Search found 23 matches
- 01 Nov 2010
- Forum: MultiCharts
- Topic: Portfolio Optimization Report
- Replies: 1
- Views: 905
Re: Portfolio Optimization Report
You have to do each one seperately- Take the first and "clone strategy", then for each symbol run the optimization. This should save the opt. start and stops and step so you have less data entry to do. If you are using MC6.x please post your speed results compared to MC5.5 or message me
- 01 Nov 2010
- Forum: MultiCharts
- Topic: TS tick data getting "stuck"
- Replies: 9
- Views: 3187
Re: TS tick data getting "stuck"
Should definately be a priority since many users utilize TS for their data and soon 8.6 will not be supported.
- 29 Oct 2010
- Forum: MultiCharts
- Topic: Multicharts 6.01 official release feedback
- Replies: 79
- Views: 22685
Re: Multicharts 6.01 official release feedback
Our machine is a 2 core Dell Precision T3400 Intel Core2 Duo CPU 2.66 GHZ 2 GB Ram
- 28 Oct 2010
- Forum: MultiCharts
- Topic: Crash During Optimization
- Replies: 4
- Views: 1243
Re: Crash During Optimization
I have the same issue- my portfolio backtesting is severely limited in the newest version and optimization has been taking 10 times slower
- 28 Oct 2010
- Forum: MultiCharts
- Topic: Multicharts 6.01 official release feedback
- Replies: 79
- Views: 22685
Re: Multicharts 6.01 official release feedback
I am running 6.2 build 3698
- 28 Oct 2010
- Forum: MultiCharts
- Topic: Multicharts 6.01 official release feedback
- Replies: 79
- Views: 22685
Re: Multicharts 6.01 official release feedback
Has anyone else experienced MC 6.x running extremely slowly in portfolio backtest and optimization mode? I am running 10 symbols over 1 year of minute data on 174 test and it has taken 30 minutes to get halfway done. The memory usage is through the roof- before upgrading I was able to backtest the s...
- 28 Oct 2010
- Forum: MultiCharts
- Topic: Portfolio Backtester commision and slippage
- Replies: 8
- Views: 2020
Re: Data Issues with TS
Also when optimizing, a 960 test optimization estimated 8 hours for completion, previously this same test required 2-6 minutes to complete on MC 5.5. I have 2GB of RAM and a fast processor. I dont understand why the newest version of MC runs so much slower.
- 28 Oct 2010
- Forum: MultiCharts
- Topic: Portfolio Backtester commision and slippage
- Replies: 8
- Views: 2020
Portfolio Backtester commision and slippage
I am using TS 8.6 now to get data for Portfolio Backtester, which has become much slower than MC 5.5 which I used previously. When running a backtest on 50 symbols over 1 year of minute data, my virtual memory used quickly climbs to 1.7 million Kb. Previously I have been able to run such backtests. ...
- 27 Jul 2010
- Forum: MultiCharts
- Topic: Exporting Data
- Replies: 1
- Views: 926
Exporting Data
I tried to export data of 1 tick and 1 second bars of an ETF, and clicked the option to export indicator values as well. The indicators are Bid&Ask. I know they are real time only but for some reason the only values exported were 0.00, even though I started recording at the open. How can I record ti...
- 23 Jul 2010
- Forum: MultiCharts
- Topic: How do I copy a symbol list to excel?
- Replies: 2
- Views: 1498
How do I copy a symbol list to excel?
Is there a way to copy a symbol list directly to Excel? I have a list of 100 symbols I would like to export to excel.
- 21 Jul 2010
- Forum: MultiCharts
- Topic: Strange errror in PL Editor
- Replies: 2
- Views: 708
Strange errror in PL Editor
I was moddfying an indicator that I created and when I went to recompile I recieve the output "compile error" with a reference to line 0, column 0, line end0, column end 0. I tried commenting out my changes but still cant compile. Has anyone else dealt with this? Very frustrating- there seems to be ...
- 15 Jul 2010
- Forum: MultiCharts
- Topic: Quote Manager Hangs
- Replies: 1
- Views: 665
Quote Manager Hangs
Sometimes when I put on a portfolio backtest of 5-30 symbols, the quote manager will begin to download the data and then hang up at certain point. The last message is always sending "stock" 1 minute trade history to data server... but then the quote manager never finishes and resumes downloading. Ha...
