Hi Kate,
I'm not that bothered enough to send you. All else is fine. Weird this has been going on through multiple upgrades and if no-one else sees it, it must be somewhere my end. Which is weird again as i've changed PC over that period.....
Search found 59 matches
- 16 Nov 2023
- Forum: MultiCharts
- Topic: Daily returns & drawdowns does not display correctly
- Replies: 2
- Views: 215
- 16 Nov 2023
- Forum: MultiCharts
- Topic: Daily returns & drawdowns does not display correctly
- Replies: 2
- Views: 215
Daily returns & drawdowns does not display correctly
anyone else have this issue? it's been with me for at least a year now! don't have it for Weeks or Months display.
- 13 May 2023
- Forum: MultiCharts
- Topic: Comparing volume over the same prior periods
- Replies: 0
- Views: 274
Comparing volume over the same prior periods
Anyone care to present this code using a neat array? It plots the average (for the last 15 minutes) of today's minute period volume as compared to the prior 5 day average. It is intended to reveal how current day volume compares to the last 5 days to reveal what type of trading day it is...fast/slow...
- 20 Mar 2023
- Forum: MultiCharts
- Topic: Saxo bank CFDs
- Replies: 2
- Views: 355
Re: Saxo bank CFDs
Thanks but I sorted this. I hadn't linked the live an SIM accounts.
https://openapi.help.saxo/hc/en-us/arti ... o-account-
https://openapi.help.saxo/hc/en-us/arti ... o-account-
- 17 Mar 2023
- Forum: MultiCharts
- Topic: Saxo bank CFDs
- Replies: 2
- Views: 355
Saxo bank CFDs
Anyone trade Saxo bank CFDs? I receive realtime data into Multicharts and can place orders. The only issue I have is that I don't receive a P&L in Multicharts. I don't subscribe to realtime data since these are CFDs and hence are provided free but i'm thinking this may be the issue since the CFD is ...
- 07 Feb 2022
- Forum: MultiCharts
- Topic: Walk Forward optimization - results are not coherent
- Replies: 13
- Views: 2410
Re: Walk Forward optimization - results are not coherent
Thanks for the reply Tammy. The issue I still have however is that, as I said in my above post on 17 December, I set the variable to 1 for all WF results. So all of the WF results were set to come out exactly as if fixed parameters were used. In this case the single parameter was set to 1. See scree...
- 12 Jan 2022
- Forum: MultiCharts
- Topic: Trade counter variable
- Replies: 3
- Views: 481
Re: Trade counter variable
Thanks Tammy. I will try that out.
But I thought the purpose of the setting: 'Recalculate on market position change at broker' in the Autotrading tab was intended to update intrabar? What is being recalculated using this setting if not the strategy?
But I thought the purpose of the setting: 'Recalculate on market position change at broker' in the Autotrading tab was intended to update intrabar? What is being recalculated using this setting if not the strategy?
- 05 Jan 2022
- Forum: MultiCharts
- Topic: Trade counter variable
- Replies: 3
- Views: 481
Trade counter variable
Hi all, I am trying to create a variable to count the number of trades in a bar. So far I have used (without success): vars: tradescounter(0),MP(0); If barssinceentry(1)<>barssinceentry(0) then tradescounter = 0; MP=marketposition; If ( MP <> 0 ) and (MP[1] <> MP ) then tradescounter = tradescounter...
- 17 Dec 2021
- Forum: MultiCharts
- Topic: Walk Forward optimization - results are not coherent
- Replies: 13
- Views: 2410
Re: Walk Forward optimization - results are not coherent
28 Jan trade WF test.jpg I have been working on providing an example of how the WF optimisation report does not appear to be providing logical results. In order to do this I have run a WF optimisation using just 1 variable which is not linked to the strategy code. In this way I can run an optimisat...
