greenroomhoo 

really? that changes things maybe......but the website says no tick data? only minute data? did you buy a professional license to do all that backtesting? I tried like 500 symbolsand it definitely bogged down...

You can use tick data, but as Mike mentions below, it is very low quality.

I've got a standard license, don't think this is linked.

pro says 500 instrrument portfolio backtesting on the website...



MultiCharts PRO

• Regular MultiCharts package
• Dedicated personal [COLOR=#ff6633]technical support[/COLOR] line
• Portfolio backtesting for over 500 instruments
• Bloomberg data feed

TheTrend 

You can use tick data, but as Mike mentions below, it is very low quality. I've got a standard license, don't think this is linked.

Big Mike 

I can think of only once or twice in 2 years that MC has ever crashed on me, and it was usually due to my own mistake with a loop in EasyLanguage code. But from what you posted, it sounds like a memory exhaustion issue. I'm sure you are aware of the .NET memory limits for 32-bit apps, and of the hack you can make to MC to increase memory usage a bit until they deliver a 64-bit version. I've personally tested years and years of tick data and never had a memory exhaustion issue, but I've only tested one instrument at a time, which of course is not the same as 1000. Mike

Yes I'm aware of this hack but was afraid to download in case it makes things worse.... maybe I should try.

However MC support told this crashing issue should be fixed during next release 7.01, we'll see.

Big Mike 

IB tick data is highly filtered, completely unreliable "snapshot" data, not recommended by anyone I know of on the forum if you want to build tick-based charts like tick, volume, range, renko, etc. Minute data and higher is fine, but tick data or any bid/ask data is terrible through IB. Mike

Totally agree, forgot to specify this.

greenroomhoo 

pro says 500 instrrument portfolio backtesting on the website...

I believe this limitation is being lifted for 7.1. You might send a PM to @MultiCharts and ask them to confirm.

Mike

greenroomhoo 

pro says 500 instrrument portfolio backtesting on the website... MultiCharts PRO Regular MultiCharts package Dedicated personal [COLOR=#ff6633]technical support[/COLOR] line Portfolio backtesting for over 500 instruments Bloomberg data feed

This limitation is not valid anymore:

MultiCharts: Trading Software for Automated Trading and [AUTOLINK]Backtesting[/AUTOLINK] • View topic - Maximum number of symbols in Portfolio Backtester v7?

What I miss for portfolio trading is:
- The lack of speed when it comes to too many symbols with intraday data: it could take 1 hour to test 200 symbols with 10 years of intra day data.
- The lack of position sizing and money management at a portfolio level.
- The fact that you need to have a chart opened to run a strategy.

I'd like to compare this with Amibroker which seems quicker, much cheaper and more robust from what I've read, didn't test it yet.

TheTrend 

Yes I'm aware of this hack but was afraid to download in case it makes things worse.... maybe I should try. However MC support told this crashing issue should be fixed during next release 7.01, we'll see.

I've used the same hack back with NinjaTrader 6.5 years ago, it worked pretty well. I wouldn't be afraid of it, you can easily revert. The better answer naturally is a 64-bit app, but for now...

Mike

Big Mike 

I've used the same hack back with NinjaTrader 6.5 years ago, it worked pretty well. I wouldn't be afraid of it, you can easily revert. The better answer naturally is a 64-bit app, but for now... Mike

Just to be sure, do you refer to this hack ?

Your MultiCharts will now use up to 3G of virtual memory Very interesting post on our forum that I thought some may find interesting. Some users report that it does work and does help. WARNING: THIS METHOD WAS NOT CONFIRMED BY OUR ENGINEERS. YOU MAY EXPERIENCE UNEXPECTED BEHAVIOR . Post by Enalmada made …

TheTrend 

Just to be sure, do you refer to this hack ? Your MultiCharts will now use up to 3G of virtual memory Very interesting post on our forum that I thought some may find interesting. Some users report that it does work and does help. WARNING: THIS METHOD WAS NOT CONFIRMED BY OUR ENGINEERS. YOU MAY EXPERIENCE UNEXPECTED BEHAVIOR . Post by Enalmada made …

Yes, large address aware hack for .net apps basically, it is not really specific to any single application. I've done with it Camtasia Studio for instance, NinjaTrader, etc. I am not using it with MultiCharts because I don't need it, I don't run out of memory with my testing.

Mike

greenroomhoo 

Leaving Crashstation for MCharts. Not going to boo hoo but will miss the amazing stuff posted on the forums over there. I am loading up on elds....any requests before i lose access?

I've never used TradeStation, and as such - have never used their closed forums. I know your intention is good, and to help others... but...

As a forum owner and defender of intellectual property created by users, so on and so forth, I just want to say that if these systems are meant to be NOT freely available then please do not "load up" (grab, take, insert whatever word) on these with the purpose of posting them on futures.io (formerly BMT). If they are meant to be free, then no harm of course.

Thx,
Mike