MultiCharts Project Management Timeline

I have a couple of requests regarding Renko Bar Charts.

The first is simple - please provide a time/tick countdown for Renko bars. I realize in the historical bars there is no time/tick aspect - they are based on points. But in the current Renko bar, there is a time/tick aspect, before it "rolls", if you will, to the Renko format. Please provide a time/tick countdown for the current Renko bar. Thanks.

The second is likely more complex. Please provide more accurate backtests when using Renko bars. As you likely know, backtests using Renko bars can be wildly optimistic. This request is related to number 1 above - if the current bar is an expanded range bar, it will not transition into a single Renko bar - it could be 2, 3, 4, 5 or more Renko bars. Say it's 4. The backtest will assume your entry is based on the first Renko bar in that series of 4 - but really your entry will happen at the 4th bar. If there was a way to adjust entries and exits for this effect, the backtests would be more accurate, and less optimistic. Thanks.

The way TradingView does background dragging is way more user friendly. Having to select and unselect the background dragging button in multicharts is very tedious compared to the way TradingView does it, i.e. no button just click and move your mouse when you want to drag the background.

I really like the 'fill' function in pine script to color and shade areas in tradingview. There is no way to do anything similar in powerlanguage, something like this has been needed for a long time.

Currently, we can quickly change our tick, contract and time charts from the command line by simply typing in whatever timeframe/compression we want, such as '100 tick' or '30 min' etc
.
I would like to propose this ability is added for FLEX RENKO as well.

Flex Renko requires 3 values. So, as an example we would type in "30 15 15 Renko" to plot. This will save us heaps of time from having to do multiple clicks every time.

print("Start Time=",time:0:0," CC=",currentcontracts:0:0, Time of Data1 of Data5);

the above line of code compiles but the Time of Data1 of Data5 is not valid.....

you can also pass Time of Data1 of Data5 into functions as well and that compiles as well....

Tradestation and other well known trading platforms all multiple orders to be sent per bar per signal calculation.

At present multiple orders in the same direction are summed up and one summed order is sent (using the optimize order flow option) OR (not using optimize order flow) only the first issued order is sent and the other orders are not sent which is very confusing and is not consistent with the way Tradestation works (so converted strategies will no longer work if they use multiple orders per bar and you do not use optimize order flow).

Please allow an option to send multiple orders per bar without summing into one large order. This is very helpful where you want to hide total market order and break an order into multiple chunks that do not show one big sized order to the market.

Hi,

In both MC12 and 11 (the only version I've checked), papertrader will trigger a buy stop when the quoted ask = buy trigger price.

If you test it, you'll quickly see so. When trading live.... that event alone ("quoted ask = buy trigger price.") does not trigger a resting stop. Someone has to trade at the price or worse to trigger the stop.

Currently stops can be triggered with price ever trading at the stops trigger price.

Please change this as it seems very unnecessary to introduce such inaccuracy into testing.

Thanks.

MC12 Optimize order flow has a new major bug that blocks exit stop order submission on bar of entry.




https://www.multicharts.com/discussion/viewtopic.php?t=51602

When pyramiding and executing multiple entry orders with strategy automation the orders are not placed correctly and current contracts within the strategy are incorrect.

However, the order and position tracking window show the correct position of contracts purchased through the orders placed. BUT this is not what shows on the chart and manual orders are placed automatically which further compounds the problem.

A full video with source code and strategy settings can be viewed from the dropbox video link I have made

https://www.dropbox.com/s/6l9tnax77ik3j0d/PYRAMID%20ISSUE.mp4?dl=0

this is a huge problem. Please help!!!!

See Reproduction steps below.

There might be an explanation (exchange rate at trade exit is applied for conversion?), but it is practically wrong and does not serve the purpose of accurate backtesting...

The current, fastest method of moving data series ahead/backwards in time is to use the .csy in the command prompt box at the bottom. This is cumbersome as it requires selecting each data series, one at a time, then selecting the command, and a person has to scroll back to select the next data series to move forward.
It would be very convenient to have a button that is easily customizable to move all data series and the entire chart forward for example 40 days. Then I can analyze results, hit the button, and the entire chart moves forward another 40 days. Another button could move it backwards 40 days. For example, I have a 40-day set of data and I move the entire set 40 days forward with the click of one button. Your updates are appreciated.