- 07 Jul 2010
- Forum: MultiCharts
- Topic: HFT and rebate trading
- Replies: 3
- Views: 1443
Rebate Trading
Our firm is paid to provide liquidity (e.g. getting passive (limit) order filled on the ECNs that we use) and I would like to account for this in a strategy. For example, 1 strategy we are testing made only $-500 to $1000 ove the past year but would have done over 30,000 passive entries and exits on...
- 06 Jul 2010
- Forum: MultiCharts
- Topic: HFT and rebate trading
- Replies: 3
- Views: 1443
HFT and rebate trading
I have a strategy that remains mostly flat in P/L curve but generates 10,000s of trades passively and would earn $24 per 1000 shares in ECN rebates. Is there a way to account for this in my backtest?
- 10 Jun 2010
- Forum: MultiCharts
- Topic: Updating all Symbols
- Replies: 1
- Views: 783
Updating all Symbols
I have a strategy that requires minute bars with hidden daily bars to reference for then same symbol. In TS you can simply type the name and it changes both- however in MC this is not the case. Is there a quick easy way to load both symbosl by typing it once? It is particularly difficult when they h...
- 10 Jun 2010
- Forum: MultiCharts
- Topic: Print(File) Problem
- Replies: 1
- Views: 994
Print(File) Problem
I am trying to load historical results for a daily indicator over the past two years. I got the code Print((File(C;/xxxx),Ind,"IND") to compile and run but it has stopepd working. I have tried this test code to just print the date and have gotten difficulty creating the file. The filepath is correct...
- 27 May 2010
- Forum: MultiCharts
- Topic: Problem backtesting comex metals futures
- Replies: 2
- Views: 9208
Problem backtesting comex metals futures
I am backtesting a futures strategy against 22 symbols, and got unusual results for the three COMEX metals that I tested, symbols in TS @HG, @GC, and @SI. The quotes were correct but when I looked at the results it counted the price moves as if I had bought one unit of the underlying commodity...for...
- 27 May 2010
- Forum: MultiCharts
- Topic: Creating Second, Minute, and Custom Bars from Tick Data
- Replies: 3
- Views: 1246
Creating Second, Minute, and Custom Bars from Tick Data
Is it possible to create minute bars from tick data imported from TS? I was backtesting a strategy using 1 minute bars, and took forever to reload 30 second bars, and then again 1 second bars, even though I had originally performed the test over tick level data.
- 26 May 2010
- Forum: MultiCharts
- Topic: Backtesting data issue
- Replies: 2
- Views: 897
- 25 May 2010
- Forum: MultiCharts
- Topic: Backtesting data issue
- Replies: 2
- Views: 897
Backtesting data issue
I am trying to run a backtest across 10 symbols gathering data from a TS account. Some of the symbols (@ES, @C) collect RT data quickly while others (@TY,@RB,@NG),@HG) only amass 2 quotes worth of data in the same time. When I run the backtest it hangs up at 50% for several minutes, then when comple...
- 25 May 2010
- Forum: MultiCharts
- Topic: Getting Data from an Excel Spreadsheet into a Signal
- Replies: 5
- Views: 1439
Error
Well I was able to get ELXL to compile into my signal but now I get an error that crashes MC whenever I try to use the signal. A previous version without ELXL worked fine. Attached is the error msg.
- 25 May 2010
- Forum: MultiCharts
- Topic: Getting Data from an Excel Spreadsheet into a Signal
- Replies: 5
- Views: 1439
Free Library
that would be vey helpful, please email that to the address on my acct as soon as possible. Thank you
- 24 May 2010
- Forum: MultiCharts
- Topic: Getting Data from an Excel Spreadsheet into a Signal
- Replies: 5
- Views: 1439
Getting Data from an Excel Spreadsheet into a Signal
I have a strategy signal that requires fixed data (both strings and numbers) from an excel sheet. How can I automatically call up the information in these cells to my signal for calculations? The list is about 70 symbols long and compares the "getsymbolname" command to the returned name from the spr...