MultiCharts: Trading Software for Automated Trading and Backtesting

MAZINGUER

I believe that you can carry out automatic and manual trading in the same account but (in addition to having sufficient balance), you have to take into account that in the same asset, you either operate with automatic systems or you operate manually, but not operate with an automatic system and manu...

MAZINGUER

I think you are both right.
Thanks, ABC and Kate
greetings

MAZINGUER

hello, I have recently opened an account with Interactive Brokers, and I am waiting to apply my systems in this broker through multicharts. My systems take into account volumeUp and volumeDownn, but when loading the future from the interactive brokers data feed, setting the future continuous @M6A, t...

MAZINGUER

hi,
In easylanguage is the reserved word

HighestArray

but I can't find its equivalent in powerlanguage.

Perhaps the word Maxlist can help you....putting all the elements of the array in the list.

MAZINGUER

Hi
I have edited and changed the above code because there was something wrong.

MAZINGUER

Hi, The problem you have is that you do not use the definition of the Marketposition keyword correctly. Marketposition can only have the values -1, zero or 1 for a candle ... and it means that the position is short, none or long on that candle. That is, if Marketposition = 1 it means that in the cur...

MAZINGUER

Try to renew the tokens through the following route:
QUOTEMANAGER ---- TOOLS --- DATA SOURCE --- and select OANDA, then later select if you want simulated or real

MAZINGUER

Good afternoon everyone and thank you very much for answering my post In the end it turns out that it is my fault for not looking at the graph well. It turns out that if I load a chart of 40 Minutes and another of 8 Minutes (in subgraphic2), there are times that I do not have tick data in the 40 cha...

MAZINGUER

Hello See if someone can help me with this little problem. I have a strategy that uses analytics on multiple TFs. If I insert a charts with only one TF, the tick data in each bar is reported without problems, but when I insert another or other charts in the same workspace (in subcharts 2, 3, etc) th...

MAZINGUER

Thanks a lot hughesfleming The truth is that this option that you mention about a physical machine seems much better. Thank you, I did not know of its existence. Of course, its price is double the vps that I have contracted. I do not travel, and in fact until now I kept the systems working on my pc,...

MAZINGUER

Hello hughesfleming, Well, it's Windows Server ... I also hired the 2019 version and they gave me the 2016 version. They recommended this vps service to me, but out of prudence I have hired it every month, so they solve my problems I will have an easy solution. What you say about dedicated hosting m...

MAZINGUER

Hi,
As far as I know, you can only perform operations between vectors that have the same dimension.
Anyway, you give very little information about what you want to do.
Regards

MAZINGUER

Hello hughesfleming, Thank you very much for answering. The same thing that it put in the link that you sent me I already did, I also did it in both ways, directly from the registry and through commands but the same error persists. The only thing that remains for me is that, as you say, since it is ...

MAZINGUER

Hello, I am trying to install MC14 on a dedicated VPS but I am having problems to do the installation because when the installer starts it stops suddenly and a window appears with the following message: The installer has detected that 8dot3 name creation is disabled. It may cause a compiler issue. Y...

MAZINGUER

Antivirus may cause some .DELL files not to be downloaded when installing MC or updating. Therefore, it is advisable to disconnect the antivirus before updating or installing. That I agree with. You other post in effect sounded like people were stupid for having an anti-virus package on top of what...

MAZINGUER

I don't understand why people add another antivirus to Windows 10, when it has an antivuris as standard ... the Windows Defender, which does everything that any other antivirus does. Having two Antivirus, in addition to slowing down the computer, can become incompatible with each other ... For norm...

MAZINGUER

I disabled Avast to not run and that didn't help. MC12 ran with Avast but MC14 won't? Avast isn't flagging anything. I haven't upgraded to MC14 yet but a couple of other apps I've upgraded (IB is one of them) ended up having issues even with Avast disabled. After doing some research I discovered ot...

MAZINGUER

No.
The commission per trade is only for an order, either buy or sell, that is, the commission is for each side.
If today you go long and tomorrow you close the position with a short, there are two commissions "per trade".
Regards

MAZINGUER

Well, I don't know how to explain it either but I have a similar indicator but made for TS, using pivots, but from what I see the interpretation is different on both platforms

MAZINGUER

@Mazinguer: I don't think the Length+1 thing is a problem. I use that in other pivot detection codes without any issue. Actually, this is not my method, I found it in some examples for using this function. Fine, but it wasn't the main thing I wanted to say. The main thing I wanted to say is that I ...

