Search found 43 matches

by paulc
25 Apr 2017
Forum: MultiCharts
Topic: oanda errors
Replies: 5
Views: 1014

Re: oanda errors

Im having same issues.
by paulc
31 Aug 2015
Forum: MultiCharts
Topic: Risk reward indicator on chart
Replies: 6
Views: 1315

Re: Risk reward indicator on chart

Actually, another choice on this is to put the RRR indicator on the main price chart, style it as invisible. Style the SL and PT "Same as instrument".

You can then see the RRR update in the status line and can double click on the output in the status line to update.
by paulc
31 Aug 2015
Forum: MultiCharts
Topic: Risk reward indicator on chart
Replies: 6
Views: 1315

Re: Risk reward indicator on chart

So i couldnt get the SL and PT and RRR to draw on the main price chart so I settled for calculating the RRR and drawing it as an indicator in a sub-chart. At least it auto-updates with price and i can see what value i would get from the trade all the time. I just have to click into the indicator eac...
by paulc
20 Aug 2015
Forum: MultiCharts
Topic: Risk reward indicator on chart
Replies: 6
Views: 1315

Risk reward indicator on chart

Hi, Is anyone aware of an indicator which will display and auto-update a risk-reward ratio (RRR) on a chart? When I have an open position I always have a PT and SL active. As price moves obviously the RRR changes. Also before a trade is entered, with fixed PT and SL targets in mind, the RRR on offer...
by paulc
12 Feb 2015
Forum: MultiCharts
Topic: Plot halfback
Replies: 5
Views: 798

Re: Plot halfback

For those who wish to learn here is the link to google http://www.google.com

For those who just want the answer:

Code: Select all

variables:
Dayhalfback( 0 );


Dayhalfback = (HighD(0) + LowD(0)) /2 ;

Plot1( (high+low)/2, "Bar halfback", Yellow ) ;
Plot2( Dayhalfback, "Day halfback", Magenta ) ;
by paulc
05 Feb 2015
Forum: MultiCharts
Topic: Plot halfback
Replies: 5
Views: 798

Re: Plot halfback

HighD is not in the wiki?
by paulc
05 Feb 2015
Forum: MultiCharts
Topic: Plot halfback
Replies: 5
Views: 798

Re: Plot halfback

Ok so i realised the above could be much simpler. But i still have the issue on the daily halfback. variables: Barhalfback( 0 ), barhigh( 0 ), barlow( 0 ), Dayhalfback( 0 ); Dayhalfback = (dailyhigh + dailylow) /2 ; Plot1( (high+low)/2, "Bar halfback", Yellow ) ; Plot2( Dayhalfback, "Day halfback", ...
by paulc
05 Feb 2015
Forum: MultiCharts
Topic: Plot halfback
Replies: 5
Views: 798

Plot halfback

Hi, I am trying to plot the halfback line (mid of high and low) of each bar and each day. I have the halfback of each bar and the day halfback as a short line across each bar. However I want the day halfback to be a continuous horizontal line across the days bars reflecting the latest value. Does an...
by paulc
30 Dec 2014
Forum: User Contributed Studies and Indicator Library
Topic: The Economic Events Collection for MultiCharts
Replies: 131
Views: 39631

Re: The Economic Events Collection for MultiCharts

Thanks to all those involved with this. I'm sure I will be using it every day.

However, at the moment I cannot get the events to display for more than a couple of seconds. Is there a way to amend the time the events table displays on my screen?

Thanks.
by paulc
19 Dec 2014
Forum: MultiCharts
Topic: Order submission lagging
Replies: 30
Views: 4428

Re: Order submission lagging

Can MC staff comment on their product testing experience here. I'm sure MC will have tested orders with all the brokers they integrate with and hence have the widest experience amongst us all. What are the expected range of times for orders "generated". If MC can provide figures per broker, CPU and ...
by paulc
26 Nov 2014
Forum: MultiCharts
Topic: Portfolio optimizer performance report - P&L calculation
Replies: 0
Views: 582

Portfolio optimizer performance report - P&L calculation

Am I the only one who thinks the walk forward OOS P&L in the portfolio optimiser should be calculated on a mark to market basis not including P&L from trades opened in the in-sample period. If you want to use the P&L report and WF optimizer to set your input parameters then you cannot possibly open ...
by paulc
07 Nov 2014
Forum: MultiCharts
Topic: Reset volume count on each new bar
Replies: 6
Views: 966

