Hi All, I wonder if anyone could assist with a problem I have been facing for sometime now. I trade FX and the session opens at 22:00 GMT based on my broker who has servers in Europe mainland. However my broker starts the week on a Sunday evening at 22:00 GMT and ends the week at 22:00 on Friday eve...

Dear All, I would appreciate if you could help. I have a scanner window and have linked the instruments to a chart. So effectively when I click on instruments on the scanner, the adjacent chart in the workspace displays the relevant chart. When I draw trendlines on the chart itself, and switch to di...

Dear All,

Is scanning for a signal a feature which is available through the scanning or is the scanning feature only available for indicators?

Many thanks for your help.

XIKON

Hi All, I wonder if anyone could assist on the matter of walkforward optimisation. I have used walkforward optimisation - exhaustive for optimising a moving average rule with IS of 250 and OOS 25. The report is generated and then I take the first line which shows the best optimised setting (40 days ...

Dear TJ, Many thanks. I have gone through a lot of material but still seem to be puzzled by a few concepts and how the script has to be written. To mention one as an example I have been trying to sort out one just now after spending more than 5 hours trying to test a piece of script and modifying it...

Hi Josh, Many thanks. I think I had completely switched off and purely scrolling to the last column without taking notice of all those zero values. I was expecting them not to come up on the optimisation report at all so was ignoring anything in the previous columns. Thanks a lot for pointing this o...

Dear All, I am sure this has come up in the past however cannot find any information on this. I am wondering if anyone can assist. I am trying to build a strategy whereby when a certain indicator hits a certain value, a buy or sell signal is generated. For example if MACD value (reading from the ind...

Dear Josh, I have tried a slight modification as MC does not recognise the function LengthslowMA for some reason so I am using FastLength, SlowLength instead. Although I can successfully compile the signal, when running optimisation still I am getting a report where some values of FastLength are lar...

Dear JoshM,

Many thanks for your help. Much appreciated.

Best regards,

XIKON

This is a great innovation which MC have put togehter. Locating information was becoming a challenge considering the contributions which all would like to make for continuous improvement. Thank you.

Dear All, I have had a problem with optimisation of the MA crossover and would like to narrow down the optimisation report to only those scenarios where the slow moving average (days) > fast moving average (days). Currently both genetic and exhaustive optimisation list scenarios where fast moving av...

Hello Henry,

Many thanks for your advice. It is much appreciated.

Best regards,

Arthur

Dear Henry, Many thanks for your comments. I was looking at an option to calculate the buy and hold return during the period of 2000 - 2011 however it seems that the buy and hold return is calculated to the last bar displayed on the chart. Is there a way for the performance report to base the figure...

Dear Henry,

Many thanks for the help. It is working now. All settings were identical except the data range. I had forgotten to include a range rather than bars back.

Many thanks again.

Best regards,

XIKON

Dear All, The report I am getting under strategy performance report has got me in a trade on a certain date. However when the same strategy is run under portfolio backtester it doesn't get me in the trade. Not sure why I am getting two different results. I have looked at the settings and nothing see...

Dear MC, I wonder if there is a way around the way buy and hold return is calculated in the performance report. It appears that the buy and hold return is calculated by dividing the initial capital by the entry price under the strategy to calculate the number of shares purchased however the number o...

Dear TJ,

Many thanks. This is an excellent source. Much appreciated.

Regards,

Arthur

Dear Pavel, Many thanks for the link. It is a very good source. Shame I am not familiar with Mathworks or Matlab. I have to add another skill to my wishlist. As soon as I am done with easylanguage, I'll have to familiarise myself with Matlab. By any chance are there any proven trading strategies whi...

Dear All, I am currently doing a research project for an MBA degree with Imperial College London and I am focusing on predictability of technical analysis in the FTSE100 from 2000-2010. I have done quite a lot of research on the available literature in the form of books and journals and now focusing...

Hi Mike, Many thanks for your message and sharing the script. It is much appreciated. I am going through a number of entry and exit strategies to identify any inefficiencies in the market as part of an MBA project. I have found it more difficult than I expected in terms of developing the entry and e...

Hi, I have been just fiddling with optimisation for moving averages and it appears that we can run both exhaustive and genetic modes which is great however the problem I have is that as I am using '2MovAvglines' LE for entry and SE for exit I need both to have identical fast and slow averages rather...

TJ, Thanks a lot. I did try the first option but it meant that everytime I had to change the settings. I tried the script as well but I was typing ELDATE instead of DATE and therefore was not getting the result I was looking for. Thanks a lot, everything seems working now. It is much appreciated. Re...

Hi Everyone, Just joined the discussion forum and a new user of MC. I have been fiddling with some of the scripts in order to limit the scope of the studies, for example to carry out the study from 2001 onwards. Unfortunately it does not seem to be responding to the changes I am making. Is there any...