Search found 51 matches
- 23 Jan 2015
- Forum: MultiCharts
- Topic: Strategy Performance Breakdown
- Replies: 1
- Views: 1117
Strategy Performance Breakdown
Portfolio Trader already breaks down the trading performance of each individual symbol. Can we also get a breakdown of each individual strategy?
- 09 Oct 2014
- Forum: MultiCharts
- Topic: Portfolio Trader Question
- Replies: 3
- Views: 1437
Re: Portfolio Trader Question
Hello quantarb, pmms_strategy_currentcontracts - Returns a numerical value representing number of contracts of the position opened by strategy with StrategyIndex number. Thanks for your suggestion, Henry. However, I don't see one for pmms_strategy_currententries. I follow the code example on the wi...
- 09 Oct 2014
- Forum: MultiCharts
- Topic: Portfolio Trader Question
- Replies: 3
- Views: 1437
Portfolio Trader Question
I'm trying to create a modified version of portfolio_currententries. Ex. I want to calculate the number of instruments that have at least two open positions. SPY has 3 open positions, XRT has two open positions, GDX has two open positions, XME has one position, and QQQ has one position. The function...
- 13 Jun 2014
- Forum: MultiCharts
- Topic: MULTICHARTS 9.0 BETA 1
- Replies: 80
- Views: 25880
Re: MULTICHARTS 9.0 BETA 1
The new Multicharts 9.0 beta is amazing especially for automated traders. I'm most excited about portfolio trading and portfolio walk forward analysis! Are there any plans to allow CommandLine to work with Portfolio Trader soon? I need the ability to programmatically load and change symbols. It seem...
- 18 Apr 2014
- Forum: MultiCharts
- Topic: Missing features from "Multicharts for TWS" ?
- Replies: 5
- Views: 1827
Re: Missing features from "Multicharts for TWS" ?
Are there any plans to add "Link TWS symbol lists and charts in MultiCharts" and "Integrated IB symbology" to the regular Multicharts version? I am using regular Multicharts with IB but I need IQ Feed. I am auto trading options I need to update my symbol list every month. It would be great if I didn...
- 21 Mar 2014
- Forum: User Contributed Studies and Indicator Library
- Topic: Automated Options Trading
- Replies: 2
- Views: 6596
Automated Options Trading
I wanted to create this thread to share my experiences with automated options trading on Multicharts. My goal for this thread is to make automated options trading more popular. Hopefully, this will get the developers create and release features for automated options traders as interest in option tra...
- 30 Jan 2014
- Forum: MultiCharts
- Topic: Incorrect Backtests on Instruments with Negative Prices [SOLVED]
- Replies: 15
- Views: 5934
Re: Incorrect Backtests on Instruments with Negative Prices [SOLVED]
If you are doing spread trading it is probably better to use the ratio of two instruments rather than their difference. If Stock #1 is $100 and Stock #2 is $50 and their ratio is 2 and their spread is $50. However, if Stock 1 and Stock 2 double their ratio remains 2 while their spread becomes $100. ...
- 07 Jan 2014
- Forum: MultiCharts
- Topic: Continuous Walk Forward Analysis (CWFA)
- Replies: 17
- Views: 8348
Re: Continuous Walk Forward Analysis (CWFA)
No, I have not. There is currently an issue with using walk forward optimization where Multicharts will stop the WFO a few days before current date even though you're using an OOS of 1 day.Have you solved the issue with the error message? Please post the solution.
- 13 Dec 2013
- Forum: MultiCharts
- Topic: Continuous Walk Forward Analysis (CWFA)
- Replies: 17
- Views: 8348
Re: Continuous Walk Forward Analysis (CWFA)
I tried to follow the ADE documentation, but I'm not sure where I went wrong. It seems for some reason, ADE is not storing the data. I get the following error when I set Optimization to false. I got Multicharts to output the data correctly in my previous post. Any help or suggestion would be greatly...
- 11 Dec 2013
- Forum: MultiCharts
- Topic: Continuous Walk Forward Analysis (CWFA)
- Replies: 17
- Views: 8348
Re: Continuous Walk Forward Analysis (CWFA)
The problem I'm running into is how do I store values using ADE when the calculations aren't done by signal but rather than the walk forward report. Anyone have any idea how to implement this? Not sure if I follow you, but the calculations in a WFA are still done by the signal; the inputs and time ...