I get the feeling that there aren't a lot of traditional chartists using Multicharts, drawing trendlines and such. As if there were, they would have noticed the cumbersome and inefficient use of the RMC menu structures, or lack thereof.

My request is to improve the menu structure when RMC on a particular item. Currently for example, if I draw a trendline, and wish to then extend it to the right, but not as a default, I first have to RMC, then select another menu option, then click another check box. Clearly this is a massive waste and can be improved 100%.

I would ask the MC developers to transfer many of the secondary menu choice items (after a RMC choice is made) to the 1st menu when first RMC.

The ultimate goal is to minimise the number of mouse clicks needed to achieve a task, while at the same time keeping things from getting out of hand with perhaps a menu choice that was too long. But this should not be an issue when we are dealing with the context sensitive nature of RMC. So in my example above, the choice to extend a trendline to the left or right would appear right when I RMC on the trendline. This will bring it into line with say Tradestation and Metastock, which have had this kind of menu structure for over a decade.

I hope this is clear. And when this logic is applied to many other secondary menu choices, I feel a substantial reduction of mouse clicks can easily be achieved.

Live running portfolio trader with @JY position open - @JY cannot be found under Open Positions in he Tracker Window.
all these are on .NET latest 11.0 but suspect 12 is the same, since there was no change with the Portfolio Trader in 12.

PortfolioTrader with PaperTrader - closing a portfolio (that was running live) without canceling positions and re-opening it again with option "use actual position at the broker" closed my broker positions entirely.
Not happening all the time, but ... it does happen from time to time.

PortfolioTrader with PaperTrader accounts: although PositionClose Date is in the Past, position is Open in PerformanceReport and Sync with Broker Positions doesn't happen.

Altough strategy has run live, closed old positions in the Broker account (PaperTrader D) and opened 2 other positions, PortfolioTrader got stuck with the two old positions such as:

1) Choosing "Use Actual Positions at the Broker" will open PortfolioTrader with the "stuck" old positions, instead of the two Broker open positions.

Using below strategy:

using System;
using System.Drawing;
using System.Linq;
using PowerLanguage.Function;
using ATCenterProxy.interop;

namespace PowerLanguage.Strategy {
public class FlipFlop : SignalObject {
public FlipFlop(object _ctx):base(_ctx){}
private IOrderMarket buy_order, short_order;
private int lastSignal;
protected override void Create() {
// create variable objects, function objects, order objects etc.
buy_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.SellShort));
lastSignal = 0;
}
protected override void StartCalc() {
// assign inputs
}
protected override void CalcBar(){
// strategy logic
if(/*CurrentPosition.Side == EMarketPositionSide.Flat && */(lastSignal != 1)){
buy_order.Send();
lastSignal = 1;
} else if(/*CurrentPosition.Side == EMarketPositionSide.Flat && */(lastSignal != -1))
{
short_order.Send();
lastSignal = -1;
}else {
//this.GenerateExitOnClose();
}
}
}
}

Set on a Portfolio Trader with 4 (or any) symbols, set on OEC Sim account - signal execution is totally unreliable, as seen in the below (with all other settings left on default):

https://youtu.be/7VEMTvRiQcs

Set following strategy:

using System;
using System.Drawing;
using System.Linq;
using PowerLanguage.Function;
using ATCenterProxy.interop;

namespace PowerLanguage.Strategy {
public class FlipFlop : SignalObject {
public FlipFlop(object _ctx):base(_ctx){}
private IOrderMarket buy_order, short_order;
private int lastSignal;
protected override void Create() {
// create variable objects, function objects, order objects etc.
buy_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
short_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.SellShort));
lastSignal = 0;
}
protected override void StartCalc() {
// assign inputs
}
protected override void CalcBar(){
// strategy logic
if(/*CurrentPosition.Side == EMarketPositionSide.Flat && */(lastSignal != 1)){
buy_order.Send();
lastSignal = 1;
} else if(/*CurrentPosition.Side == EMarketPositionSide.Flat && */(lastSignal != -1))
{
short_order.Send();
lastSignal = -1;
}else {
//this.GenerateExitOnClose();
}
}
}
}

