Multicharts 5.0 Beta

Questions about MultiCharts and user contributed studies.
User avatar
Stanley Miller
Posts: 556
Joined: 26 Jul 2005
Has thanked: 3 times

Multicharts 5.0 Beta

Postby Stanley Miller » 25 Oct 2008

Dear MultiCharts Users,

Multicharts 5.0 Beta is now available. We are starting beta-testing of a new version of MultiCharts that will include an extensive list of new features and enhancements, please the complete list below. This version is stable enough to use it for everyday work, however, some bugs might appear as happens in any beta version. Customers willing to participate in beta-testing are welcome to install this beta version, use its new functionality and inform us about all found problems in this thread. As soon as we fix all the problems found during beta-testing, the release of the new version will be announced.

Download: http://www.tssupport.com/support/downloads/


FEATURES

Scanner
• Script-driven text generation in the Scanner cells
• String arguments for plots are now supported
• Trend Histogram has been added
• Scanner bars back/days back option has been added

Auto Trading
• Market position at the broker can be synchronized with the market position in auto trading. When auto trading is launched, its market position can be brought in accordance with the market position at the broker. You will be able to choose the position direction (flat, long, or short) and specify the number of contracts, together with the average price. MultiCharts can also be instructed to synchronize the market position for auto trading automatically.
• Auto trading disabling on connection loss mechanism has been changed. MultiCharts attempts to re-establish connection to TWS not only in case of the connection loss due to the connectivity problems, but in case of TWS being closed and launched again. Auto trading remains active until the connection is secured again (unless data loss occurs or orders have been submitted).

Charting
• Fractional price scales are supported. Instruments whose prices are traditionally reflected as fractions can now be viewed either as decimals or as fractions, depending on what settings have been chosen in QuoteManager.

Backtesting and Optimization
• Backtesting-Chart Synchronization has been added. It is now possible to click on a point on one of the available Equity Curve lines or on a trade in the List of Trades and have the chart scrolled to the respective trade and have the entry arrow highlighted.

Portfolio Backtesting and Optimization
• Portfolio Money Management Settings
In Portfolio Settings, new fields have been added to bring portfolio behavior still closer to real-life trading.
In the ‘Required Capital Assumptions in Margin Trading’
a) the margin can be specified, either as an absolute value taken from QuoteManager or as a percentage of the contract cost.
b) potential loss can be specified, either as an absolute value or as percentage of your available capital
• Period Analysis for Portfolio Backtesing. Detailed period breakdown has been incorporated into the Portfolio Backtesting Report.
• Correlation analysis has been added into. It is now possible to view the performance correlation between different symbols within a portfolio - based on daily, monthly, and on annual equity.

Power Language
• String arguments for plots are now supported


BUG FIXES

Charting
1. Floating Main Toolbar window
2. A window in the ‘detached’, ‘always on top’ mode is blocked when an image is being e-mailed from MultiCharts
3. With the number of windows greater than 9, an active window is not checked in the windows list
4. Two modal dialogues for the same detached window can be called
5. When the Windows theme is changed from XP to classical and back, icons in the title bar are not drawn correctly
6. If data request is changed while auto trading is on and there is an open position, the studies are not recalculated
7. If auto trading is on and there is an open position, adding/deleting the same symbol as the one being traded results in a deadlock
8. Real-time and history data merging will not work after plotting the without merging and vice versa
9. The same indicator might have varying number of decimal places

PowerLanguage
1. The Sync button (Previous/Next) does not work in the Help tab of the PLEditor output window
2. The script font size changes when ctrl + mouse-scrolling is used
3. Switch…Case does not work properly
4. Empty ‘repeat’ cycles will not compile
5. OpenPositionProfit is not calculated in the IOG mode if a strategy does not contain special orders (e.g. SetProfitTarget)
6. The Update on Every Tick setting is not preserved when importing/exporting a study
7. Toolbars are not visible if the order of monitors is changed
8. dll add and dll free are not called if the indicator status is changed
9. Once if...Else and Else Once constructions will not compile
10. If...Switch...Else...Switch construction will not compile
11. Problems when declaring variables with DataN being indicated and their historical values are referenced
12. Problems when initializing an RTF document
13. Zero study name
14. Studies containing a dot sign (.) in their name cannot be exported

Portfolio
1. Error message when backtesting strategies employing drawings
2. Window themes are not supported
3. Extra criteria in the standard criteria list for optimization
4. MaxIntraDayDrawDown from Portfolio Backtesting report differs considerably from its value in Portfolio Optimization Report

Auto Trading
1. When auto trading is enabled, the strategy is not recalculated
2. The Close Position dialogue remains active after MC has been closed
3. Plugin settings are not saved with saving a workspace unless auto trading is enabled
4. Error when enabling auto trading with TWS 888 version


Please note: the above list is not an exhaustive list of fixed.

