Yes, I saw that you could do ASCII for import, but I was thinking for live as well. Can MC actually monitor that ASCII file in real time (slightly delayed is fine) as well?

BTW, I am hoping this is really a mute point if MC implements historical bid/ask correctly in the future.

aslan 

Yes, I saw that you could do ASCII for import, but I was thinking for live as well. Can MC actually monitor that ASCII file in real time (slightly delayed is fine) as well? BTW, I am hoping this is really a mute point if MC implements historical bid/ask correctly in the future.

Based on my understanding (never tried it) you can map to an ASCII file and have it look at it real time.

What is wrong with their historical bid/ask? The bid/ask is in the db now, it seems far improved over NT's version. I think if you add data2 (bid) and data3 (ask) to your chart and tell your indicators to use that, they all work as expected today.

Mike

Starting to get a little off topic, but one of the things I am trying to get working is Cumulative Delta (Volume Breakdown from InvestorRT). For this to work, you need to know whether each tick traded at the bid/ask, so not only need to have bid/ask in the database, but need to know the tick by tick sequence. So for each tick, you really need "time, volume, last, bid, ask". When the bid/ask/last are in separate databases, you need more than just a second based timestamp to get them back in order (this is where NT fails, have not checked MC yet).

Big Mike 

Based on my understanding (never tried it) you can map to an ASCII file and have it look at it real time. ... Mike

Hmm, not sure, for me it's static.
Having the QuoteManager checking every x seconds, that a file (which may be already open by another process writing in it, so inconsistent because of the file-system cache) has new records to read, I don't think it's something implemented. And not reliable, as another process logicaly write in it.

Or maybe I haven't understand correctly the question ?

sysot1t 

This review was rather interesting.. Which Trading Platform Should I Use?|Move the Markets

Regarding Richard's comments on NinjaTrader:

Quoting 

I should add that, though it is just a hack, you can create your own bar types in ninjatrader. I wish I could take credit for figuring this out, but I just found the renko bar implementation out on the net, and figured out how to do my own. Since then, I have made all kinds of fun experimental bars, and of course the point original bars I posted here for free the other day. This is the only platform I own where I can make unique bar types and trade them in real time.

This is why I'm still tied to NinjaTrader - with its capability to build your own unique bar types. If MultiCharts allowed for this capability, it would be enough for me to make the move to MultiCharts ASAP as NinjaTrader's backtesting/optimization/stability aspects have much to be desired.

I found this bit here on MultiCharts forum - perhaps some of you who are MC users can help push for this capability. It is very important feature in my opinion:

TS SUPPORT :: View topic - How [AUTOLINK]range[/AUTOLINK], [AUTOLINK]momentum[/AUTOLINK], [AUTOLINK]kase[/AUTOLINK] and renko should be implemented

Quoting 

by bluelagoon. The way it should be done: Do in depth research first -> understand and generalize the problem into 'any bar is just a bar with different bar ending criteria' -> implement the concept as code -> the concept simplifies implementation -> proper coding guarantees automatic support of IOG, LIBB, data integrity -> no problems, no complaints -> furthermore the concept allows to easily add many more bar types in the future or -> better yet integrate the concept into EL custom bar concept where users code their own bars, i.e. instead of offering canned bars go further offer with innovative framework to compile your own bars. TS should recode those types of bars, throw out the existing implementation, use the bar ending criteria concept + factor in user feedback on how to handle the finer details ( session start bar resets, gaps, discussed in details, etc ), instead of trying to fix the current implementation or waiting on the user vote count to add those "extra" features. Below in the attached pdf file, I'm laying out some points regarding how to implement range, momentum, kase and renko bars properly so that all potential problems are eliminated. It is exceedingly frustrating because of 1. the multiple unnecessary problems that are introduced in this implementation and 2. simple solutions that can fix most of those problems that are not being followed. ... 2. "Bar ending criteria" concept solves the problem of forward data snooping and data inconsistencies, you build the bar until your bar ending condition fires, then you start building new bar, how complicated is that? You can then code whatever simple or complicated bar ending conditions in TS and the rest of the bar building algo becomes simple, you simply continue compiling bars until bar ending criteria fires and which point you start building new bar going forward. Bar ending criteria for different types of bars: time bars: if bar duration >= N minutes or seconds or milliseconds then end_bar = true tick bars: if N ticks in bar >= N then end_bar = true volume bars: if bar Volume >= N then end_bar = true range ( and variation mom and kase ) bars: if Range = High - Low of the bar >= X then end_bar = true renko bars ( various version o-c or c-c[1] ) bars: if o-c of the bar >= X then end_bar = true ANY TYPE OF BARS: if "bar ending criteria" >= Z then end_bar = true Thus who cares what type of bar it is: you can build a framework for any type of bar where you just plug in any bar ending criteria ( simple or complex ) and it will build the bar based on that...

Just FYI, MultiCharts 6.0 beta 3 should be out very soon, probably next week.

I'm not sure what all is in it just yet except for some European futures fixes.

Mike

Big Mike 

I'm not sure what all is in it just yet except for some European futures fixes.

- fix IB - issue (strategy can't hold positions over 6-7 AM GMT+1
- new Broker: MBT

aslan 

Yes, I saw that you could do ASCII for import, but I was thinking for live as well. Can MC actually monitor that ASCII file in real time (slightly delayed is fine) as well? BTW, I am hoping this is really a mute point if MC implements historical bid/ask correctly in the future.

Pretty sure you can use DDE I think there is a demo vid knocking about on their site how to.