- 11 Dec 2013
- Forum: MultiCharts
- Topic: MULTICHARTS 8.8 RELEASE
- Replies: 139
- Views: 50749
Re: MULTICHARTS 8.8 RELEASE
I'm running into similar issues. Some charts aren't loading up correctly when I start up Multicharts. I am able to fix this problem by using reload data through.
- 11 Dec 2013
- Forum: MultiCharts
- Topic: Continuous Walk Forward Analysis (CWFA)
- Replies: 17
- Views: 8348
Re: Continuous Walk Forward Analysis (CWFA)
Thanks for all the help so far guys. I went to the link you guys posted. I am still waiting for TradersXchange to approve my account before I can download the file. On their forums, I stumbled on ADE(All Data Everywhere), and this might be better suited for what I'm trying to do. "ADE includes the a...
- 11 Dec 2013
- Forum: MultiCharts
- Topic: Continuous Walk Forward Analysis (CWFA)
- Replies: 17
- Views: 8348
Re: Continuous Walk Forward Analysis (CWFA)
Hi Henry, Thank you for letting me know that Multicharts is considering implementing my suggestion. Also, do you know where I can download ElExcel.dll? I tried to search for it on the forum, but only came across old threads where the download link no longer works. Does ElExcel only work with one ins...
- 10 Dec 2013
- Forum: MultiCharts
- Topic: Continuous Walk Forward Analysis (CWFA)
- Replies: 17
- Views: 8348
Re: Continuous Walk Forward Analysis (CWFA)
Does anyone know of a dll that is able to transfer data between Microsoft Access and Multicharts. I'm thinking about storing the optimal parameter values in a database and then retrieving the values from a database onto a indicator. This will be more much elegant approach than using custom symbols.
- 06 Dec 2013
- Forum: MultiCharts
- Topic: Continuous Walk Forward Analysis (CWFA)
- Replies: 17
- Views: 8348
Re: Continuous Walk Forward Analysis (CWFA)
It would be wonderful if the developers at Multicharts can make CWFA into a standard feature. I had to perform a ton of unnecessary steps, because I had to extract the data from the WFO report manually. Then, I had to load the data back as a custom instrument for the strategy to access. CWFA can be ...
- 06 Dec 2013
- Forum: MultiCharts
- Topic: Continuous Walk Forward Analysis (CWFA)
- Replies: 17
- Views: 8348
Re: Continuous Walk Forward Analysis (CWFA)
CWFA provides several major advantages over the Walk Forward Optimization (WFO) process that Multicharts currently uses. 1. You are able to generate a single backtest report that shows how your trading strategy would have performed out of sample data from periodic re-optimization. The current WFO re...
- 06 Dec 2013
- Forum: MultiCharts
- Topic: Continuous Walk Forward Analysis (CWFA)
- Replies: 17
- Views: 8348
Re: Continuous Walk Forward Analysis (CWFA)
Here are the steps to the procedure I devised for implementing CWFA 1. Set the input Optimization to “True”, and use traditional walk forward optimization to find the optimal trading parameters: Length and NumDevs for each out of sample period. In my example, I used an IS period of 1 year and OOS pe...
- 06 Dec 2013
- Forum: MultiCharts
- Topic: Continuous Walk Forward Analysis (CWFA)
- Replies: 17
- Views: 8348
Re: Continuous Walk Forward Analysis (CWFA)
Trading strategy code template for using CWFA I created a simple long only trading strategy that buys when price reaches the lower Bollinger Band, and sells when the price reaches the upper Bollinger Band. The trading strategy will serve as an example for implementing CWFA. I want to optimize the lo...
- 06 Dec 2013
- Forum: MultiCharts
- Topic: Continuous Walk Forward Analysis (CWFA)
- Replies: 17
- Views: 8348
Continuous Walk Forward Analysis (CWFA)
Hi guys, I figured out a way to implement Continuous Walk Forward Analysis (CWFA) on Multicharts. The main idea behind CWFA is using the optimal trading parameters for each out of sample period. As a result, your trading strategy is able to run continuously without interference from periodic re-opti...
- 24 Nov 2013
- Forum: MultiCharts
- Topic: Suggest new fields for Accounts tab Order&Position tracker
- Replies: 15
- Views: 10011
Re: Suggest new fields for Accounts tab Order&Position track
I believe Interactive Brokers API now lets you access the account information for the entire FA account without having to deal with the sub accounts. Multicharts still tries to access each sub accounts individually calculate the account information for the FA. It makes the order and position tracker...