User avatar
Stanley Miller
Posts: 556
Joined: 26 Jul 2005
Has thanked: 3 times

Postby Stanley Miller » 11 Nov 2008

Multicharts 5.0 Beta 2 is now available.

Download: http://www.tssupport.com/support/downloads/


BUG FIXES

Charting
1. The ‘Catastrophic failure error’ when calculating indicators on a chart that uses ASCII mapping as one of the merged sources.

PowerLanguage
1. The behavior of the BarStatus(N) function, where N>=2, is different from its behavior in TS.

Portfolio
1. When working on Vista, clicking on the main frame of the Portfolio Backtester window results in an assert message.
2. Division by zero and crashes when calculating log10.

Scanner
1. Oversized fonts in the scanner.

Data
1. An option added to generate ticks on TotalVol change (for IB, TransAct, OpenECry).
2. The current daily bar is not plotted during the session hours until a trade comes through

User avatar
Stanley Miller
Posts: 556
Joined: 26 Jul 2005
Has thanked: 3 times

Multicharts 5.0 Beta 3 is now available.

Postby Stanley Miller » 24 Feb 2009

Multicharts 5.0 Beta 3 is now available.

Download: http://www.tssupport.com/support/downloads/


FEATURES


Brand New Portfolio Backtesting Module
· Ability to apply different strategies to different symbols within a portfolio.
Symbols are visually organized into groups depending on the applied strategy. Each group includes tradable symbols, information symbols, and signals - all combined under a unique strategy name. Elements of groups can be easily copied, pasted, deleted, and moved.

It is possible to assign priority to symbols and strategies. The visual order of strategy groups and of symbols within those groups reflects the order in which they will be processed in calculations. This feature allows for easier capital allocation management: the available capital will first be used on strategies and symbols appearing at the top of the list and, therefore, having higher priority.

· Ability to mix different resolutions.
It is now possible to insert symbols in different resolutions into a portfolio.

· New GUI
The new interface is very easy to use. All vital portfolio settings and properties are easily accessible from the main portfolio window. Groups of symbols with applied signals can be easily re-organized by dragging and dropping.


Data
· New data saving mechanism has been implemented.
The new mechanism will prevent data loss or corruption if the process of saving data on closing the program is interrupted or unexpectedly terminated. Data will be restored from the temporary cache file, compressed, and saved into the database on the next program launch. If the program crashes or terminates incorrectly, only a few seconds of data will be lost.

Better data saving mechanism also prevents gaps appearing on volume and other tick-based charts when working with large amounts of data.

· New Zen-Fire feed has been added.

· New Rithmic01 multi-feed has been added.
Rithmic01 is an infrastructure supporting several brokers (also providing data).

· Speed of plotting data from IQFeed has been improved
Due to changes in the request algorithm, data from IQFeed will be received and plotted considerably faster. For example, 1 week of tick data will be plotted 2 times faster. For example, 1 week of tick data will be plotted 2 times faster.


Real-Time Market Scanner
· Individual symbols and groups of symbols can be pasted into scanner cells from the clipboard which allows copying symbols from excel, text and other files. New symbols will be automatically added into QuoteManager.

· Individual symbols can be copied from and pasted into scanner cells.

· Symbol resolution can be copied and pasted into scanner cells.
The resolution can only be pasted into resolution cells that have the corresponding symbol cells filled.

· Symbol names can be typed into scanner cells from the keyboard.
A symbol name can be typed into an empty scanner cell to add a new symbol; it can also be typed into a cell already containing a symbol name - to replace the existing symbol with a new one. The maximum symbol name length is 64 characters.

· Resolutions can be edited by typing the desired resolution into a cell from the keyboard.

· A selection of scanner themes has been added.
There is a selection of 6 gradient and 5 solid themes available.

· A selection of font sizes has been added.
There is a selection of 5 font sizes available.

· Data update indication has been added.
As symbols update, their respective cells are highlighted for 1 second.

· The Resolution and the Trend cells can be either shown or hidden.

· Symbol Search within a scanner window has been added.


Auto Trading
· Zen-Fire is supported as a broker for auto trading.
Please note that Zen-Fire can be used for live trading only. No simulated trading is available. If you want to try your strategy in a testing environment first, please use Rithmic Test for this purpose.

· Rithmic01 multi-broker is supported for auto trading.


