Search found 56 matches
- 26 Sep 2023
- Forum: MultiCharts
- Topic: Portfolio Trader
- Replies: 1
- Views: 315
Portfolio Trader
Hi, I have been a satisfied user for about 15 years :D but I still haven't gotten to the bottom of a problem; The management of purchases when you exceed your available capital because it seems that the software considers available money from profit positions not yet closed "Portfolio_OpenPositionPr...
- 18 Jun 2019
- Forum: MultiCharts
- Topic: PortfolioEntriesPriority [SOLVED]
- Replies: 2
- Views: 1224
Re: PortfolioEntriesPriority [SOLVED]
Ok, thanks a lot.
- 18 Jun 2019
- Forum: MultiCharts
- Topic: PortfolioEntriesPriority [SOLVED]
- Replies: 2
- Views: 1224
PortfolioEntriesPriority [SOLVED]
Hi, I wrote a signal to buy at the start of each year the only one stock with the highest momentum: value1=(c-c[250])/c*100; PortfolioEntriesPriority=value1; if marketposition=0 then buy next bar at open; if year(date)>year(date)[1] then sell this bar at close; I don't know why the backtester buy al...
- 18 Feb 2019
- Forum: MultiCharts
- Topic: NumEvenTrades in Signal
- Replies: 3
- Views: 1116
Re: NumEvenTrades in Signal
NumEvenTrades will return a value of 10 if there were ten completed even trades
- 17 Feb 2019
- Forum: MultiCharts
- Topic: NumEvenTrades in Signal
- Replies: 3
- Views: 1116
NumEvenTrades in Signal
Hi,
when in a signal I try to print (NumEvenTrades) return 0 or a strange number... Where Iìm wrong?
Thanks
Riccardo
when in a signal I try to print (NumEvenTrades) return 0 or a strange number... Where Iìm wrong?
Thanks
Riccardo
- 25 Jan 2017
- Forum: MultiCharts
- Topic: Data mapping fundamental on unused field
- Replies: 1
- Views: 999
Data mapping fundamental on unused field
Dear sirs, I would map ascii data with fundamental value (dividend yield). Since it is not provided for the field I tried to use other unused field like volume, open interest ecc..., but since the record is not an integer while the volume and open interest (for which the field was created) are I can...
- 19 Jan 2017
- Forum: MultiCharts
- Topic: Portfolio backtester and multithreading
- Replies: 2
- Views: 1116
Re: Portfolio backtester and multithreading
Please, vote the feature request to have multithreading implemented in Portfolio Backtester at the link:
https://www.multicharts.com/pm/public/m ... es/MC-2164
Thanks
Riccardo
https://www.multicharts.com/pm/public/m ... es/MC-2164
Thanks
Riccardo
- 12 Jan 2017
- Forum: MultiCharts
- Topic: Portfolio backtester and multithreading
- Replies: 2
- Views: 1116
Portfolio backtester and multithreading
Dear sirs,
will be implemented multithreading for Portfolio backtester in next futures?
Thanks
R
will be implemented multithreading for Portfolio backtester in next futures?
Thanks
R
- 05 Nov 2015
- Forum: MultiCharts
- Topic: Portfolio_CurrentEntries
- Replies: 2
- Views: 1542
Portfolio_CurrentEntries
Hi,
when I use Portfolio_CurrentEntries in a manner like this one:
If condition=true and Portfolio_CurrentEntries<1 then buy next bar at o;
every time that the signal enters simultaneously on more instruments I find them all in the portfolio.
There is one solution?
Thanks
Riccardo
when I use Portfolio_CurrentEntries in a manner like this one:
If condition=true and Portfolio_CurrentEntries<1 then buy next bar at o;
every time that the signal enters simultaneously on more instruments I find them all in the portfolio.
There is one solution?
Thanks
Riccardo
- 17 Jun 2015
- Forum: MultiCharts
- Topic: Map ascii
- Replies: 1
- Views: 1329
Map ascii
Dear Sirs,
I collect .csv data in format like this:
date,close
17/06/1991,0.164697
18/06/1991 ,0.164697
is possible mapping (with map ascii) without the open, high and low?
