Search found 56 matches

by rgranero
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...
by rgranero
18 Jun 2019
Forum: MultiCharts
Topic: PortfolioEntriesPriority [SOLVED]
Replies: 2
Views: 1224

Re: PortfolioEntriesPriority [SOLVED]

Ok, thanks a lot.
by rgranero
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...
by rgranero
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
by rgranero
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
by rgranero
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...
by rgranero
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
by rgranero
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
by rgranero
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
by rgranero
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
by rgranero
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
by rgranero
19 Nov 2013
Forum: MultiCharts
Topic: SetCustomFitnessValue [SOLVED]
Replies: 2
Views: 1536

Re: SetCustomFitnessValue [SOLVED]

Perfect!

Thx, Andrew
by rgranero
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
by rgranero
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
by rgranero
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
by rgranero
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. ...
by rgranero
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...
by rgranero
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
by rgranero
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
by rgranero
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
by rgranero
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
by rgranero
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
by rgranero
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
by rgranero
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
by rgranero
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...
by rgranero
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!
by rgranero
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.
by rgranero
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?
by rgranero
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...
by rgranero
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...
by rgranero
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...
by rgranero
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...
by rgranero
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
by rgranero
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...
by rgranero
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
by rgranero
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...
by rgranero
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...
by rgranero
30 Dec 2010
Forum: MultiCharts
Topic: Happy Holidays!
Replies: 6
Views: 1658

Re: Happy Holidays!

Auguri di un felice 2011!!

Happy new year!!

Riccardo
by rgranero
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
by rgranero
23 Dec 2010
Forum: MultiCharts
Topic: Portfolio backtester
Replies: 2
Views: 1012

Re: Portfolio backtester

Resolved by staff.

Thanks Andrew!
by rgranero
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... ;)
by rgranero
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...
by rgranero
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.
by rgranero
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...
by rgranero
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...
by rgranero
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...
by rgranero
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......
by rgranero
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?
by rgranero
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?
by rgranero
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
by rgranero
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
by rgranero
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
by rgranero
14 Dec 2010
Forum: MultiCharts
Topic: VOTE FOR MULTICHARTS!
Replies: 18
Views: 4220

Re: VOTE FOR MULTICHARTS!

Done, MC works wery fine!
by rgranero
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

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