- 30 Sep 2013
- Forum: MultiCharts
- Topic: MultiCharts Portfolio Trading Strategies
- Replies: 14
- Views: 9909
Re: MultiCharts Portfolio Trading Strategies
Any updates on when portfolio trading will be made available?
- 17 Jul 2013
- Forum: MultiCharts
- Topic: IB Gateway issues
- Replies: 2
- Views: 2048
Re: IB Gateway issues
I been having the same issues with getting the IB feed and IB gateway working together. Eventually, I just switch to using IQ Feed exclusively.
- 05 Jul 2013
- Forum: MultiCharts
- Topic: MultiCharts Portfolio Trading Strategies
- Replies: 14
- Views: 9909
Re: MultiCharts Portfolio Trading Strategies
Pairs and Spread Trading Give us the ability to trade sub charts - data2, data3, data4, etc. This will reduce the numbers of chart required for pairs and triplets trading. Currently, we need to open two charts to do pairs trading because we can only trade data1. Each chart requires two subcharts - d...
- 05 Jul 2013
- Forum: MultiCharts
- Topic: MultiCharts Portfolio Trading Strategies
- Replies: 14
- Views: 9909
Re: MultiCharts Portfolio Trading Strategies
Hi Henry, Does this mean you guys are almost done with portfolio trading, and it will be available for public beta testing soon? I would like the ability to access each individual symbols as well as every symbol in the list via power language. This would allow you to create a generic strategy instea...
- 27 Jun 2013
- Forum: MultiCharts
- Topic: New Feature Request: Smart Symbol for Futures and Options
- Replies: 1
- Views: 2112
New Feature Request: Smart Symbol for Futures and Options
When you’re trading futures and options you often need to change the instrument you’re trading because these instruments have finite life spans. It would be great if you can have a chart that can automatically load the correct futures or options contact that fits your criteria. For instance, I want ...
- 24 Jun 2013
- Forum: MultiCharts
- Topic: Suggestions, annoyances, small bugs
- Replies: 119
- Views: 57342
Re: Suggestions, annoyances, small bugs
One thing that really annoys me is when you use Windows -> Arrange All is that it rearranges the charts in a randomized fashion. I would like the ability for my charts to be arranged alphabetically when I use this option.
- 07 Jun 2013
- Forum: MultiCharts
- Topic: Suggestions, annoyances, small bugs
- Replies: 119
- Views: 57342
Re: Suggestions, annoyances, small bugs
I'm currently auto trading options using Multicharts. I have to frequently add and remove different options to quote manager. At the moment, you can only search for options using symbol name and exchange name. I have to go through a long list of options before I find what I'm looking for. Please in...
- 06 Jun 2013
- Forum: MultiCharts
- Topic: Portfolio Trading
- Replies: 47
- Views: 19934
Re: Portfolio Trading
How soon before Multicharts 9.0 beta will be release to the public? Will Multicharts 9.0 beta be the next public beta? Or we going to continue with minor updates Multicharts 8.7 beta 3, Multicharts 8.8 beta 1, Multicharts 8.8 beta 2, Multicharts 8.8 beta 3, Multicharts 8.9 beta 1, Multicharts 8.9 be...
- 06 Jun 2013
- Forum: MultiCharts
- Topic: Suggestions, annoyances, small bugs
- Replies: 119
- Views: 57342
Re: Suggestions, annoyances, small bugs
I'm currently auto trading options using Multicharts. I have to frequently add and remove different options to quote manager. At the moment, you can only search for options using symbol name and exchange name. I have to go through a long list of options before I find what I'm looking for. Please inc...
- 02 May 2013
- Forum: MultiCharts
- Topic: Suggestions, annoyances, small bugs
- Replies: 119
- Views: 57342
Re: Suggestions, annoyances, small bugs
Give us the ability to set default value, start value, end value, and step for each inputs in the strategy logic. This way when we click optimize all those values are filled out for us. Ex. Input: FastLen(20, 10, 100, 10); The default value is 20, start value is 10, end value is 100, and step is 10.
- 02 May 2013
- Forum: MultiCharts
- Topic: Please vote for my new feature: Sequential Optimization
- Replies: 2
- Views: 1778
Re: Please vote for my new feature: Sequential Optimization
Hello quantarb, That is already possible to optimize signals one by one in MultiCharts 8.5 Release. Check/uncheck the check box to the left of the signal name and input name to enable/disable optimization for this input. Hi Henry, I'm aware you can enable/disable optimization for each parameter. Th...