Bets regards
Riccardo
I collect .csv data in format like this:
date,close
17/06/1991,0.164697
18/06/1991 ,0.164697
is possible mapping (with map ascii) without the open, high and low?
Bets regards
Riccardo
- 09 Dec 2013
- Forum: MultiCharts
- Topic: Alert
- Replies: 1
- Views: 946
Alert
Dear Sirs,
is possible send more alerts in the same time?
Like:
if condition1=true then alert("xx");
if condition2=true then alert("yy");
where condition1 and 2 are true the same day I have only the first alert.
Regards
Riccardo
is possible send more alerts in the same time?
Like:
if condition1=true then alert("xx");
if condition2=true then alert("yy");
where condition1 and 2 are true the same day I have only the first alert.
Regards
Riccardo
- 19 Nov 2013
- Forum: MultiCharts
- Topic: SetCustomFitnessValue [SOLVED]
- Replies: 2
- Views: 1536
Re: SetCustomFitnessValue [SOLVED]
Perfect!
Thx, Andrew
Thx, Andrew
- 19 Nov 2013
- Forum: MultiCharts
- Topic: SetCustomFitnessValue [SOLVED]
- Replies: 2
- Views: 1536
SetCustomFitnessValue [SOLVED]
Dear Sirs,
when I write:
IF date<1000606 THEN SetCustomFitnessValue(netprofit/maxiddrawdown);
and plot all the data (before 1000606 until today) and optimize. The input choose from the optimizer will the best input from the start until 1000606.
Right?
Thx
Riccardo
when I write:
IF date<1000606 THEN SetCustomFitnessValue(netprofit/maxiddrawdown);
and plot all the data (before 1000606 until today) and optimize. The input choose from the optimizer will the best input from the start until 1000606.
Right?
Thx
Riccardo
- 28 Feb 2013
- Forum: MultiCharts
- Topic: Portfolio backtester [SOLVED]
- Replies: 6
- Views: 2735
Re: Portfolio backtester [SOLVED]
Thanks Andrew,
seem works with this solution
Capital to invest:
(InitialCapital +Portfolio_NetProfit-Portfolio_InvestedCapital-Portfolio_OpenPositionProfit)
Thanks!!
Riccardo
seem works with this solution
Capital to invest:
(InitialCapital +Portfolio_NetProfit-Portfolio_InvestedCapital-Portfolio_OpenPositionProfit)
Thanks!!
Riccardo
- 26 Feb 2013
- Forum: MultiCharts
- Topic: Portfolio backtester [SOLVED]
- Replies: 6
- Views: 2735
Re: Portfolio backtester [SOLVED]
Ok Andrew,
can you help me how to achieve this goal.
I don' t want buy stock AA because stock CAT is still in portfolio.
How can I write it in the code in the first post?
Thanks
can you help me how to achieve this goal.
I don' t want buy stock AA because stock CAT is still in portfolio.
How can I write it in the code in the first post?
Thanks
- 25 Feb 2013
- Forum: MultiCharts
- Topic: Portfolio backtester [SOLVED]
- Replies: 6
- Views: 2735
Re: Portfolio backtester [SOLVED]
Because the symbol cat is still in portfolio and the money isn' t available. I try to explain better: I start with 100.000,00 usd and buy 1000 stock Z at 10 USD and after 1 years stock Z is at 20 usd and is still portfolio. Then if I want buy another stock Y I can't buy it because I haven' t money. ...
- 25 Feb 2013
- Forum: MultiCharts
- Topic: Portfolio backtester [SOLVED]
- Replies: 6
- Views: 2735
Portfolio backtester [SOLVED]
Hi to all, with this code: value2=(100000)/c; if date=1020313 {13/03/2002} and getsymbolname="CAT" then buy value2 shares next bar at o; if date=1080319 {19/03/2008} and getsymbolname="AA" then buy value2 shares next bar at o; {} and the portfolio setting like in the image attached, in data 20/03/20...
- 26 Oct 2012
- Forum: MultiCharts
- Topic: Problem LastBarOnChart on MC 64bit
- Replies: 7
- Views: 3125
Re: Problem LastBarOnChart on MC 64bit
Solved.
