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MultiCharts, MultiCharts, MultiCharts...

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  #381 (permalink)
 NickA 
London
 
Experience: None
Platform: MC & Ninja mainly
 
Posts: 135 since Jan 2010
Thanks: 5 given, 50 received


FulcrumTrader View Post
So far so good imo! My CD volume development discussions with MC has been very good and after testing their initial Cumulative Delta Volume tools for several days I am very encouraged. I told MC they should release current CD tools to public in "Beta" form at their convenience (and start getting all that EXCELLENT feedback from traders/programmers). I am very encouraged by the positive attitude for ongoing Cumulative Delta (BID/ASK differential volume) development in MC going forward!

The MC CD tools are not yet set up for access to the 30 days of BID/ASK historical data from DTN.IQ feed, but they realize that is the final step to a proper CD volume capability.

Hey FT, what form do these tools take? Are they integrated into the platform or are they a set of Easy Language indicators? Without a proper history it is just not viable of course. Do you know how they plan to offer the history? Hopefully it will be data feed independent and fully integrated with their database. MC could in fact be a great platform to compare data feeds when they deliver this. I already have stuff coded actually!!

As an aside I was messing about with R|thmic and MC (as I am testing Sierra anyway) MC seemed to grab a load of history so it seems like the main problem is sequencing stuff form backfill from the data feed and in the database. Actually I am not sure backfill will grab bid and ask stuff right now.

Anything else you can tell us about it? Are you comparing it against IRT/IQfeed. Have you looked at accuracy? Last i checked (v6.x) there where adefinately issues (with the easy language approach). If they have fixed stuff in 7 I for one will be delighted.

This is the one I'd really like to see work to be honest. Sierra is a great piece of software and appears to 'work out of the box' (much like IRT) but I have a load of time, experience, blood, sweat, tears etc. invested in MC. I really hope they don't drop the ball on this feature (like they did with volume profiles).


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  #382 (permalink)
 mengelbrecht 
copenhagen, denmark
 
Experience: Intermediate
Platform: multicharts, Ninja
Broker: IB & Kinetick
Trading: ES
 
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Posts: 47 since Aug 2010
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How about posting the CDV indicators as well ??

rgds
Mengelbrecht

 
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  #383 (permalink)
 MultiCharts 
Columbus, Ohio, US
 
Experience: Intermediate
Platform: MultiCharts
Broker: Multiple/Multiple
Trading: ES, EUR/USD
 
MultiCharts's Avatar
 
Posts: 168 since Oct 2010
Thanks: 74 given, 171 received



mengelbrecht View Post
How about posting the CDV indicators as well ??

rgds
Mengelbrecht

If these studies are provided to me, I can post them.

MultiCharts - Raising the Trading Standard.
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  #384 (permalink)
 Snoop 
Toronto, Ontario
 
Experience: Advanced
Platform: NinjaTrader, Multicharts
Broker: IB, IQfeed
Trading: ES, CL
 
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Posts: 203 since Oct 2009
Thanks: 135 given, 164 received

As your response wasn't clear, it should be pointed out that someone has received CDV tools from MC.
See below post for details:




MultiCharts View Post
If these studies are provided to me, I can post them.


 
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  #385 (permalink)
 NickA 
London
 
Experience: None
Platform: MC & Ninja mainly
 
Posts: 135 since Jan 2010
Thanks: 5 given, 50 received

Here is I code I wrote some while back. All the code out there works pretty much the same way AND IS INACCURATE. I have describe the problem to any one that will listen (it is due to how InsideBid IndsideAsk work they return the current value rather than the value that was in force when the tick you are processing was received). Place the same indicator on Identical charts and it show different values on each. You can find a couple of threads discussing this at MC's forums and at TradersLaboratory.

 
Code
//
// Plots Cumulative Delta
//
// Start at the begining of day and plot as a 'bar'
// Has large trade and small trade filter
// 
// By BlowFish / NickA

inputs: 
	UpColor(darkgreen), 
	DownColor(red), 
	MaxBlock(9999),
	MinBlock(0),
	ResetDeltaEachBar(0); 
	 	 
variables: 
	MyVol(0), 
	Block(0),
	color(yellow), 
	firstrunthrough(true),
	intrabarpersist MyCurrentBar(0), 
	intrabarpersist VolTmp(0), 
	intrabarpersist Delta (0), 
	intrabarpersist DeltaH (0), 
	intrabarpersist DeltaL (0), 
	intrabarpersist DeltaO (0); 
	
