Multicharts 6.0 Beta 3 feedback

Questions about MultiCharts and user contributed studies.
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Dave Masalov
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Postby Dave Masalov » 07 May 2010

I think the next highest replay feature priority after fixing the missing replay slider speeds (which of course has been done) is the space bar shortcut key to pause and restart the replay. It is more important than the favorite speed idea, etc. If there are other competing uses for the spacebar maybe a different key could be used.
I understand the design logic of not wanting autotrading to be accidentally enabled by keyboard mishap, but if the shortcut keys are 3 key combinations this will not happen, and anyway there is a confirmation dialogue. Disclaim any responsibility from TSS against losses arising from MC automation, but please be aware of how MC is used in the real world by systems traders, and give us shortcut keys for the following automation functions:

1. Enable\disable automation (preferably different shortcut keys for each).
2. Buttons in dialogues when automation is exited. Simply underline a letter in the button text to denote the shortcut key as per normal Windows standards.
Dear bowlesj3 and brendanh,

We will give users the possibility to customize all commands in the next version of MultiCharts.

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Postby bowlesj3 » 07 May 2010

Sounds good Dave.

Just one more thing I want to add to that "beta help" idea. If you ever try it and find that your competition gets too much of a jump on your ideas one of these secondary ideas to make it work could be "only letting users see it who have submitted very useful ideas etc" in other words restricting it to those on your side instead of against you.

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Postby ctrlbrk » 07 May 2010

After a couple minutes I realized my side was in error. What was wrong is the chart itself (actually, about 4 charts, all charts open in MC at that time) were all DELAYED.
Dear ctrlbrk and arnie,

Could you please send us your log files so we can investigate the issues?

You can find log files here "%USERPROFILE%\Local Settings\Application Data\TS Support\MultiCharts\".

You should paste this line in Start --> Run and in the window that will pop up make a zip-folder. Please send this zip–folder to dmasalov@multicharts.com.


Best regards,
Dave
I experienced the exact same thing again. In fact, it is happening right now.

I think your post was missing part of the info. The .zip file is 34mb for just the Logs folder, I'm assuming your email cannot handle that. Was there just one specific folder you needed? Or I could break it up until a multi-file rar.

Mike

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Postby Dave Masalov » 07 May 2010

The bottom line is you have to create this help anyways so why not create it before the programming rather than after and get the benefit of the "enhance thinking cap". In time you will perfect this technique (probably very quickly because the users will be feeding you ideas to make the method better). What I am saying is if you try it and the idea first craps out do not give up because you probably just need added ideas required to make it work.
Just one more thing I want to add to that "beta help" idea. If you ever try it and find that your competition gets too much of a jump on your ideas one of these secondary ideas to make it work could be "only letting users see it who have submitted very useful ideas etc" in other words restricting it to those on your side instead of against you.
Dear bowlesj3,

It is a very good idea, indeed. We will try to update the help when releasing new versions in the future. However it is not realistic for the moment.

I experienced the exact same thing again. In fact, it is happening right now.

I think your post was missing part of the info. The .zip file is 34mb for just the Logs folder, I'm assuming your email cannot handle that. Was there just one specific folder you needed? Or I could break it up until a multi-file rar.

Mike
Dear Mike,

Excuse me for not expressing myself clearly. Please send us all log files using http://rapidshare.com/. You can make a multi-file rar as well.

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Postby TJ » 07 May 2010

...
Excuse me for not expressing myself clearly. Please send us all log files using http://rapidshare.com/. You can make a multi-file rar as well.
I found Skype is the easiest method to transfer large files.

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Postby ctrlbrk » 07 May 2010

Dave, email sent. We can keep working on it in there.

Mike

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Postby bowlesj3 » 07 May 2010

Hi Dave,

Regarding this in the beta3 announcement
• Indicators are calculated differently in MultiCharts and TS (if they contain Text_GetActive,, TL_GetActive).
and
Get_Active returns the last drawing that was changed (eg. created or changed color or selected with a mouse).
It is mildly unfortunate that the TS version command was not "Text_GetLastChanged". I was going to say that "Text_GetActive" is much more appropriate for the text which is currently highlighted. However just writing that sentence made me realize that the functionality in your help suggests that a better name is "Text_GetHighlighted". To enhance your help you might be smart to emphasize that this command can be used to make MC's EL code interactive and explain a few examples of how it might be used. Maybe create some sample scripts that start Interactive_whatever. Mention in the help that they start with Interactive_

Here is the main point. Please do not change the beta 2 version functionality in beta 4 by combining the TS beta 3 features into the MC beta 2 version features. "Text_GetHighlighted" is a perfect name for the beta 2 version and it works great for all the huge amount of hours I spent programming with it. If you want to create some sort of combined command then maybe "Text_GetActive_ex" is better for that 3rd version.

Summaried:
Text_GetActive (is really Text_LastChanged - beta 3)
Text_GetActive_Ex (is a mixture of beta 2 and beta 3 versions)
Text_GetHighlighted (does exactly what the beta 2 version did).

So if you did this I (and other users using it for interactive input to their studies) would just recompile my code using Text_GetHighlighted. Not a problem.

Another thing. I have been considering writing something to scan all the EL code in those text files that will tell me what studies contain a keyword. Maybe some day you could provide this.
Last edited by bowlesj3 on 07 May 2010, edited 3 times in total.

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Postby Dave Masalov » 07 May 2010

I have seen that kind of thing happen a good bit. My suggestion would to implement a bad tick filter method, kicking out trade ticks if they're too far from the last trade in percentage terms or if they're otherwise invalid (zero, negative, etc.)
Back-filter might be interesting. Also this need to be launched on demand.
If users are given an option to confirm the correction of each suspected bad tick - I can see some use of it.

Thinking the percentage might not be reliable enough. How about using Standard Deviation function to filter suspected abnormal ticks? But even then this should not be relied upon in thin markets. Extended trading hours being one example.
Dear Bruce and geizer,

Our developers are already working on such filter. It will be implemented in MultiCharts in the future.

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Postby bowlesj3 » 07 May 2010

As far rating the value of the beta 2 text_getactive versus the beta 3 text_getactive I remember first finding out about the beta 2 version and I instantly saw a great deal of value in it. I still can not see any value in the beta 3 version and can see all sorts of work arounds to achieve that same function if I did have a use for it but absolutely no way to work around the beta 2 version being missing.

Maybe some of those users who complained could explain some way of making good use of the beta 3 version or the TSS staff could pass it on. I am thinking in terms of saving time or making money.

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Postby Bruce DeVault » 07 May 2010

This is really very simple - all EasyLanguage keywords should work as closely as possible to TS for language compatibility, in order to maximize the value of the MultiCharts platform as an EasyLanguage compatible platform. Separately, extended versions of keywords should be provided where appropriate to extend this functionality in areas that are MultiCharts specific. The fact that an EasyLanguage keyword doesn't have an immediately obvious use (which happens all the time - there are dozens of deprecated keywords that are kept purely for backwards compatibility but aren't really very useful anymore) isn't as important as the fact that it needs to work like it does on TS for compatibility reasons - as a separate issue, the extended keywords should be as functional as they can be made to be, whether TS supports those functions or not.

The oversight that was made here was to have an EasyLanguage keyword that did something that broke TS compatibility in the first place - keywords with a different behavior should be different keywords not the same one TS has but doing something different (even if it's clearly arguably more useful), so the compatibility issue does not arise and then there's freedom to focus on the most useful possible behavior apart from compatibility.

MultiCharts is doing exactly the right thing - fixing the keyword for compatibility, and introducing a new keyword with the extended functionality. It would have been nice if it hadn't happened in quite this order (if the extended keyword had been added at the same time as the original keyword was fixed) or had more clear notice along the way so users would know just what to look for and change when something breaks code compatibility, but it was clearly an oversight and one they're working on correcting so I give them kudos for stepping up and doing the right thing.

Both goals are worthy and separate: 100% EasyLanguage compatibility, and the most useful extended feature set with new keywords.

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Postby bowlesj3 » 07 May 2010

All true Bruce but it does not answer the question. Here is the point. I have at least 2 times reviewed every single command in the manual looking for a way to use the commands and done the same for every single non strategy related study and function that comes with MC (except strategies that line up with my strategy). I do it more than once because of what you said and at times knowledge of one can make a use for another appear. So my question is for that purpose (except this one stands out). Maybe this is a non beta 3 topic.
Last edited by bowlesj3 on 07 May 2010, edited 6 times in total.

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Postby Bruce DeVault » 07 May 2010

Sorry, what's the question?

If the question is what's the use of the current behavior, it's that there are existing indicators that rely on it working that way in EasyLanguage (probably that originated on TS, but one of the advantages of MultiCharts is that it can run EasyLanguage code), and they don't work as they should on MultiCharts.

