Search found 91 matches

by martingale
09 Jul 2019
Forum: MultiCharts
Topic: how to get volatility of last bar
Replies: 5
Views: 1563

Re: how to get volatility of last bar

is the vVolatility an array or just a scalar value in this case? if i'd refer to vVolatility value of 10 bars ago, i can just use vVolatility(-10)? thanks martingale, you can store the function's return value in a variable and use this variable within your code. Input: Length( 14 ) ; Variable: vVola...
by martingale
02 Jul 2019
Forum: MultiCharts
Topic: how to get volatility of last bar
Replies: 5
Views: 1563

Re: how to get volatility of last bar

Hello martingale, Check if the prebuilt Volatility function works for your calculation. Store the value it calculates on each bar in a variable and compare the current variable value with the previous one. hi Henry prebuilt volatility function works, how to store them in each bar and reference the ...
by martingale
25 Jun 2019
Forum: MultiCharts
Topic: how to get volatility of last bar
Replies: 5
Views: 1563

how to get volatility of last bar

in PEL, if i want to compare volatility of current bar with last bar, how do i code it?
do i have to add volatility as input or there is something like volatility(length) > volatility(length)[-1]

thanks
by martingale
15 May 2019
Forum: MultiCharts
Topic: how to get open position pnl, in ticks or dollar
Replies: 1
Views: 1344

how to get open position pnl, in ticks or dollar

is there a field that return profit and loss for current open position (positions )?
by martingale
07 May 2019
Forum: MultiCharts
Topic: how to get my long and short position, net position
Replies: 1
Views: 617

how to get my long and short position, net position

how to get my long and short position, net position
by martingale
12 Apr 2019
Forum: MultiCharts
Topic: Auto trading log
Replies: 1
Views: 740

Auto trading log

I believe there's a trading signals that generated by mc however IB didn't execute the trades due to
either connection or market conditions with limit order , cancelling order algo,
is there a log saved somewhere by MC for me to track what happened?
by martingale
09 Apr 2019
Forum: MultiCharts
Topic: backfilling data from IB
Replies: 2
Views: 1109

Re: backfilling data from IB

somehow it auto backfilled after restarted.
by martingale
09 Apr 2019
Forum: MultiCharts
Topic: backfilling data from IB
Replies: 2
Views: 1109

backfilling data from IB

when i opened MC, and connect to IB in quote manager, the bar in workspace only start from the bar when the mc was opened.
how to let it back fill the bars that before the moment mc was opened?
by martingale
08 Mar 2019
Forum: MultiCharts
Topic: where to put SetExitOnClose in the signal code?
Replies: 3
Views: 1008

Re: where to put SetExitOnClose in the signal code?

https://www.multicharts.com/discussion/viewtopic.php?t=10811 post 6), but where to put the SetExitOnClose in the signal? Have you read the RED colored highlights in the post? you mean this? Note When automating a strategy, you will not want to use SetExitOnClose as a way to make sure that all of yo...
by martingale
08 Mar 2019
Forum: MultiCharts
Topic: where to put SetExitOnClose in the signal code?
Replies: 3
Views: 1008

where to put SetExitOnClose in the signal code?

viewtopic.php?t=10811
post 6), but where to put the SetExitOnClose in the signal?
by martingale
07 Mar 2019
Forum: MultiCharts
Topic: how to set stop trading time before market close?
Replies: 2
Views: 1172

how to set stop trading time before market close?

in backtest, i found that some position are entered even after market close. how to set the strategy so that say it won't enter new position, and close out all existing position, 10 minutes before close.
by martingale
07 Mar 2019
Forum: MultiCharts
Topic: Importing ASCII CSI data in quotemanager. [SOLVED]
Replies: 5
Views: 3587

Re: Importing ASCII CSI data in quotemanager. [SOLVED]

Hello andy4444, When the ASCII Data Import window is opened, please click on Time column, then select Time again, then Custom... In the popped up Edit Template window enter *h:*m:*s:*f -> Ok -> Ok . This should be the format you are looking for. i try to import a data file and having same issue, da...
by martingale
23 May 2013
Forum: MultiCharts
Topic: question on GV
Replies: 11
Views: 5499

Re: question on GV

Hello martingale, There is no Extended Backtesting feature in Portfolio Backtester. You should apply your signal to a chart in MultiCharts. Add three data series to your chart: Trade, Ask and Bid. Then, you need to configure Extended Backtesting as described here: https://www.multicharts.com/tradin...
by martingale
22 May 2013
Forum: MultiCharts
Topic: question on GV
Replies: 11
Views: 5499

