Multicharts 6.0 Beta 2 feedback

arnie · Postby **arnie** » 27 Mar 2010

Hi.

Hey geizer, your 2 cents are the best 2 cents I ever heard

I second every one of them.

I don't know if your 7th 2 cent includes this, but when we open a chart and the data starts to be backfilled, if for some reason we decide to stop it, hitting ESC key should end that backfill.

Imagine that we request a full 1 minute month of data, but realise that the data we already have is sufficient for our purposes.
Hitting the ESC key would stop the backfill of the remaining data, leaving us with just the data we'd downloaded 'till that moment.

Regards,
Fernando

geizer · Postby **geizer** » 27 Mar 2010

thanks Fernando,
I updated the list which now includes shortcuts suggested by others.
Quick link: http://forum.tssupport.com/viewtopic.ph ... 4&start=41

brendanh · Postby **brendanh** » 28 Mar 2010

20. Brendanh's request to add shortcuts for the Close Position, and Do Not Close Position buttons in the Auto Trading Warning window that is displayed when you disable autotrading while in a position. Link: http://forum.tssupport.com/viewtopic.php?t=6287&start=2

Even more important, add a shortcut key to enable\disable autotrading itself. If there is concern that accidents will happen, make it three-key (eg Ctl-Alt-X).

bowlesj3 · Postby **bowlesj3** » 29 Mar 2010

Every so often (not very often) the three tool bars I have out every day are not on display and I have to bring them out again. When I make they viewable again they go back to the position I always have them set to.

Joerg · Postby **Joerg** » 29 Mar 2010

Since Version 5 I have the problem to be not able to authorize my license because MC seems to connect directely to the license server. I guess before it used IE settings which worked fine for me. Because I´m using it on my office PC I really need the possibility to use a proxy or better MC uses the way like MC 2 f.e.

Thanks a lot.

geizer · Postby **geizer** » 01 Apr 2010

Re: "Show Empty periods", Free Quotes, Daily Bars
Other Data Feeds not tested.

Ok, today I observed how dangerous the charts can be (mis)represented with "Show Empty Periods" option disabled. The Good part is - it's a Beta version! Obviously this option needs more attention from the TSS developers. This occurred with "Free Quotes" feed on the Daily bars:

There are two different ways MultiCharts displays Empty Periods on the same Chart for the same instrument. I will call them "Type 1" and "Type 2":

Type 1 - Empty periods that have no data in the database (possibly not reported by feed) These days fall on holidays and shown on charts as "void". No candles displayed on those days. The Volume histogram is "Void" as well.

Type 2 - Empty periods for which data exists in the database. The data stored as O = H = L = C = PREVIOUS CLOSE. (Probably this is how it's reported by the feed... probably). These days also fall on holidays. The candles for such empty periods Do exist on the chart. These candles look like a "dash" (obviously because O=H=L=C=PREVIOUS CLOSE). The Volume histogram for these empty periods show a 'dot' (Volume is zero) on that day.

Lets look at these scenarios:

Scenario 1: The option "Show Empty Periods" is ENABLED
looking good here...

Scenario 2: The option "Show Empty Periods" is DISABLED. Chart with ONE Instrument.
Type 1 empty periods are collapsed ( i.e. hidden )
Type 2 empty periods are NOT COLLAPSED (still visible! )
As a consequence of this the chart is compressed unevenly, and no longer accurately represents of the trading activity.

Scenario 3: Empty Periods DISABLED. Chart with TWO OR MORE Instruments.
I tested two instruments (Daily bars) on Subchart#1 and Subchart#2. Volume Histograms for both Instruments were also displayed on the same sub-charts as 2nd data series. The instruments: (1st - 'VIP' (NYSE stock), 2nd - 'APOL' (NASDAQ stock). Both Daily resolutions 3 years of data from Free Quotes. The data for 'VIP' contained both: 'Type 1', and 'Type 2', empty periods. The data for 'APOL' contained only 'Type 1' empty periods.