Thanks to all MC staff thanks for their patience!
The problem was due to the setting IN QUOTEMANAGER / EXCAHNG & ECN'S setting. No from the 64 or 32 bit version!
Regards
Riccardo Granero
Thanks to all MC staff thanks for their patience!
The problem was due to the setting IN QUOTEMANAGER / EXCAHNG & ECN'S setting. No from the 64 or 32 bit version!
Regards
Riccardo Granero
- 26 Oct 2012
- Forum: MultiCharts
- Topic: Problem LastBarOnChart on MC 64bit
- Replies: 7
- Views: 3125
Re: Problem LastBarOnChart on MC 64bit
Thank you for your quickly answer, I have made all your suggested settings and it seem all it work fine. How can I made same settings on backtester?
Regards
Riccardo Granero
Regards
Riccardo Granero
- 25 Oct 2012
- Forum: MultiCharts
- Topic: Problem LastBarOnChart on MC 64bit
- Replies: 7
- Views: 3125
Problem LastBarOnChart on MC 64bit
In Powerlanguage LastBarOnChart is not last bar plotted in Multichart (version 64 bit 8.0 build 5622).
This problem do not occours on 32bit version
Example:
Multichart end in date 10/24/2012
Powerlanguage
if LastBarOnChart then print (date);
Result:
1121023
This problem do not occours on 32bit version
Example:
Multichart end in date 10/24/2012
Powerlanguage
if LastBarOnChart then print (date);
Result:
1121023
- 28 Aug 2012
- Forum: MultiCharts
- Topic: Selecting Custom Criteria for Optimization
- Replies: 22
- Views: 7726
Re: Selecting Custom Criteria for Optimization
Ok.
Thank you for your attention!
Riccardo
Thank you for your attention!
Riccardo
- 28 Aug 2012
- Forum: MultiCharts
- Topic: Selecting Custom Criteria for Optimization
- Replies: 22
- Views: 7726
Re: Selecting Custom Criteria for Optimization
Ok.
Henry have you a date (indicative) on next MC version?
Thanks
Riccardo
Henry have you a date (indicative) on next MC version?
Thanks
Riccardo
- 27 Aug 2012
- Forum: MultiCharts
- Topic: Selecting Custom Criteria for Optimization
- Replies: 22
- Views: 7726
Re: Selecting Custom Criteria for Optimization
Hi Henry, I don' t find it under the standard criteria list. What I miss?
The code:
if portfolio_MaxIDDrawDown<>0 and portfolio_netprofit <>0 then
SetCustomFitnessValue (portfolio_netprofit / absvalue(portfolio_MaxIDDrawDown) );
Attached the image.
Thanks Riccardo
The code:
if portfolio_MaxIDDrawDown<>0 and portfolio_netprofit <>0 then
SetCustomFitnessValue (portfolio_netprofit / absvalue(portfolio_MaxIDDrawDown) );
Attached the image.
Thanks Riccardo
- 26 Aug 2012
- Forum: MultiCharts
- Topic: Selecting Custom Criteria for Optimization
- Replies: 22
- Views: 7726
Re: Selecting Custom Criteria for Optimization
Hi, I saw (in the post) that Fitnessfunction should work in Portfolio backtester (product version 8.0.5620.401). But I don't find it.
Thanks
Riccardo
Thanks
Riccardo
- 20 Aug 2012
- Forum: MultiCharts
- Topic: MC-1044 - PORTFOLIO BACKTESTER INSTRUMENT INFORMATION
- Replies: 0
- Views: 739
MC-1044 - PORTFOLIO BACKTESTER INSTRUMENT INFORMATION
In portfolio backtester, portfolio tree under each instrument symbol we can put only 4 instrument information (data2,data3,data4,data5). To use more then 4 will be a big improvement. Because we could run strategy based on ranking on a bigger number of instrument! And then program market neutral stra...
- 21 Jun 2012
- Forum: MultiCharts
- Topic: Portfolio_InvestedCapital seems not to work
- Replies: 4
- Views: 1890
Re: Portfolio_InvestedCapital seems not to work
Ok, now works with setting in Max potential loss = 100%.