Re: Reset volume count on each new bar

Morning Bensat, Thanks for staying with me on this one. I thought volume was cumulative. If i use vol - vol[1], you can see in the attached screenshot that, for provol set at 5000, MC has only painted the one very large bar which has vol over 15000 where a trade must have taken place over 5000. It d...
by paulc
06 Nov 2014
Forum: MultiCharts
Topic: Reset volume count on each new bar
Replies: 6
Views: 966

Re: Reset volume count on each new bar

Hi Ben, Thanks for your help on this. For each bar i want to effectively count the volume done by "pros" at the bid (or below) and the volume done at ask (or above). so i am interested in the total volume which determines the colour of the bar. However to detremine whether a trade is pro or not i am...
by paulc
06 Nov 2014
Forum: MultiCharts
Topic: Reset volume count on each new bar
Replies: 6
Views: 966

Re: Reset volume count on each new bar

Thanks bensat but no. i think there is something wierd going on. i either get the colour applied or not at all. so now using your trick i do get both colours showing instead of just one - it seems it is not sensitive to what number i use for the pro volume limit. wierdly above 35 the colour is appli...
by paulc
06 Nov 2014
Forum: MultiCharts
Topic: Continuous ES-mini future at IB? [SOLVED]
Replies: 2
Views: 768

Re: Continuous ES-mini future at IB? [SOLVED]

Thats good to know. Thanks.
by paulc
06 Nov 2014
Forum: MultiCharts
Topic: Continuous ES-mini future at IB? [SOLVED]
Replies: 2
Views: 768

Continuous ES-mini future at IB? [SOLVED]

Does anyone know whether IB has a continuous futures contract for the S&P mini?

Thanks.
by paulc
06 Nov 2014
Forum: MultiCharts
Topic: Reset volume count on each new bar
Replies: 6
Views: 966

Reset volume count on each new bar

I am trying to colour bars based on whether most trade is at bid or ask. Trouble is i cannot work out how to reset the count on each new bar. Is there a function like NewBar which i can use in the following way: If new bar then var2 = 0 and var3 = 0. My code is below. Thanks for any help. Inputs: pr...
by paulc
27 Apr 2013
Forum: MultiCharts
Topic: Time delayed trades
Replies: 1
Views: 1166

Time delayed trades

Does anyone use a strategy which stops trades being placed within a certain time of each other where the time is not related to the bar interval being used for the signal?

eg i use 1 hour bars for my signal but want to avoid trades being placed within 5 minutes of each other.


Thanks.
by paulc
19 Apr 2013
Forum: MultiCharts
Topic: Time between trades
Replies: 5
Views: 1994

Re: Time between trades

Sorry, value1=entrytime. the instrument is set to exchange time so i expect that is where the issue is arising. i need to offset the time.
by paulc
18 Apr 2013
Forum: MultiCharts
Topic: Time between trades
Replies: 5
Views: 1994

Time between trades

I'm trying to create a minimum gap between trades being triggered in a strategy. The following is supposed to stop 2 trades occurring within a 5 minute interval but it doesn't work; i.e trades can be triggered one minute after the previous trade. There is no exit trade, a trade is always open, eithe...
by paulc
15 Mar 2013
Forum: MultiCharts
Topic: Last order time [SOLVED]
Replies: 5
Views: 1348

Re: Last order time [SOLVED]

my only issue with that is that my computer time is set to uk time whereas i trade a US exchange and the time zone difference is not always the same.

i guess i could set my computer clock to use US time.
by paulc
15 Mar 2013
Forum: MultiCharts
Topic: Last order time [SOLVED]
Replies: 5
Views: 1348

Re: Last order time [SOLVED]

is there any way to reference the current exchange time or the time shown on the chart as opposed to the end of bar time or computer time?
by paulc
15 Mar 2013
Forum: MultiCharts
Topic: Last order time [SOLVED]
Replies: 5
Views: 1348

Last order time [SOLVED]