Charting
· Charting made more efficient.
CPU consumption has been dramatically decreased for plotting data in real-time. When using NexGen indicators,
CPU usage will be 10 times more efficient.

· Improved volume profile behavior.
The new volume profile can be based on: last session, screen, entire dataseries, N bars back.
Volume bar step can be specified in points, units, or pixels.

· New Scaling options have been added
a) ‘Expand Scale to Indicators’ option has been added.

With this option enabled, the data series scale and the indicator scale are combined to form a unified scale. Both the price series and the indicator plots can be seen at all times.

With this option disabled, the price series is shown at all times, while the indicator can only be seen when its values happen to be within the symbol scale range.

b) ‘Overlay’ option has been added.
With this option disabled, all price series plotted in a subchart will have a unified price scale covering price ranges of all plotted symbols.

With this option enabled, the price scale will be based on one of the plotted price series only.

c) ‘Movement Size’ option has been added.
It is now possible to set the movement size for a chart by indicating how many points an inch (or a centimeter) will contain.

· New drawing behavior
Drawings are now linked to a specific data series on a chart. If a symbol to which a drawing has been applied is changed, the drawing will be hidden. When the first symbol is plotted again in the same chart, the drawing becomes visible again.


Backtesting and Optimization
· Backtesting can now be based on bids and asks.
The new backtesting has two modes: classical and extended. In the classical mode, backtesting will be based on the underlying data series (trades, bids, OR asks). In the extended mode, backtesting will be based on bids AND asks.


Power Language
· I_functions are supported.
The following reserved words can be now used in functions, indicators, signals, and their inputs: I_AvgentryPrice,
I_ClosedEquity, I_CurrentContracts(I_CurrentShares), I_MarketPosition, I_OpenEquity.



BUG FIXES

PowerLanguage
1. The incmonth function does not work.
2. ‘Error’ status for studies that were first compiled with an error and then re-compiled without an error.
3. Functions Text_GetAttribute, Arw_GetText_Attribute, TL_GetExtRight, TL_GetExtLeft, TEXT_GetBorder, Arw_GetDirection return wrong values if a drawing with the indicated ID is missing.
4. Weight of the indicator plot line increases when the Properties dialogue is closed (if the weight is other than 0 (min) or 6 (max).
5. Studies containing a point (.) in their names, cannot be imported into PowerLanguage Editor.
6. “Error in Study : STD exception : invalid argument” when expressions similar to Value1=adx(14) OF DATA2 are used.
7. Crashes when importing studies from TS 8.4.
8. “[“ sign cannot be typed when using the French (France) keyboard layout.
9. Compilation errors when using colors in conditions.


Charting
1. Errors when naming workspaces. Identical names for opened workspaces possible.
2. Invisible toolbars when MultiCharts is open on a monitor other than the primary monitor.
3. ‘Not enough series length’ messages on studies during backfilling.
4. History and real-time merging does not work after plotting data without merging and vice versa.
5. A chart window title does not change after the window has been maximized and a new data series request has been submitted.
6. Drawings become vertically positioned when the resolution of a data series is changed back and forth.
7. Tracking mode for indicator status line not working.
8. When using detached windows, an active window can be overlaid by an inactive one.
9. Reduced MC performance in real-time.


Backtesting and Optimization
1. Asserts and crashes when reloading a chart with a strategy performance report open.
2. An xml report for ES #F S&P cannot be opened by internet browsers.
3. Problems on exits with zero or negative number of contracts.


Portfolio Backtesting and Optimization
1. Different Max Intraday Drawdown values in Portfolio Backtesting Report as compared to Portfolio Optimization Report.
2. Data for symbols containing a colon (: ) cannot be loaded.


Auto Trading
1. MultiCharts freezes on a multi-core computer after auto trading is disabled.
2. Problems with InteractiveBrokers’ non-clearing accounts.
3. Problems with partially filled limit and stop orders. The issue manifests itself as MultiCharts stopping to send orders.
4. Wrong exits when using the ‘total’ reserved word.


Scanner
1. In Scanner -> Format Symbols, the last day does not change to show the current day when the date changes.


QuoteManager
1. Memory leaks when editing multiple symbols in QuoteManager.
2. BigPointValue for YG from InteractiveBrokers is not shown when the symbol is added from the symbol list.
3. Crashes when editing a symbol whose BigPointValue has not been specified.
4. MultiCharts Help cannot be accessed from QuoteManager.

User avatar
Stanley Miller
Posts: 556
Joined: 26 Jul 2005
Has thanked: 3 times

Postby Stanley Miller » 02 Mar 2009

Multicharts 5.0 Beta 4 is now available.