Hello everyone
I try to use MultiCharts in automated trading with fxcm.
The execution is not at all consistent with my strategy in real time ...
I was very surprised because I thought that the solution mcfx-fxcm guaranteed me a good functioning of MC with fxcm ...
Basically, my problems would be solved by the beta 3, but I wonder if anyone has experience in automated trading with this broker?
Thank you in advance,

MultiCharts 6.0 beta 3 released today:

TS SUPPORT :: View topic - [AUTOLINK]MultiCharts[/AUTOLINK] 6.0 Beta

Changes over beta 2:

MultiCharts Stanley Miller

Multicharts 6.0 Beta 3 is now available. Download: Downloads and Check Version FEATURES Data • Custom Futures for eSignal symbols with postfixes. Custom Futures can now be created for eSignal symbols that have postfixes as part of their name. • Custom Futures for IB DAX symbol. It is now possible to plot custom futures for symbols whose root is different from the root specified in the symbol’s name. • The ‘Open’ field in the status line. Values for the Open field will now be fed into the status line for IB symbols. • Ability to add and work with symbols of Stock category from OpenECry datafeed. MB Trading • MB Trading is now supported as a data feed and a broker. Data Playback • Access to combobox for selecting detalization. The combobox which allows selecting the detalization for data playback will now always be accessible. Scanner • Right-click does not cancel highlighting When right-clicking on a highlighted cell in a scanner window, the cell remains highlighted. Charting • The ‘Unverified’ status for uncompiled studies When opening a workspace with uncompiled studies, these studies will remain on the chart with the ‘unverified’ status. Miscellaneous • Alerts when running out of the hard drive space If the hard drive is running out of space when MultiCharts is plotting data, a notification warning about the lack of space will be shown. • Alerts when running out of memory When memory consumption by one of MultiCharts processes approaches 1.5 Gb a notification will be shown. • Notification when saving data When the data are being flushed from the cash into the permanent database a notification will be shown. BUGS FIXED Data • When reloading history, the data is requested starting from the current day instead of being requested for the specified range only. • 1-tick resolution cannot be plotted if ASCII Mapping is selected as the provider. • After a reload, the data for the current day is lost. • ASCII Mapping symbols are not loaded either in the scanner or on a chart. • Double ticks appear when real-time data for indices from BarCharts are plotted. • Ticks with the zero price on historical data from Zen-Fire are not filtered out. • Local time is used for quotes instead of exchange time • Interactive Brokers: different Bid and Ask volumes at MultiCharts and TWS. • The value of connected clients counter at IQ Connection Manager exceeds maximum possible value of 3. • Real-time data from IB are one hour different from the actual time for symbols from ICE, COMEX and NYMEX. Charting • The program runs out of memory when large numbers of bars (10 – 17 million) are plotted. • The ‘up’ and ‘down’ colors in candlesticks are reversed when a workspace created in MultiCharts 5.5 is opened. • When working in the offline mode, certain session settings will result in the data for the latest session not being displayed. • Indicators are calculated differently in MultiCharts and TradeStation (if they contain Text_GetActive,, TL_GetActive). • The user Session Template is reset on opening a workspace if other Session Templates have been added to the database. • 1-day resolution cannot be plotted using minute data while the 24-hour resolution is plotted. • Wrong ‘Close’ values on Kagi charts. • Show Empty Period does not work when a single data series is plotted. • Symbols in the newly created Insert Instrument dialogue are filtered based on the most recent plotted symbol. • Wrong Last Date in the Format Objects dialogue. • .rld glob does not work for a chart containing a series with the ‘Establishing connection ’ status in the status line. • Search in the Insert Study dialogue only works from the top down. • Minute series of Custom Features do not get back-adjusted properly. • When the symbol of the price series is changed, the indicator scale is not recalculated. • Daily forex data from IB stop updating after a new session starts. • Selected realtime-symbol not shown when Merge options is set in Format Instrument dialog. • Gap in non-regular (Point&Figure, Kagi, Renko) chart type series after reloading at realtime: consecutive equitype columns on chart. Scanner When changing the font size in the scanner, an active cell overlies the symbol. Data Playback • In the Playback mode, indicator applied to the second data series is not plotted. • Wrong option on the Data Playback speed slider. • Drawings cannot be cloned in the Data Playback mode. PowerLanguage • Regional settings are not applied to optimization dialogues. • TS and MC indicator calculation mismatch in functions where not all control paths return a value. • Order's number of lots is calculated using the order execution's bar price instead the last known price. • variable 1 bar ago - compiles in TS, doesn't compile in MC. • Next bar's price (date or time) and SetExitOnClose cannot be used simultaneously in the same signal. • Indicators calculated incorrectly when multiple calls made to a serial function when parameters differ in number of barsback only. • Error compiling OnDestroy = EasyLanguageRtlOnDestroy. Auto Trading • Some orders in TWS remain unfilled and require manual confirmation. • Exceptions appear when auto-trading through Zen-Fire on a multicore 64 x OS • When auto-trading through Zen-Fire, orders generated on small resolutions get cancelled with an assert. Studies Add-ons do not work in Windows 7 Backtesting and Portfolio Reports • Values based on trades are calculated incorrectly. • Settings page in Strategy Perfomance Report is messed up if the signal has a string input. Miscellaneous • Error messages when launching TWS 903 through MultiCharts. • Hot keys stop working after choosing not to save changes to a workspace on exiting MultiCharts. • SessionLastBar returns wrong values on daily bars. • The date in the ‘From To’ field is displayed incorrectly if a workspace has been open for more than a day. • Pressing Space when there is an active detached window restores the main window from minimized state. • Crash on Window 7 at isc_expand_dbp() function call. • Add/Edit Custom Futures dialog in QuoteManager doesn't get restored on it's former place on an active monitor. • Inputs values are not applied after optimization in Portfolio.

Mike