Well done, Portfolio_InvestedCapital and all the new global variable on Portfolio are very useful.
Thanks Henry!
Well done, Portfolio_InvestedCapital and all the new global variable on Portfolio are very useful.
Thanks Henry!
- 20 Jun 2012
- Forum: MultiCharts
- Topic: Portfolio_InvestedCapital seems not to work
- Replies: 4
- Views: 1890
Re: Portfolio_InvestedCapital seems not to work
I just tried to buy 100 shares of NEE and 100 shares of NI and Portfolio_InvestedCapital was 0.2=(100+100)/1000. The sum of all the shares/1000.
The right would be the sum of the position in Usd like indicated by the manual.
I have just made the upgrade to the last version 8.0.5605.400.
The right would be the sum of the position in Usd like indicated by the manual.
I have just made the upgrade to the last version 8.0.5605.400.
- 20 Jun 2012
- Forum: MultiCharts
- Topic: Portfolio_InvestedCapital seems not to work
- Replies: 4
- Views: 1890
Re: Portfolio_InvestedCapital seems not to work
I have just dicovered who 5.7 is the sum of the contracts of NI and NEE / 1000... why?
- 20 Jun 2012
- Forum: MultiCharts
- Topic: Portfolio_InvestedCapital seems not to work
- Replies: 4
- Views: 1890
Portfolio_InvestedCapital seems not to work
Hi, I would print Portfolio_InvestedCapital and then I did this signal: if BarNumber=10 then buy 100000/c shares next bar at o; if lastbaronchart then sell next bar at o; print(Portfolio_InvestedCapital,";",getsymbolname,";",date); I have applied it in portfolio backtestr to symbol NI and NEE to the...
- 03 Apr 2012
- Forum: MultiCharts
- Topic: Need a way to trade strategies that rank securities
- Replies: 3
- Views: 1322
- 16 Feb 2012
- Forum: MultiCharts
- Topic: Backtesting Precision & Bar Magnifier
- Replies: 13
- Views: 2704
Re: Backtesting Precision & Bar Magnifier
Ok Henry, Please to cosider to extend Bar Magnifier and the improvement to Portfolio Backtester too. Portfolio Backtester is a formidable tool (global variable like Portfolio.netprofit are very useful!!) and one (with many other) of the benefit to work with MC. I am glad that my report is served!! R...
- 15 Feb 2012
- Forum: MultiCharts
- Topic: Backtesting Precision & Bar Magnifier
- Replies: 13
- Views: 2704
Re: Backtesting Precision & Bar Magnifier
Ok! Thanks
- 14 Feb 2012
- Forum: MultiCharts
- Topic: Backtesting Precision & Bar Magnifier
- Replies: 13
- Views: 2704
Re: Backtesting Precision & Bar Magnifier
Henry, The correct price filled is fundamental during backtesting. When I test a strategy i must know if is really profitable or if the order generated are filled at inesistent price (during gAp). In TS backtesting resolution works in this manner. Sure I prefere MC, but this is a problem in backtest...
- 10 Feb 2012
- Forum: MultiCharts
- Topic: Backtesting Precision & Bar Magnifier
- Replies: 13
- Views: 2704
Re: Backtesting Precision & Bar Magnifier
Thanks Josh for the help! The code isn't buy next bar at open + value1 stop; but buy next bar at open next bar + value1 stop; Josh I would buy tomorrow at open + value1 (calculated today). I tried in TS and works (pheraps the code is little bit different) easylanguage TS 2000i: buy at o next bar + v...
- 10 Feb 2012
- Forum: MultiCharts
- Topic: Backtesting Precision & Bar Magnifier
- Replies: 13
- Views: 2704
Re: Backtesting Precision & Bar Magnifier
Henry in attachment the explain.
Thanks
Riccardo
Thanks
Riccardo
- 09 Feb 2012
- Forum: MultiCharts
- Topic: Backtesting Precision & Bar Magnifier
- Replies: 13
- Views: 2704
Re: Backtesting Precision & Bar Magnifier
Hello Henry, I use stop order on weekly data. If I don't use Bar Magnifier I have execution price to levels that would have been untouched. When I use Bar Magnifier I would expect a execution price only at real price touched in daily data. In attachment the example chart where I buy at open + x stop...