Download: http://www.tssupport.com/support/downloads/


BUG FIXES

Authorization
1. "Authorization Module Error" message.
2. A certain set of actions with the server caused incorrect indications of the authorization status gauge.
3. The error that caused a data update interruption and displayed the following message was fixed:
"The connection to the digital rights management system has been lost.
MultiCharts will continue working without authorization. No real-time data will be available."

Charting
1. Time scale label doesn’t update when scrolling a chart.
2. Wrong plot color in Line style when different colors are set for the beginning and the end of line.
3. Min - max setting isn’t saved in a workspace in User Defined mode.

User avatar
Stanley Miller
Posts: 556
Joined: 26 Jul 2005
Has thanked: 3 times

Postby Stanley Miller » 30 Mar 2009

Multicharts 5.0 Beta 5 is now available.

Download: http://www.tssupport.com/support/downloads/


FEATURES

Charting
1. In the snap mode, drawings can be snapped to any of the available plots (data series or indicators) irrespective
of the visual order of the objects on the chart.
2. The Zoom In mode can be exited by pressing the Esc key.


BUG FIXES

PowerLanguage
1. AvgEntryPrice does not work the way it is described in Help. Instead of only open entries being factored in, all entries are taken into account.
2. The following construction cannot be compiled: Array:IntraBarPersist Max_Price[23,59](Close,Data2);
3. When importing and compiling an indicator that uses a function deployed by the indicators that are compiled, those compiled indicators become uncompiled.
4. A code containing orders inside a loop compiles and generates orders on charts.
5. When the Average_a function is used with the 0 value, the following message pops up: Dynamic Array Bounds.
6. Indicators and signals cannot be calculated if the status line says “No Data” after which real-time starts coming in.


Data
1. Under certain circumstances (a certain time zone, date, and time) it is impossible to plot monthly and weekly charts using historical MetaStock data.
2. Spontaneous termination of the tsServer.exe process.
3. eSignal: gaps created during a connection loss are not filled after the same data request has been re-submitted. (Fixed for certain cases).
4. The application does not receive data between 23:59:00 and 23:59:59.

Charting
1. Crashes with the Tracking Mode enabled for the status line when a mouse is moved over an indicator.
2. Application freezes when plotting or scrolling charts with Dot On Close selected for the chart style.
3. Wrong point bar plotting. When n-point charts are plotted, there can be bars within a session whose value is < n.
4. Horizontal lines are not shown on a chart after the lines have been edited and the workspace has been saved and opened several times.
5. In real-time, drawings cannot be placed into a selected position if an indicator on the chart is sent to the background. Drawings are placed at the very top of the chart instead.
6. Studies are calculated during backfilling if there is one bar plotted on the chart. As a result, the indicator can be switched off when the workspace is opened.
7. The application crashes if it is closed immediately after closing a workspace.
8. Slow application work and freezes when NexGen indicators are being calculated.
9. When a window turns inactive, the Detach button does not change its color.
10. Two data series plotted for the same symbol and the same resolution will be desynchronized after the resolution for one of them has been changed and returned to the original one.
11. Indicator showing the number of quotes waiting to be processed flickers.
12. The price scale displays negative price values for the ES# V symbol with certain price scales selected.
13. The price scale is not updated when a symbol’s price reaches a new minimum/maximum value.
14. Disappearing Browse button in Format Study -> Alerts.
15. In the Use Margins mode, the margins width is not adjusted according to the specified % value.
16. Invisible crosshair when the window background color is set to 50% gray.
17. Under certain conditions, the crosshair cannot be placed onto a price bar.
18. The Cancel option does not work for the last price marker in Format Study -> General.
19. The current daily bar from IQFeed is not plotted on a chart after a session end.
20. The last minute on historical data from IQFeed is not complete.

Backtesting and Optimization
1. Incorrect calculation of strategies containing sell short and buy to cover orders.
2. A previously saved 3D Optimization file is deleted if you choose not to save it before closing.
3. The application crashes when trying to save a 3D Optimization chart into a read-only folder.

Portfolio Backtesting and Optimization
1. Data loading cannot be completed and backtesting results cannot be viewed for certain symbols in Portfolio Backtester.
2. The application crashes on closing Portfolio Backtester after backtesting.

Scanner
1. The application crashes if Windows themes are changed while a scanner window with one of the gradient color schemes is open.

QuoteManager
1. ASCII files containing data for several symbols cannot be imported correctly.
2. ASCII files containing data for several symbols cannot be imported if the symbols are not organized chronologically.
3. Problems sorting days when setting sessions. Sunday cannot be followed by any other days of the week.
4. A symbol cannot be created if a symbol with the same name and a space at the end already exists in the database.