I don't know the specific details of why it was done this way originally on TS - it's probably a legacy behavior that's been that way for many years if I am understanding the issue reported. I wouldn't be at all surprised to inquire about this at TS and find out nobody can even remember why it was done that way because it's been so long - that happens some times.

Changes to code behavior can be extremely painful - sometimes things that seem clearly like an error or omission become so ingrained in thousands of lines of code that they just can't be changed, and most platform vendors try very hard not to pull the rug out from under anyone relying on an existing behavior. However, beta releases aren't to that standard necessarily, and it's understood that betas are still a work in progress and being reviewed and worked on as apparently was the case here. (Although again, in 20/20 hindsight, I'm sure we all can agree it would have been great if they could have put the new keyword in the same release that fixed the old one, and updated the documentation accordingly with detailed build notes on why it was done and what was done.)

(This was not my issue report originally. It could very well be that the original report came to MultiCharts other than via the forum, for instance by email or live support chat - the forums are largely for peer support, so I wouldn't necessarily expect the person who originally reminded them the behavior doesn't match TS to respond here as they may not even read the forums.)

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Postby bowlesj3 » 07 May 2010

You jumped me or something. here is the response. It is an extension of the above.

I guess it is just burning curiosity with me to ask "What can this command buy me"? I spent a fair bit of time at break trying to figure out how to use it (of course when the MC version command comes back). Of note, I am on beta2 on the main machine and beta3 on the notebook so I do not have to reload the day again from TWS (the nightly copy over sticks).

And if you question the use of the MC version I can quickly come up with at least 10 very good uses (some for fully automated traders I would think too).

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Postby Bruce DeVault » 07 May 2010

Let me see if I can answer that, although I'm sure there are any number of possible answers. In TS, I believe when you select a text object manually with the mouse, it becomes the "active" one, and this command would return that text object. However, if from code, you use commands like Text_SetLocation or Text_SetString on another object, that object then becomes active. The reason for this is probably lost in time - for instance, it might have originally been the thought that users could use this to grab the most recently updated text object without saving its ID in a variable (although to me, that doesn't sound like the best approach and I'm sure it probably doesn't to you either - who knows why it was done that way, but it was...). However, as a work-around, if you want it to always be the one you manually selected, you can simply call text_getactive at the beginning of your calculation, do whatever you're going to do with the other objects, and then at the end, call Text_SetStyle or another similar command on the one you saved originally, making it active again, and thus preserving the one that was manually selected as always the active one. That should be a 100% work-around to make it like what you're wanting it to do by simply saving the value and calling Text_Set* after your calculation on that same original manually selected object.

While it may not be obvious why text_getactive should return an object that you "selected" using text_setlocation etc. instead of manually, it's been that way a long time, so it's important to not break that for the hundreds if not thousands of EL programs out there - and the above method lets you work around this if you want it not to do that. And, of course, an extension that's MC specific can just always return the manually selected one and ignore your programmatic selections.

Make sense?

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Postby geizer » 07 May 2010

This is really very simple - all EasyLanguage keywords should work as closely as possible to TS for language compatibility, in order to maximize the value of the MultiCharts platform as an EasyLanguage compatible platform. Separately, extended versions of keywords should be provided where appropriate to extend this functionality in areas that are MultiCharts specific.
....
....
agree with Bruce,

TS Support has two options:
1. Focus on making PowerLanguage compatible with EasyLanguage, thus acknowledging EL leadership position and accepting the role of the follower.

2. Change the rules of the game and make PowerLanguage THE NEW STANDARD.
It requires a change how EasyLanguage is percieved both by TS Support team and EL users. This requires the focus on improving EasyLanguage (while maintaining 100% compatibility).
  • -What can be improved in EasyLanguage?
    -What is the single most important shortcoming of EL? What is 2nd, 3rd?
PowerLanguage can become the platform of choice if this questions are answered and brought to the attention of the EL community.I think it's worth repeating:
  • - Enhance EL by implementing extended a set of (PL) commands.
    - Maintain compatibility with EL
As a consequence, perception of PowerLanguage as THE new standard by the EL community will be inevitable and only the matter of time.
--
Pavel

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Postby bowlesj3 » 07 May 2010

All true (zero doubt at all): Translation: make it easy to come over and keep clients using MC by giving more than they had before. A no brainer actually (MS used it with Word Perfect so it is not a new marketing strategy).

Regarding how it was done with the Text_GetActive command, my suggestion is that if they know a command is going to run differently for sure they should create a thread in a standard format something like this.

"MC 6.0 b3, Whatever-Command, May not work and why."
Inside the first post explain it.

I am suggesting a new thread for every single command that is going to potentially give a user a very nasty surprise. Had I have seen the above notice it would have cost me a 5 minute read. Instead it cost me 1 hour to install, 1 hour to uninstall (during trading hours because I never thought something like this could ever happen) and a heck of a lot of distraction with forum discussions. TSS surely knows, it is not possible for them to know all the creative uses a user has and just how critical it is to them.

When it comes time for the official release there WILL BE USERS who refuse to use beta out there. They see the short little mention in the release notes and it goes right over their head (kind of like the fine print idea). However this is not good for TSS. What I am suggesting would warn users of the dangers of an upgrade. Better yet, email them in a standard format. Even better do it during the Beta Help stage if they ever use it. Lastly I suppose the ultimate is to provide a warning and list of commands that may not work when the user tries to install (with option(s) to auto-convert to the new command name).

So the above paragraph is still active since the official release is not out yet and as we know there is a command lurking out there for this one. If I can come up with 10 or more very valuable uses for this command to solve problems then there are probably others who can do better and come up with 20. This command is a hot potato is what I am saying. Gee if TSS ever puts in custom tool bars so I can store different colors of arrows to put on the chart very quickly I will be using this command even more (maybe 15 uses for it). Like I said, the MC version of Text_GetActive and Arw_GetActive is a very powerful interactive command.
Last edited by bowlesj3 on 09 May 2010, edited 8 times in total.

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Postby arnie » 08 May 2010

Hey guys, is it me or beta 3 has some sort of "bug" regarding eSignal Data Manager?

At first I thought I couldn't have eSignal and MC open at the same time since that would force Data Manager to lock the password down, but then I closed eSignal software and the same thing happened, every time I call for a symbol in MC, Data Manager locks down.

Since I still have MC 5.5 in my laptop I decided to test this and with 5.5 version there's no problem with Data Manager.
I have both eSignal and MC opened, calling symbols in both of them and Data Manager continues to run.

Man, I chose the wrong time to switch data feed :roll:

Let me try with beta 2 to see if this still happens.

I'll be in touch...

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Postby arnie » 08 May 2010

Unfortunately, beta 2 have the same reaction, Data Manager locks down.

See Image attached where you can see eSignal software unable to access data.

I open eSignal, then MC, and after calling a symbol in MC, Data Manager locks.

Apparently, I'm going back to version 5.5 since, at least in my laptop, is the only one capable to deal with both programs at the same time :(

Sorry for the image size but it's my true desktop size.
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Henrik
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Postby Henrik » 08 May 2010

Suggestion:

All TP and SL - commands based on profit.
for example: setprofittarget(100) => 100 $ TP

Why not based on pips?
Please add commands with pips instead of amount...
for example: setprofittargetpips(30) => 30 pips TP

this make everything easier, for commands like setpercenttrailing etc.

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Postby Bruce DeVault » 08 May 2010

That's a simple matter of multiplying your distance in pips by bigpointvalue*minmove/pricescale (per contract or per position, depending on whether you have done SetStopPosition or SetStopContract).

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Postby ctrlbrk » 08 May 2010

Henrik,

I just do something like this in my strats:

Code: Select all

inputs:
target1 (20);
stoploss (20);
vars:
TickSize (MinMove/PriceScale);

SetStopContract;
SetStopLoss((stoploss * TickSize) * BigPointValue);
SetProfitTarget((target1 * TickSize) * BigPointValue);
Mike

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Postby Henrik » 08 May 2010

OK, thank you both very much!

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Postby arnie » 09 May 2010

I don't know what to say.

I've just installed MC 5.5 version and I was :shock:

Th same thing happened again. As soon as I call for a symbol on MC and if eSignal software is open, Data Manager blocks the password and despite MC continues to be able to receive requested data, eSignal software don't as shown in the picture attached above.

Now I don't know what to thought since the combination of MC 5.5 and eSignal software don't produce this situation in my laptop :?

I've already reinstalled eSignal and the problem continues.

What could be the cause of this?

I've just installed beta 3 again, waiting for tomorrow TSSuppot can have a look at this.

