MultiCharts: Trading Software for Automated Trading and Backtesting

HummerH1

Hello Dave,
TJ already gave me an answer to this (Thanks TJ!).

The problem I still have is the one of post#3

HummerH1

Ok thanks for the longer answer :) My data provider is esignal. But I did not know the closing price of the daily bar was adjusted retroactively. The exchange is closing in my case at 15.15 untill 15.30. So I wanted to check if the first tick of the 15.30 to 15.45 bar might be equal to the close of ...

HummerH1

Hello, I have a chart, with 2 data series: Same instrument : s&p Same session : CME Globex Combined One 15 mins resolution : Data1 One 1 Day resolution : Data3 Now, I've created an indicator with the code below: [IntrabarOrderGeneration = true] variables: MovingAverage200( 0 ),MovingAverage( 0 ); if...

HummerH1

Please try the following condition which guarantees that the previous value has been already initialized.

which following condition?

HummerH1

Thanks. Nope, it still fails. I saw this 2 options: 1- I can put an else so as the first and second part of the code will not be called at the same iteration. But then I lose the first bar (15mins). So maybe I'll change de "if" to: if date of data2 <> date[1] of data2 where data2 will be a series ba...

HummerH1

Quote: Why "crosses under" is acting different? Probably, the cross happens even before checking the non-initialized values. Probably not. There is no cross at all. Otherwise according to my code, i would get the word "test" printed. Quote: It also should check previous values of my arguments. Does...

HummerH1

I'll try to put the

Code: Select all

array_setmaxindex(arrLineValue,5);

outside the if also.
I must have it inside as well.

But just for my understanding:

Why "crosses under" is acting different?
It also should check previous values of my arguments. Doesn't it?

HummerH1

That does not make any logical sense to me. What solution can you offer instead? What the point of having dynamic array if you cannot use it? Why does it work with cross under and not cross over? Why sometime I get error on index 3 only? And I have a Counter. I do the code only if Counter=1. So in i...

HummerH1

TradeTime_s does not exist anyway.
And tradeTime has no value when not trading live.

So I've chosen the option with a second data series. Working good for me so far.

Thanks!!!!!!!!!!!

HummerH1

Hello Here is my code var: Counter (0),J(0),MaxLines (0); array: arrLineValue [] (0); if date <> date[1] then begin Counter=Counter+1; MaxLines = 6; array_setmaxindex(arrLineValue,5); arrLineValue[0] = 1; arrLineValue[1] = 3; arrLineValue[2] = 7; arrLineValue[3] = 2; arrLineValue[4] = 3; arrLineValu...

HummerH1

Yes, I did both steps.

I have no code: it's MC Indicator - Mov Avg Line 1.

HummerH1

Thats what I did.
I checked it again
All is defined like you said.

But its the same

HummerH1

Here a screeen shot.

The blue line is my indicator based on the daily graph at the bottom, but displayed on my main graph.

Its value is 1254.38, but it's displayed between 1242 and 1244.

HummerH1

Hello, I have on my graph 2 data series. One daily, and one 15 mins. I have an indicator based on the daily data serie but shown on the 15 mins graph. I have tried to scale it so as the price of this indicator is at the same level as the bar price, but i did not succeed. I ve tried all the scalin op...

HummerH1

Such a pity :( I'll have to write hundred lines of code instead of 2 :( And is there anyway i can plot an array of values using an other name of plot function at each iteration? sort of : Variables : i(0),MaxIndex(0),strTemp(""); Array: MyArray[](0); .... For i=0 to MaxIndex begin strTemp = "Plot" +...

HummerH1

I'm trading on Emini S&P mostly. For going out a trade, I do use minute precision (not seconds). So the market must be silent for a minute long at least... It doesn't seem likely to happen that much... But maybe in some cases... So maybe for this, it's better using data series with minute interval?!...

HummerH1

And what about TradeTime (_s)? As far as i understand, it is the time of the chart, and it get updated each time the price market moves. I use the time 1 . to make some calculation inside my starategies to see how many time pass between two actions. So It does seem to be a problem if I dont get upda...

HummerH1

Thanks. I have just check it

So bad I can't do it with the playback

And it would have been much easier if I could just call a function like CurrentTime, but giving the currenttime of the bar

HummerH1

on backtest (different from playback), you can use the tick data for precision backtest.

On backtest (the one different from playback:) - I can test my signal using the 2 data series??