I have the following code. This works fine to place orders during the day but it doesnt place a closing trade at end of day (3.56pm) as it should. Instead it places closing trades at 3pm. Im sure this has something to do with me using 1 hours bars. It seems to think the start of the last bar, which ...
by paulc
02 Dec 2012
Forum: MultiCharts
Topic: Currentbid & current ask in backtesting [SOLVED]
Replies: 6
Views: 864

Re: Currentbid & current ask in backtesting [SOLVED]

TJ, That led me to this page: https://www.multicharts.com/trading-software/index.php/Category:Quote_Fields but currentbid/ask are not on there. i searched the wiki first thinking thats where id find the answer but they dont appear in search results. do you know whether you can use currentbid/ask in ...
by paulc
02 Dec 2012
Forum: MultiCharts
Topic: Currentbid & current ask in backtesting [SOLVED]
Replies: 6
Views: 864

Re: Currentbid & current ask in backtesting [SOLVED]

Are you using Precise Backtesting? Yes. Please start reading from here. You will find 99% of the questions are already answered. [FAQ] Autotrade / Backtest / Optimization viewtopic.php?f=16&t=10811 The page/topic you refer to doesnt mention currentbid/ask on the page. Do you know where i can find t...
by paulc
01 Dec 2012
Forum: MultiCharts
Topic: Currentbid & current ask in backtesting [SOLVED]
Replies: 6
Views: 864

Currentbid & current ask in backtesting [SOLVED]

Hi all, My strategy uses bar magnifier and IOG set to off. I have added ask & bid data into the chart for data2 & data3 for extended backtesting. When i use : Buy ( "MomLE" ) next bar at open ; and backtest i can see that the order is filled on the open of the next bar. Happy days. When i use: Buy (...
by paulc
15 Nov 2012
Forum: MultiCharts
Topic: Exit before close of session [SOLVED]
Replies: 7
Views: 1353

Re: Exit before close of session [SOLVED]

thanks all but now my strategy opens another position immediately after closing the last one.

i think it will be easier to get the exitonclose trade accepted by IB. i know i can trade after hours so it should be possible to use this existing script.
by paulc
15 Nov 2012
Forum: MultiCharts
Topic: Exit before close of session [SOLVED]
Replies: 7
Views: 1353

Re: Exit before close of session [SOLVED]

This bar is only for backtesting. You should use next bar. Is in post 7 of the link TJ gave ;) thanks evdl, im hoping the following will work: input: Last.Order.Time(1555); if Time > Last.Order.Time then begin if marketposition = 1 then Sell next Bar at market ; if marketposition = -1 then buytocov...
by paulc
15 Nov 2012
Forum: MultiCharts
Topic: Exit before close of session [SOLVED]
Replies: 7
Views: 1353

Re: Exit before close of session [SOLVED]

Hi TJ, thanks again. whilst the following works on a backtest it doesnt work with live trading. no closing trade is placed when live. input: Last.Order.Time(1555); if Time > Last.Order.Time then begin if marketposition = 1 then sell this bar; if marketposition = -1 then buytocover this bar; end; Is ...
by paulc
13 Nov 2012
Forum: MultiCharts
Topic: Exit before close of session [SOLVED]
Replies: 7
Views: 1353

Exit before close of session [SOLVED]

My broker IB does not allow me to use exitonclose successfully. Sometimes it works and sometimes the market closes before the closing trade is executed. I therefore want to close just before the end of session. I have the following code which i want to execute a closing trade if there is a position ...
by paulc
06 Nov 2012
Forum: MultiCharts
Topic: Playback results different from backtested results
Replies: 18
Views: 1141

Re: Playback results different from backtested results

but if the strategy only calculates on the bar close then which price does it use within the bar? for example, if there is a signal to buy at market in effect on the bar close then what price within the bar is assumed for the order to have taken place at in backtesting? Scenario A: Calculation on hi...
by paulc
06 Nov 2012
Forum: MultiCharts
Topic: Playback results different from backtested results
Replies: 18
Views: 1141

Re: Playback results different from backtested results

Whilst a stop or limit order could be hit if those prices were contained within a bar, I see an order to open can be executed either at OHLC, ie 'not at any price'. Or am i still missing something?
by paulc
06 Nov 2012
Forum: MultiCharts
Topic: Playback results different from backtested results
Replies: 18
Views: 1141