Regards,
Fernando

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Postby Henrik » 09 May 2010

Connection with MBT:
On Sunday afternoon MBT-Login is not possible for some hours.

When you have open MC in this time with realtime-data and download-history => yes than MC trys to login in background to MBT without a stop.
But after some mismatched logins MBT locks the MBT-account.

Its very annoying :-( Its the second weekend :roll:
Now I can't trade until I chatted mit MBT and unlock the account.

suggestion: MC could stop try login after 3 attemps!
Last edited by Henrik on 09 May 2010, edited 1 time in total.

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Postby Bruce DeVault » 09 May 2010

That's a good point - hammering the server will cause your account to be locked for IB as well, and MB does have some maintenance times, although they're down from what they were last year because as they reworked their process to support MT intregation they were able to reduce the daily downtime somewhat as part of that process. (There used to be three different windows of times every 24 hours it went down.)

A common software approach to this type of problem is what we call an exponential back-off. In other words, if login fails, try again in X minutes/seconds, and if that fails, try in 2X minutes/seconds, and if that fails, try in 4X minutes/seconds, etc. up to some maximum time that's designed to avoid being flagged as abusive, yet is frequently enough to get you back on in a reasonable amount of time. Remember, although it's tempting to say you want in the very second it's possible, the vast majority of such downtimes are because of things like internet disruptions or actual server down time, and hammering the server with constant login requests is the sort of thing that will make the broker want to not have you as an account because you may (likely unintentionally) cause them problems.

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Postby arnie » 09 May 2010

I've created all my futures symbols in QM and let me say that your symbol dictionary is very appreciated :)



Regards,
Fernando

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Postby arnie » 09 May 2010

With the markets opened I could see that the problem is with eSignal Data Manager and not with the software itself.

When I open MC, eSignal Data Manager opens and my charts start to be updated, so far so good.
The problem is when I open or even reload a chart. Data Manager turns red and MC stops to update the charts.

Even after closing Data Manager and reopen it again, it continuous after a while to block the connection.
I need to close MC and then reopen it again, without ever open a chart because otherwise, I lose the connection.

At this moment I have also eSignal software opened with a quote board and everything is working fine, but like in MC, if I call a new symbol, the connection is cut off again.

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Postby duration » 10 May 2010

Hello,

Just to let you know that only the strategy analysis sheet is exported to .xls from the Portfolio Backtester (using Office 2010 beta 64 bit).

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Postby bowlesj3 » 10 May 2010

I created a base Interactive script that anyone can use to interactively exacute a study from the chart screen (just insert whatever you want it to do in the correct place within a copy of this base script). As an example, you might want it to clear old trend lines from your chart prior to a certain time or date. Insert that loop in this script and you just highlight the letter on the chart and it is done. Once it is complete you remove the highlight.

It will not work on Beta 3 because it depends on the Text_GetActive old MC version logic but it will work on any version of MC before Beta 3. When TSS restablishes the MultiCharts Based logic behind this command you will need to make the required adjustment.

http://forum.tssupport.com/viewtopic.php?p=33280#33280

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Postby piranhaxp » 11 May 2010

I've found the same bug which was discussed many times for beta 1 and beta2. If you change the symbol in the same chart you get the data mixed with the old and new symbol. I thought it was fixed, but it seems to be the same problem.

Seems to me a cache problem. I changed the symbol in the chart from @FGBL to @FESX. The result is attached as a screenshot.

Kind regards.

Mike
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Postby RichardTodd » 11 May 2010

I just want to point out that in beta3 the range bars still have bad uptick/downtick counts, as described here:

http://forum.tssupport.com/viewtopic.php?t=7155

I haven't noticed an official response in that thread and it's starting to fall away into the forum history. In short, the numbers are wacky, and some of the bars have more reported uptick/downtick volume than the total volume so far for the day! It happens on several datafeeds, but only on range bars as far as I know.

thanks,
Richard

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Walk Forward Performance Reports

Postby Joerg » 12 May 2010

I played a little with the Walk Forward Optimizer of MC and was wondering about the way MC handles Walk Forward. It seems to just show the results for the single In-Sample and Out-of-Sample Periods but does not combine them to one whole backtest.

Other vendors (NT or AB) have the ability to choose (or even write an own) target criteria and the backtester combines the single OOS Trades (choosen by the target criteria) to one single performance report (equity curve and performance numbers).

Is it planned to implement this ability also in MC?

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Postby Dave Masalov » 13 May 2010

I've found the same bug which was discussed many times for beta 1 and beta2. If you change the symbol in the same chart you get the data mixed with the old and new symbol. I thought it was fixed, but it seems to be the same problem.

Seems to me a cache problem. I changed the symbol in the chart from @FGBL to @FESX. The result is attached as a screenshot.

Kind regards.

Mike
Dear Mike,

Please make sure that the "Merge Data Sources into a Single Chart" checkbox in the Format Instrument --> Instrument is unchecked.

Suggestion:

All TP and SL - commands based on profit.
for example: setprofittarget(100) => 100 $ TP

Why not based on pips?
Please add commands with pips instead of amount...
for example: setprofittargetpips(30) => 30 pips TP

this make everything easier, for commands like setpercenttrailing etc.
Dear Henrik,

I have forwarded your suggestions to our programmers. They will consider a possibility of such implementation.

Connection with MBT:
On Sunday afternoon MBT-Login is not possible for some hours.

When you have open MC in this time with realtime-data and download-history => yes than MC trys to login in background to MBT without a stop.
But after some mismatched logins MBT locks the MBT-account.

Its very annoying Its the second weekend
Now I can't trade until I chatted mit MBT and unlock the account.

suggestion: MC could stop try login after 3 attemps!
That's a good point - hammering the server will cause your account to be locked for IB as well
Dear Henrik and Bruce,

I would suggest you to use Offline Data Server Mode on Sunday to avoid this problem. (File --> Preferences --> Data Server Mode)

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Dave Masalov
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Postby Dave Masalov » 13 May 2010

I just want to point out that in beta3 the range bars still have bad uptick/downtick counts, as described here:

http://forum.tssupport.com/viewtopic.php?t=7155

I haven't noticed an official response in that thread and it's starting to fall away into the forum history. In short, the numbers are wacky, and some of the bars have more reported uptick/downtick volume than the total volume so far for the day! It happens on several datafeeds, but only on range bars as far as I know.

thanks,
Richard
Dear Richard,

Our engineers have confirmed it is a bug, which will be fixed in the official release of MultiCharts 6.0

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Postby Dave Masalov » 13 May 2010

Hello,

Just to let you know that only the strategy analysis sheet is exported to .xls from the Portfolio Backtester (using Office 2010 beta 64 bit).
Dear duration,

Office 2010 is a relatively new application. Portfolio Backtester was not designed for it. This issue will be fixed soon.

Why I can't make a walk forward optimizion only in a chart, but not in the portfolio optimizer?

Its annoying because if I make a walk forward optimizion in a chart, I can't use the other charts or workspace because the progress-window is blocking/locking MC....
Dear Henrik,

The fact that portfolio backtesting uses all cores makes it unrealistic to access your charts when portfolio optimization is running. We would recommend you to use the second computer for that purpose.

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Postby ctrlbrk » 13 May 2010

Dave,

I just wanted to pause a moment and say "THANK YOU" for your attention to this thread, I find it quite comforting and a welcome improvement from the relative silence in recent weeks from MC staff :)

THANKS DAVE!

Mike

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Postby geizer » 13 May 2010

Discovered a problem that I don't know how to overcome. If there is something I don't know please help me to find a solution, otherwise it seems to me like a small bug.

The problem:

Maximizing a subchart is impossible when Title Bar is set to "Off" in chart window properties.

Right click on the Chart is showing "Maximize subchart" option ... but it's unavailable (is always gray).

I also updated the list of keyboard shortcuts requesting a "maximize subchart" shortcut in this thread (item #31):
http://forum.tssupport.com/viewtopic.ph ... g+subchart

Please can someone from TS Support investigate the matter.
Thanks
--
Pavel

added later
The above problem is a direct consequence of another inconvenience/bug (which I am trying to avoid by disabling chart title bars) apparently very old issue:
http://forum.tssupport.com/viewtopic.php?t=3552
Please consider both of these issues together.

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Postby Dave Masalov » 14 May 2010

Dave,

I just wanted to pause a moment and say "THANK YOU" for your attention to this thread, I find it quite comforting and a welcome improvement from the relative silence in recent weeks from MC staff

THANKS DAVE!

Mike
Dear Mike,

You are welcome.

Discovered a problem that I don't know how to overcome. If there is something I don't know please help me to find a solution, otherwise it seems to me like a small bug.

