 11

Postby Svetlana MultiCharts » 04 May 2020

MultiCharts 12.0 Release 11 builds 20023 (x32) / 20026 (x64)is out now!
You can check the change log in our blog.
>>>Go to Download page<<<

User avatar
CrazyNasdaq
Posts: 318
Joined: 02 Sep 2009
Location: ITALY
Has thanked: 97 times
Been thanked: 86 times

Re: MultiCharts 12.0 Release 11

Postby CrazyNasdaq » 05 May 2020

Charting/Data Handling
...................................
Rithmic: it is now possible to download up to 10 years of historical tick data.
This is an improvment of MC 12 R11 as reported in the change Log.
I knew Rithmic permits to download only 1 ("one") day of tick historical data from its servers, the present day of 1 tick data. The question is: now is possible to use Rithmic even to reload and recover N past days of 1 tick data (more than one day) ? Is it correct ?
I'm with AMPfutures and I can Choose Rithmic from datafeeds supported but I've always choosen other different from Rithmic because of the impossibility to download historical data from its serveres. Somethis has changed in Rithmic policy ?
thanks

User avatar
Svetlana MultiCharts
Posts: 645
Joined: 19 Oct 2017
Has thanked: 3 times
Been thanked: 163 times

Re: MultiCharts 12.0 Release 11

Postby Svetlana MultiCharts » 05 May 2020

Charting/Data Handling
...................................
Rithmic: it is now possible to download up to 10 years of historical tick data.
This is an improvment of MC 12 R11 as reported in the change Log.
I knew Rithmic permits to download only 1 ("one") day of tick historical data from its servers, the present day of 1 tick data. The question is: now is possible to use Rithmic even to reload and recover N past days of 1 tick data (more than one day) ? Is it correct ?
I'm with AMPfutures and I can Choose Rithmic from datafeeds supported but I've always choosen other different from Rithmic because of the impossibility to download historical data from its serveres. Somethis has changed in Rithmic policy ?
thanks
Hello CrazyNasdaq,

Rithmic has two trading interfaces; the amount of historical data provided on them is different:
R|API: Tick-by-tick for the last trading session
R|API+: Tick-by-tick, Minute bars - since the beginning of a contract/years for continuous contracts, Daily bars constructed out of minute bars

MultiCharts had a limitation for historical tick data request – it was not allowed to request more than 5 years of tick data. Since this release, it is possible to download up to 10 years of tick data (RAPI+).

wilkinsw
Posts: 662
Joined: 21 Apr 2013
Has thanked: 154 times
Been thanked: 104 times

Re: MultiCharts 12.0 Release 11

Postby wilkinsw » 13 May 2020

Hi,

"Backtesting: fixed the issue with incorrect limit order execution in the “Fill Limit order when trade takes place at limit price or better” mode."

Please expand on this fix.

What issue exactly?

Thanks,

Will

User avatar
Svetlana MultiCharts
Posts: 645
Joined: 19 Oct 2017
Has thanked: 3 times
Been thanked: 163 times

Re: MultiCharts 12.0 Release 11

Postby Svetlana MultiCharts » 14 May 2020

"Backtesting: fixed the issue with incorrect limit order execution in the “Fill Limit order when trade takes place at limit price or better” mode."

Please expand on this fix.

Hello Will,

Since MultiCharts 12 Release 6, in backtesting, in “Fill Limit order when trade take place at limit price or better” mode, limit order execution prices could go outside the bar.
This issue was fixed. Now, limit order execution prices stay within the bar in the specified backtesting mode, the same as before Release 6.
The issue was in backtesting only and had no influence on auto trading.

wilkinsw
Posts: 662
Joined: 21 Apr 2013
Has thanked: 154 times
Been thanked: 104 times

Re: MultiCharts 12.0 Release 11

Postby wilkinsw » 14 May 2020

"Backtesting: fixed the issue with incorrect limit order execution in the “Fill Limit order when trade takes place at limit price or better” mode."

Please expand on this fix.

Hello Will,

Since MultiCharts 12 Release 6, in backtesting, in “Fill Limit order when trade take place at limit price or better” mode, limit order execution prices could go outside the bar.
This issue was fixed. Now, limit order execution prices stay within the bar in the specified backtesting mode, the same as before Release 6.
The issue was in backtesting only and had no influence on auto trading.

Can you provide more info please. Perhaps links to threads where the issue was originally raised. Maybe an image of the issue too?

The reason I'm pressing for this info is that MC keeps changing the limit fill behaviour sometimes for the better and other times not. Limit fills outside the bar are actually theoretically possible**, so more info on what exactly you mean would be helpful.



**I'm working a buy limit order at 100 and the candle closes with a low at 101. The next candle (same session!) then opens at 99. The fill should be placed at 100. If the next candle was also the start of a new session then the fill should be placed at 99.

User avatar
Anna MultiCharts
Posts: 560
Joined: 14 Jul 2017
Has thanked: 42 times
Been thanked: 140 times

Re: MultiCharts 12.0 Release 11

Postby Anna MultiCharts » 15 May 2020


User avatar
Svetlana MultiCharts
Posts: 645
Joined: 19 Oct 2017
Has thanked: 3 times
Been thanked: 163 times

Re: MultiCharts 12.0 Release 11

Postby Svetlana MultiCharts » 19 May 2020

Can you provide more info please. Perhaps links to threads where the issue was originally raised. Maybe an image of the issue too?

The reason I'm pressing for this info is that MC keeps changing the limit fill behaviour sometimes for the better and other times not. Limit fills outside the bar are actually theoretically possible**, so more info on what exactly you mean would be helpful.
The issue was reproduced in MultiCharts 12 R6-R10, in backtesting, in the frames of one session, with intraday resolution. The issue was that a limit order, that lived during several bars, could be executed at the limit price, not at the bar price where it was executed. It could appear with a price spike, when for example High of the previous bar was lower than Low of the next bar in several pips.
That issue was not discussed in the forum; it was reported by a customer directly. The issue was in backtesting only and had no influence on auto trading.


Return to “MultiCharts”