Hi,
i have set of data from external sources, i plan to read the data simply by simply csv and backtest them in mass.
what i plan is to read M1 data and convert these 1M bar like xM bar internally and run backtests like for(int period=5;period<1048;period+=5) { .... } and evaluate their performance to find best period.
basically i want to use the .net trading logic and trade performance measures to evaluate my optimisation strategies witout wanting any charting etc.
Would such scenario be possible with MC.NEt please? If yes any hints you can give me to get started?
many tx
Using MC.NET independent from Charts
- Alex MultiCharts
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Re: Using MC.NET independent from Charts
Hello fx1,
Please be more precise, do you want to write a strategy that will process different timeframes in the code and calculate the strategy on them, or to have 1 minute chart and make the strategy change its resolution getting data from an ASCII file?
Please be more precise, do you want to write a strategy that will process different timeframes in the code and calculate the strategy on them, or to have 1 minute chart and make the strategy change its resolution getting data from an ASCII file?
Re: Using MC.NET independent from Charts
Actually both variants are possible. I would like to use .NET Trading strategy routines from MC to backtest c# written strategies.
Lets imagine this:
i have EURUSD1.txt file, i will import this file into my Dictionary Collection, convert 1 minute data myself to n minute data, n+5 minute data, n+15 minute data etc. and i would like to run backtests with all my new timeperiods, so at the end i will have backtests for M5, M10, M15, M20 etc. Lets imagine i will run all backtests till M1000, then i would have 50 different backtests for 50 different time periods.I would load performance reports into variables and list them to choose best timeframe to operate that specific strategy.
something like this. Do you see any limitations to archive this goal please?
taskin
Lets imagine this:
i have EURUSD1.txt file, i will import this file into my Dictionary Collection, convert 1 minute data myself to n minute data, n+5 minute data, n+15 minute data etc. and i would like to run backtests with all my new timeperiods, so at the end i will have backtests for M5, M10, M15, M20 etc. Lets imagine i will run all backtests till M1000, then i would have 50 different backtests for 50 different time periods.I would load performance reports into variables and list them to choose best timeframe to operate that specific strategy.
something like this. Do you see any limitations to archive this goal please?
taskin
- JoshM
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Re: Using MC.NET independent from Charts
basically i want to use the .net trading logic and trade performance measures to evaluate my optimisation strategies witout wanting any charting etc.
Unless there is some undocumented feature, this is not possible. The .NET trading logic and Performance Report are dependent on the chart's data series. As far as I know, you cannot have an empty chart and "feed" the Performance Report your own data series.Actually both variants are possible. I would like to use .NET Trading strategy routines from MC to backtest c# written strategies.
Have you considered using ASCII mapping for this custom data? MC .NET can backtest data from ASCII data and trade it.
- Alex MultiCharts
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Re: Using MC.NET independent from Charts
Hello fx1,
It is not possible to execute backtesting in MultiCharts without any data series and there is no any undocumented feature that will allow to do so.
What you can do is import the data from ASCII files, then create 1 minute chart, apply the scipt to it and change its resolution using CommandLine. After it, automatically export calculation results into a file.
It is not possible to execute backtesting in MultiCharts without any data series and there is no any undocumented feature that will allow to do so.
What you can do is import the data from ASCII files, then create 1 minute chart, apply the scipt to it and change its resolution using CommandLine. After it, automatically export calculation results into a file.