Re: question on GV

martingale, Extended Backtesting gives your stratagy aceess to ask and bid prices during the calculation. Generally, the signal is applied to the main trade data series (close price) when using Extended Backtesting. Thanks Dave. I was trying to set up the extended mode but still encounter some diff...
by martingale
15 May 2013
Forum: MultiCharts
Topic: question on GV
Replies: 11
Views: 5499

Re: question on GV

martingale, I misunderstood your question. I thought you want to enter in a position on both symbols if the condition is met on any of them. Sorry for the confusion. Buying at ask and selling at bid using to instruments in Portfolio Backtester as you describe it is not possible. The workaround is t...
by martingale
14 May 2013
Forum: MultiCharts
Topic: question on GV
Replies: 11
Views: 5499

Re: question on GV

Hello martingale, During the protfolio calculation you can pass the "tradable" state of a symbol using the time of the bar, where the signal is generated (pass the long/short state along with the time of order generation). Then, you can read this information on the next symbol. Hi Dave could you el...
by martingale
13 May 2013
Forum: MultiCharts
Topic: question on GV
Replies: 11
Views: 5499

question on GV

I just start to use GV as I found it useful in sync trades cross different instrument. Here comes my question. if I have 2 tradeable instruments in my portfolio backtester, I want the portfolio to make trades on market order, i.e. long at ask and short at bid. I try to achieve this by creating a tic...
by martingale
05 Feb 2013
Forum: MultiCharts
Topic: portfolio backtester with multiple tradeable instrument issu
Replies: 1
Views: 1114

portfolio backtester with multiple tradeable instrument issu

I'm using multicharts version 8 . I remember there's some sync issue when dealing with multiple tradeble instrument like a pair trade strategy. Is there any new release that address this issue now?

How could we test on pair trade so.
by martingale
25 Sep 2012
Forum: MultiCharts
Topic: How to check the time of last data value
Replies: 5
Views: 1321

Re: How to check the time of last data value

Time and Time_s are the last bar's timestamps . Computer's current time is returned by CurrentTime and CurrentTime_s. If you need to compare the last tick with the previous one - you need to remember the last tick's time/volume/price for each instrument and then compare the new ticks's value. Time/...
by martingale
24 Sep 2012
Forum: MultiCharts
Topic: How to check the time of last data value
Replies: 5
Views: 1321

Re: How to check the time of last data value

Hello Martingale, Have you tried to use Time or Time_s in your code ? Time - Returns a numerical value indicating the closing time of the current bar. The time is indicated in the 24-hour HHmm format, where 1300 = 1:00 PM. Time s - Returns a numerical value indicating the closing time, including se...
by martingale
23 Sep 2012
Forum: MultiCharts
Topic: How to check the time of last data value
Replies: 5
Views: 1321

How to check the time of last data value

I have 2 data coming into the signal and they may not be sync. is there a time function to get the time of the last data to check if the arrival time of 2 last data are equal? e.g input: x1 ( close of data1 ), x2 ( close of data2 ); if time_of_data( x1 ) = time_of_data( x2 ) then ...... end;
by martingale
17 Sep 2012
Forum: MultiCharts
Topic: how to buy / sell on data2 [SOLVED]
Replies: 20
Views: 4837

Re: how to buy / sell on data2 [SOLVED]

What is your chart resolution? 100 refers to the 100th bar. Are you using 1 tick bar? yes, i'm using 1 tick bar. I don't need a chart at all for this. I'm saving the value returned from LinearRegValue into a txt file in my portfolio backtester. If you don't use a chart for this, how/where do you ap...
by martingale
17 Sep 2012
Forum: MultiCharts
Topic: how to buy / sell on data2 [SOLVED]
Replies: 20
Views: 4837

Re: how to buy / sell on data2 [SOLVED]

What is your chart resolution? 100 refers to the 100th bar. Are you using 1 tick bar? yes, i'm using 1 tick bar. I don't need a chart at all for this. I'm saving the value returned from LinearRegValue into a txt file in my portfolio backtester. is there a problem with tick level data calculation?
by martingale
17 Sep 2012
Forum: MultiCharts
Topic: how to buy / sell on data2 [SOLVED]
Replies: 20
Views: 4837

Re: how to buy / sell on data2 [SOLVED]

Hello Martingale, Please try the code with the "if symbolname=" addition below: the problem seems like the each strategy didn't start calculating my LinearRegValue function at the right tick. i.e. I use LinearRegValue(P1,100,0), it should start showing something at 100th tick but it didn't. i'm con...
by martingale
17 Sep 2012
Forum: MultiCharts
Topic: how to buy / sell on data2 [SOLVED]
Replies: 20
Views: 4837

Re: how to buy / sell on data2 [SOLVED]