MAZINGUER

When HSwing is true the last time LSwing was true could be several bars ago and vice versa. If CurrentBar - LastSwingLowBN > your max bars back setting at that moment this would trigger the error. A good approach to deal with that would be to store the trend line prices at the moment you store Last...

MAZINGUER

Hello, Looking at your code there is something I don't understand ... you want to calculate the pivots considering "strength" bars on the left and "strength" bars on the right of the considered pivot. However, just consider "strength + 1" bars for the calculation so I don't think the code can find a...

MAZINGUER

Hello,
On the chart with the signal, display the menu on the SA tab and select strategy properties.
Then, in the table of the strategy properties, indicate in the table the minimum bars that the strategy needs to make the calculations.
I attached an image

MAZINGUER

is there a way to get the lowest or highest value of an array of a specified lookback without having to hard code all of it?

Functions: EXTREMESARRAY, HIGHESTARRAY, LOWESTARRAY

MAZINGUER

Hi,

This also is part of my original query of how I can get a variable to store a value rather than refresh on every bar

Perhaps the MRO and LRO functions could be useful to you

MAZINGUER

Hi Tony
Try adding to your if statement that conditions purchases / sales, the expression "or MarketPosition (1) = 0" so that something like this follows:

Code: Select all


If BarsSinceExit (1)>1  or  MarketPosition (1) = 0 then

buy / sell

MAZINGUER

viewtopic.php?f=16&t=10094&p=48319#p48320

MAZINGUER

Hello,
try the following: right click on the PT icon and select "run as administrator".

regards.

MAZINGUER

good detail that I did not know and was curious
Thanks for sharing, PD Quig !
regards

MAZINGUER

Hi PD Quig, That's right ... sometimes it is true that it can work by putting the data where we want the calculations inside the parentheses, but in the end it is a programming error because the data where we want the calculations must go to the end of the statement. Please read the post 5 in this t...

MAZINGUER

MAZINGUER

The mistake has to be some nonsense.
Please add the corresponding data flow (data 3) to the end of the declaration and not after the close.
I mean...
MA = XAverage(close, MA_Length) data3 ;

It is also convenient that the data flow with smaller TF is the data1

MAZINGUER

PD Quing,
Please, do the same test by removing the word barstatus

MAZINGUER

Perhaps it is because when you are using the word intrabarpersist along with barstatus = 2 (bar closing tick), what you are doing is calculating the MA of the MA_Length last ticks and not of the MA_Length last bars of 5 minutes. I think that in your indicator you do not need to use the word barstatu...

MAZINGUER

Hello,
Here is a version of the Hurst Exponent indicator. If I remember correctly, this indicator calculates the Hurst exponent for a certain number of bars that are indicated by an input

MAZINGUER

Gregorian, If I'm not wrong, you can refer to the market depth data loaded while the chart and the indicator have been executed in real time. In addition, these data can be saved. But ONLY Level 1 data The Level 2 data do not think you can refer to them historically, nor optimize any strategy based ...

MAZINGUER

Hi Gregorian, There is no historical data of market depth. But if I'm not wrong, if you stop running on a chart, an indicator based on this market depth data, if you'll have access to those historical data loaded while the indicator was running. Another issue is the case of optimizations, because yo...

MAZINGUER

But how can I call this value in real time and, above all, can this method be used in the BackTest? To get the historical exchange rate for backtest, I think you'll have to assign the quote to close, open, high or low. The smaller the TF used, the more it will adjust to the real price at a given ti...

MAZINGUER

Hi fepra Cross pairs are the currency pairs in which the dollar is neither the base currency nor the currency traded. Although the dollar is not part of the pair, the dollar influences the behavior of the prices of the cross pair. why? because buying EUR / JPY is equivalent to buying EUR / USD and U...

MAZINGUER

Hi fepra, As you know, the value of a pip depends on the number of lots invested. The currency pairs are expressed through the agreement: Base Currency / Quoted Currency The calculation of the value of a pip can be divided into three categories: a) Currency pairs that have the denominator the USD (t...