- 02 May 2013
- Forum: MultiCharts
- Topic: Please vote for my new feature: Sequential Optimization
- Replies: 2
- Views: 1778
Please vote for my new feature: Sequential Optimization
Please add the option to optimize each signal individually one at a time in the order they are presented on the chart. This will greatly reduce the number of simulations require to find the optimal values. This will especially useful for optimizing multiple trading strategies in portfolio backtester...
- 01 May 2013
- Forum: MultiCharts
- Topic: Suggestions, annoyances, small bugs
- Replies: 119
- Views: 57342
Re: Suggestions, annoyances, small bugs
I wish Multicharts can do Walk Forward Optimization based on calendar months and years like AB. They should give us more options like month and year rather just than days and bars. I can set my in-sample period in AB to 1 year with the start date being 1/1/2011 and the end date being 12/31/2011. I t...
- 01 May 2013
- Forum: MultiCharts
- Topic: Equity Curve Trading through Paper Account
- Replies: 8
- Views: 6978
Re: Equity Curve Trading through Paper Account
I just wanted to share with you guys the progress I have made with equity curve trading. Opening two charts to equity curve trading is very computational inefficient and impractical if you are trading many symbols and strategies. My goal is to create an equity curve trading algorithm using only one ...
- 04 Mar 2013
- Forum: MultiCharts
- Topic: Help! Limiting entries by time
- Replies: 7
- Views: 2348
Re: Help! Limiting entries by time
You could try something like this.
Code: Select all
// Enable order entry at the start of each new day
if Date <> Date[1] then
begin
OrderEntryEnabled = true;
end;
//
if MarketPosition <> MarketPosition[1] then
begin
OrderEntryEnabled = false;
end;
- 07 Jan 2013
- Forum: MultiCharts
- Topic: using walk forward test results
- Replies: 27
- Views: 10847
Re: Walk forward analysis for Multicharts
MC deserves praise for having Walk-Forward Analysis (WFA) present in the platform. This ensures that everyone is at a minimum exposed to the concept to stimulate their desire for more knowledge about it. However it is also true what some have said above that WFA is a deep subject deserving of in-de...
- 07 Jan 2013
- Forum: MultiCharts
- Topic: Equity Curve Trading through Paper Account
- Replies: 8
- Views: 6978
Re: Equity Curve Trading through Paper Account
Now I want to see if I can create an equity curve trading based on a strategy's portfolio equity curve. Often times my mean reverting strategies will be all long or all a particular basket of stocks that are highly correlated. I found the turning point is usually when the portfolio PnL of this baske...
- 05 Jan 2013
- Forum: MultiCharts
- Topic: Equity Curve Trading through Paper Account
- Replies: 8
- Views: 6978
Re: Equity Curve Trading through Paper Account
I figured out that you can back test your equity trading curve strategy through portfolio backtester and global variables. You add the strategy you want to paper trade as Strategy #1 in the portfolio backtester and the equity trading curve trading strategy as Strategy #2. For Strategy #1 you want to...
- 05 Jan 2013
- Forum: MultiCharts
- Topic: using walk forward test results
- Replies: 27
- Views: 10847
Re: using walk forward test results
Is it correct to say that walk-forward optimization answers the following question: "If you have a trading system that you plan on periodically re-optimizing, how effective is that periodic re-optimization process?" In other words, are the system rules robust enough so that parameters discovered th...
- 03 Jan 2013
- Forum: MultiCharts
- Topic: Portfolio Trading
- Replies: 47
- Views: 19934
Re: Portfolio Trading
Hi Dave, Thank you for answering my question. The problem with the .net code is you have to define every symbol or pair in your strategy. This approach is too unwieldy for pair trading. If I need to change instruments or add instruments I would have to rewrite my code each time. Pair or spread tradi...
- 02 Jan 2013
- Forum: MultiCharts
- Topic: Portfolio Trading
- Replies: 47
- Views: 19934
Re: Portfolio Trading
Will your upcoming portfolio trading allow us the ability to trade our subcharts (data 2, data3, dat4, etc)? Does this current ability exists in Multicharts.Net?
- 02 Jan 2013
- Forum: MultiCharts
- Topic: Equity Curve Trading through Paper Account
- Replies: 8
- Views: 6978
Re: Equity Curve Trading through Paper Account
Here is the code that I have come up with so far. I will need to get another IB account before I can test this code. If anyone with multiple IB accounts would like to test my code please let me know how it goes. Input: PaperAccountNum(""), NegativePnL(0); Variables: PaperPnl(0), PaperQty(0),PaperAvg...