Hello Martingale, Please try the code with the "if symbolname=" addition below: ////signal1 inputs: p1(Close of data1), p2(Close of data2), if symbolname="MSFT" then begin x = p1 - p2; y = LinearRegValue( x, 100, 0 ); // action... ... ... end; ////signal2 inputs: p2(Close of data1), p1(Close of dat...
by martingale
16 Sep 2012
Forum: MultiCharts
Topic: how to buy / sell on data2 [SOLVED]
Replies: 20
Views: 4837

Re: how to buy / sell on data2 [SOLVED]

could anyone show me how to arrange the data in portfolio backtester for pair trade? I input the tick data for 2 symbols as in attached snapshot but only first symbol is traded all the time. http://www.multicharts.com/img/646_3.png Henry. I set up my strategy in the same way as the example, in each...
by martingale
13 Sep 2012
Forum: MultiCharts
Topic: Where can I find definition, use and example of functions [SOLVED]
Replies: 5
Views: 1813

Re: Where can I find definition, use and example of function [SOLVED]

Hello, Where can I find definition, use and example of functions such as "LinearRegValue" for example. F1 (unless i didnt get it) doesnt show anything on it. Thank you very much, EasyLanguage Functions and Reserved Words Reference you can get the ebook here: https://www.multicharts.com/multicharts/...
by martingale
12 Sep 2012
Forum: MultiCharts
Topic: Is there a way to export indicator values in MC? [SOLVED]
Replies: 1
Views: 1044

Is there a way to export indicator values in MC? [SOLVED]

Export data gives the function to export symbol, is there a way to export the plotted value from studies?
by martingale
10 Sep 2012
Forum: MultiCharts
Topic: how to buy / sell on data2 [SOLVED]
Replies: 20
Views: 4837

Re: how to buy / sell on data2 [SOLVED]

could anyone show me how to arrange the data in portfolio backtester for pair trade?
I input the tick data for 2 symbols as in attached snapshot but only first symbol is traded all the time.

does the first line of instrument list means data for signal1 and 2nd line for signal2?
by martingale
09 Sep 2012
Forum: MultiCharts
Topic: how to buy / sell on data2 [SOLVED]
Replies: 20
Views: 4837

Re: how to buy / sell on data2 [SOLVED]

i think so, surprised to know such a widely used software cant handle spread trading correctly.
Please review and support this project management request:
https://www.multicharts.com/pm/viewissu ... _no=MC-494
voted!
by martingale
09 Sep 2012
Forum: MultiCharts
Topic: how to buy / sell on data2 [SOLVED]
Replies: 20
Views: 4837

Re: how to buy / sell on data2 [SOLVED]

i think so, surprised to know such a widely used software cant handle spread trading correctly. another problem arise from this is bid ask spread. if we notice 2 ticker has 4 set of data as each has bid, ask. let's say we long data1 / short data2 at market order the pair trading strategy will enter ...
by martingale
09 Sep 2012
Forum: MultiCharts
Topic: how to buy / sell on data2 [SOLVED]
Replies: 20
Views: 4837

Re: how to buy / sell on data2 [SOLVED]

another problem arise from this is bid ask spread. if we notice 2 ticker has 4 set of data as each has bid, ask. let's say we long data1 / short data2 at market order the pair trading strategy will enter the position by long data1 at ask1 and short data2 at bid2, when exit it needs to short data1 at...
by martingale
09 Sep 2012
Forum: MultiCharts
Topic: how to buy / sell on data2 [SOLVED]
Replies: 20
Views: 4837

Re: how to buy / sell on data2 [SOLVED]

interesting walk around, cool.
Please review this Wiki article:
Spread and Pair Trading
https://www.multicharts.com/trading-sof ... ir_Trading
by martingale
09 Sep 2012
Forum: MultiCharts
Topic: how to buy / sell on data2 [SOLVED]
Replies: 20
Views: 4837

Re: how to buy / sell on data2 [SOLVED]

if I have 2 data for 2 different symbol in my chart and want to buy on data1 and sell on data2, how to do this in PL.

do I write

buy "data1" at market;
sell "data2" at market;
You can only trade on data1.
TJ, is there another way to work with spread? can we do that in portfolio backtester?
by martingale
09 Sep 2012
Forum: MultiCharts
Topic: how to buy / sell on data2 [SOLVED]
Replies: 20
Views: 4837

how to buy / sell on data2 [SOLVED]

if I have 2 data for 2 different symbol in my chart and want to buy on data1 and sell on data2, how to do this in PL.

do I write

buy "data1" at market;
sell "data2" at market;
by martingale
09 Sep 2012
Forum: MultiCharts
Topic: what keyword to use to get bid and ask price of data [SOLVED]
Replies: 11
Views: 2181

