Search found 91 matches
- 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...
- 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 ...
- 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
do i have to add volatility as input or there is something like volatility(length) > volatility(length)[-1]
thanks
- 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 )?
- 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
- 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?
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?
- 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.
- 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?
how to let it back fill the bars that before the moment mc was opened?
- 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...
- 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?
post 6), but where to put the SetExitOnClose in the signal?
- 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.
- 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...
- 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...
- 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...
- 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...
- 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...
- 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...
- 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.
How could we test on pair trade so.
- 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/...
- 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...
- 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;
- 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...
- 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?
- 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...
- 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...
- 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...
- 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/...
- 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?
- 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?
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?
- 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]
voted!Please review and support this project management request:i think so, surprised to know such a widely used software cant handle spread trading correctly.
https://www.multicharts.com/pm/viewissu ... _no=MC-494
- 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 ...
- 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...
- 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
- 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]
TJ, is there another way to work with spread? can we do that in portfolio backtester?You can only trade on data1.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;
- 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;
do I write
buy "data1" at market;
sell "data2" at market;
- 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...
- 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?
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
- 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...
- 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 ...
- 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...
- 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?
is there another keyword that I can use in PLE to get buy or ask or data?
- 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...
- 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?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?
- 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 ...
- 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]
Hi TJAn array will do the trick.
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
- 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...
- 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.
- 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...
- 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...
- 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...
- 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...
- 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.
- 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.
- 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.
thanks.
- 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
HenryHi Henry
Can the signal be compiled successfully with [IntrabarOrderGeneration = true] line?
I tried put SetStopLoss(10); it seems work. want you to help me confirm this.
confused.
- 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...
- 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.
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.
- 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
thanks NW27Assuming you do have charts with 1min data.
You could always do it from within the chart itself.
Ie create your own CSV file.
Neil.
- 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
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
- 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 ...
- 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...
- 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...
- 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 ...
- 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...
- 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 ...
- 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...
- 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...
- 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...
- 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...
- 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 ...
- 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...
- 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
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
- 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? ...
- 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 ...
- 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...
- 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.
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.
- 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
so i cant add intraday data?you can always add daily series as data2 and plot whatever quotes that are attached to that data series.
- 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...
- 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...
- 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.
as you see in the snapshot, there's no field with "open interest" for me to name my data colume.
- 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?
can I created a field name in quote manager and address that field in PLEditor?
- 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...
- 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...
- 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...
- 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...
- 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?
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.
- 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.
Format Studies > Properties > SubChartit will be easier to make analysis.
thanks TJ.
could you show me how to insert volume below subchart #1?
- 26 Mar 2012
- Forum: MultiCharts
- Topic: how to insert study on the same chart as my main chart.
- Replies: 9
- Views: 1985
how to insert study on the same chart as my main chart.
it will be easier to make analysis.
- 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
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.
- 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 ...
- 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?
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?