The problem:

Maximizing a subchart is impossible when Title Bar is set to "Off" in chart window properties.

Right click on the Chart is showing "Maximize subchart" option ... but it's unavailable (is always gray).

I also updated the list of keyboard shortcuts requesting a "maximize subchart" shortcut in this thread (item #31):
http://forum.tssupport.com/viewtopic.ph ... g+subchart

Please can someone from TS Support investigate the matter.
Thanks
--
Pavel

added later
The above problem is a direct consequence of another inconvenience/bug (which I am trying to avoid by disabling chart title bars) apparently very old issue:
http://forum.tssupport.com/viewtopic.php?t=3552
Please consider both of these issues together.
Dear Pavel,

Regarding the first issue, we failed to reproduce the problem. As long as you have at least one subchart, the "Maximize subchart" option is available (not gray), regardless of your Title Bar settings. This option can be unavailable only if you do not have any subcharts, just the main chart in the window. Which is logical, because in that case there is no subchart to maximize.

As for the scaling issue, this behavior is normal. There are several solutions to avoid problems when you have lots of small charts on a workspace:

- Use Window menu to switch between charts.

- Make several workspaces with larger chart windows and use the Detach Window and Stick Window options.

- Set Title Bar as "Off"

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Postby Dave Masalov » 14 May 2010

link color disappeared
Dear TJ

It is a known bug which occurs in Windows Vista and higher. It is in our fix list and will be fixed soon.

Beta3 ONLY_ For the second day in a row on 2 different computers, continuous contracts won't update (ES with IB), they stop overnight.
Dear sptrader,

Could you please precise if the data stops updating when IB unloads? If yes, what happens if you restart IB?

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Postby Nick » 14 May 2010

MC Version 6.0 Beta 3 (Build 3276)

I am still getting zero ticks from zenfire happens on FDAX havent checked other instruments. Should have been fixed in beta 3...not for me :)

• Ticks with the zero price on historical data from Zen-Fire are not filtered out.

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Postby ctrlbrk » 14 May 2010

MC Version 6.0 Beta 3 (Build 3276)

I am still getting zero ticks from zenfire happens on FDAX havent checked other instruments. Should have been fixed in beta 3...not for me :)

• Ticks with the zero price on historical data from Zen-Fire are not filtered out.
My FDAX working fine, here are my settings:

Image

Image

Image

Mike

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Postby Henrik » 14 May 2010

Connection with MBT:
On Sunday afternoon MBT-Login is not possible for some hours.

When you have open MC in this time with realtime-data and download-history => yes than MC trys to login in background to MBT without a stop.
But after some mismatched logins MBT locks the MBT-account.

Its very annoying Its the second weekend
Now I can't trade until I chatted mit MBT and unlock the account.

suggestion: MC could stop try login after 3 attemps!
That's a good point - hammering the server will cause your account to be locked for IB as well
Dear Henrik and Bruce,

I would suggest you to use Offline Data Server Mode on Sunday to avoid this problem. (File --> Preferences --> Data Server Mode)
Thank you for your statemant!
But: with this solution I can't download historical datas (from MBT, from IB, from Barcharts...) and its not a solution for future...

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Postby Dave Masalov » 17 May 2010

Hi, small bug it seems.

When using File -> Save Image As File, there is some unknown garbage text on the bottom right where the date stamp is.
Dear ctrlbrk,

This bug is in our fix list.

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Postby Dave Masalov » 17 May 2010

Thank you for your statemant!
But: with this solution I can't download historical datas (from MBT, from IB, from Barcharts...) and its not a solution for future...
Dear Henrik,

If you use the offline data server mode only on Sundays, you should not have any problems as the market is closed. You can use your historical data from the Quote Manager in the offline mode.

Regarding futures, could you please precise, why it is not a solution?

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Postby Henrik » 17 May 2010

Thank you for your statemant!
But: with this solution I can't download historical datas (from MBT, from IB, from Barcharts...) and its not a solution for future...
Dear Henrik,

If you use the offline data server mode only on Sundays, you should not have any problems as the market is closed. You can use your historical data from the Quote Manager in the offline mode.

Regarding futures, could you please precise, why it is not a solution?
Thank you for read and think about it.
Its no solution because the User did not see directly if connection to MBT failed - and very fast you have a locked account.
And: maybe you want to activate Strategys on sunday morning or did not want to disable strategy from last week because open trades => both is not possible because hammering MBT on sunday.

Solution: Quotemanager/Preferences Broker MBT:
1.) reconnect after xxx seconds
2.) stop reconnect after xxx failed try's.

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Postby Dave Masalov » 17 May 2010

MC Version 6.0 Beta 3 (Build 3276)

I am still getting zero ticks from zenfire happens on FDAX havent checked other instruments. Should have been fixed in beta 3...not for me

• Ticks with the zero price on historical data from Zen-Fire are not filtered out.
Dear Nick,

If you had zero ticks before you installed beta 3, they won't be filtered. You should delete them manually. Only ticks that you download after installing beta 3 are filtered.

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Postby Dave Masalov » 17 May 2010

Thank you for read and think about it.
Its no solution because the User did not see directly if connection to MBT failed - and very fast you have a locked account.
And: maybe you want to activate Strategys on sunday morning or did not want to disable strategy from last week because open trades => both is not possible because hammering MBT on sunday.

Solution: Quotemanager/Preferences Broker MBT:
1.) reconnect after xxx seconds
2.) stop reconnect after xxx failed try's.
Dear Henrik,

You are welcome. I have forwarded your suggestions to the developers. We will consider this option.

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Postby wegi » 17 May 2010

Thank you for read and think about it.
Its no solution because the User did not see directly if connection to MBT failed - and very fast you have a locked account.
And: maybe you want to activate Strategys on sunday morning or did not want to disable strategy from last week because open trades => both is not possible because hammering MBT on sunday.

Solution: Quotemanager/Preferences Broker MBT:
1.) reconnect after xxx seconds
2.) stop reconnect after xxx failed try's.
Dear Henrik,

You are welcome. I have forwarded your suggestions to the developers. We will consider this option.
I know from other software, they implemented a timed login.
I can setup: sunday, 17:00 or when ever the market starts.

I trade against MB at the moment, and i start everythin on sunday.
But i use DDE for receiving tick data, but i can login on sunday.
The quote and order servers are not available, thats true, but login is successfull. When the market starts, quote and order server are up and i dont need to do anything.

i will try it this weekend with beta3, to see what the problem is.

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Postby geizer » 17 May 2010

Discovered a problem that I don't know how to overcome. If there is something I don't know please help me to find a solution, otherwise it seems to me like a small bug.

The problem:

Maximizing a subchart is impossible when Title Bar is set to "Off" in chart window properties.

Right click on the Chart is showing "Maximize subchart" option ... but it's unavailable (is always gray).

I also updated the list of keyboard shortcuts requesting a "maximize subchart" shortcut in this thread (item #31):
http://forum.tssupport.com/viewtopic.ph ... g+subchart

Please can someone from TS Support investigate the matter.
Thanks
--
Pavel

added later
The above problem is a direct consequence of another inconvenience/bug (which I am trying to avoid by disabling chart title bars) apparently very old issue:
http://forum.tssupport.com/viewtopic.php?t=3552
Please consider both of these issues together.
Dear Pavel,

Regarding the first issue, we failed to reproduce the problem. As long as you have at least one subchart, the "Maximize subchart" option is available (not gray), regardless of your Title Bar settings. This option can be unavailable only if you do not have any subcharts, just the main chart in the window. Which is logical, because in that case there is no subchart to maximize.

As for the scaling issue, this behavior is normal. There are several solutions to avoid problems when you have lots of small charts on a workspace:

- Use Window menu to switch between charts.

- Make several workspaces with larger chart windows and use the Detach Window and Stick Window options.

- Set Title Bar as "Off"
Re: "maximize subchart"
Dave, what I was looking for is to maximize the chart Window, but confused it with subchart. As I can see that there is no way whatsoever to maximize the chart window when Title Bar is set to "Off". Too bad.

Re: "Scaling Issue"

I am sorry, but the behavior is NOT normal. You missing the point why I'm turning off title bars - because current implementation causes many errors when clicking on relatively small size windows. When title bars turned off, a new problem arises which is inability to maximize the chart window. The suggestion to make windows larger and break them into different work spaces is not suitable for me. There is a reason why I need so many windows visible at a time. Your response tells me TS Support is stubborn to accept the fact that "Title Bar auto-hide" implementation is half-done. Sure, denying the problem is much easier than attempting to find a solution to a problem. I guess that TSS spent less time discussing the problem than I spent time truing to find more efficient ways to work around these problems and wasting time for extra clicks and repairing trend lines that were accidentally displaced as a result of what you call "normal" behavior. Then multiply the time wasted by single user by a number of users.