Re: what keyword to use to get bid and ask price of data [SOLVED]

pretty sad to know that, but good to have a solution finally. thanks TJ. i c, so there's no way to get bid and ask from data1, except plot bid,ask separately in the chart and refer them as data2,data3. right? You can get bid and ask from data1, in real time , by using the following keywords: InsideA...
by martingale
08 Sep 2012
Forum: MultiCharts
Topic: what keyword to use to get bid and ask price of data [SOLVED]
Replies: 11
Views: 2181

Re: what keyword to use to get bid and ask price of data [SOLVED]

i c, so there's no way to get bid and ask from data1, except plot bid,ask separately in the chart and refer them as data2,data3.
right?
InsideBid

Quote Field

Will return the current best Bid.

Quote Field = real time price

current best Bid = real time best bid


ie. not for historical use
by martingale
08 Sep 2012
Forum: MultiCharts
Topic: what keyword to use to get bid and ask price of data [SOLVED]
Replies: 11
Views: 2181

Re: what keyword to use to get bid and ask price of data [SOLVED]

I searched it in multichart wiki and get this Usage InsideBid Notes Quote Fields cannot be referenced historically. Use InsideAsk to get the current best Ask for the symbol. Example InsideBid Will return the current best Bid. it doesn't show up any example. where can I find it? thanks thanks TJ Have...
by martingale
08 Sep 2012
Forum: MultiCharts
Topic: what keyword to use to get bid and ask price of data [SOLVED]
Replies: 11
Views: 2181

Re: what keyword to use to get bid and ask price of data [SOLVED]

thanks TJ I loaded bid and ask into my symbol and checked them by editing data, but why when I plot insidebid of data1, it only plot 0. what does this mean by ' Quote Fields cannot be referenced historically. ' I tried buy, but seems 'buy' refer to the action of buying is there another keyword that ...
by martingale
08 Sep 2012
Forum: MultiCharts
Topic: what keyword to use to get bid and ask price of data [SOLVED]
Replies: 11
Views: 2181

Re: what keyword to use to get bid and ask price of data [SOLVED]

thanks sptrader doesn't it sound strange if in quote manager we can put bid ask trade in the same symbol but in PLE we cant use one data to refer to the same symbol? I think you need to plot bid data or ask data and then refer to that data stream- Example-- data1 = ES data2 = bid price data3 = ask p...
by martingale
08 Sep 2012
Forum: MultiCharts
Topic: what keyword to use to get bid and ask price of data [SOLVED]
Replies: 11
Views: 2181

what keyword to use to get bid and ask price of data [SOLVED]

I tried buy, but seems 'buy' refer to the action of buying

is there another keyword that I can use in PLE to get buy or ask or data?
by martingale
13 Aug 2012
Forum: MultiCharts
Topic: how to return NumericRef in EL [SOLVED]
Replies: 10
Views: 1705

Re: how to return NumericRef in EL [SOLVED]

no, just high of the 3 bars. is the array you refer to same as NumericRef? Ok, I have re-read your 1st post again. If you are only looking to make a printout of the Highest High of the previous 3 bars, there is no need to re-assign the variable, because the latest "Highest-High" is always the highe...
by martingale
13 Aug 2012
Forum: MultiCharts
Topic: how to return NumericRef in EL [SOLVED]
Replies: 10
Views: 1705

Re: how to return NumericRef in EL [SOLVED]

Can't tell much from what you have.
You will need to design the architecture from the ground up.

Are you trying to create a Renko chart database where you can find the High or Low of X block prior?
no, just high of the 3 bars. is the array you refer to same as NumericRef?
by martingale
13 Aug 2012
Forum: MultiCharts
Topic: how to return NumericRef in EL [SOLVED]
Replies: 10
Views: 1705

Re: how to return NumericRef in EL [SOLVED]

Regarding how to code it, I can't tell with the limited information you have provided. My comment on the array, I should have been more precise: It refers to the fact that you cannot reassign a value to a past variable. The only way to store a series of changeable variables is with an array. TJ, I ...
by martingale
13 Aug 2012
Forum: MultiCharts
Topic: how to return NumericRef in EL [SOLVED]
Replies: 10
Views: 1705

Re: how to return NumericRef in EL [SOLVED]

An array will do the trick.
Hi TJ

the way I'm coding is using array right? passing an NumericRef is pass an ref to array to function.
if not, what is the way to create an array?

thank you
by martingale
12 Aug 2012
Forum: MultiCharts
Topic: how to return NumericRef in EL [SOLVED]
Replies: 10
Views: 1705

how to return NumericRef in EL [SOLVED]