HummerH1

That's what I thought about but when I do playback for backtesting, my computer time doesn'e mean to me anything!!!!!!!!!!!!

So I was looking for another option.

The second series working on one sec seems to be a good idea. But Im trying to find out how I do backtesting with that.

HummerH1

How do I set it to invisible??

And what will happen in playback?? it will run it by 1 second also?

HummerH1

Ok.
Ive managed to do it.

Just one question:
I have 2 graphs on my chart window.
One is 15 mins resolution, and one is 1 second resolution

When I do playback for backtesting, what option should I choose so as I can get the 1 sec chart data and the 15 also?

HummerH1

I did not really understand what do you mean.
I always use only one chart with one resolution.

How can I add data series?
Can you please give me an example or to direct me to a place when I can learn how to do that?

HummerH1

I don't want to modify it.
I just want to be able to put its name with a variable. I have an array with all the names, ans I want to do

plot1(arrValues[1],arrNames[1])
plot2(arrValues[2],arrNames[2])
plot3(arrValues[3],arrNames[3])
...

HummerH1

Yes, playback
And it initializes the values again when im doing that, except that it's always looking 1 month back

HummerH1

Hello, When declaring a variable I initialize it let say to be 0. My indicator is active in the chart. So when compiling it applies it automatically. And it computes the values one month back. Then I use the backtesting features, so I go back in time and run it. But even if i go back just ten days i...

HummerH1

Why can't I put the PlotName from a String Variable like that:

Code: Select all


Var: strTemp("");



strTemp="Test";

plot2(1,strTemp);

This gives an error: Wrong plot name or missed ')'

HummerH1

premium

HummerH1

Hello, I want to get the current time of the bar, while my chart time is not my computer time. CurrentTime is giving me the time of my computer Time is giving me the time when the bar will close That means that if I have a 15 mins chart, and now the time in my chart is 12:13, I want to be able to ge...

HummerH1

I am also trying to do that. I have a dynamic array with N lines to plot. I cannot use the same "plotX" for all of them, so I wonder if there's a way to call another one for each iteration, and this inside the loop. sort of : Variables : i(0),MaxIndex(0),strTemp(""); Array: MyArray[](0); .... For i=...

HummerH1

Hello, When I create a function, before the editing interface opens, I have to choose the returning type of the function. Is there a way I can change the type after that? I did not find how to do it, so I've deleted and recreated the function. But I will be happy to know if there is a shortest way t...

HummerH1

Hello, I want to get the current time of the bar, while my chart time is not my computer time. CurrentTime is giving me the time of my computer Time is giving me the time when the bar will close That means that if I have a 15 mins chart, and now the time in my chart is 12:13, I want to be able to ge...

HummerH1

HummerH1

Ok. Im at work now. Ill dot it when ill be at home in about 2, 3 hours

HummerH1

To export and send it to you?

HummerH1

datafeed: esignal
multichart version: 7.0 Release (Build 4510)
here attached: the workspace.
there's nothing on it except these 2 lines code

HummerH1

Thanks.
I have done that.

But if before 14:15 ive sent a limit order
and the price is reached after 14:15, the order will be executed.... and i want to cancel that

HummerH1

how all this related?

My symbol: E mini S&P500
Session: CME combined
chart resolution 15 mins with intrabargeneration

HummerH1

Chart and symbol are exchange time

my computer is local time in france

HummerH1

here the one before //print( "test --------" +NumToStr(Date,0) +" "+ NumToStr(Time,0) + " " + NumToStr(CurrentSession(0),0) +"/" + NumToStr(sessioncount(0),0) ); //condition10 =(time>SessionEndTime(0,1)+1 and time[1]<=SessionEndTime(0,1)+1); i grayed it to check with 1 if any diff and i add the tota...

HummerH1

the print out; and again the code in my indicator; print( "test --------" +NumToStr(Date,0) +" "+ NumToStr(Time,0) + " " + NumToStr(CurrentSession(1),0) +"/" + NumToStr(sessioncount(1),0) ); condition10 =(time>SessionEndTime(1,1)+1 and time[1]<=SessionEndTime(1,1)+1); if condition10 then print("aaaa...

HummerH1

screen with the error

HummerH1

Thanks Ive read that. Yes, it is in my strategies, using EL. I'm sending limit orders to my broker. Let say at 14:15 i close all my orders. If the condition is not met until then, Id like to cancel it - so as if the condition is met after 14:15 it will not become an active order When trading on a DO...