THE RESULT:
Sub-chart #1 - some empty periods are collapsed (Type 1), and some are displayed (Type 2).
Sub-chart #2 - all empty periods were collapsed.
The picture worth a thousand words - one must see The Chart. The right margins of both charts did not line up. MultiCharts would not reload the last few days of data. The data for one instrument was loaded untill March 26, while another (APOL) ended on 18th of March. Ctrl+R did not work. When I deleted the data from QM database, and from cache, and reloaded it again... This time the data was loaded, but only partially - MC did not load data as far back as it did before. This time the right margins on the chart did lined up. The last candle was March 31st...

Anyways, my purpose here is to just give dry facts. Hopefully this gets fixed.
---------------------------------------------------
After thoughts:
1. Is there a possibility that empty periods reported differently by yahoo, google, and msn (ex: one reports no holidays data, and another reports O=H=L=C=C[1]). What If data chunks fed by different free quotes suppliers collected and merged? .....
2. Is it possible that holidays reported differently for instruments traded on different exchanges? (in my example instruments are from two different exchanges) ? .....

--
Pavel

arnie · Postby **arnie** » 01 Apr 2010

Hi geizer.

Have you tried to delete the holidays in QM Holidays Setup and see if there's any change?

Regards,
Fernando

geizer · Postby **geizer** » 01 Apr 2010

arnie, my holiday list is empty. I can't even add any holidays - this option is not available I guess it's still in the Beta stage.

Can you try to reproduce the behavior I described with your datafeed? you are with IQfeed, aren't you?
If the problem I described affects other other data feeds, it will need to be addressed by TS Support.
--
pavel

arnie · Postby **arnie** » 01 Apr 2010

Hi pavel,

Enabling or disabling Empty Periods option doesn't seem to affect IQFeed daily charts.

Maybe because I haven't yet deleted the holidays dates from QM Holidays option.

After the market closes I'll test this on my laptop since I've still have version 5.5 there.
The holidays options don't exist in version 5.5

regards,
Fernando

lantama · Postby **lantama** » 02 Apr 2010

is wrong. Up should be green and not red. Down also the other way round. Cheers lantama

Andrew Kirillov · Postby **Andrew Kirillov** » 02 Apr 2010

We plot what we receive from the data feed. Please type the following in your browser:
finance.google.com/finance/historical?output=csv&q=APOL&startdate=4.2.2007&enddate=3.31.2010

You will get an example containing:

19-Jan-10,60.12,60.27,59.07,60.26,3131349
---> 18-Jan-10,60.37,60.37,60.37,60.37,0
15-Jan-10,60.48,60.48,59.67,60.37,5199217
14-Jan-10,59.50,60.30,59.03,60.24,2017115
13-Jan-10,59.57,60.01,58.80,59.95,2409674
12-Jan-10,59.73,60.17,59.05,59.65,3959033
11-Jan-10,60.35,60.47,58.80,59.97,5076489
8-Jan-10,59.41,61.21,58.38,60.50,11249472
7-Jan-10,64.36,65.72,63.69,63.94,8075936
6-Jan-10,61.75,64.50,61.75,63.70,4897025
5-Jan-10,62.29,62.94,61.36,61.75,4532959
4-Jan-10,61.44,62.22,60.47,61.65,3006351
---> 1-Jan-10,60.58,60.58,60.58,60.58,0
31-Dec-09,61.03,61.57,60.58,60.58,1066910
30-Dec-09,60.80,61.81,60.45,61.22,1170463
29-Dec-09,61.68,61.70,60.77,61.02,1315290
28-Dec-09,59.54,61.81,59.20,61.63,2964075
25-Dec-09,59.27,59.27,59.27,59.27,0

You can filter such data using the holiday feature. You should assign a holiday for the exchange.