It is designed to enter sequentially long then short. And it works on any 1 minute chart.
Set a Portfolio Trader in .NET (tried on latest 11.0) with 10 futures symbols set on 1 minute (data source=IQFeed) on a Paper Trader account.
Add our above FlipFlop strategy.
Hit the Automate Order Execution button. Surprise: nothing happens ... no orders, no nothing.

With such behavior how can we trust Portfolio Trader with live brokerage accounts ... one wonders.

Thanks

PortfolioTrader - open position net profit does NOT automatically update with dynamic price change, making for daily bars quite hard to track value of open position.
Not much to say other than:

1) for day bars, daily swing can be pretty brutal so dynamic open position value needs be dynamically displayed.
2) This is even more true for running real live - any software up there will dynamically show open position values, including classic MC / MC.NET charts ... so not sure why Portfolio is different.
3) This is critical enough to be seen more as a defect rather than a feature ... I wonder what other Portfolio users think (especially those running it on live)

Thanks

Assume one trades with Portfolio Trader and has hot 2 positions open, and then one is forced to shutdown / reboot the computer.
Upon restart, Portfolio Trader won't pick up from where it left - meaning, there is no synchronization between broker account open positions and Portfolio Trader.
Even if one "saves" Portfolio trader before reboot, no such synchronization happens.

Possible solutions:
1) Sync with broker positions
2) Upon saving, save also the "active" state of a live trading portfolio manager, such that when opened next time - it opens in live trading with all previous open positions.

This is new behavior with MC 12.

The subject is a regular chart with candles/bars, and a common interval like tick or time.

If an indicator is placed in a subchart above the first subchart to contain an instrument, then it cannot be round-trip serialized (written to wsp and read back).

You already have “export to excel” command in Multicharts.
I want a default setting “export to excel”, so that all the data in “order and position tracker “ window in the computer to be exported to an excel in real time for processing by outside mathematical model.
Also want to export all the historical values in each work space to excel for analysis

attached a picture, but essentially:

1) instrument signal generates only entries
2) exits are forced through management signal with .ForceClosePosition()
3) Whilst position is still open, exit date in trade details under the performance report is reported multiple working days in the past.

Please refer to this post:

[https://www.multicharts.com/discussion/viewtopic.php?f=1&t=50422&p=129962#p129962](https://www.multicharts.com/discussion/viewtopic.php?f=1&t=50422&p=129962#p129962 "")

Would be great to have additional annualised figures produced by the Monte Carlo sim. Percentile drawdown estimates need to be in the context of time. Annually is the most commonly used.

windows 10 pro x64
tried both fast execution / fast compiling.

strange bit is - 3k - 4k lines seem to compile ok, 6500 says error line 0 - just like the error that's getting fixed with a reboot.
however, line 0 is OK as all the file gets compiled well when I delete the second half of it.

the same 6500 lines file compiles well in Tradestation.

Hi guys,

was looking the other day at this function hosted on your website ... and doing some testing, just to realize:

Multichart's week function:
Date: 1070315.00; week: 11.00
Date: 1070316.00; week: 11.00
Date: 1070319.00; week: 11.00
Date: 1070320.00; week: 12.00
Date: 1070321.00; week: 12.00

Other tools week function:

'15-Mar-2007 00:00:00' 11
'16-Mar-2007 00:00:00' 11
'17-Mar-2007 00:00:00' 11
'18-Mar-2007 00:00:00' 12
'19-Mar-2007 00:00:00' 12
'20-Mar-2007 00:00:00' 12
'21-Mar-2007 00:00:00' 12

Looking in a calendar ... 19 March 2007 was a Monday ... impossible to be same week number as the 16th ... hence it doesn't work.

