I'm a 20+ year programmer in general and 10+ year programmer with EasyLang(TS) and PowerLang (MC) and just started with MC.Net. I'm accustomed to EZ/Pwr Lang having some of the worst documentation in the world and was expecting the .Net to be even worse..... i wasn't let down :-) Is there somewhere ...

wilkinsw - thanks for your reply (and you numerous posts elsewhere on the topic!) i've read a few papers on GA - do you have any insight (quick and dirty 'cheats') for what works best for "init pop" and "#gens" ---do you find that Multicharts suggestions are close to ideal? ---any 'best practicies' ...

If i setup an optimization for 'exhaustive', once I start it running, the # of Simulations matches the # of combinations that it showed when it was setting the properties (ie range of input values). However, if i do the exact same but run 'genetic', then the # of simulations is many Many MANY multip...

thanks, there are certainly ways to 'get around' things now. i currently use a combo of these methods. i have some indicators/functions that are several hundred lines of code each and measure things (vol, swings, time, price, etc) and there are several values from each and it would just make things ...

Hi Henry, thanks for your reply (and ALL of you help over the years!)
i had seen those, but it'd be so much cleaner to just be able to reference things in code - i'll take another look at these however, thanks again!

Yes there are DLLs and 3rd party workarounds, but come on already - or am I missing something? Why can't I write an indicator wherein I do NOT have to specify in advance which DataN it's working on, then, apply it to several Data series on the same chart, then, from a STRATEGY be able to read any of...

sorry if this has been asked&answered elsewhere, but can .NET_beta10 be installed and used on the same PC as regular MC v9.x ? thank you.

i know the existing formats that are supported and apparently it is already a 'feature request' to allow custom bars to be programmed. i have added a new feature request that the menus allow for a new type of bar that combines time, volume and range so that all 3 could be set and if any of the 3 thr...

many people use volume or range bars because with time based bars big moves show up as spikes and technical indicators tend to get out of phase with the action - however, using range bars can miss when price action is 'fighting' at a price level where a lot of volume is going through - so you may on...

I have 5 workspaces, each has a 1 minute chart going back 2 days with front-month futures. i chart trading on and it works great. however, sometimes - mostly with the e-mini S&P - the buttons 'buy ask' 'buy bid' 'sell bid' and 'sell ask' stop updating their prices and if i click on 'buy bid' (after ...

Hi all, MultiCharts is rounding the order price based on the chart instrument price scale. thanks for confirming Henry - i was getting errors (orders rejected to IB) b/c i am using DTN iQFEED on the chart (so i can load enough data to prime the pump for my code and then i mapped the IQ chart symbol...

thanks - i'm just going to use the function Round2Fraction around all of my prices and be done with it - should have coded it that way in the first place.

thanks for your replies, eric.

i have 2 questions regarding signals automatically executing on IB via the TWS API: :: 2. i have numerous exit signal - various conditions that would trigger scaling out or getting flat, both on the profit side (limit orders) and downside (stop orders), --> does Multicharts look at these and only s...

i have 2 questions regarding signals automatically executing on IB via the TWS API: 1. does Mulitcharts format the price based on the settings in QuoteManager for the symbol to ensure that the price is 'valid' with respect to min tic size and price format of the instrument? --> or, do i need to take...

Barstatus 0 is prior to first tic of bar
::

Where did you get this idea?

to be more precise:

Barstatus of 0 = the opening tick of a bar

Barstatus 0 is prior to first tic of bar

But during a backtest that is run 10,000 times, won't it be recalcd every time?
I'm trying to find a method that only runs once, not 10,000 times

i have certain values whose calculations are complex but do not change during each pass of the optimization (in other words, i'm optimizing for other values, not these). is there a way to not have to recalc those blocks of code on each pass of a backtest? three ideas i had were: 1. put that code in ...