Basically the way I interpret your (TSS) response to the problem I reported is "shut up, no one else reported the problem. We are not going to question our opinion on what's normal. We have more important problems to work on".

Thanks TSS for ignoring and denying the problem.

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Postby brendanh » 18 May 2010

Re shortcut keys:
1. Enable\disable automation (preferably different shortcut keys for each).
2. Buttons in dialogues when automation is exited. Simply underline a letter in the button text to denote the shortcut key as per normal Windows standards.
Dear bowlesj3 and brendanh,

We will give users the possibility to customize all commands in the next version of MultiCharts.

Dave Masalov
Thanks Dave, another position of mine was wrongly closed when IB exited for nightly maintenence tonight. Greater control over these options will be greatly appreciated.

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Postby Dave Masalov » 19 May 2010

Beta3 ONLY_ For the second day in a row on 2 different computers, continuous contracts won't update (ES with IB), they stop overnight.
Dear sptrader,

Our engineers have confirmed that it is a bug which will be fixed in the next version of MultiCharts 6.0

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"Linked to All" does not work in some circumstance

Postby geizer » 19 May 2010

Dear TS Support,

Frankly this request/bug report was long due, but I was reluctant to send it because way too many times the response I receive from TSS is like: "the behavior is normal". Please investigate the current algorithm behind the "Linked to All" feature. The details are provided below:

"Link to All" doesn't work in the following circumstances:

1. Suppose we have a workspace with 4 chart windows each displaying a different instrument. For example: AAPL, INTC, GOOG, and NVDA. Symbol linking is set to "Not linked" for all of the above charts.

2. Next we create the 5th window with symbol IBM and set symbol linking to "Link to All". The purpose of this 5th window is to display an intraday resolution of the symbol plotted with with in some other window in daily/weekly resolution.

Problem/question: How can I force the new chart window (with "linked to all" activated) to be actually linked to any other window?

Things I tried / Is it a reasonable solution ?
I tried the following:
Made the first (AAPL) window active by mouse click, then typed AAPL in the command line - nothing happens. If I type some other instrument, example: CSCO, then both the 1st and my new 5th window will update and plot CSCO chart. Only after that if I type in the command line AAPL again, the symbol in the 5th window will be updated to AAPL. This is inconvenient, and demand unnecessary wiggling with the mouse - way too much. Even assuming this is a bug, which need to be fixed the "Linked to All" can be greatly enhanced as described below:

Suggestions / Improvements:

It appears a common sense to have "Linked to All" window behave as following:
- Force linking of the 5th window if symbol typed in the command line (EVEN IF SYMBOL IS THE SAME)
- Very Important: Link to the Active Chart Window by default - ALL THE TIME. In other words just link to whatever window the mouse pointer is placed into (truck the active chart window). This will allow automatic chart linking when reviewing charts. For example in a workspace with many smaller size daily resolution charts, the chart with intraday resolution and will be linked to all. This will allow to take a quick look at intraday charts by selecting windows with daily resolutions. By implementing the above the use of "Linked to All" feature will become much more valuable, and will not be limited to a scanner.

--
Thank you for considering,
Pavel

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Postby Henrik » 21 May 2010

Is there a way to see the live-performance (trades) of a strategy? I can't find such thing...?
View - Performance Report I think is what you are looking for.

I was wondering why the live results do not match with the Performance Report...
It seems that the performance report is only a simple backtest in the time of enable-strategy.
Scalping in Backtests is impossible. I cant so analyse the trades if the performance report based ob backtest, not on real trades you see in the position tracker.

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Postby sptrader » 21 May 2010

Beta3 ONLY_ For the second day in a row on 2 different computers, continuous contracts won't update (ES with IB), they stop overnight.
Dear sptrader,

Our engineers have confirmed that it is a bug which will be fixed in the next version of MultiCharts 6.0
** Thanks Dave !

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Postby Dave Masalov » 24 May 2010

Re: "Scaling Issue"

I am sorry, but the behavior is NOT normal. You missing the point why I'm turning off title bars - because current implementation causes many errors when clicking on relatively small size windows. When title bars turned off, a new problem arises which is inability to maximize the chart window. The suggestion to make windows larger and break them into different work spaces is not suitable for me. There is a reason why I need so many windows visible at a time. Your response tells me TS Support is stubborn to accept the fact that "Title Bar auto-hide" implementation is half-done. Sure, denying the problem is much easier than attempting to find a solution to a problem. I guess that TSS spent less time discussing the problem than I spent time truing to find more efficient ways to work around these problems and wasting time for extra clicks and repairing trend lines that were accidentally displaced as a result of what you call "normal" behavior. Then multiply the time wasted by single user by a number of users.

Basically the way I interpret your (TSS) response to the problem I reported is "shut up, no one else reported the problem. We are not going to question our opinion on what's normal. We have more important problems to work on".
Dear Pavel,

Please do not exagerate things. We understand your point of view. And we do recognise there is a problem here. However it is not a five minutes fix and changing this behavior requires some very complex calculations to be done. It is not possible for the moment.

"Link to All" doesn't work in the following circumstances:

1. Suppose we have a workspace with 4 chart windows each displaying a different instrument. For example: AAPL, INTC, GOOG, and NVDA. Symbol linking is set to "Not linked" for all of the above charts.

2. Next we create the 5th window with symbol IBM and set symbol linking to "Link to All". The purpose of this 5th window is to display an intraday resolution of the symbol plotted with with in some other window in daily/weekly resolution.

Problem/question: How can I force the new chart window (with "linked to all" activated) to be actually linked to any other window?
The "Link to All" feature depends on changes made to other charts. However, when you type the same symbol name in the command line, you do not actually change anything.

We understand that it may cause inconveniences and plan to change this behavior in the future. We will consider your suggestions. Thank you.

** Thanks Dave !
Dear sptrader,

You are welcome.

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Postby geizer » 25 May 2010

Dear Pavel,

Please do not exagerate things. We understand your point of view. And we do recognise there is a problem here. However it is not a five minutes fix and changing this behavior requires some very complex calculations to be done. It is not possible for the moment.
...
The "Link to All" feature depends on changes made to other charts. However, when you type the same symbol name in the command line, you do not actually change anything.

We understand that it may cause inconveniences and plan to change this behavior in the future. We will consider your suggestions. Thank you.
Dave, Thank you for support.

I entirely understand the time constraints and rely on TS Support expertise to consider implementing suggested improvements when time and opportunity allows.

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Postby Dave Masalov » 28 May 2010

Holidays option help to filter incorrect data, if it is not done by a data provider.

In MC holidays are seen in the astronomical sense: when you plot a chart all data corresponding to the holiday's date (exchange timezone) is ignored.

It is done this way because holidays start and end at different time: there are differences in different holidays on the same exchange, same holidays on different exchanges (or from different data providers). There is no single system.

We plan to add the possibility to set start and end time for holidays in the future. This should solve the problem.

If you use IB, IQFeed or TS as a data provider, then to get ES futures data after holiday starting at 17-00, you can just turn the holidays option off. (for ex. set Holday List as 'None' in the exchange settings in the QM).

Could you please explain what do you mean by : "The solution is obviously deleting all holidays in QM, but this creates another problem when mixing overnight data with the regular session data since dates will not match."?
Please send a screenshot with some explanations.

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Postby Henrik » 28 May 2010

Feature suggestion:
Please add "Seconds" to the "Bar magnifer" (see picture) for backtesting strategy.

Because recording Ticks (bid/ask/trade) from several instruments is a little bit unstable, but seconds are OK.
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Postby Henrik » 28 May 2010

Another Feature suggestion:

Add a new Field "Description" for paramaters.

For example in the code:

Code: Select all

Inputs:
PosiSize(1,"Size of Posi");
And now you can see the Description "Size of Posi" when you hold over the mousepointer when you format Signal>=Parameters.

OK, Posisize is a bad example, but I have sometimes very complex Parameters, and after some weeks I have to look in the code what I write as commentar (in power editor).

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Postby arnie » 28 May 2010

Hi Dave.
(for ex. set Holday List as 'None' in the exchange settings in the QM).
Apparently you have a QM version different from mine (MC 6 beta 3) :?
Where is the "None" option on the Holiday list?


When I said:
The solution is obviously deleting all holidays in QM
It is because there is no other way to turn off the Holidays option.

but this creates another problem when mixing overnight data with the regular session data since dates will not match.
What I mean by this is what you said previously regarding the option that a MC future version will have:
We plan to add the possibility to set start and end time for holidays in the future.
Taking ES for an example, ES trades between 1530 and 1515 (next day) EST.
Holidays run between midnights.
So if today were an holiday in the states, ES futures would start the new day at 1700 EST as usual.

