GOLD 5.0 version of MultiCharts released:
• 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.
• More efficient charting. 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 data series, 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.
• 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.
• The Zoom In mode can be exited by pressing the Esc key.
• 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.
Real-Time Market 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.
• 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.
• 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.
• Improved Scanner menu. The Real-Time Market Scanner menu has been restructured to improve the usability.
a) Additional options in the Real-Time Market Scanner Main Menu:
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
• 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.
• Improved Genetic Optimization parameters.
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.
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. • 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 Backtesting. 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.
• 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).
• Conversion for partially filled orders.
The unfilled portion of partially filled limit and stop orders can be replaced by market orders in both the synchronous and asynchronous auto trading mode.
• Emulation of OCO (One-Cancels-Other) groups.
If a broker does not support OCO order groups, such groups are emulated by MultiCharts. Emulation is achieved through sending successive limit and stop orders to the broker. If and when one of the orders from the OCO group is filled or partially filled, the remaining orders submitted as part of the same group are cancelled.
• 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.
• Rithmic multi-broker is supported for auto trading.
• String arguments for plots are now supported
• 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.
• 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.
• 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.
• Long exchange abbreviations supported. It is possible to create exchanges whose abbreviations contain up to 12 characters.
Digital Rights Management System
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. The 'Catastrophic failure error' when calculating indicators on a chart that uses ASCII mapping as one of the merged sources.
9. Real-time and history data merging will not work after plotting the without merging and vice versa.
10. The same indicator might have varying number of decimal places.
11. Bars in identical tick-based data series plotted within the same chart are not aligned.
12. Tick-based charts have gaps after the connection has been lost and then re-established.
13. When data is received from eSignal, the current daily bar is missing if a chart is plotted shortly after the session end.
14. Values in the Hint box are not updated in real-time.
15. The cross-hair and the drawing hint do not work correctly during the application of drawings requiring a 2-step setup.
16. A chart using ASCII mapped data does not update after the source file has been updated.
17. 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.
18. If an indicator is plotted in subchart #2 and has Same as Symbol selected for the scale, it is shown incorrectly.
19. A drawing becomes invisible if it is placed to the right of the dataseries.
20. The cross hair flickers when the chart is being updated.
21. 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.
22. Margin is calculated incorrectly when the Semi-Log price scale is selected.
23. MultiCharts crashes if the application is closed immediately after indicators have been removed from a chart (with multiple indicators applied).
24. When opening multiple workspaces, the menu contents change. Sometimes the menu cannot be opened.
Real-Time Market Scanner
1. Add-on studies do not remain applied to symbols within a scanner after the workspace has been saved and re-opened.
1. The Sync button (Previous/Next) does not work in the Help tab of the PLEditor output window.
2. Switch:Case does not work properly.
3. Empty 'repeat' cycles will not compile.
4. OpenPositionProfit is not calculated in the IOG mode if a strategy does not contain special orders (e.g. SetProfitTarget).
5. The Update on Every Tick setting is not preserved when importing/exporting a study.
6. Toolbars are not visible if the order of monitors is changed.
7. "Error in Study : STD exception : invalid argument" when expressions similar to Value1=adx(14) OF DATA2 are used.
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.
15. 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.
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.
1. When auto trading is enabled, the strategy is not recalculated.
2. The Close Position dialogue remains active after MC has been closed.
3. Wrong exits when using the 'total' reserved word.
4. Plugin settings are not saved with saving a workspace unless auto trading is enabled.
5. Error when enabling auto trading with TWS 888 version.
6. Price (limit and stop) orders are not replaced by market orders if the selected timeout period expires after the current bar is closed.
7. Entryprice=entryprice (1) after a position has been closed.
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.
4. ASCII files containing data for several symbols cannot be imported correctly.
5. ASCII files containing data for several symbols cannot be imported if the symbols are not organized chronologically.
6. Problems sorting days when setting sessions. Sunday cannot be followed by any other days of the week.
7. A symbol cannot be created if a symbol with the same name and a space at the end already exists in the database.
Please note: the above list is not an exhaustive list of fixed.
MultiCharts 5.0 GOLD
Questions about MultiCharts and user contributed studies.
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