if firstrunthrough then begin				// We need to do this in case indicator starts mid bar
   	Voltmp = Iff(BarType < 2, Ticks, Volume);
   	firstrunthrough = False;
   	end;
 
if LastBarOnChart then begin    	
	if CurrentBar > MyCurrentBar then begin 
		VolTmp = 0; 
		MyCurrentBar = CurrentBar; 
		if ResetDeltaEachbar = 1 then Delta =0;
		DeltaO = Delta; 
		DeltaH = Delta; 
		DeltaL = Delta; 
	end; 
   	MyVol = Iff(BarType < 2, Ticks, Volume);
	Block = Myvol - VolTmp;
	if (Block >= MinBlock) and (Block <= MaxBlock) then
		if Close <= InsideBid then
			Delta  = Delta - MyVol + VolTmp
		else if Close >= InsideAsk then 
			Delta = Delta + MyVol - VolTmp ;  
		VolTmp = MyVol ;


 
DeltaH = maxlist(DeltaH, Delta); 
DeltaL = minlist(DeltaL, Delta); 
 
 
 if Delta <= Delta[1] then color = DownColor else color = UpColor; 
 
	plot1(DeltaO, "DO",color); 
	Plot2(DeltaH, "DH",color); 
	Plot3(DeltaL, "DL",color); 
	plot4(Delta, "DC",color);	 
end;

The following 2 users say Thank You to NickA for this post:
 
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  #386 (permalink)
 Snoop 
Toronto, Ontario
 
Experience: Advanced
Platform: NinjaTrader, Multicharts
Broker: IB, IQfeed
Trading: ES, CL
 
Snoop's Avatar
 
Posts: 203 since Oct 2009
Thanks: 135 given, 164 received

Iqfeed implemented "tickid" recently as part of their data feed. I assume the MC dll update integrates this change and solves the problem you mentioned.


NickA View Post
Here is I code I wrote some while back. All the code out there works pretty much the same way AND IS INACCURATE. I have describe the problem to any one that will listen (it is due to how InsideBid IndsideAsk work they return the current value rather than the value that was in force when the tick you are processing was received). Place the same indicator on Identical charts and it show different values on each. You can find a couple of threads discussing this at MC's forums and at TradersLaboratory.
...


 
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  #387 (permalink)
 NickA 
London
 
Experience: None
Platform: MC & Ninja mainly
 
Posts: 135 since Jan 2010
Thanks: 5 given, 50 received


Snoop View Post
Iqfeed implemented "tickid" recently as part of their data feed. I assume the MC dll update integrates this change and solves the problem you mentioned.

Maybe but I am not quite sure how? Perhaps they have changed how the two functions I mentioned worked? I don't think so all the file they have released seems to include is an updated datafeed DLL for IQfeed. I wouldn't know to be honest as yet they have not acknowledged it is a problem.

 
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  #388 (permalink)
 Snoop 
Toronto, Ontario
 
Experience: Advanced
Platform: NinjaTrader, Multicharts
Broker: IB, IQfeed
Trading: ES, CL
 
Snoop's Avatar
 
Posts: 203 since Oct 2009
Thanks: 135 given, 164 received

IQFeed and MultiCharts Cumulative Delta Update MultiCharts Blog


NickA View Post
Maybe but I am not quite sure how? Perhaps they have changed how the two functions I mentioned worked? I don't think so all the file they have released seems to include is an updated datafeed DLL for IQfeed. I wouldn't know to be honest as yet they have not acknowledged it is a problem.


 
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  #389 (permalink)
 FulcrumTrader 
Austin, TX & Las Vegas, NV
 
Experience: Advanced
Platform: Investor RT Pro, NT 7.0
Trading: ES, DAX, CL, 6E
 
FulcrumTrader's Avatar
 
Posts: 230 since Mar 2010
Thanks: 32 given, 287 received

I will wrap up testing of the MC Cumulative Delta Tools with access to DTN.IQ feed historical data on Monday or Tuesday, and then I will provide MC with my findings (so far so good).

MC....thank you for stepping up to the plate and taking the big SWING!

 
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  #390 (permalink)
 NickA 
London
 
Experience: None
Platform: MC & Ninja mainly
 
Posts: 135 since Jan 2010
Thanks: 5 given, 50 received




That alone does not do the job. I think they are only just beginning to fully understand the problem. I am discussing it with them in the forum (yet again)


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