finance.yahoo doesn’t return such data O = H = L = C = PREVIOUS CLOSE)

table.finance.yahoo.com/table.csv?ignore=.csv&s=APOL&a=3&b=2&c=2007&d=2&e=31&f=2010&g=daily
2010-01-19,60.12,60.27,59.07,60.26,3131400,60.26
2010-01-15,60.48,60.48,59.67,60.37,5199300,60.37
2010-01-14,59.50,60.30,59.03,60.24,2017200,60.24
2010-01-13,59.57,60.01,58.80,59.95,2409500,59.95
2010-01-12,59.73,60.17,59.05,59.65,3955800,59.65
2010-01-11,60.35,60.47,58.80,59.97,5075300,59.97
2010-01-08,59.41,61.21,58.38,60.50,11248500,60.50
2010-01-07,64.36,65.72,63.69,63.94,8076000,63.94
2010-01-06,61.75,64.50,61.75,63.70,4897000,63.70
2010-01-05,62.29,62.94,61.36,61.75,4533000,61.75
2010-01-04,61.44,62.22,60.47,61.65,3006400,61.65
2009-12-31,61.03,61.57,60.58,60.58,1067000,60.58
2009-12-30,60.80,61.81,60.45,61.22,1170500,61.22
2009-12-29,61.68,61.70,60.77,61.02,1315300,61.02
2009-12-28,59.54,61.81,59.20,61.63,2964100,61.63
2009-12-24,58.33,59.74,58.11,59.27,726400,59.27
2009-12-23,58.03,58.50,57.90,58.44,1337200,58.44

arnie · Postby **arnie** » 02 Apr 2010

Well, I tested using MC 5.5 and I don't see any differences with empty periods on and off

arnie · Postby **arnie** » 04 Apr 2010

I don't know if it's a bug or it's this way be default, but it's starting to be very annoying.

Assuming this is by default, when we insert a new instrument or study, this is opened at the bottom of the chart.
Adding a second instrument or study, this will be placed below the previous inserted one.
No problem here.

The problem is when we decide to put that same instrument or study at the top of the chart.
Adding a second instrument or study, and since, by default, it goes to the bottom of the chart, MC assumes that the chart is the first study inserted, since it's below the indicator at the top, and arrange both equally, leaving the chart with the same height of the inserted study.

MC it's assuming that the chart is always at the top and this isn't always true.

Going to the format properties window and managing the subchart menu, we can view this very clearly when selecting show on top.
Automatically, the chart height assumes the default for a study and the study assumes the default of the chart only because is now at the top.

Why?
If it's a subchart, on top or bellow the chart, it should have always the default height of a subchart.

Regards,
Fernando

bowlesj3 · Postby **bowlesj3** » 04 Apr 2010

The order of studies on a chart (the list of them that is in format studies) is alpha order. that is why all my studies have A_whatever or A_Z_whatever, so I can control that for macros which go in and turn the top one off then on again.

I wish there was a set of keys we could define to set the exact subchart sizes on all charts (all charts changes with one key stroke). Now that would be really useful. So all this default stuff would be of no concern. Now if the shortcut was for a main chart and 1 subchart and the user added a 3rd chart without changing the shortcut then it would simply bypass that chart or maybe give a popup warning. It would be up to the user to change the shortcut to get rid of the worning. What is very annoying is when you turn a study off and on again and it keeps changing its subchart location (sometimes creating a new subchart at the bottom for it). I have not figured out why it sometimes does this and at other times does not.

geizer · Postby **geizer** » 05 Apr 2010

Well, I tested using MC 5.5 and I don't see any differences with empty periods on and off

Arnie,
I have noticed empty periods are not displayed with single instrument on the chart. With two instruments on the chart, (each on its own sub-chart) "Show Empty Periods" seem to work. I only have access to free quotes at the moment. Don't know if this is specific to free quotes or also true for other feeds... Can you test to see if this is the case with IQfeed?
Thank you,
Pavel

edited after
Apparently this thread explains the behavior:
http://forum.tssupport.com/viewtopic.ph ... light=gaps
According to Andrew this is an 'architectural' and done on purpose. Not sure if holidays were taken into consideration at a time...

and more on the subject:
http://forum.tssupport.com/viewtopic.ph ... ty+periods

http://forum.tssupport.com/viewtopic.ph ... ty+periods

The discussion goes back to 2007
http://forum.tssupport.com/viewtopic.ph ... ty+periods

edited
searched the forum. there are far too many references to this issue. Apparently TS Support is well aware of it...
--

geizer · Postby **geizer** » 05 Apr 2010

You can filter such data using the holiday feature. You should assign a holiday for the exchange.