- 08 Feb 2012
- Forum: MultiCharts
- Topic: Backtesting Precision & Bar Magnifier
- Replies: 13
- Views: 2704
Backtesting Precision & Bar Magnifier
Hi,
I applied on a weekle chart a strategy and then I tried to use Bar Magnifier to see the result based on daily data but the result are the same... it seems that dosn't works.
How I did:
in Strategy Properties-->Backtesting I flag Use Bar Magnifier and then flag Daily.
Riccardo
I applied on a weekle chart a strategy and then I tried to use Bar Magnifier to see the result based on daily data but the result are the same... it seems that dosn't works.
How I did:
in Strategy Properties-->Backtesting I flag Use Bar Magnifier and then flag Daily.
Riccardo
- 17 Mar 2011
- Forum: MultiCharts
- Topic: Portfolio_CurrentEntries
- Replies: 2
- Views: 910
Re: Portfolio_CurrentEntries
Thanks Dave, MC have in program to modifiy Portfolio_CurrentEntries to work like Portfolio Backtesting to explain how Portfolio Backtesting work from MC HELP: Script Calculation and Raw Order Generation During backtesting, a single bar of each symbol’s data series is evaluated by the strategy’s sign...
- 24 Feb 2011
- Forum: MultiCharts
- Topic: Portfolio_CurrentEntries
- Replies: 2
- Views: 910
Portfolio_CurrentEntries
Hi, in MC Portfolio Backtester I applied this code to a portfolio of symbol. I woul have only one symbol in portfolio and then I used the function Portfolio_CurrentEntries. The problem is when the signal go in position at the same day on different symbol, infact I have all the symbol (of the day whe...
- 30 Dec 2010
- Forum: MultiCharts
- Topic: Happy Holidays!
- Replies: 6
- Views: 1658
Re: Happy Holidays!
Auguri di un felice 2011!!
Happy new year!!
Riccardo
Happy new year!!
Riccardo
- 29 Dec 2010
- Forum: MultiCharts
- Topic: Portfolio priority, best stock of week
- Replies: 5
- Views: 1682
Re: Portfolio priority, best stock of week
Thanks Dave the problem has been solved from MC staff!
Have a happy new year!
Riccardo
Have a happy new year!
Riccardo
- 23 Dec 2010
- Forum: MultiCharts
- Topic: Portfolio backtester
- Replies: 2
- Views: 1012
Re: Portfolio backtester
Resolved by staff.
Thanks Andrew!
Thanks Andrew!
- 23 Dec 2010
- Forum: MultiCharts
- Topic: Portfolio backtester
- Replies: 2
- Views: 1012
Re: Portfolio backtester
In attachment setting, code and result...
I should have onle 1 instrument rather then two (like I have), right?
Please help me...
I should have onle 1 instrument rather then two (like I have), right?
Please help me...
- 22 Dec 2010
- Forum: MultiCharts
- Topic: Portfolio backtester
- Replies: 2
- Views: 1012
Portfolio backtester
In portfolio backtester when I put this setting: insert 5 instrument trade size for each instruemnt: 100.000 Initial portfolio capital put 100.000 When I have a buy signal (for all the instrument in the same day) I have all the instrument in portfolio with total capital invested 500.000 while the ma...
- 21 Dec 2010
- Forum: MultiCharts
- Topic: automate order problem
- Replies: 13
- Views: 2079
Re: automate order problem
Thanks Dave and TJ, I did a little change in the code and now seem to work.
Riccardo.
Riccardo.
- 20 Dec 2010
- Forum: MultiCharts
- Topic: Portfolio priority, best stock of week
- Replies: 5
- Views: 1682
Re: Portfolio priority, best stock of week
Continue... Where is the mistake? I have all the stock in portfolio and the capital invested is 5*100.000,00=500.000,00 while there should be only 1 stock and 100.000,00. My setting: in portfolio backtester, portfolio tree I insert 5 instrument and in strategy, property, trade size put 100000. In po...
