Search found 24 matches
- 02 Mar 2010
- Forum: MultiCharts
- Topic: Best settings for genetic optimization?
- Replies: 1
- Views: 999
Best settings for genetic optimization?
Are there any help pages or descriptions of the various options that you can set when using genetic optimization (e.g. convergence type, max/min # of generations, replacement scheme, genetic algorithm subtype, etc)? And what settings have people found experimentally seem to work the best? Looking fo...
- 02 Mar 2010
- Forum: MultiCharts
- Topic: GA Custom Fitness Functions for Indicator Development
- Replies: 3
- Views: 1392
- 01 Mar 2010
- Forum: MultiCharts
- Topic: Need something like MaxIDDDrawDownPercent...
- Replies: 0
- Views: 844
Need something like MaxIDDDrawDownPercent...
In assessing a strategy's performance, using MaxIDDrawDown is misleading for strategies which use compounding or pyramiding money management schemes. What seems needed is what is already provided in the Performance Summary when using the Portfolio Backtester - that is "Max Portfolio Drawdown (%)". A...
- 27 Feb 2010
- Forum: MultiCharts
- Topic: Historical hour stock data?
- Replies: 6
- Views: 1659
- 27 Feb 2010
- Forum: MultiCharts
- Topic: Historical hour stock data?
- Replies: 6
- Views: 1659
Cool, thanks. Now any idea why it's so painfully slow to pull the hour data from TS? I've got a modern 4-core desktop, fast internet access (~10 Mbps), etc so can't understand why pulling and graphing the hour data is so darn slow... What data service are you using? I wonder if it's a TS problem? Th...
- 27 Feb 2010
- Forum: MultiCharts
- Topic: Historical hour stock data?
- Replies: 6
- Views: 1659
For NVDA. Actually I found the hour data does seem to exist, although I'm not sure how far back it goes. In a chart window, I found if I format the Signal to be hour timescale and then to be 1000 bars from 2/27/2010 (today, for example) then only ~430 bars are pulled (roughly 3 months back). Increas...
- 26 Feb 2010
- Forum: MultiCharts
- Topic: Historical hour stock data?
- Replies: 6
- Views: 1659
Historical hour stock data?
I currently use TS for my data source, and it appears they only provide ~3 months of hour data (about 430 hour bars it seems). Does anyone know if this is just a TS policy that they don't have more historical hour data? Any recommendations on data providers which have substantially more (5-10 years)...
- 26 Feb 2010
- Forum: MultiCharts
- Topic: Suggestion: new default exchanges
- Replies: 1
- Views: 952
- 26 Feb 2010
- Forum: MultiCharts
- Topic: TS settings for ARCX?
- Replies: 2
- Views: 1115
TS settings for ARCX?
ARCX doesn't seem to be included in the pre-configured exchanges with MultiCharts. Does anyone have the settings required for TS data to add as an exchange within QuoteManager (Price Scale, Daily Limit, Min Movement, Big Point Value, Time Zone)? And for future reference, is there a good resource ava...
- 25 Jan 2010
- Forum: MultiCharts
- Topic: Can Multichart be supported by Windows 7
- Replies: 9
- Views: 3580
- 20 Jan 2010
- Forum: MultiCharts
- Topic: How to queue up many Portfolio Backtester runs?
- Replies: 0
- Views: 899
How to queue up many Portfolio Backtester runs?
I have a trading system that I would like to test against ~100 different stocks. I'd like the Portfolio Backtester to test each stock one-by-one, using the same genetic testing optimization settings for each. Is there any way to set this up such that I don't have to manually start Backtester for eac...
- 21 Aug 2009
- Forum: MultiCharts
- Topic: How to plot a strategy equity line against a price chart?
- Replies: 7
- Views: 3981
Try to declare InitalCapital in your code. Input: InitialCapital (10,000); Value1= InitialCapital + I_ClosedEquity + I_OpenEquity; Yes, that's one way to do it. Seems the "right" (i.e. elegant) way would be to have some way to grab the value that's specified in the "init capital" field, either from...
- 20 Aug 2009
- Forum: MultiCharts
- Topic: How to plot a strategy equity line against a price chart?
- Replies: 7
- Views: 3981
Thanks all for your suggestions. The problem with using "PositionProfit" is that it only provides the profit (or loss) by position, but does not include into account he initial capital. Similarly, with I_ClosedEquity & I_OpenEquity, once the first trade is taken these will track the overall equity p...