I'm trying to create a function that construct another NumericRef in PLE along with the main price series. here is my sample code which calls this function myFunc( N, outputValue ) ; //outputValue is a numericRef datatype and inside myFunc, I'm looking back every 3 bars and calculate the high of the...
by martingale
14 Jun 2012
Forum: MultiCharts
Topic: i_AvgEntryPrice is not applicable to this type of study
Replies: 1
Views: 901

i_AvgEntryPrice is not applicable to this type of study

i have this line of code in my indicator if Low - i_AvgEntryPrice < -maxloss then when complied it tells me i_AvgEntryPrice is not applicable to this type of study mc wiki says i_avgEntryPrice can be used in indicators. https://www.multicharts.com/trading-software/index.php/EntryPrice thank you.
by martingale
14 Jun 2012
Forum: MultiCharts
Topic: Backtest using Heiken Ashi chart type
Replies: 11
Views: 3367

Re: Backtest using Heiken Ashi chart type

Let me clarify it. MultiCharts and Portfolio Backtester are separate applications. Available functionality is different. Chart type selection is not available in Portfolio Backtester. Only OHLC data values are used for calculation. That is not possible to use Heikin-Ashi chart type in Portfolio Bac...
by martingale
13 Jun 2012
Forum: MultiCharts
Topic: Backtest using Heiken Ashi chart type
Replies: 11
Views: 3367

Re: Backtest using Heiken Ashi chart type

i set my chart to heikin type, just not sure how to apply chart type to backtesting, would you show me Henry. thanks. Backtesting starts as soon as you apply a signal to the chart. You can analyze the backtesting results in View->Strategy performance report. isn't portfolio backtester and multichar...
by martingale
13 Jun 2012
Forum: MultiCharts
Topic: Backtest using Heiken Ashi chart type
Replies: 11
Views: 3367

Re: Backtest using Heiken Ashi chart type

In your PM request you have not specified that you are referring to Porfolio Backtester. Please be more precise in your description next time. In MultiCharts you can create a Heikin-Ashi chart (File->New->Chart->Settings tab->Chart type:Heikin-Ash) and apply your strategy to the chart to perform ba...
by martingale
13 Jun 2012
Forum: MultiCharts
Topic: Backtest using Heiken Ashi chart type
Replies: 11
Views: 3367

Re: Backtest using Heiken Ashi chart type

could we add this to next release? Please leave a feature request at this web page if you want to have such functionality in future: https://www.multicharts.com/pm/ did one, MC developer has posted a reply Posted by Andrew MultiCharts (Andrew MultiCharts), Today, 08:07 Heiken Ashi chart type is ava...
by martingale
12 Jun 2012
Forum: MultiCharts
Topic: Backtest using Heiken Ashi chart type
Replies: 11
Views: 3367

Re: Backtest using Heiken Ashi chart type

could we add this to next release?
Hello Martingale,

Chart type selection is not available in portfolio backtester. Only OHLC data values are used for calculation.
by martingale
11 Jun 2012
Forum: MultiCharts
Topic: Backtest using Heiken Ashi chart type
Replies: 11
Views: 3367

Re: Backtest using Heiken Ashi chart type

or if there's a way to plot candle chart after calculate open,high,low,close of heikin ashi.
by martingale
11 Jun 2012
Forum: MultiCharts
Topic: Backtest using Heiken Ashi chart type
Replies: 11
Views: 3367

Backtest using Heiken Ashi chart type

if in my portfolio backtester, i want to use Heiken Ashi chart type instead of regular candle stick chart, how can i specify this?


thanks.
by martingale
29 May 2012
Forum: MultiCharts
Topic: Retro look back last bar and exit on stop condition
Replies: 25
Views: 7794

Re: Retro look back last bar and exit on stop condition

Hi Henry
Can the signal be compiled successfully with [IntrabarOrderGeneration = true] line?
Henry
I tried put SetStopLoss(10); it seems work. want you to help me confirm this.
confused.
by martingale
29 May 2012
Forum: MultiCharts
Topic: Retro look back last bar and exit on stop condition
Replies: 25
Views: 7794

Re: Retro look back last bar and exit on stop condition

Hi Henry I enabled [IntrabarOrderGeneration = true]; but back test still shows exit at close of 3 min bar even i put in tick data. i noticed my IntrabarOrderGeneration = true is actually faded, can that be the cause of not using tick data for calculation of exit? i attached a snapshot for you. Hell...
by martingale
28 May 2012
Forum: MultiCharts
Topic: Retro look back last bar and exit on stop condition
Replies: 25
Views: 7794

Re: Retro look back last bar and exit on stop condition

Hi Henry

I enabled [IntrabarOrderGeneration = true]; but back test still shows exit at close of 3 min bar even i put in tick data.

i noticed my IntrabarOrderGeneration = true is actually faded, can that be the cause of not using tick data for calculation of exit? i attached a snapshot for you.
by martingale
25 May 2012
Forum: MultiCharts
Topic: quote manager how to export 1 min data from tick data
Replies: 3
Views: 1366

Re: quote manager how to export 1 min data from tick data

Assuming you do have charts with 1min data.