MC though, would not show this data since it would treat this day as an holiday. Only after midnight MC would start to retrieve ES data since the holiday would be officially over and a new day would began.

The problem would then be the lack of 7 hours of trading that MC woudn't show for that day on ES chart, because those 7 hours would be included on the holiday session, a session, that due to QM Holiday option, would not be shown on MC.

If I'm not mistaken, Dennis promised a on/off button for the Holiday option in a future MC version.

Regards,
Fernando

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Postby geizer » 28 May 2010

Agree with Arnie on adding the On/Off Holiday button so it can be accessible from MC toolbar.


Another issue in MC Beta 3:

Two title Bar icons are not aligned with others. Noticed this immediately after customizing the appearance of windows (OS version: Windows 7). I changed the following: Title Bar width, Caption Buttons size, and border padding. The image is attached.

Thank you,
Pavel
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Postby Henrik » 01 Jun 2010

Suggestion:
Write own text in status-bar of a chart (or/and title bar).

Why?
I have several charts open with different funtions und indicators. Sometimes I have problems to find quickly the right chart because some charts are similar.

How?
At time you can change some things in the status line. But you can not write a text. maybe it can be implemented?
(Alternate: change titel of the title bar of a chart)

Thank you for think about it, TS team!

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BUG-Report (IntrabarOrder & Variables)

Postby Henrik » 14 Jun 2010

BUG-Report (IntrabarOrder & Variables):

Hi,
i have been working with Intra-Bar Order Generation and found a bug.
Settings: “Allow unlimited entries and exits per bar”

Code:

Code: Select all

print("Line 1 rlong: ",(rlong)," Marketposition: ",marketposition," date: ",date," ",time);
...
vars:
rlong(false),
rshort(false),
iBBO(0),
iBBU(0),
tradingtime(false),
BentryO(false),
BentryU(false),
FentryO(false),
FentryU(false),
RATR(0),
Trail(0);
...
print("Line 65 rlong: ",(rlong)," Marketposition: ",marketposition," date: ",date," ",time);

//Enter
if (tradingtime and FentryO and BentryO and not rlong) then
begin
buy next bar at market;
Trail=Close-RATR;
rlong=true;

end;

print("Line 74 rlong: ",(rlong)," Marketposition: ",marketposition," date: ",date," ",time);

print("Line 111 rlong: ",(rlong)," Marketposition: ",marketposition," date: ",date," ",time);

Line 111 is the end of the Code.
On a Intra-Bar Order Generation (tradingtime=true, FentryO=true, BentryO=true and not rlong)
it executes an long order position just as it should.
The variables “Trail” and “rlong” are receiving new values but only temporary. WHY?

They keep there new values until the end of the code. Starting the code over again they have there old values back but not the new ones.
This happens over and over again until the end of the Bar. If the entry is still valid the variables Trail and rlong keep there new values permanently.
BUT now this is the big fail... when the entry is not valid at the end of the bar the variables Trail and rlong have there old values back and not the new assigned ones BUT the MarketOrder is out.
The variables values should not change from last Line 111 to first Line 1 but it does


Log from the print Lines
Line 1 rlong: FALSE Marketposition: 0.00 date: 1100330.00 906.00
Line 65 rlong: FALSE Marketposition: 0.00 date: 1100330.00 906.00
Line 74 rlong: FALSE Marketposition: 0.00 date: 1100330.00 906.00
Line 111 rlong: FALSE Marketposition: 0.00 date: 1100330.00 906.00
Line 1 rlong: FALSE Marketposition: 0.00 date: 1100330.00 907.00
Line 65 rlong: FALSE Marketposition: 0.00 date: 1100330.00 907.00
Line 74 rlong: TRUE Marketposition: 0.00 date: 1100330.00 907.00
Line 111 rlong: TRUE Marketposition: 0.00 date: 1100330.00 907.00
Line 1 rlong: FALSE Marketposition: 1.00 date: 1100330.00 908.00
Line 65 rlong: FALSE Marketposition: 1.00 date: 1100330.00 908.00
Line 74 rlong: TRUE Marketposition: 1.00 date: 1100330.00 908.00
Line 111 rlong: TRUE Marketposition: 1.00 date: 1100330.00 908.00
Line 1 rlong: FALSE Marketposition: 1.00 date: 1100330.00 909.00
Line 65 rlong: FALSE Marketposition: 1.00 date: 1100330.00 909.00
Line 74 rlong: TRUE Marketposition: 1.00 date: 1100330.00 909.00
Line 111 rlong: TRUE Marketposition: 1.00 date: 1100330.00 909.00
Line 1 rlong: FALSE Marketposition: 1.00 date: 1100330.00 909.00
Line 65 rlong: FALSE Marketposition: 1.00 date: 1100330.00 909.00
Line 74 rlong: TRUE Marketposition: 1.00 date: 1100330.00 909.00
Line 111 rlong: TRUE Marketposition: 1.00 date: 1100330.00 909.00
Line 1 rlong: FALSE Marketposition: 1.00 date: 1100330.00 910.00
Line 65 rlong: FALSE Marketposition: 1.00 date: 1100330.00 910.00
Line 74 rlong: TRUE Marketposition: 1.00 date: 1100330.00 910.00
Line 111 rlong: TRUE Marketposition: 1.00 date: 1100330.00 910.00
Line 1 rlong: FALSE Marketposition: 1.00 date: 1100330.00 911.00
Line 65 rlong: FALSE Marketposition: 1.00 date: 1100330.00 911.00
Line 74 rlong: TRUE Marketposition: 1.00 date: 1100330.00 911.00
Line 111 rlong: TRUE Marketposition: 1.00 date: 1100330.00 911.00
Line 1 rlong: FALSE Marketposition: 1.00 date: 1100330.00 912.00
Line 65 rlong: FALSE Marketposition: 1.00 date: 1100330.00 912.00
Line 74 rlong: TRUE Marketposition: 1.00 date: 1100330.00 912.00
Line 111 rlong: TRUE Marketposition: 1.00 date: 1100330.00 912.00
Line 1 rlong: FALSE Marketposition: 1.00 date: 1100330.00 913.00
Line 65 rlong: FALSE Marketposition: 1.00 date: 1100330.00 913.00
[...]

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MC (IB data) Continuous Contracts Bug ?

Postby sptrader » 14 Jun 2010

I just noticed that if I use continuous contracts and 50 days back(30 min chart), I get the ES June contract prices, However if I use 100 days back, I get the correct ES Sept contract prices- see attached.
Bug ??????
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BUG-Report (IntrabarOrder & Variables):

Postby Henrik » 15 Jun 2010

I think my last posting is hard to understand (BUG-Report (IntrabarOrder & Variables).

Here a summary:

Intrabarorder activated, bar magifer activatet.

MC did not save parameters in a variable, when intrabaroder activated.
Only at close of a bar, but only if the condition true.

Please fix this, because its a big bug!

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Re: BUG-Report (IntrabarOrder & Variables):

Postby arnie » 15 Jun 2010

I think my last posting is hard to understand (BUG-Report (IntrabarOrder & Variables).

Here a summary:

Intrabarorder activated, bar magifer activatet.

MC did not save parameters in a variable, when intrabaroder activated.
Only at close of a bar, but only if the condition true.

Please fix this, because its a big bug!

Please report this through the Feedback/Bug Report option on MC.

:wink:

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Optimize failed

Postby Chi-Yuan Shih » 16 Jun 2010

As attached JPGs, MC6 beta3 failed to optimize.

If I move the mouse to Optimization Criteria tab and click, error message prompts as in OptimizeFailed.JPG.

When I try to modify the startvalue and endvalue for optimization.
The program halted and then crashed. [OptimizeHalt.JPG]

問題事件名稱: APPCRASH
應用程式名稱: MultiCharts.exe
應用程式版本: 5.0.3276.203
應用程式時間戳記: 4bd6a1d1
錯誤模組名稱: StackHash_090c
錯誤模組版本: 6.1.7600.16385
錯誤模組時間戳記: 4a5bdadb
例外狀況代碼: c0000374
例外狀況位移: 000c283b
作業系統版本: 6.1.7600.2.0.0.256.48
地區設定識別碼: 1028
其他資訊 1: 090c
其他資訊 2: 090c8f54f4ba4e79e36bdaf67354c176
其他資訊 3: cbe7
其他資訊 4: cbe70d4dbcf21dbb3ff391945fbeef4c

[OS: WIndows 7 Traditional Chinese]
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Postby Henrik » 16 Jun 2010

I have there also problems with modify the startvalue and endvalue for optimization.
I can only click one month back or forward, than the calendar-button is closing.