MAZINGUER

Hi turbofib,
Surely you have opened the MC platform as administrator.
If this is the case ... you must also open the Power Language Editor as administrator

MAZINGUER

hi PK1, By default, the signals are processed only once and at the close of the bar, both historically and in real, and the orders are generated in the next bar. The time and date data are also given to the bar's tile. Therefore, if the resolution of your chart is 15M, it is impossible to generate o...

MAZINGUER

I think something like this: You create an array of one dimension with ten elements. Vars: AVG1(0, Data1); Array: MyArray[9](0); AVG1 = Average (close, 10) of data 1; MiArray[0] = AVG1; // (in the first element of the array I put the average of the first ten bars) If currentbar = 10 then MiArray[1] ...

MAZINGUER

I also found this: Some calculations do require large lookbacks. For instance, if you are calculating a 200 period simple moving average then you will need a lookback (and hence a MaxBarsBack setting) of 200. However, it is an easy mistake (and quite common) to write code that looks back further tha...

MAZINGUER

Well I think you will not be able to solve this unless you get the daily bars needed to be at least equal to the maxbarsback I found this in reference to maxbarsback (TS forum) Look at point 5 and 6 Some facts about MaxBarsBack 1-During the MaxBarsBack period no calculations take place. 2-Indicators...

MAZINGUER

Hi TJ,
you're right, I correct the error

Code: Select all


Vars: Avg1 (0,Data1), Avg2 (0,Data2);

Avg1 = Average (close, 100) of Data1;

Avg2 = Average (close, 10) of Data2;

Thanks

MAZINGUER

Hi joyjoy Multiple data streams can be referenced with the keyword DATA. If we do not put anything about the flow of data, the variables do calculations and store values referring to Data1. If you want the variables to make calculations and store values referring to another data flow, for example Da...

MAZINGUER

is it possible to store 2 values in an array? (if I use the multidimensional array it's not what I want) Hi shivax, I think you can create an array of one dimension but two elements. There is nothing that prevents filling the elements of an array with values of different type. For example, the firs...

MAZINGUER

The truth is that I've been doing things with arrays for a while now but it's getting very complicated for me.
There is not much material about them to learn

MAZINGUER

Hello turbofib, I think this can be -First in the definition of the function you have put input: Signal [X] [Y] (NumericArrayRef); and it should be input: Signal [X, Y] (NumericArrayRef); - Second: when defining an imput in a normal function passed by reference ... in the study you have to define it...

MAZINGUER

Hi turbofib. Currentbar is the first bar on the left after the Maxbarsback. That is, if maxbarsback = 20, after 20 bars it will return the currentbar and it will be currentbar = 1 and it is the bar that is currently being evaluated. It means that if Currentbar = 8, bar 8 is evaluated after the maxba...

MAZINGUER

The problem could one of many factors... it could be GIGO garbage in garbage out, it could be a timing problem, it could be a language difference, it could be a backtest magnifier difference, it could be an IOG difference, it could be a host of other things. That's why you need to start with ONE ex...

MAZINGUER

You can begin by describing one specific problem -- take ONE example trade, with specific BUY/SELL triggers, fills, and describe what do you think is wrong. Thanks TJ I'll try to do that, but I do not know. The truth is that the same configuration of the signal for the same data flow should give si...

MAZINGUER

Also in the Performance report of Multicharts, the equity curve does not match the data in the report
I do not know what I'm doing wrong

MAZINGUER

I enclose the performance report, that perhaps the differences are better observed there.
As I said, same signal, same historical period, same data source, same parameters for the signal ... but ... very different results

MAZINGUER

See if it has been attached as pdf

MAZINGUER

Forgive TJ .......how can I attach images or screenshots?

MAZINGUER

Hello, I have created a signal, and I am applying it to the same symbol, with the same TF, same data history, same parameters in the signal ... in the TS platform and in the Multicharts platform ...using the data flow of TS on the Multicharts platform However, the results of both platforms are enorm...

MAZINGUER

Hi turbofib, Maybe what you need is to use is a flag. I mean, Vars: Flag(false); If Momentum of line equity(10 period ago) is > of line equity line at this moment then Flag = true; else Flag = false; If Condition (the entry conditions of your system) and Flag = true then buy .......