You could always do it from within the chart itself.
Ie create your own CSV file.

Neil.
thanks NW27
by martingale
25 May 2012
Forum: MultiCharts
Topic: quote manager how to export 1 min data from tick data
Replies: 3
Views: 1366

quote manager how to export 1 min data from tick data

I have tick data in QM, i'm trying to export them into a csv file of 1 min resolution OHLC format.
but minute level data is not available, you can see that in the snapshot pic.

is there a way to export minute level data from ticks?

thx
by martingale
23 May 2012
Forum: MultiCharts
Topic: how to buy next bar at close
Replies: 7
Views: 1522

Re: how to buy next bar at close

TJ, i'm actually talking about back test, and the code Buy("long") next Bar on Close; actually gives me a complier error. let me know if i can correct this in backtest. try Buy("long") THIS Bar on Close; no, this is not what i want, what i want is calculation based on 3 min bar, and enter position ...
by martingale
23 May 2012
Forum: MultiCharts
Topic: how to buy next bar at close
Replies: 7
Views: 1522

Re: how to buy next bar at close

i have 1 min data while i want to make calculation on 3 minute bar. at end of each 3 min bar, if condition = true, i want to buy at on next 1 min bar close price. how can i do this? e.g. i'm calculating my indicator using 3 min bars at ... 10:00, 10:03, 10:06 and if 10:06 give me a buy condition, i...
by martingale
23 May 2012
Forum: MultiCharts
Topic: Retro look back last bar and exit on stop condition
Replies: 25
Views: 7794

Re: Retro look back last bar and exit on stop condition

So you are using a 3 minute bar. You have placed a stop order at 1395 and this price is met inside the bar->stop order should be executed. MultiCharts is using intra-bar price movement assumptions to infer the actual price movement within each bar. This Bar on Close order is sent on the close of th...
by martingale
23 May 2012
Forum: MultiCharts
Topic: how to buy next bar at close
Replies: 7
Views: 1522

how to buy next bar at close

i have 1 min data while i want to make calculation on 3 minute bar. at end of each 3 min bar, if condition = true, i want to buy at on next 1 min bar close price. how can i do this? e.g. i'm calculating my indicator using 3 min bars at ... 10:00, 10:03, 10:06 and if 10:06 give me a buy condition, i ...
by martingale
22 May 2012
Forum: MultiCharts
Topic: Retro look back last bar and exit on stop condition
Replies: 25
Views: 7794

Re: Retro look back last bar and exit on stop condition

no. i'm trying to buy to cover at 1566 within the bar ending at 10:00 since the high of that bar exceed 1566. You are sending buy to cover order next bar , not the same 10:00 bar. if MarketPosition(0) = -1 then buytocover [b]next bar[/b] at ( avgentryprice + maxlossIntraBar ) stop; that's what i se...
by martingale
18 May 2012
Forum: MultiCharts
Topic: Retro look back last bar and exit on stop condition
Replies: 25
Views: 7794

Re: Retro look back last bar and exit on stop condition

Here is my understanding of your situation. Please correct me if I am wrong. At the bar ending at 9:57, enter short at 1561.0 (MP becomes -1). Next bar ending at 10:00 MP is -1, then buytocover next bar -> generates a stop order at 1566 that will be sent on the next bar. Buytocover will execute at ...
by martingale
17 May 2012
Forum: MultiCharts
Topic: Retro look back last bar and exit on stop condition
Replies: 25
Views: 7794

Re: Retro look back last bar and exit on stop condition

What exactly is incorrect in your opinion? If in backtesting the order has been generated with price 1572.5 and filled with this price at the open of the next bar then I do not see anything incorrect. Please be more precise in your description and attach screenshots demonstrating your charts and OH...
by martingale
16 May 2012
Forum: MultiCharts
Topic: Retro look back last bar and exit on stop condition
Replies: 25
Views: 7794

Re: Retro look back last bar and exit on stop condition

The code will check wether condition is met or not, if the condition is met - it will place an order next bar. A Stop order will execute at the specified price or worse. A worse price is a higher price for Buy and Buy to cover orders, and a lower price for Sell and Sell short orders. If you conside...
by martingale
14 May 2012
Forum: MultiCharts
Topic: Retro look back last bar and exit on stop condition
Replies: 25
Views: 7794