But there is no crash like Chi-Yuan Shih.

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Re: Optimize failed

Postby Tresor » 16 Jun 2010

When I try to modify the startvalue and endvalue for optimization.
The program halted and then crashed.
You should normally be able to change the optimizable inputs as per attached picture to arrive at number of simulations greater than 1.

I suggest to speak directly to TSS help desk and they can remotely diagnose the issue of MC's halting.
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Renko chart type display problem

Postby aknip » 17 Jun 2010

Hello,

I'm using MC 6.0 beta 3.

The Renko display problem for longer timeframes (backtesting) seems still to exist:
For every instrument I chose the last couple of days are displayed correctly (appro. 7-10 days), but going back more to the past the chart is empty - no bars shown at all.

This was already mentioned in an earlier post (March) and commented as "will be fixed", but in beta 3 the problem still exists:
http://forum.tssupport.com/viewtopic.ph ... torder=asc


If I adjust the selected timeframe, e.g. by shifting the displayed chart data 3 month backwards or so, again the last 7-10 days are shown, the rest is not displayed.

This is reproducable for all instruments and all data sources (ASCII or Zen), thus corrupted tick data can be excluded.

The same happens with 3LB chart type, thus it seems to be a bug for all non-time-based chart types?

Kind regards from Germany
aknip

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Postby Dave Masalov » 18 Jun 2010

Another Feature suggestion:

Add a new Field "Description" for paramaters.
Dear Henrik,

We will implement this feature in the future.

Apparently you have a QM version different from mine (MC 6 beta 3)
Where is the "None" option on the Holiday list?
Dear Fernando,

The "None" option is situated in QM --> Tools --> Exchanges & ECNs --> Edit --> Holiday List

If I'm not mistaken, Dennis promised a on/off button for the Holiday option in a future MC version.
Agree with Arnie on adding the On/Off Holiday button so it can be accessible from MC toolbar.
Dear Sirs,

This feature will be implemented in the future versions of MultiCharts.

Another issue in MC Beta 3:

Two title Bar icons are not aligned with others. Noticed this immediately after customizing the appearance of windows (OS version: Windows 7). I changed the following: Title Bar width, Caption Buttons size, and border padding. The image is attached.
Dear Pavel,

This problem should disappear after restarting MultiCharts.

Suggestion:
Write own text in status-bar of a chart (or/and title bar).
Dear Henrik,

We will consider your suggestions in the future development.

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Postby Dave Masalov » 18 Jun 2010

When I try to modify the startvalue and endvalue for optimization.
The program halted and then crashed. [OptimizeHalt.JPG]
The Renko display problem for longer timeframes (backtesting) seems still to exist:
For every instrument I chose the last couple of days are displayed correctly (appro. 7-10 days), but going back more to the past the chart is empty - no bars shown at all.

Dear Sirs,

This bugs should be fixed in the beta 4 version of MultiCharts 6.0

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Postby Dave Masalov » 18 Jun 2010

Hi,
i have been working with Intra-Bar Order Generation and found a bug.
Settings: “Allow unlimited entries and exits per bar”
Dear Henrik,

Please try to use the IntraBarPersist keyword.

It is used in variable and array declaration statements, before a variable or array name, to specify that the value of the variable or array elements are to be updated on every tick.
If IntraBarPersist is not specified, the value will be updated at the close of each bar.

Usage
Declaration:[IntraBarPersist]Name(InitialValue1)

Please read the Help file for more information.

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Postby RobotMan » 18 Jun 2010

Hi Dave,
Please try to use the IntraBarPersist keyword.
You realize that IntraBarPersist is unreliable at the present time (MC v6 b3) because of multithreading capability of MC and has promised to be fixed by Andrew.

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Postby bowlesj3 » 19 Jun 2010

Actually, according to my research the problem you mention Bob is one if missing ticks. I found the post with a revised subject name.
http://forum.tssupport.com/viewtopic.ph ... sing+ticks
If ticks are missing it will mess up your volume info for sure (kind of obvious). The big question then becomes, "If MC is made so it processes every tick in every study and the user has a lot of studies, can it get all these done before the next tick arrives from the exchange?". More importantly, "if it can not keep up how will the user get assistance such that they can decide if they should 1/ get a faster machine or 2/ eliminate some studies or 3/ make changes to select studies to reduce processing and speed them up and how will they know if it worked.".

Intrabarpersist is confusing but I am pretty sure it works as it is suppose to. I have a post that explains it.
http://forum.tssupport.com/viewtopic.php?t=6871
the help explains it only partially.

It just occured to me that is a very good way to explain intrabarpersist using code that represents what MC is doing. I will add a post to the above thread right now.

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Postby RobotMan » 19 Jun 2010

Hi John,

You have done more research than anyone else on the forum concerning this issue and I trust your conclusions. I don't know what the problem is. I only know what the results are; unreliable volume counts intrabar in any indicator research I try to do even though the charts themselves update reliably and all the volume is there in each bar on the chart.

I think I remember SUPER doing some tests in TS and IBP works fine. Andrew addressed the issue as TS is single threaded and MC is multiThreaded.
http://forum.tssupport.com/viewtopic.php?p=29535#29535
so that's why I said what I did.

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Postby bowlesj3 » 20 Jun 2010

Hi Bob,

I can explain what is happening to cause your volume bars to be giving the incorrect readings,

Price on a bar is fine because the high tick comes through and the low tick comes through and the open tick and the close tick too.

Volime bars exists because some of the ticks have come through and each of those ticks provide part of the volume for the volume bar.

However if even one tick is missing for the bar then the total volume for that bar will be incorrect (the volume bar will not be high enought or tall enough).

John.

P.S.
Now this is interesting. If MC it faced with situations where ticks come in just way to fast no matter how fast our computer is (and as a result of having too many studies that we feel are critical) and if we are traders like myself that do not use volume at all (YET at least), then if MC was smart enough to bypass ticks that do not provide a high/low/open/close, them maybe skipping ticks is a good sneaky way to get around the high volume fast market problem (but only during those times and under total control of the trader and fully reported to them too). For me, when markets start to show 10 second bars that are longer than my stop loss setting I stay out until things settle down a bit. If MC could report better in this area I would know if MC is having trouble before such long bar extremes. It would be very useful if MC could report and control in this area,

MC could easily know to skip executing studies for ticks that are not high/low/open/close. Very easy code involved (however like I say, it must be an option the trader must decide to switch on if MC reports it is having trouble keeping up with the high rate of tick arrival).

So an interesting question for you Bob is this. "have you never found an open/high/low/close that was incorrect?". I think the only way to research this properly would be to feed the same data into MC and TS then compare them (maybe super could modify my script to do this since I do not have time at the moment). IF MC and TS are the same here then the question becomes, "Is MC currently smart enough to properly skip ticks that are not open/high/low/close, but unwisely doing this without notifying the trader?"

It should be interesting how this all pans out when MC6.? is complete. I am not surprised that MC 6.? is taking a while to finalize. This is a big issue to say the least.

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Postby RobotMan » 20 Jun 2010

Hi John,

Maybe I do not understand. In my testing I see each bar receiving ALL the data. However, that same data is missing from being represented in an indicator that uses IntraBarPersist.
Ie: I can set up a volume bar chart and in subgraph 2 each histogram of "Ticks" shows a full bar of volume. If I run an indicator that counts volume using IBP in subgraph 3 at the same time, it does not see all the volume.
If I run a second or third IDENTICAL chart window at the same time, I get different results in subgraph 3 using the exact same data.

So my conclusion is that, internally MC sees *all* the upticks and downticks volume, but the indicators using IBP are unable to calculate them consistently. Hopefully this will all be moot shortly.

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Postby bowlesj3 » 20 Jun 2010

Hi Bob,

I went over your response a few times and I am pretty sure it is the missing ticks problem now that I remember the research.

The reserve word ticks is reproting correctly (meaning that by the end of the bar when "barstatus = 2" this reserve word has the correct number). What happens is there are times when the study is not executed for every tick coming in and yes you should be using intrabarpersist for your own totalling you set up and yes it is working properly but if your study is not executed even one time for a tick in the mid bar point your total will be lower. So that explains why your independant count is lower. Let me show an example. Lets say there are 10 ticks in this bar. I represent each tick below.


Code: Select all

ticks your count
1 1
2 2
3 3
(notice the gap)
5 4
6 5
7 6
8 7
9 8
10 9
So if the study does not get executed for tick #4 then your count can not be correct. Your count would be even worse if you removed intrabarpersist. You must have it in there to be correct. But in addition to this the study has to have been executed on tick #4 in order for your total to be correct. But executions of the study are getting missed for ticks that are coming in. Maybe my terminology needs to be changed to "Missing study executions (for specific ticks that exist according to the ticks reserve word)". In other words is it not the ticks that are missing but rather the study executions that are missing. I guess that is my fault. Glad you brought the issue up again.