MAZINGUER

Hi I do not know what you want to say, but if what you mean is that after fulfilling a condition, mark a point but only once, even if the condition continues to be fulfilled, maybe you'll be worth the following If Condition then begin If Condition<>Condition[1] then Plot1 (low,, "Name") Else NoPlot(...

MAZINGUER

Hi Al13cs,

I think it's better that you use blocks "if .... then begin .... end else ..." so that something like that remains:

Code: Select all


If .....{conditions}....  then begin

	....{instructions ó assignments}....

	Plot1[BarNumber - PVH1Pos + 1](PVH1,"1");

Else

	NoPlot(1);

end;

MAZINGUER

Hi tradingest, create an " if ..... then" block for the condition that includes the instructions to draw a paintbar. Once the block is defined, you must use the "NoPlot (1)" instruction after an "else" Something like this: If .........{conditions}........ then PlotPB (High, Low, "name", color) else ...

MAZINGUER

Hello shivax,
maybe you mean something like that

If marketposition=1 then begin
sell nex bar at ....... stop; // StopLoss
sell next bar at...... limit; // take profit
end;

Same using marketposition=-1 but using the Word buytocover

MAZINGUER

Hello MAZINGUER,

Portfolio Trader doesn't save the results of previously run Backetsing/Optimization etc.
The only way to access the past results is to export the report.

Thanks Angelina!

MAZINGUER

Hello,
When, for some reason, I have to stop the PortfolioTrader application, when reconnecting it again, it turns out that the results history is cleared.
Is there any way to turn it on again and retrieve the Performance Report from a certain date?
Thanks and regards

MAZINGUER

Hi, TraderM, As I wrote in my previous post, there are many factors to take into account to perform a good optimization. From the results of the system you have put, I would not trust because you have done your optimization based on maximum benefit (NetProfit) and I told you that is a mistake. Alway...

MAZINGUER

Hi Trader M, -The first thing I would say is that you never optimize an automatic system for maximum benefit. It is best to optimize by some ratio risk / benefit or similar -Then it is important to perform the optimization in an ample historical so that the sample is representative (have periods bul...

MAZINGUER

I mean something similar to this: If (sell-condition) then SellShort "trSELL" 1 contracts next bar at ... (market/stop/limit) ; SellShort "CLB75oxSE" 1 contracts next bar at....(market/ stop/limit); if MarketPosition=-1 then begin If (cover-condition-1) then BuyToCover ("trSXBreakEven") from Entry (...

MAZINGUER

Spikehog,
Please try to place the stop orders inside the block "if sell-condition then begin .... end"
Make two "if ... then begin" blocks: one for buy orders and one for sellShort orders.
Then inside each block places the stop orders (which you can place directly or subject to another "If")

MAZINGUER

Hello Spikehog, Hello, In principle, that part of the code looks good. That is why I believe that the failure must be in the declaration of the variables. I also see a logic failure, because the BUYTOCOVER commands do not go into operation until you have both sales positions open because you put the...

MAZINGUER

Strategy running on USDCHF got switched off and gave the error "Cannot access currency conversion server. Calculation will be stopped". It happened after the strategy was running for hours, and now when I try to reactivate automation, the same error is generated each time, about 10 seconds from act...

MAZINGUER

The powerlenguage programming language reads the codes from top to bottom and for each bar. For each bar it means that if you have a variable, the code calculates its value for each bar. It is for this reason that if you want to know if a position is positive or negative in each bar, you do not need...

MAZINGUER

Thanks, would this work when purely backtesting? the function GetPoisitionOpenPL asks for an account number, does it only work in live trading? That's right, serioustrader. Watch this link https://www.multicharts.com/discussion/viewtopic.php?f=1&t=46385&p=103788&hilit=money+management#p103788 regards

MAZINGUER

Hi seriustrader,

I'm not an expert but you can try this:

If BarsSinceEntry>30 and GetPositionOpenPL<0 then....

Regards and happy new year

MAZINGUER

"While" is for looping.
Maybe the use of switches is better.
Have a look at this
viewtopic.php?t=50410

But keep in mind that I am not an expert
Greetings and happy new year

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