Thank you for help Andrew

The difference between how holiday data reported by yahoo and google clears the situation. Also I looked back into "Show empty periods" discussion, and see this is far more complex than it looked at first. I have some ideas (hopefully viable), which I need to give some more time. Will take few days, or couple of weeks and communicate it back, once I put them on a paper.
--
Pavel

arnie · Postby **arnie** » 10 Apr 2010

Hi.

When dealing with a multiple monitor system, QM and PLE act differently when opened.

QM always opens on the monitor on which it was last used, whereas PLE opens on the first monitor.

PLE should open also on the monitor last used.

Regards,
Fernando

arnie · Postby **arnie** » 15 Apr 2010

From time to time, due to some problem with the computer I'm forced to reset it or close all programs and reopen them again.

When this happens, and I reopen MC, I receive a warning indicating that another version of it is open on another computer.

If the DRM servers have some sort of delay when connecting, disconnecting, and reconnecting the same licence again, can this be a reason for that warning to pop up?

Regards,
Fernando

ctrlbrk · Postby **ctrlbrk** » 17 Apr 2010

Some things on my short list excluding the "elephant in the room" of a DOM+Chart Trading:

a) Add a Transparent color option for plots. Invisible plots are not sufficient, see this post.

b) Allow more than one custom fitness to exist simultaneously, like a drop-down list.

c) Improve chart scrolling. This is major. A long discussion on this already, but I'd also like to be able to "grab" the chart with left-click and drag the chart left or right with the mouse. I am not talking about scaling, I am talking about scrolling.

d) Add option to maintain the right-margin during chart scrolling. I really dislike my margin going away when I scroll backwards, but it should be toggle on/off.

Mike

Filly · Postby **Filly** » 17 Apr 2010

This happened two times within a short period (maybe a total of an hour and a half of use). I am a new MC user and experienced TS user. TS 8.7 was running (however quite idle) while this happened both times.

The problem: During a genetic optimization, I clicked the cancel button. The platform froze for about 10 seconds both times, then closed each time. All unsaved work was lost.

Thanks for reading.

Henrik · Postby **Henrik** » 18 Apr 2010

Please think about a new feature:
Multi-Order (= allow trading on data2, not only signal from data2)

Bruce DeVault · Postby **Bruce DeVault** » 18 Apr 2010

I believe the whole issue of being able to trade multiple series is something that's been discussed a good bit including in this support forum, and is already contemplated for the future - I just haven't heard there's an ETA for this yet. This is important, obviously, for certain classes of systems such as pairs trading or for trading a single system on a portfolio of instruments, where the single system needs to be aware of all positions. While work-arounds are possible (GV, ADE, etc.) they're generally cumbersome and prone to error because of complex sequencing/timing and other issues.

ctrlbrk · Postby **ctrlbrk** » 18 Apr 2010

I agree on the data2 trading. There are probably two camps here -- camp 1 are algo traders who don't care about a DOM and discretionary trading, and who would really like to see the ability to submit traders to a data2 timeframe. Then there are camp 2, who are discretionary traders using two platforms and really want to eliminate the non-MultiCharts platform, and thus really want the DOM and Chart Trading badly.

I do both, but since there is already a workaround (GV) for the submitting to data2, my personal preference would be for the discretionary trading options to remain the #1 priority. Perhaps if 6.5 or 7.0 contain the DOM, then it isn't too unreasonable to hope that the next .5 release can add the ability to submit orders to an additional dataseries

Also, someone on my forum mentioned they were told by TSSupport the next release might be 6.5 (not 7). Is there a post about this somewhere here on the forum? I am wondering if discretionary is being add to 6.5, or if 6.5 is being released without discretionary trading.