So your statement "the data is there" is correct (tick #4 is there), but it is in fact not getting prcessed by the study because the study is not getting executed for tick #4 (and there is on magical way for your count to get incremented if that study is not executed).

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Postby RobotMan » 20 Jun 2010

Hi John,

I was just about to return your PM, but then I noticed this post and thought it would be better to reply here.

Here is the post (including my PL code) where I actually did several instances of the same indicator in the same chart and should have gotten the same results.
http://forum.tssupport.com/viewtopic.php?p=29388#29388

As I read over your post, I believe we are talking about the same thing only from different angles.
Single threading: It's like a catcher on home plate trying to catch a single ball thrown by the pitcher.
Multi threading: It's like a catcher on home plate trying to catch balls thrown by all the infielders.
Intrabarpersist drops a few balls. Am I close?
I am thinking that Andrew needs to tell his code to only use single threading through 1 CPU for an indicator whenever IBP is involved because using wait states or using a buffer probably won't work. (disclosure: I am not a programmer and Andrew is probably shaking his head at the last statement.)

---------------------
I looked up the post from an old thread where we were talking about IBP and I think it might be better to continue the conversation there for posterity's sake.

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Postby bowlesj3 » 21 Jun 2010

Hi Bob, I think the thread above on IntraBarPersist (the one I created
http://forum.tssupport.com/viewtopic.php?t=6871
) would be good to continue it. The last post of that thread has the intrabarpersist logic which I derived from all my tests on intrabarpersist. I will also review your code and see if I can figure out how the intrabarpersist logic might effect it. I will get back to this topic tonight after trading.

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Postby Dave Masalov » 21 Jun 2010

Feature suggestion:
Please add "Seconds" to the "Bar magnifer" (see picture) for backtesting strategy.

Because recording Ticks (bid/ask/trade) from several instruments is a little bit unstable, but seconds are OK.
Dear Henrik,

Could you please precise why recording ticks is unstable?

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Postby Dave Masalov » 22 Jun 2010

I just noticed that if I use continuous contracts and 50 days back(30 min chart), I get the ES June contract prices, However if I use 100 days back, I get the correct ES Sept contract prices- see attached.
Bug ??????
Dear sptrader,

We could not analyze the situation, because there is no Custom Futures formula on the screenshot (it is in the Descripion),

However, such situation is possible, if you made one or both of following actions at the time between creating 50 daysback and 100 daysback charts:

- changing the formula in the Custom Futures settings, i.e. 12VOC to 11VOC,

- adding symbols which participate in the CF chart plotting, i.e future U0 was added before plotting the second chart.

Did you do anything like that?
Are you able to reproduce the problem, if you do not change CF settings at the time between plotting two charts as well as do not add/delete symbols from database?
Please try to do Reload for this window - does the problem disappear?

If you are able to reproduce the problem, please come to our Live Chat so we can connect to your PC remotely and analyze it.

You can also give us the CF formula (SymbolCode from Edit Custom Futures dialogue) and tell what ES futures do you have in your QuoteManager database.

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Postby Henrik » 22 Jun 2010

Feature suggestion:
Please add "Seconds" to the "Bar magnifer" (see picture) for backtesting strategy.

Because recording Ticks (bid/ask/trade) from several instruments is a little bit unstable, but seconds are OK.
Dear Henrik,

Could you please precise why recording ticks is unstable?

Open too much charts to record tickdata from (for example) all FX-pairs - after a few days MC chrashed.
I think because of the 32Bit-Limitation.

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Postby Dave Masalov » 22 Jun 2010

Dear Henrik,

Recording ticks with "Skip ticks with identical prices" option enabled is very similar to collecting seconds, because the majority of ticks within a second are with identical prices. Only ticks with different prices are saved in the database.

Could you please describe your crash problem in details?

If you are able to reproduce the crash problem, please come to our Live Chat so we can connect to your PC remotely and analyze the problem.

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Postby Henrik » 22 Jun 2010



Could you please describe your crash problem in details?

If you are able to reproduce the crash problem, please come to our Live Chat so we can connect to your PC remotely and analyze the problem.
Thank you, Dave.
Now I use only Quotemanager to record Ticks and not MC with open charts.
Now I have no more crashes.

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Postby geizer » 22 Jun 2010

Another issue in MC Beta 3:

Two title Bar icons are not aligned with others. Noticed this immediately after customizing the appearance of windows (OS version: Windows 7). I changed the following: Title Bar width, Caption Buttons size, and border padding. The image is attached.
Dear Pavel,

This problem should disappear after restarting MultiCharts.
Dave,
Thank you for response.
Restarting MultiCharts (as well as OS Windows) has no effect - buttons remain misaligned.
Another screen shot is attached for convenience.
This is a non-issue, however. Just a cosmetic effect.

--
Pavel
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Postby Dave Masalov » 24 Jun 2010

Restarting MultiCharts (as well as OS Windows) has no effect - buttons remain misaligned.
Another screen shot is attached for convenience.
This is a non-issue, however. Just a cosmetic effect.
Dear Pavel,

We have added this bug to our fix list.

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Postby arnie » 27 Jun 2010

Hi.

Can we expect improvements regarding PLE, namely, detached windows so we can expand different study formulas on different monitors for easier debug/comparison?


Regards,
Fernando

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Postby Dave Masalov » 28 Jun 2010

Dear Fernando,

I have forwarded your suggestion to the developers. It has been added to our feature request list.

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Postby bowlesj3 » 28 Jun 2010

Regarding that old issue “Studies not getting executed on every tick.” I wrote a new script which is attached to both 1/ retest this problem and 2/ prove that intrabarpersist does work.

Regarding #2 it has proven that there is in fact no problem with “intrabarpersist”. This was done by creating a Global variable execution count as backup to the main IntraBarPersist execution count and testing to be sure that they never go out of line.

Regarding #1 it appears that MC 6.0 beta 2 is running much better than MC was performing before. However if you run the attached script on the 1-minute bars (and you run it for 10 or so minutes) it does produce the message
“The previous tick did not cause execution.”. Meaning the two execution counts in the study have fallen behind the ticks count. You get a chimes.wav sound to let you know. Note: if you do too many fileappend writes fileappend will eventually abort. This is why I put a maximum input parameter into the script. This will abort the script if you get more than the maximum number of these. Anyone running this may want to set this maximum very high and just let the file append abort. I also included this maximum because there is no point in running the script all day. Also, I have noticed that at times MC will run a long time without creating this error. Much better.

Also it seems that MC is consistently executing the study twice for the first tick of the bar and the last tick of the bar (it never did this conistently in the past). This occurs when the message “Dup tick count” is written to the file. There is no alert for this since it would drive the trader crazy. I am curious why TSS would have MC doing this.


For anyone new to this issue I do not recommend going back to the old threads on this issue below. However for anyone who was involved before these may be of useful reference.

Bobs thread that started the investigation.
http://forum.tssupport.com/viewtopic.php?t=6307&start=0
The last thread I created.
http://forum.tssupport.com/viewtopic.ph ... =duplicate

Again the new test script is below. It is much simpler than the big one I created for comparing with TS (which super was using).
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Postby RobotMan » 28 Jun 2010

Hi John,

Just wanted to publicly thank you for all the work you have put into researching this vital and urgent issue.

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Postby Dave Masalov » 29 Jun 2010

Regarding that old issue “Studies not getting executed on every tick.”
Also it seems that MC is consistently executing the study twice for the first tick of the bar
Dear bowlesj3,

Thank you for testing these problems. These are known issues which will certainly be fixed. However, this will take a considerable amount of time as profound changes in the program architechture are required.

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Postby bowlesj3 » 29 Jun 2010

Hi Dave,

Yes, I am not surprised actually. However it seems as though it is a lot better now than the last time I did these tests (at least when it comes to missing an execution of the study when a tick comes in).

Thanks,
John

P.S. We have to thank Bob for his persistance. Had he not have kept complaining (and had he not have created that first script I used as a base), I never would have thought to test this. I am not sure why I decided to test the ticks output against his count. Natural programmers curiosity I think.

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Postby arnie » 30 Jun 2010

Hi guys.

I know that beta 4 was just released, and I'm installing it at this very moment, but I've just receive this error when I closed beta 3.

Just want to know if this is an known issue.

Thanks,
Fernando
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Postby Dave Masalov » 01 Jul 2010

Dear Fernando,

If you receive this error message in Beta 4, please come to our Live Chat so we can connect to your PC remotely and analyse the problem.


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