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MultiCharts, MultiCharts, MultiCharts...

  #51 (permalink)
 yiman 
London
 
Experience: Intermediate
Platform: ninjatrader, multicharts, MT4
Broker: IB, PFG Best
Trading: 6E, EMD, TF
Posts: 265 since Jul 2009
Thanks Given: 111
Thanks Received: 158

I have been using multicharts for afew years now and i find it much more relaible then ninja trader, The support is excellent. Any problems i just get on a chat and if they cant talk me through anything they can fix it remotely. The software is constantly improving and the playback on the current beta incarnation is a great improvement.
I use it on multip[le screens .

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  #52 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
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Posts: 50,397 since Jun 2009
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Thanks Received: 101,537

I did find this as an example of a MTF strategy.

 
Code
                            

{data1 S&P 500 Futures -- five-minute continuous data
{
data2 10-Year-Treasury-Notes Futures -- five-minute continuous data
{
data3 S&P 500 Futures -- daily closing prices using continuous  data
{
data4 10-Year-Treasury-Notes Futures -- daily closing prices using  continuous data
{
Notetimes in EST
    
inputsentryFactor(3.0), exitFactor(5.0), length(30); 
variablesinterMarketSpread(0), histVolSP(0), histVolNotes(0), R(0),  
   
weightSP(0.5), weightNotes(0.5), volBand(0); 
if 
close[1of data3 <> and close[1of data4 <> 0  
   then interMarketSpread 
log(close of data1/close of data3) -  
         
log(close of data2/close of data4); 
if 
date <> date[1] and close[1] <> and close[1of data3  <> and  
   
close[1of data4 <> 0  
   then begin 
      histVolSP 
stdDev(log(close/close[1]),lengthof data3
      
histVolNotes stdDev(log(close/close[1]),lengthof data4
      
coefficientR(log(close of data3/close[1of data3), 
         
log(close of data4/close[1of data4), length); 
      if (
square(weightSP) * square(histVolSP) + square(weightNotes) *  
         
square(histVolNotes) + weightSP weightNotes *  
         
histVolSP histVolNotes) > 0  
         then volBand 
squareroot(square(weightSP) *  
            
square(histVolSP) + square(weightNotes)*  
            
square(histVolNotes) + weightSP weightNotes *  
            
histVolSP histVolNotes); 
   
end
If 
time 1700 or time 2100  
   then begin 
      
If interMarketSpread crosses above entryFactor volBand  
         then buy next bar on open

      If 
interMarketSpread crosses below entryFactor volBand  
         then sell short next bar on open

   
end
If 
marketposition 1  
   then begin 
      
If interMarketSpread crosses above 0  
         then sell next bar on open

      If 
interMarketSpread crosses below -exitFactor volBand  
         then sell next bar on open

   
end
If 
marketposition = -1  
   then begin 
      
If interMarketSpread crosses below 0  
         then buy to cover next bar on open

      If 
interMarketSpread crosses above exitFactor volBand  
         then buy to cover next bar on open

   
end
Mike

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  #53 (permalink)
 
perryg's Avatar
 perryg 
Rechovot
 
Experience: Advanced
Platform: NinjaTrader
Broker: CQG
Trading: Index,Currency and Energy futures
Posts: 1,644 since Jan 2010
Thanks Given: 508
Thanks Received: 6,288


Does multicharts use Zenfire as a datafeed.

  #54 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,397 since Jun 2009
Thanks Given: 33,173
Thanks Received: 101,537

I plan to put together some detailed performance testing, but just on very basics...

- two dataseries: 5m and 15m --- historical data for 1 year
- ema of both
- %R of 5m
- stoch of 5m
- 1 entry and exit condition

I found in MultiCharts I was getting about 30 iterations per second, and in NT about 15.

Both were maxing all 8 cores on my system.

I will spend more time on this in the future and record some results.

Mike

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  #55 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,397 since Jun 2009
Thanks Given: 33,173
Thanks Received: 101,537


perryg View Post
Does multicharts use Zenfire as a datafeed.

Yes.

Link:
MultiCharts / Supported Data Feeds

Mike

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  #56 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,397 since Jun 2009
Thanks Given: 33,173
Thanks Received: 101,537

BTW, another real nice thing I like about MultiCharts. You can backtest on a chart and see entries/exits as you go and optimize/tune, or you can load the Backtester module (separate from charting module), and then backtest without it affecting the speed of your charting application.

You can also load more than one Backtest module at once, so you can backtest multiple strategies. This is useful if for instance you want to try 4 strategies and you know it will run for 4 hours, you can do them each overnight. In NT it is only possible to do one at a time.

Mike

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  #57 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,397 since Jun 2009
Thanks Given: 33,173
Thanks Received: 101,537

One thing I very much DISLIKE about MultiCharts is the PowerLanguage editor. You can open multiple windows (one window per script), but the windows cannot be undocked from the primary PowerLanguage window. This basically means it is not multi-monitor friendly, you can't position multiple editor windows where you want them on your multiple monitors.

As someone who lives inside the editor all day, this is a major bad no no. I am going to contact MC support to make sure I haven't missed something.

Mike

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  #58 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
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Posts: 50,397 since Jun 2009
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Well I've got the nexusfi.com (formerly BMT) CollectiveMA working in MultiCharts, but I am such a noob I literally don't know the best way to export it. There is nothing MultiCharts-specific about this EasyLanguage code, so I would prefer to export it in a way where TradeStation, Neo and MultiCharts can all easily import it.

Can someone with experience with this tell me the best way? I know I can just create a text file, but that requires someone to cut/paste/compile in their local editor. Is there not a simpler/easier way to do it (for import)?

[img]https://nexusfi.com/v/pykbcn.png[/img]

Mike

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  #59 (permalink)
 sysot1t 
 
Posts: 1,173 since Nov 2009

If I am not mistaken, considering I only tried MC for about 30 days, you can only export studies as an XML or .SEF(read only) ... I dont think I had found a way to export into ELD... if you want I can take the code, paste it into TS8 and then export as an ELD and post it to the forum. let me know.

  #60 (permalink)
daedalus
Omaha, NE
 
Posts: 47 since Nov 2009
Thanks Given: 15
Thanks Received: 25



Big Mike View Post
Well I've got the futures.io (formerly BMT) CollectiveMA working in MultiCharts, but I am such a noob I literally don't know the best way to export it. There is nothing MultiCharts-specific about this EasyLanguage code, so I would prefer to export it in a way where TradeStation, Neo and MultiCharts can all easily import it.

Can someone with experience with this tell me the best way? I know I can just create a text file, but that requires someone to cut/paste/compile in their local editor. Is there not a simpler/easier way to do it (for import)?


Mike

Actually the easiest way IS a text file. You can't export to .eld (another annoyance of mine) only .sef/.xml.

I save all my MC indicators in txt files. If I want in in .eld I open up TS and paste the code in there and export it.

No workaround that i'm aware of.


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Last Updated on July 24, 2011


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