Mike

sptrader · Postby **sptrader** » 18 Apr 2010

I agree on the data2 trading. There are probably two camps here -- camp 1 are algo traders who don't care about a DOM and discretionary trading, and who would really like to see the ability to submit traders to a data2 timeframe. Then there are camp 2, who are discretionary traders using two platforms and really want to eliminate the non-MultiCharts platform, and thus really want the DOM and Chart Trading badly.

I do both, but since there is already a workaround (GV) for the submitting to data2, my personal preference would be for the discretionary trading options to remain the #1 priority. Perhaps if 6.5 or 7.0 contain the DOM, then it isn't too unreasonable to hope that the next .5 release can add the ability to submit orders to an additional dataseries

Also, someone on my forum mentioned they were told by TSSupport the next release might be 6.5 (not 7). Is there a post about this somewhere here on the forum? I am wondering if discretionary is being add to 6.5, or if 6.5 is being released without discretionary trading.

Mike

* Last I heard, Andrew said that beta3 was due out, about a week ago, I think, so anytime. That should be the next version released.

Henrik · Postby **Henrik** » 19 Apr 2010

While work-arounds are possible (GV, ADE, etc.) they're generally cumbersome and prone to error because of complex sequencing/timing and other issues.

It's really so complex to program this feature?
I thought it must be added only the order commands data2, for example

buy xxx xxx xxx data2;

like signalcodes

var1 = currentask data2.

Mh. This feature, MultiInstrument-Orders, would very very nice for me

In NT I use multi-instrument-orders in a strategy at time, but I don't like NT, MC is greater

Tresor · Postby **Tresor** » 19 Apr 2010

I am wondering if discretionary is being add to 6.5, or if 6.5 is being released without discretionary trading.

Discretionary is scheduled for an unspecified time in summer. So I think this feature will be added earliest in 7.

ctrlbrk · Postby **ctrlbrk** » 25 Apr 2010

I just want to make sure this bug is well known by TSS:

After defining a custom fitness, the code is lost at some time in the future.

Steps to reproduce:
Edit custom fitness
Create code
Use MultiCharts on a daily basis

At some point, the custom fitness code is gone. I haven't been able to narrow down when exactly because I haven't paid close enough attention, but I do know that I "Saved workspace" and it made no difference.

It seems this is a underutilized feature of MultiCharts, but it is a crucial one to optimizing, so please fix it so I don't have to keep re-coding the fitness code.

Thx,
Mike

Andrew Kirillov · Postby **Andrew Kirillov** » 26 Apr 2010

Dear Mike,
We failed to reproduce the issue. Could you illustrate all steps we must take to reproduce the issue?

ctrlbrk · Postby **ctrlbrk** » 26 Apr 2010

Andrew,

Using MC 6.0 beta 2. I've added the Custom Fitness code in the Format Signals - Optimize box, Algorithm-specific, custom criteria - Edit.

When I exit MultiCharts and reload, the custom fitness code is gone. This has happened to me twice, I'm sorry I can't be more specific. Does this C code exist in a file somewhere? Is it in some database somewhere? Maybe I can go look at the file directly.

I do know I used "save workspace" and it still happened. Is Save Workspace required to save this custom fitness code?

Is a clean-shutdown of MC required for it to be saved, or is it saved as soon as you exit the screen? I do remember MC crashed on me a couple of times during large optimizations, but I didn't exactly go straight into the custom fitness code after re-loading MC to see if that is when it was missing or not.

Overall, I really kindly ask you improve this area of MultiCharts for the next release. Being able to only have ONE custom fitness is very limiting, I really would like to see a drop-down box with all the custom fitness I create, like NT. Maybe during this code change the problem I am experiencing will also go away.

Thx,
Mike

Nick · Postby **Nick** » 28 Apr 2010

While work-arounds are possible (GV, ADE, etc.) they're generally cumbersome and prone to error because of complex sequencing/timing and other issues.