MultiCharts
1. The application keeps loading the hard drive.
2. Flickering authorization button.
3. The menu contents do not change after all detached windows have been closed.
4. Disappearing Detach button.
5. Hotkeys are not operational when a portfolio backtesting report is open.
6. The Detach button does not work on minimized windows.
7. When working with large numbers of IQFeed symbols, the iqconnect.exe process consumes a lot of CPU.

User avatar
Stanley Miller
Posts: 556
Joined: 26 Jul 2005
Has thanked: 3 times

Postby Stanley Miller » 21 Apr 2009

Multicharts 5.0 Beta 6 is now available.

Download: http://www.tssupport.com/support/downloads/


FEATURES

Digital Rights Management System
· Authorization servers redundancy
2 additional servers have been added bringing the total number of authorization servers to 3, thus making the service uninterrupted at all times.

Data Sources
· Faster data loading from IQFeed
IQFeed provides 2 years of minute data. If more data is requested, MultiCharts will still send requests only for the available 2 years of data, this reducing the waiting time for data to be received and plotted.

· Data filter for Saturday’s data from TransAct
Bogus data sent by TransAct on Saturdays is now filtered out.

Charting
· Charts using ASCII mapping can now be plotted in the Offline data server mode.
· Charts using MetaStock files can now be plotted in the Offline data server mode.

QuoteManager
· Long exchange abbreviations supported
It is possible to create exchanges whose abbreviations contain up to 12 characters.


Real-Time Market Scanner
· Improved Scanner menu
The Real-Time Market Scanner menu has been restructured to improve the usability.
· Additional options in the Real-Time Market Scanner Main Menu
a) The Update Indication option has been added in the Edit menu. With the option enabled, updated symbols are highlighted.
b) The One Click Symbol Linking option has been added in the Edit menu. With the option enabled, the symbol in a chart linked to a scanner window can be changed by using the Up and Down keys. With the option disabled, the symbol in a chart linked to a scanner window can be changed by using the Up and Down and the Enter keys.

Backtesting and Optimization
· Improved Genetic Optimization parameters

Auto Trading
· Conversion for partially filled orders.
The unfilled portion of partially filled limit and stop orders can be replaced by market orders in the asynchronous auto trading mode.


BUG FIXES

Charting
1. Bars in identical tick-based data series plotted within the same chart are not aligned.
2. Tick-based charts have gaps after the connection has been lost and then re-established.
3. When data is received from eSignal, the current daily bar is missing if a chart is plotted shortly after the session end.
4. Values in the Hint box are not updated in real-time.
5. The cross-hair and the drawing hint do not work correctly during the application of drawings requiring a 2-step setup.
6. A chart using ASCII mapped data does not update after the source file has been updated.
7. If the Semi-Log price scale is selected, drawings are displayed according to the regular price scale when they are being edited or moved on the chart.
8. If an indicator is plotted in subchart #2 and has Same as Symbol selected for the scale, it is shown incorrectly.
9. A drawing becomes invisible if it is placed to the right of the dataseries.
10. The cross hair flickers when the chart is being updated.
11. Movement size a symbol’s price scale is calculated incorrectly if an indicator is applied to this symbol with Same as Symbol selected for the scale.
12. Margin is calculated incorrectly when the Semi-Log price scale is selected.
13. MultiCharts crashes if the application is closed immediately after indicators have been removed from a chart (with multiple indicators applied).
14. When opening multiple workspaces, the menu contents change. Sometimes the menu cannot be opened.

MultiCharts
1. The application freezes on start during printer initialization.
2. If a function contains @ in its name, the function cannot be imported from a DLL.
3. The ‘Chart Window Loading’ message in charts title bars when several workspaces are open.

Backtesting and Optimization
1. Strategy calculation in real-time misses incoming ticks if they arrive at the time when the strategy is being calculated on one of the bars.


Digital Rights Management System
1. Two instances of MultiCharts running on the same computer can have different authorization status.

Auto Trading
1. Price (limit and stop) orders are not replaced by market orders if the selected timeout period expires after the current bar is closed.
2. Entryprice=entryprice (1) after a position has been closed.

Scanner
1. The Trend histogram is plotted incorrectly for certain symbols.
2. Indicator values on Zen-Fire symbols do not match.

QuoteManager
1. Large files (several Gb) cannot be imported into QuoteManager.
2. The ASCII Import File dialogue is not displayed correctly when importing large (several Gb) files.
3. When a symbol’s exchange is changed to a newly created one, the exchange appears in QuoteManager without any symbols listed as associated with it.


Return to “MultiCharts”