Re: Playback results different from backtested results

Scenario A: Calculation on historical data. Regular mode. No IOG. No Bar Magnifier. The script is calculated on the bar close. It is considered that all prices were within the bar (Price movement assumption is used). Order filled on any price within the bar. I'm trying to understand the 'order fill...
by paulc
06 Nov 2012
Forum: MultiCharts
Topic: Playback results different from backtested results
Replies: 18
Views: 1141

Re: Playback results different from backtested results

Hi Andrew, Thanks. The reference material is excellent. It just takes time to digest and thoroughly understand. When running live, i'm finding that my open and close orders are triggered far too frequently. As the signal oscillates up and down across the trigger value an order is fired each time. I ...
by paulc
03 Nov 2012
Forum: MultiCharts
Topic: Playback results different from backtested results
Replies: 18
Views: 1141

Re: Playback results different from backtested results

thanks for your time. there is so much to understand that all questions can probably not be answered by a manageable amount of documentation.

i cannot find the answer to the question about the trade time. perhaps MC supprt can help.

thanks again.
by paulc
03 Nov 2012
Forum: MultiCharts
Topic: Playback results different from backtested results
Replies: 18
Views: 1141

Re: Playback results different from backtested results

actually what about the trade times in the performance report. those show trade times on the hour but presumably these trades are not necessarily on the hour but within the hour.

how can one check the trade price without the actual trade time?

should i actually load 1m data in the chart?
by paulc
03 Nov 2012
Forum: MultiCharts
Topic: Playback results different from backtested results
Replies: 18
Views: 1141

Re: Playback results different from backtested results

thanks for that. i actually had tick data from another query i'd done.

so i dont need to add the 1m data as an instrument on the chart. the backtest will test on 1m data, provided i have it, if the magnifier is set to 1m data.
by paulc
03 Nov 2012
Forum: MultiCharts
Topic: Playback results different from backtested results
Replies: 18
Views: 1141

Re: Playback results different from backtested results

So i have IOG turned on and have backtesting precision turned on. My chart is 1 h resolution and backtesting precision is set to 1 minute. I note my list of trades from the performence report is showing trades being timed on the hour ie not at minute intervals. does this suggest i should also have 1...
by paulc
01 Nov 2012
Forum: MultiCharts
Topic: Playback results different from backtested results
Replies: 18
Views: 1141

Re: Playback results different from backtested results

ok so i found the below page

http://www.multicharts.com/trading-soft ... results%3F

i dont really understand it but i think i should have barmagnifier on to get the most accurate backtesting result?
by paulc
01 Nov 2012
Forum: MultiCharts
Topic: Playback results different from backtested results
Replies: 18
Views: 1141

Playback results different from backtested results

i have IOG turned on for my signals. i get a certain result on backtesting. when i use playback to see the strategy in action i see a different result. i suspect this is due to how the bar is formed. i'm using candlesticks 1min resolution with no magnifier on the backtesting precision. i want to get...
by paulc
15 Oct 2012
Forum: MultiCharts
Topic: turn on autotrading on multiple charts at once [SOLVED]
Replies: 1
Views: 600

turn on autotrading on multiple charts at once [SOLVED]

do i need to go into each chart to turn on autotrading or is there a way to do this concurrently for multiple charts?
by paulc
15 Oct 2012
Forum: MultiCharts
Topic: Interactive Brokers Linked Accounts [SOLVED]
Replies: 11
Views: 4589

Re: Interactive Brokers Linked Accounts [SOLVED]

am now trying to close my linked account with IB but so far they are telling me the linked accounts will remain but that the linked account will just be in a closed status. this does not therefore sound as if it will work either.

am trying to get ib to reverse the linked account structure.
by paulc
26 Sep 2012
Forum: MultiCharts
Topic: I want not MC sends Limit/Stop orders to broker(market)!
Replies: 6
Views: 981

Re: I want not MC sends Limit/Stop orders to broker(market)!

In your code you can send the order type you like when the desired price level is met.
How do i do this? i wish to amend the profit target order signal below:

inputs: PositionBasis( false ), Amount( 5 ) ;

if PositionBasis then
SetStopPosition
else
SetStopShare ;

SetProfitTarget( Amount ) ;

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