Just while we are on the subject of sequencing I would like to see millisecond time stamps so that indicators behave the same on historical data as live data. This is particularly important when using multiple data streams or bid ask and last data to construct MD type indicators. I think this is probably the main reason that IRT is doing so well.... the popularity of indicators that need volume@bid vs. volume@ask.

Even with millisecond time stamping indicators need to calculate from start to finish before another tick is processed (even if it is in another data stream). As things stand now race conditions can occur with multiple data streams. Precision is important for certain types of work.

I have sent emails to support on this subject but thought it might be appropriate to mention here.

Proper sequencing and processing across multiple data streams (both live and historical) is crucial to any modern charting/analysis software.

Bruce DeVault · Postby **Bruce DeVault** » 28 Apr 2010

...volume@bid vs. volume@ask...

Well, and you may not realize yet that there's no historical storage of bid or ask prices either, but you would need that if you want to conduct historical testing of this.

ctrlbrk · Postby **ctrlbrk** » 28 Apr 2010

...volume@bid vs. volume@ask...
Well, and you may not realize yet that there's no historical storage of bid or ask prices either, but you would need that if you want to conduct historical testing of this.

In QuoteManager "Fields to Collect" there are bid/ask/last, what is the bid/ask for if it isn't being stored? I figured "collected" meant "stored".

Mike

Bruce DeVault · Postby **Bruce DeVault** » 28 Apr 2010

My mistake in the incautious way that was phrased. In EasyLanguage, CurrentAsk and CurrentBid are defined separately from Close only in real-time (and I was speaking of historical testing above), so if you want to analyze historical bid/ask you would need to make them their own data series and choose in the symbol setup to base the symbol on bid or ask rather than trades. However, this would align such bars only by second timestamp, so it would not probably be accurate in the way the poster here looking for MD type analysis is envisioning.

ctrlbrk · Postby **ctrlbrk** » 28 Apr 2010

My mistake in the incautious way that was phrased. In EasyLanguage, CurrentAsk and CurrentBid are defined separately from Close only in real-time (and I was speaking of historical testing above), so if you want to analyze historical bid/ask you would need to make them their own data series and choose in the symbol setup to base the symbol on bid or ask rather than trades. However, this would align such bars only by second timestamp, so it would not probably be accurate in the way the poster here looking for MD type analysis is envisioning.

Thx for the detailed response Bruce.

So, if I have:
data1 = last
data2 = bid
data3 = ask

Then I can have correctly-aligned bid/ask data matching/synchronized with the last, yes? I just can't use CurrentBid or CurrentAsk keywords on a historical chart, but I can use 'Close' of data2 and 'Close' of data3 for the same, right?

Mike

Bruce DeVault · Postby **Bruce DeVault** » 28 Apr 2010

In theory, that type of approach "works" provided you understand that aligned means by the time stamps, and the time stamps only have a 1 second resolution. So, if the bid/ask/trade prices fluctuate all over the map within a given second, the assignment of those trades to a particular bid/ask side is somewhat arbitrary in this scenario.

In other words, the trade/bid/ask data is kept in a sequence in QuoteManager, but the charting engine is written in a general way and doesn't know you've put different aspects of the same tick stream on the chart - all it knows is it has several tick series, and that it has to align tick series based on their second time stamps.

This is an area that I suspect could be improved significantly in the future. EasyLanguage wasn't really designed for this kind of analysis, although MultiCharts has come a really long way relative to what TS does at least as of today.

Henrik · Postby **Henrik** » 28 Apr 2010

I like this feature in MT:
open chart - click left and hold => move mouse to another point in chart

now the mouse count pips and bars.

so you can see fast how many pips and bars between 2 points are.

Bruce DeVault · Postby **Bruce DeVault** » 28 Apr 2010

This thread should move to a new feedback thread, as beta 3 is available for download today.

Multicharts 6.0 Beta 2 feedback

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