Now I understand this might not be a core study to Multicharts, however it's not working and it's on your website. At minimum you can remove it if no fix is intended, as it's confusing and causes a lot of pain.

Thanks!

Below symbols:

CT/ICEUS w/ BPV = 500
CC w/ BPV =10
CL w/ BPV=1000
GC w/ BPV=100
HG w/ BPV=25000
HO w/ BPV=42000
KC w/ BPV=375
LC w/ BPV=400
OJ w/ BPV=150
NG = 10000
RB w/ BPV=42000
RR w/ BPV=2000 instead of 10
SB = 1120
TF = 50

Think about this way ... many times we have to do one of the following:

1) Wipe out clean a setup
2) Install a new version on test / release branch
3) Troubleshoot by deleting a symbol / re-adding it back

All these required correcting the above symbols each and every time ...

That's painful ... hence I believe the API should be checked that it gets the right BPV values ... it must be a simple mistake since it works for some and not for others.

The program should also automatically back-test when current "live" window gets finished, and update param values according to the just run optimization.

Please refer to forums. Please take time to read all points:

https://www.multicharts.com/discussion/viewtopic.php?t=51323

Stops placement against the worst possible price intrabar is nonsensical behaviour.

MC's better than this.

In most coding environments, and even Excel, when one is writing code, especially complex or multi level type code, there is some level of context sensitive awareness. The most obvious of these takes place when using BRACKETS. So at the most basic level, when the cursor is next to the left or right bracket, it highlights both in a separate colour. Where this is at its most powerful is when you have a complex formula with many levels of brackets. Trying to work out where a bracket might be missing can become extremely time consuming and wasteful, when a simple colour sensitive highlight would save so much time. I did a search for this issue, since I assumed there would have been many requests for it, but strangely not a single request? Perhaps I just used the wrong search term.

I hope readers can all vote for this very obvious upgrade, even though I realise the number of votes should be mostly ignored, since so few MC owners will even read this post. I assume MC management have already worked this out long ago.

Individual accounts should be available to be set on individual strategies, and remain isolated.

Currently, performance of an open position on (say) Paper Trader A (Account 1) influences all the other accounts Paper Trader A.

See steps to recreate below.

I set OOS period to 7 days and adjusted the start of the price history to make sure that OOS periods end on Friday, EOD.
However, upon reviewing the results, I found that the OOS periods are shifting by 1 day and end on Fridays every 6th oos period (pls see screenshot attached).
This seems to be a bug.
If not - what's the correct way to achieve OOS period ending on Fridays?

Use-case is similar to a chart ... using IQFeed as data and placing trades on OEC, for example.

Thanks

Add support for Adaptive Algo order via Interactive Brokers. Interactive Brokers API supports these orders. You just need to add a few lines of code that we can send those via MultiCharts.

Adaptive Algo Market and Limit orders safe money comparing to typical market orders. NinjaTrader or other similar software have not yet added this quite new order type of IB. This will give you nice advantage against Ninja and looks good in marketing material.

It is common to make stops a function of market behavior (e.g. volatility, i.e. multiples of atr or std).
However, standard MC strategy stop orders continue to apply a parameter value which was passed the first time such a stop order has been submitted.

This might also be valid for TakeProfit orders.

If this is by design and not a "bug" in the current MC, than pls re-classify into a feature request.

Hello, there are already a lot of suggestions for extensions for various chart types. I think it would be most flexible if you could offer a script function (similar to Custom Fitness function calculation) with which you can program your own chart type. Thanks. The function should be able to work with tick data. If necessary, the resolution can be selected in advance. Would then also be possible by script.

Discussion topic: (https://www.multicharts.com/discussion/viewtopic.php?f=1&t=51479&p=129567#p129567 "Discussion topic")

Thanks. Regards, sw.

I use the gan fan with only the 1x1 data showing as a quick way to get an extended trend line. I only use an extended trend line in the RSI to get a notice when the RSI touches or crosses over a specific level. (tested on every tick). The gan fan does not give a signal in the RSI sub chart. It would be very useful if it did. I have not tried the actual trend line in the RSI yet.

A Shortcut to extend trend line right would be handy.