Hi guys, I'm trying to get a percentage change in the monthly equity of a portfolio. I've placed the below signal code in the money management signal but it however erroneously double prints each time. Is there a workaround for this? Thanks in advance: var : vPortfolioEquity(0); If Month(Date) <> Mo...

Hi guys, I use IQfeed as my data and am having difficulty symbol mapping some Softs such as SB / KC / CT from ICE (Nybot) to the same symbol within interactive brokers. The reason is IB uses quotes which a hundredth smaller than IQfeeds data. E,g IQfeed Sugar = 11.43 IB Sugar = 0.1143 Is there any ...

Hi guys, I use IQfeed as my data and am having difficulty symbol mapping some Softs such as SB / KC / CT from ICE (Nybot) to the same symbol within interactive brokers. The reason is IB uses quotes which a hundredth smaller than IQfeeds data. E,g IQfeed Sugar = 11.43 IB Sugar = 0.1143 Is there any w...

Hi guys, I'm currently backtesting a portfolio of strategies of CME futures with NYMEX futures using Portfolio Trader with the time zone set as 'Local'. The bar resolutions are currently on weekly bars. 1) Would 'Local Time' mean the local time on my computer? (Even if its obvious I had to ask sorry...

Thanks TJ, Yes, that was specifically what I was asking albeit obvious too many. To be sure, the timestamp "Generated" is when the exchange deems the order marketable/rejected and not when the broker gets the order / or when multicharts fires the order to the broker. If there was a timestamp when MC...

Hi Guys, Sorry if this is a silly question but am trying to troubleshoot around my own latency so hopefully I could get some pointers from you guys. 1. Under Order and Position Tracker > Orders > Generated - Is the time stamp for this: a) Then time when it is generated by MC on your trading computer...

Thanks guys, Many points to ponder upon and rethink the design of my setup and strategies. I'm currently just moved my strats from TWS to gateway and maybe it's just me but it does seem a little faster but will need some time to monitor. Strategy wise, lots of good ideas I would need to rethink my b...

Hi guys,

I've been looking for ways to reduce slippage and whilst that is possible with stops with stop limits, is there any way to limit the amount of slippage you would be willing to incur with a market order e.g Buy next bar at Open;? Not sure if this even makes sense ... Thanks!

rgds - Ming

Hi Guys, This question is veered a little more towards IB Gateway users using MC. This has been discussed here many times on the TWS log off making trading very unreliable and to circumvent this is to use IB gateway which does not need the log-off and is way more stable. But from what I know, gatewa...

Thanks guys for all the pointers and input. Much appreciated. I guess we all have/had that initial bit of worry and I was trying to figure out the point of best practices becoming irrational paranoia haha. :) Giko, great idea thanks! This is great layer of authentication which should be quite easy t...

Hi Guys, I am considering trading via a VPN and was wondering for those who already have how do you secure your strategies. From what i've gathered MC has 2 different ways of protection namely the Password protect method or the SEF read only method. I was wondering on the following: 1) Would this su...

Ran into the same problem on time exits and voted as well. I tend to reload the charts and fresh start MC each day so I lose the value of barssinceentry. Did any of you guys have a workaround for barsinceentry? Would this entail capturing the entry bar number (or date) somehow and re-entering it int...

Hi Guys, New to autotrading and slowly easing into it. I am currently running IB TWS and restarting MC a couple of times a day just to ensure it runs ok. Have a couple of questions below and pleased to hear if anyone has any experience/guidance to the following: 1. Does the IB daily server refresh h...

Thanks TJ! Thanks for pointing me to exactly what I needed. (Didn't turn on Autotrading initially and was wondering why the position was 0) Apologies if this has been asked before, would there be a difference in using MarketPosition_at_Broker vs i_MarketPosition_at_Broker? They both seem to output t...

Hi guys, I'm trying to figure out how to obtain the total number of contracts I have at the moment trading a particular symbol. For e.g Data Feed: @ES.D (TS) Broker Symbol: ESU5 (IB) Strat 1: +5 Strat 2: +5 Strat 3: -2 In this instance if I have 3 strategies trading an e-mini contract which has a ne...

Hi guys, I wanted to check with other users using TS as their datafeed if they have any issues specifically with @ES.D symbol. I'm running @ES.D on a chart on MC64 (Data1 minute resolution, Data2 daily resolution). The issue I have been seeing is that when the cash market starts, the feed does not u...

Old thread but a big thank you to Dru for this. I'm looking if any of you guys have another fitness function for comparison for a smoother equity curve. The reason is in certain instances majority of profits happen in a year and remain flat afterwards and the net profit/equity standard deviation is ...

Thanks Andrew, For the RecalcLastBarAfter option, assuming if I followed the example and omitted the print statement blank, would my orders be cancelled if I have already qualified the time window for the order to be traded? New ticks however would continue trading but my chart has already stopped d...

Thanks anyway. I've set my chart session end to match the cash hours although the market continues to trade continuously until much later where only then the order is purged.

Hi fury, thanks for the reply. I do not use IOG.

Hi guys, This isn't so much about MC but more of a coding issue which I was hoping to seek some help here. My strategy enters a stop order just before the close but I would like to cancel the stop order if it is not filled before the close and prevent it from being executed in the after hours. 1. In...

Thanks guys, especially ABC,

Was a bit perplexed when the code could run but unable to optimized. Indeed this was solved by checking/handling the denominators. Not sure if it was a particular parameter which caused the error but anyhow thanks!

Hi Guys, I'm having trouble understanding what i'm doing wrong here. I have a simple code which basically gives the crossover point between 2 moving averages. This doesn't give any errors compiling or placing in a strat. However, it does give optimization errors when I try to optimize 2 of the movin...

Hi Guys I've been able to use the Custom Criteria Optimization but not sure how to enable the SetCustomFitnessValue. Could anyone point out how to do this? Also, I'm, trying to create the below 2 fitness functions without any success so far: 1) Annual Return % / Max DD % 2) Annual Return % / Avg DD ...