Re: Retro look back last bar and exit on stop condition

I believe it is the same code as you are already using sell next bar at 1345 stop The thing is not in the code but in the bar the order is placed on. So Henry you mean the code will auto look for lowest value that triggered 1345 sell condition. and if triggered will sell at the next bar at price 13...
by martingale
14 May 2012
Forum: MultiCharts
Topic: Retro look back last bar and exit on stop condition
Replies: 25
Views: 7794

Re: Retro look back last bar and exit on stop condition

let's say i put a stop loss sell order at 1345. the price hit low at 1340, it means somewhere in the bar my stop order is triggered, in this case, how can i code it such that the actual trade in my backtest signal will put a sell trade at 1345 rather than the low of 1340. thanks A Stop order will e...
by martingale
10 May 2012
Forum: MultiCharts
Topic: Retro look back last bar and exit on stop condition
Replies: 25
Views: 7794

Re: Retro look back last bar and exit on stop condition

So you are using a 3 minute bar. You have placed a stop order at 1395 and this price is met inside the bar->stop order should be executed. MultiCharts is using intra-bar price movement assumptions to infer the actual price movement within each bar. Once you set a stop order - it will be active and ...
by martingale
09 May 2012
Forum: MultiCharts
Topic: how to set Intra-Bar Order Generation ON
Replies: 3
Views: 1122

Re: how to set Intra-Bar Order Generation ON

i'm looking at this doc https://www.multicharts.com/trading-software/index.php/Intra-Bar_Order_Generation,_Bar_Magnifier_on_Non-Standard_Chart_Types i'm opening my 'strategy properties' but i couldn't find any Intra-Bar Order Generation radio button. could anyone tell me how to set it ON? thanks No...
by martingale
09 May 2012
Forum: MultiCharts
Topic: how to set Intra-Bar Order Generation ON
Replies: 3
Views: 1122

how to set Intra-Bar Order Generation ON

i'm looking at this doc
https://www.multicharts.com/trading-sof ... hart_Types

i'm opening my 'strategy properties' but i couldn't find any Intra-Bar Order Generation radio button.

could anyone tell me how to set it ON?

thanks
by martingale
09 May 2012
Forum: MultiCharts
Topic: Retro look back last bar and exit on stop condition
Replies: 25
Views: 7794

Re: Retro look back last bar and exit on stop condition

I'm trying to use 1 min bar and create a counter to calculate at every end of 3 min cycle, but definitely won't reach my purpose.. so is there a way to go back to the begin of the bar and force portfolio backtester to enter a stop trade at ( avgEntryPrice +/- stoploss ) level at the close of a bar? ...
by martingale
08 May 2012
Forum: MultiCharts
Topic: Retro look back last bar and exit on stop condition
Replies: 25
Views: 7794

Re: Retro look back last bar and exit on stop condition

I'm trying to implement a back test signal that can look back at last bar, say it's on 5 minute bar, and if last bar's high or low break my stop loss condition, i want MC make an exit trade that exit on the stop loss price in that bar. is there a way to do this? my idea for above is, run a if loop ...
by martingale
07 May 2012
Forum: MultiCharts
Topic: Retro look back last bar and exit on stop condition
Replies: 25
Views: 7794

Retro look back last bar and exit on stop condition

I'm trying to implement a back test signal that can look back at last bar, say it's on 5 minute bar, and if last bar's high or low break my stop loss condition, i want MC make an exit trade that exit on the stop loss price in that bar. is there a way to do this? my idea for above is, run a if loop a...
by martingale
25 Apr 2012
Forum: MultiCharts
Topic: data feed couldn't be loaded.
Replies: 2
Views: 1957

data feed couldn't be loaded.

Hi

I'm using 8.0 Beta, I have imported my data from ASCII, when i'm opening in MC and try to load data, i receive an error

data feed couldn't be loaded.

could anyone help with this?

thanks.
by martingale
23 Apr 2012
Forum: MultiCharts
Topic: how to import open interest into quote manager
Replies: 14
Views: 3551

Re: how to import open interest into quote manager

you can always add daily series as data2 and plot whatever quotes that are attached to that data series.
so i cant add intraday data?
by martingale
23 Apr 2012
Forum: MultiCharts
Topic: how to import open interest into quote manager
Replies: 14
Views: 3551

Re: how to import open interest into quote manager

OpenInt is supported for time-based charts with resolutions of 1 day or more. Which might explain why you can't import Open Interest data for resolutions lower than a day. Exactly, OpenInt should be available for daily resolution and higher. i guess my question is "even OI cannot be used on intrada...
by martingale
23 Apr 2012
Forum: MultiCharts
Topic: how to import open interest into quote manager
Replies: 14
Views: 3551