HummerH1

Hello

Is there a command I can use to cancel all orders or limit orders ive send to my broker?

HummerH1

This is the definition of the session i use
the error comes on thursday around 17
Last print is "test --------1111103 1645 9"

HummerH1

print( "test --------" + NumToStr(Time,0) + " " + NumToStr(CurrentSession(0),0)); condition10 =(time>SessionEndTime(0,1)+1 and time[1]<=SessionEndTime(0,1)+1); if condition10 then print("aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"); this code got an error in running time, when using a 1 min frame. S...

HummerH1

post2?
Ive answered in post3

HummerH1

Hello, I talk about this part of the post: Im trying to use the sessionendtime and sessionfirstbattime into my trades. They have 2 parameters: Sessiontype sessionnumber 1- what's the difference between regular type or autodetect? it seems to do the same 2- I used the currentsession variable to print...

HummerH1

Thanks TJ for your explanation

But you did not answer the questions of my last post...

HummerH1

- Do whatever I need... If i knew what I need to do, i wouldn't be here asking for explanation... And Im asking exactly not to find out in some months or years that I should have done it another way. It's easy to find syntaxes of different things in the tutorials. What's missing is some more explana...

HummerH1

I didnt understand what you meant by Therefore your default "session" is whatever bars you have on the chart. What the " for? it's not a real session? Why do I chose a session to my instrument then? It's only so as I can use the sessionxxx varaibles? I've looking around at posts and at the doc, Im t...

HummerH1

Thanks escamillo. You said: if you can use SetStopLoss, SetBreakEven, etc., it is better to use them If I can't - If I need different stoploss for different signal in my chart, is it a good reason? then use the word STOP You meant Buy/sell market at Stop ? Can I use SetBreakEven with this to change ...

HummerH1

It's the session I defined for my instrument: CME emini combined

Ive look around a little bit and found that I'd better not to use the ssetexitclose function.
That was the reason of my question. So I won't use that.

But how the session time impact my trades? Does it impact it at all?

HummerH1

Thanks Josh

I thought FuryTrader said that using the function was better that self code. So I changed my code to check it.
But if it has to be the same limit for all my signals it wont't be good enough for me.
I ll change it back.

HummerH1

Hello! I thought the session was defining the range time for trading. Meant that there will be not any trade outside of this range. Here is the doc quote: Trading sessions are the hours in which a contract is available for trading. The trading session for each contract varies depending on the contra...

HummerH1

An other question about the SetStopLoos function.

When calling the function, does it applies to all positions in my strategies?

If i have 2 different signals into my chart, and each one has a different StopLoss.
Is that Ok?

HummerH1

I did not really understand.
You meant using the SetStopLoss function into my code is better than
1. using the SetStoploss signal into my startegy
2. coding the stop in the code like I paste in my first msg
?

HummerH1

And what if I have Intrabarordergeneration enabled?
What will be better to use then?

What about adding the signal SetStopLoss to the strategy?
What the difference between that or just adding SetStopLoss into my signal?

HummerH1

Hello,

What is the difference between using SetStopLoss
or adding code like:

Code: Select all


condition1 =  CurrentPrice <= EntryPrice  - StopLoss;



if MarketPosition > 0 and condition1 		

       then begin

		sell this  bar  ;

end;

and what's the better thing to use?

HummerH1

Ok
Ill use the playback option btt
Thanks anyway

HummerH1

Thanks!!!
did not see it...

HummerH1

In a pop-up window? What if there are lots of variables? I thought like my charts or indicator values, at the top of my chart. with an option to show, hide. And if they are too much of them, maybe the ability to select which one of them i want to show or hide. btw when I hide a line in an indicator...

HummerH1

Hello,

How do I change the speed of the playback?

I have a button with caption: "choose playback speed" in the playback toolbar, but it is always grayed and disabled.

Thanks 4 ur help.

HummerH1

Hello

I have a signal, based on an indicator.
In my signal I use Global Variables that are updated in the indicator.

Will the backtester be able to reach these values? I did not see anyway to attach an indicator into the backtester stategies...
How can I do that?

Thanks for your help.

HummerH1

Thanks!

If you ll find such a feature to show all GV at the same time please let me know

HummerH1

Hello,

Is that a way I can see Global variables values in my chart windows?

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