- 20 Aug 2009
- Forum: MultiCharts
- Topic: Edit/change fields Backtester's Optimization Report?
- Replies: 1
- Views: 923
Edit/change fields Backtester's Optimization Report?
Is there a way to add/delete/change the fields that are reported in the Backtester Optimization Report? For example, in addition to "Max Intraday Drawdown", I'd like to have something like "Max Intraday Drawdown %". Also would like to have "Max Close Drawdown" in addition to or instead of Intraday D...
- 20 Aug 2009
- Forum: MultiCharts
- Topic: How to plot a strategy equity line against a price chart?
- Replies: 7
- Views: 3981
How to plot a strategy equity line against a price chart?
In MultiCharts, how can I plot the equity line of a strategy I have developed against the price chart? And a related question, how do I get the current equity position in a strategy (GrossProfit and GrossLoss give me the gross profit and loss respectively, but how do I get my equity position)? Thanks.
- 20 Jul 2009
- Forum: MultiCharts
- Topic: Multiple Symbols in the same Strategy
- Replies: 10
- Views: 3502
Searching the MC help file for "Data" yields tons of results. Which help topic shows how to do this (i.e. further clarifies Andrew’s comments of “Just reference data1, data2 or Data3”)? Alternatively, any code snipets of how to code a strategy to use/access multiple symbols would be just as useful. ...
- 20 Jul 2009
- Forum: MultiCharts
- Topic: Changing many symbol properties in the Scanner window
- Replies: 1
- Views: 1380
Changing many symbol properties in the Scanner window
In the scanner window, there's an option to format a particular study for all the symbols, but there doesn't appear to be a similar option to change the symbol properties across all symbols. For example, I've got 100 symbols loaded in the scanner window and I want to change all of them to use 5000 b...
- 20 Jul 2009
- Forum: MultiCharts
- Topic: How to quickly import many symbols into MultiCharts?
- Replies: 11
- Views: 4287
Thanks for the reply Fernando. Your cut-and-paste method allows for a nice easy way to add a bunch of symbols into the scanner window, but the data only gets loaded for those symbols if they already have been added via QuoteManager. You state that “All symbols will be created automatically in QuoteM...
- 20 Jul 2009
- Forum: MultiCharts
- Topic: Possible performance bug in Portfolio Backtester / Optimizer
- Replies: 12
- Views: 3560
Andrew-- I have not altered the default settings for the generic algorithm (screenshot of the default settings I am using is attached), so the problem I am having is with the "basic" optimization method. I have not tried the incremental optimization method. Please confirm you can reproduce this prob...
- 20 Jul 2009
- Forum: MultiCharts
- Topic: Possible performance bug in Portfolio Backtester / Optimizer
- Replies: 12
- Views: 3560
Thanks Andrew for the confirmation this is a problem. I would also strongly urge you all to prioritize fixing this issue as most modern strategies have a reasonable number of inputs with input ranges which, in combination, far exceed what is possible to run using "exhaustive search". Genetic search ...
- 19 Jul 2009
- Forum: MultiCharts
- Topic: How to quickly import many symbols into MultiCharts?
- Replies: 11
- Views: 4287
How to quickly import many symbols into MultiCharts?
I use TS for my data source and would like to find a way to add many symbols at the same time instead of having to lookup and add each individually. For example, if I wanted to add all the symbols in the NASDAQ Composite Index what would be the easiest way of doing this? Is it possible to add Symbol...
- 18 Jul 2009
- Forum: MultiCharts
- Topic: Possible performance bug in Portfolio Backtester / Optimizer
- Replies: 12
- Views: 3560
- 16 Jul 2009
- Forum: MultiCharts
- Topic: Possible performance bug in Portfolio Backtester / Optimizer
- Replies: 12
- Views: 3560
Possible performance bug in Portfolio Backtester / Optimizer
I am running MC Version 5.0 Release (Build 2369) on Windows XP Pro SP3 on a quad-core Intel CPU. I noticed when using the genetic optimizer that for awhile at the beginning of an optimization run that all 4 CPUs are max'ed out during the run (looking at the Performance tab of the Windows task manage...
- 22 Feb 2009
- Forum: MultiCharts
- Topic: Get Computer Name?
- Replies: 1
- Views: 1282
Get Computer Name?
I use MultiCharts on a couple of different computers, and would like to append the name of the computer to the output files that I generate. Is there a constant or a function which returns the name of the computer or some other unique computer-specific identifier?
Thanks!
Thanks!