Re: how to import open interest into quote manager

i'm importing from ASCII file. as you see in the snapshot, there's no field with "open interest" for me to name my data colume. Is this EOD data or intraday data Martingale? I don't know if this matters, but according to the wiki page on OpenInt : OpenInt is supported for time-based charts with res...
by martingale
22 Apr 2012
Forum: MultiCharts
Topic: how to import open interest into quote manager
Replies: 14
Views: 3551

Re: how to import open interest into quote manager

i'm importing from ASCII file.
as you see in the snapshot, there's no field with "open interest" for me to name my data colume.
by martingale
19 Apr 2012
Forum: MultiCharts
Topic: how to import open interest into quote manager
Replies: 14
Views: 3551

how to import open interest into quote manager

i was told intraday oi was not possible, only daily OI can be used.
can I created a field name in quote manager and address that field in PLEditor?
by martingale
30 Mar 2012
Forum: MultiCharts
Topic: what is the function to get the close time of N bar ago?
Replies: 4
Views: 1121

Re: what is the function to get the close time of N bar ago?

and if there's a function to get time length of the bar? Can you describe your idea (and application) in more detail? What kind of bar? From a minute chart? Tick chart? Can you draw a diagram? 1. let's say 3 minute bar, i'd like to find out how many time difference in minute is P bar ago and P-1 ba...
by martingale
30 Mar 2012
Forum: MultiCharts
Topic: what is the function to get the close time of N bar ago?
Replies: 4
Views: 1121

what is the function to get the close time of N bar ago?

and if there's a function to get time length of the bar? and if there's a way to get different in time between each 2 bars, say Time[2]-Time[3] will give me how many minutes of each bar length. but if Time[2] is 10:00AM, and Time[3] is 9:55am, it will only give 45 which is supposed to be 5 minutes n...
by martingale
27 Mar 2012
Forum: MultiCharts
Topic: how to insert study on the same chart as my main chart.
Replies: 9
Views: 1985

Re: how to insert study on the same chart as my main chart.

actually the volume data is not imported in quote manager as well. I attached a picture for you, I did choose field "Volume" when I import from ASCII. but when I edit data, volume is not there, it's taken as TotalVol and UnchVol really appreciate TJ. now, is there a way to import Open Interest at qu...
by martingale
27 Mar 2012
Forum: MultiCharts
Topic: how to insert study on the same chart as my main chart.
Replies: 9
Views: 1985

Re: how to insert study on the same chart as my main chart.

that's helpful, but i'm trying to import data from ASCII and there's no field called open interest in quote manager for me to import it. this is my question. really appreciate TJ. now, is there a way to import Open Interest at quote manager and also show up on the chart? There is an example in the w...
by martingale
27 Mar 2012
Forum: MultiCharts
Topic: how to insert study on the same chart as my main chart.
Replies: 9
Views: 1985

Re: how to insert study on the same chart as my main chart.

really appreciate TJ.
now, is there a way to import Open Interest at quote manager and also show up on the chart?

thanks TJ.
could you show me how to insert volume below subchart #1?

Right click on chart,

select Insert Study...

select one of the volume indicators.
by martingale
26 Mar 2012
Forum: MultiCharts
Topic: how to insert study on the same chart as my main chart.
Replies: 9
Views: 1985

Re: how to insert study on the same chart as my main chart.

it will be easier to make analysis.
Format Studies > Properties > SubChart

thanks TJ.
could you show me how to insert volume below subchart #1?
by martingale
20 Mar 2012
Forum: MultiCharts
Topic: How to debug PLEditor
Replies: 5
Views: 1437

Re: How to debug PLEditor

now it starts to give me something.

thanks TJ

i found this page.
but I cant find any page saying how to use the 'output' tab.
could you show me TJ?

Look up PRINT.

There are examples and explanations.
by martingale
20 Mar 2012
Forum: MultiCharts
Topic: How to debug PLEditor
Replies: 5
Views: 1437

Re: How to debug PLEditor

i found this page. but I cant find any page saying how to use the 'output' tab. could you show me TJ? according to EL manual, there's a PRINT statement which supposely output at 'print log' windows, I didn't find such windows in PLEditor. instead there's a 'output' windows in it, but how to make it ...
by martingale
20 Mar 2012
Forum: MultiCharts
Topic: How to debug PLEditor
Replies: 5
Views: 1437

How to debug PLEditor

according to EL manual, there's a PRINT statement which supposely output at 'print log' windows, I didn't find such windows in PLEditor.
instead there's a 'output' windows in it, but how to make it work.
Does PL Editor has a manual somewhere, could anyone show me?

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