- 27 Dec 2012
- Forum: MultiCharts
- Topic: Equity Curve Trading through Paper Account
- Replies: 8
- Views: 6978
Re: Equity Curve Trading through Paper Account
Hi Andrew, Thank you for your feedback. What syntax do I use to access the OpenPnl for an account? Here is the current pseudo code that I'm thinking about. If Account#1OpenPnl > -3000 and Account#1MarketPosition = 1 then begin Buy Account1CurrentShares shares at AvgProc - 0.50 limit; end; If Account...
- 20 Dec 2012
- Forum: MultiCharts
- Topic: Equity Curve Trading through Paper Account
- Replies: 8
- Views: 6978
Equity Curve Trading through Paper Account
Is it is possible to trade your trading strategy’s equity curve by using multiple Interactive Broker accounts. I’m thinking trading the strategy in a simulated account and then trading the equity curve in the real account. Here is what I’m thinking so far. Signal #1 Send orders to IB paper account w...
- 12 Dec 2012
- Forum: MultiCharts
- Topic: Portfolio Trading
- Replies: 47
- Views: 19934
Re: Portfolio Trading
I’m really glad that portfolio trading is back on the project management page. I was worried that portfolio trading wasn’t going to happen when it was temporarily removed from the project management page. I think the current setup in the portfolio back tester should be how this portfolio trading too...
- 15 Nov 2012
- Forum: MultiCharts
- Topic: Custom Criteria – creating your own optimization criteria
- Replies: 28
- Views: 35948
Re: Custom Criteria – creating your own optimization criteri
Hello guys, I found this thread to be really helpful. I’m currently using Sunny Harris CPC index as a custom fitness value for optimizing my strategies in Multicharts. However, sometimes I get trading parameters with a good CPC index but with a very low number of trades. This concerns me because the...
- 04 Nov 2012
- Forum: MultiCharts
- Topic: Portfolio and Multi-Strategy Walk Forward Optimization
- Replies: 8
- Views: 3442
Re: Portfolio and Multi-Strategy Walk Forward Optimization
quantarb, 50 day moving average cannot be calculated on the first day because it implies summation of 50 values and division by 50. Only after the value is calculated for the requested length, an order can be generated on the 51st bar. Hi Henry, Thank you for your reply. I understand that with the ...
- 22 Oct 2012
- Forum: MultiCharts
- Topic: Optimizing Boolean Parameters
- Replies: 3
- Views: 1206
Re: Optimizing Boolean Parameters
Hello TJ, Thank you for your suggestion. I came up with the following solution. I can then find whether the optimal value is one or zero. Input: Strategy(0); if Strategy <> 0 then begin condition99 = "insert your condition" Else begin Condition99 = true; end; If MarketPosition = 0 and Condition99 then
- 20 Oct 2012
- Forum: MultiCharts
- Topic: Optimizing Boolean Parameters
- Replies: 3
- Views: 1206
Optimizing Boolean Parameters
Optimizing Boolean Parameters
Hello, I am wondering how I go about optimizing Boolean parameters.
Ex.
I’m trying to find if the optimal value is true or false.
If condition1 = true then buy vs if condition1 = false then buy.
Any ideas?
Hello, I am wondering how I go about optimizing Boolean parameters.
Ex.
I’m trying to find if the optimal value is true or false.
If condition1 = true then buy vs if condition1 = false then buy.
Any ideas?
- 25 Sep 2012
- Forum: MultiCharts
- Topic: Portfolio and Multi-Strategy Walk Forward Optimization
- Replies: 8
- Views: 3442
Re: Portfolio and Multi-Strategy Walk Forward Optimization
That is great news Henry. One major improvement to walk forward optimization would be the ability for the out-sample of data strategy to access enough historical data so it can start trading on the first day. For example, suppose I only want to test a strategy that involves the 50 day moving average...
- 24 Sep 2012
- Forum: MultiCharts
- Topic: Portfolio and Multi-Strategy Walk Forward Optimization
- Replies: 8
- Views: 3442
Portfolio and Multi-Strategy Walk Forward Optimization
Hello, I was wondering when the portfolio back tester will have walk forward optimization. Right now you can back test baskets of stocks but without walk forward optimization there is no way to validate how well the strategies will perform out of sample. Another great feature would be multi-strategy...