- 19 Dec 2010
- Forum: MultiCharts
- Topic: Portfolio priority, best stock of week
- Replies: 5
- Views: 1682
To better explain: Portfolio priority, best stock of week
To better explain: In this manner I would build and backtest a rotation strategy. {calclulate momentum of each stock} value1=(c-c[10])/c; {calculate the priority of each stock with highest momentum} PortfolioEntriesPriority=value1; {buy each monday. With setting (initial capital = trade size) in por...
- 18 Dec 2010
- Forum: MultiCharts
- Topic: Portfolio priority, best stock of week
- Replies: 5
- Views: 1682
Portfolio priority, best stock of week
Hi, with this code I would take in portfolio only the first stock with higher momentum and rebalancing each week: value1=(c-c[10])/c; PortfolioEntriesPriority=value1; if c>.001 then buy next bar at open; if dayofweek(date)=5 then sell this bar at close; In portfolio backtester, portfolio tree I inse...
- 17 Dec 2010
- Forum: MultiCharts
- Topic: automate order problem
- Replies: 13
- Views: 2079
Re: automate order problem
TJ, then when I automate a TS with real time data and TS put one stop order (buy at h+minmove stop) what happen? To me sometime works an the order is execute after the price go over h+minmove, somtime the order i sexecute at h... I come from TS 2000i and this is the first time I work in real time......
- 16 Dec 2010
- Forum: MultiCharts
- Topic: automate order problem
- Replies: 13
- Views: 2079
Re: automate order problem
Ok, but whe I put BuY at h+minmove stop MC send the oredr when the price touch h. Therefore MC support stop order, but not correctly! Right?
- 16 Dec 2010
- Forum: MultiCharts
- Topic: automate order problem
- Replies: 13
- Views: 2079
Re: automate order problem
When marketposition=0
then stop limit order, correct?
then stop limit order, correct?
- 15 Dec 2010
- Forum: MultiCharts
- Topic: automate order problem
- Replies: 13
- Views: 2079
Re: automate order problem
buy n contract next bar at H+MinMove stop;
sell short n contract next bar at L-MinMove stop;
thanks
sell short n contract next bar at L-MinMove stop;
thanks
- 15 Dec 2010
- Forum: MultiCharts
- Topic: automate order problem
- Replies: 13
- Views: 2079
Re: automate order problem
Thanks for the topic. But my problem is diffrent (how appear to me...)
I backtested and strategy work correctly...
The strange is: in the code I wrote buy at h+minmove or number, but when price arrive to h then the order is send to market.
Thanks for the attention TJ
I backtested and strategy work correctly...
The strange is: in the code I wrote buy at h+minmove or number, but when price arrive to h then the order is send to market.
Thanks for the attention TJ
- 14 Dec 2010
- Forum: MultiCharts
- Topic: automate order problem
- Replies: 13
- Views: 2079
automate order problem
Hi,
orders like:
buy stop at h+minmove
sell stop at l-minmove
are filled at h or l without minmove (but in order position tracker are send correctly).
The setting of automate is sync and convert unexecute order after 5 second in market order.
Thanks
Riccardo
orders like:
buy stop at h+minmove
sell stop at l-minmove
are filled at h or l without minmove (but in order position tracker are send correctly).
The setting of automate is sync and convert unexecute order after 5 second in market order.
Thanks
Riccardo
- 14 Dec 2010
- Forum: MultiCharts
- Topic: VOTE FOR MULTICHARTS!
- Replies: 18
- Views: 4220
Re: VOTE FOR MULTICHARTS!
Done, MC works wery fine!
- 07 Sep 2010
- Forum: MultiCharts
- Topic: Order and position tracker
- Replies: 13
- Views: 2792
Order and position tracker
Hi,
I haven' t found in MC a function like "tracking center" of TS 2000i (a summary of the open position per workspace, the active order and all the filled order). I have found "Order and position tracker", but seems working only in automated mode.
Thanks
Riccardo
I haven' t found in MC a function like "tracking center" of TS 2000i (a summary of the open position per workspace, the active order and all the filled order). I have found "Order and position tracker", but seems working only in automated mode.
Thanks
Riccardo