Search found 16 matches
- 23 Jan 2014
- Forum: MultiCharts .NET
- Topic: Portfolio Optimization: Position Sizing
- Replies: 4
- Views: 2243
Re: Portfolio Optimization: Position Sizing
I've got something in mind that I'm going to try to implement.. will share with the community if it looks promising
- 21 Jan 2014
- Forum: MultiCharts .NET
- Topic: Portfolio Optimization: Position Sizing
- Replies: 4
- Views: 2243
Re: Portfolio Optimization: Position Sizing
Forgot to mention that I would like to be able to use the same code in real-time trading as well as backtesting, if possible. Thanks.
- 21 Jan 2014
- Forum: MultiCharts .NET
- Topic: Portfolio Optimization: Position Sizing
- Replies: 4
- Views: 2243
Portfolio Optimization: Position Sizing
Hi All, First, I'd like to say that now that I've been using MultiCharts.NET for a few months, it's really an impressive effort. I hope that the documentation continues to improve- definitely building up a good knowledge base here in addition to the programming guide. I have a question on position s...
- 05 Dec 2013
- Forum: MultiCharts .NET
- Topic: MULTICHARTS .NET 8.8 RELEASE
- Replies: 53
- Views: 22258
Re: MULTICHARTS .NET 8.8 RELEASE
Looks like a _ton_ of meaningful bug fixes. I'm excited to try it out.
- 08 Nov 2013
- Forum: MultiCharts .NET
- Topic: Portfolio Backtester Memory Management Issues
- Replies: 1
- Views: 1601
Portfolio Backtester Memory Management Issues
Hi, I've been using MultiCharts for a few months now, and have an issue that I have encountered in 8.7, 8.8 Beta 1, and 8.8 Beta 2. This has occurred on two different computers- one an 8-core Xeon with 36gb of RAM, and the other a 16-core Xeon with 128gb of RAM. I am using about 5 years of minute da...
- 30 Oct 2013
- Forum: MultiCharts .NET
- Topic: editor panels [SOLVED]
- Replies: 4
- Views: 2386
Re: editor panels [SOLVED]
Hi,
I just saw that this is still an issue in the latest beta (8.8 r2).
Would it be possible to add a reset button within the PL.NET editor to do this if the problem is not going to be fixed? Thank you.
I just saw that this is still an issue in the latest beta (8.8 r2).
Would it be possible to add a reset button within the PL.NET editor to do this if the problem is not going to be fixed? Thank you.
- 12 Oct 2013
- Forum: MultiCharts .NET
- Topic: Rotational Strategy Development
- Replies: 2
- Views: 4118
Re: Rotational Strategy Development
This may be possible with the Scanner, but I haven't tamed it yet. This is starting to become my default answer on such matters, but it's certainly possible if you used an external datasource, like a local MySQL database. How easy it will be to accomplish depends on your coding ability and requireme...
- 12 Oct 2013
- Forum: MultiCharts .NET
- Topic: C#: Indicator Coding: Plot default values not appearing
- Replies: 2
- Views: 1619
Re: C#: Indicator Coding: Plot default values not appearing
Specifically, what visual parameters are you trying to apply to the chart? Can you post any sample code on the indicator?
- 12 Oct 2013
- Forum: MultiCharts
- Topic: How to store the price at daily specific time?
- Replies: 6
- Views: 2339
Re: How to store the price at daily specific time?
To further clarify, that's just printing out the price from 2 days ago in output. If you want to use the lagged price, set a variable = closeprices[(closeprices.Count-3)]. Sample output using the code that I posted is as follows: note: format is date/time, day's close, (newline) 2 day ago's close. 9...
- 12 Oct 2013
- Forum: MultiCharts
- Topic: How to store the price at daily specific time?
- Replies: 6
- Views: 2339
Re: How to store the price at daily specific time?
Here, I've done it with ArrayList and printing the close price from 2 days ago in the Output window of the PL.NET editor- using System; using System.Drawing; using System.Linq; using System.Collections; using PowerLanguage.Function; using ATCenterProxy.interop; namespace PowerLanguage.Strategy { pub...
- 11 Oct 2013
- Forum: MultiCharts
- Topic: How to store the price at daily specific time?
- Replies: 6
- Views: 2339
Re: How to store the price at daily specific time?
Bars.TimeValue gives you what you need. Example:
you can set this for hours, minutes, date, etc.
edit- sorry, I seem to have wandered over from the MC.NET forum. This is the C# answer.
Code: Select all
if ((Bars.TimeValue.Month == 9) && (Bars.TimeValue.Year == 2011)) {do whatever}
edit- sorry, I seem to have wandered over from the MC.NET forum. This is the C# answer.
- 11 Oct 2013
- Forum: MultiCharts
- Topic: MULTICHARTS 8.8 BETA 1
- Replies: 45
- Views: 19436
Re: MULTICHARTS 8.8 BETA 1
ASCII mapping of minute data seems much improved, but to me, QuoteManager is still the weakest link of the whole package. I find that when I run a portfolio backtest on symbols that are mapped using ASCII mapping that there's very little visibility about what's going on behind the scenes- you just w...
- 11 Oct 2013
- Forum: MultiCharts
- Topic: Fundamental datas
- Replies: 29
- Views: 10327
Re: Fundamental datas
I've had a lot of success using MySQL for external data sources (including time series). Even with minute bar data, there are some tricks to making it work quickly, but it's quite doable.
- 07 Oct 2013
- Forum: MultiCharts .NET
- Topic: Question to "OHLC_Yesterday.Indicator" C# [SOLVED]
- Replies: 1
- Views: 1565
Re: Question to "OHLC_Yesterday.Indicator" C# [SOLVED]
If I'm understanding the code correctly, the first few lines of CalcBar() determine whether the data is daily or intraday, and when to update m_yestclose.Value- EResolution resolution = Bars.Info.Resolution.Type; if (resolution == EResolution.Quarter || EResolution.Week <= resolution && resolution <...
- 04 Oct 2013
- Forum: MultiCharts .NET
- Topic: Bars Since Exit [SOLVED]
- Replies: 2
- Views: 2474
Re: Bars Since Exit [SOLVED]
Thanks, Henry, that seems to answer it.
- 27 Sep 2013
- Forum: MultiCharts .NET
- Topic: Bars Since Exit [SOLVED]
- Replies: 2
- Views: 2474
Bars Since Exit [SOLVED]
Hi, From what I've read, in MultiCharts (but not MC.NET) there's a BarsSinceExit() function that will return the number of bars since exiting the previous position. Is there something similar in MC.NET that can be used in strategy & portfolio backtesting? I have tried to find a way to identify the b...