- 16 Dec 2021
- Forum: MultiCharts
- Topic: Walk Forward optimization - results are not coherent
- Replies: 13
- Views: 2410
Re: Walk Forward optimization - results are not coherent
Hi Svetlana, To follow up again please, in relation to the image attached: If the IS optimisation runs across the period indicated by the yellow line and the OOS period is across the red line, where would the trade be opened per the OOS results? Would the trade be opened at point A (at the start of ...
- 16 Dec 2021
- Forum: MultiCharts
- Topic: Walk Forward optimization - results are not coherent
- Replies: 13
- Views: 2410
Re: Walk Forward optimization - results are not coherent
Thanks Svetlana for your reply.
To clarify then, since only P&L within the OOS period is included in the OOS P&L result, the OOS trade must be opened and closed within the period (or on the first and/or last bar)?
To clarify then, since only P&L within the OOS period is included in the OOS P&L result, the OOS trade must be opened and closed within the period (or on the first and/or last bar)?
- 15 Dec 2021
- Forum: MultiCharts
- Topic: Walk Forward optimization - results are not coherent
- Replies: 13
- Views: 2410
Re: Walk Forward optimization - results are not coherent
Hi Svetlana, I'd like to ask a more general question if I may. In relation to the OOS results report in the WF optimisation: - does the calculation of the OOS P&L shown in the OOS report for each OOS period start from the start time/date of each OOS period or from the start of any trade which is alr...
- 29 Nov 2021
- Forum: MultiCharts
- Topic: Walk Forward optimization - results are not coherent
- Replies: 13
- Views: 2410
Re: Walk Forward optimization - results are not coherent
Has there been any update to this question raised by anfo0000?
Thanks.
Thanks.
- 09 Jan 2021
- Forum: MultiCharts
- Topic: Overnight swap interest cost calculation
- Replies: 3
- Views: 652
- 09 Jan 2021
- Forum: MultiCharts
- Topic: Overnight swap interest cost calculation
- Replies: 3
- Views: 652
Re: Overnight swap interest cost calculation
I'm actually trying to combine both a fixed commission per trade of $10 (regardless of size) plus a swap cost of 5% per annum based on value of trade and days position is held.
Can you tell me how to combine both into one strategy?
Can you tell me how to combine both into one strategy?
- 09 Jan 2021
- Forum: MultiCharts
- Topic: Overnight swap interest cost calculation
- Replies: 3
- Views: 652
Overnight swap interest cost calculation
Hi
How do I incorporate broker charges for holding positions overnight? I know the interest cost I am charged but how do I reflect this is my strategy positions?
How do I incorporate broker charges for holding positions overnight? I know the interest cost I am charged but how do I reflect this is my strategy positions?
- 25 Apr 2017
- Forum: MultiCharts
- Topic: oanda errors
- Replies: 5
- Views: 2336
Re: oanda errors
Im having same issues.
- 31 Aug 2015
- Forum: MultiCharts
- Topic: Risk reward indicator on chart
- Replies: 6
- Views: 2894
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.
You can then see the RRR update in the status line and can double click on the output in the status line to update.
- 31 Aug 2015
- Forum: MultiCharts
- Topic: Risk reward indicator on chart
- Replies: 6
- Views: 2894
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...
- 20 Aug 2015
- Forum: MultiCharts
- Topic: Risk reward indicator on chart
- Replies: 6
- Views: 2894
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...
- 12 Feb 2015
- Forum: MultiCharts
- Topic: Plot halfback
- Replies: 5
- Views: 1542
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:
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 ) ;
- 05 Feb 2015
- Forum: MultiCharts
- Topic: Plot halfback
- Replies: 5
- Views: 1542
Re: Plot halfback
HighD is not in the wiki?
- 05 Feb 2015
- Forum: MultiCharts
- Topic: Plot halfback
- Replies: 5
- Views: 1542
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", ...
- 05 Feb 2015
- Forum: MultiCharts
- Topic: Plot halfback
- Replies: 5
- Views: 1542
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...
- 30 Dec 2014
- Forum: User Contributed Studies and Indicator Library
- Topic: The Economic Events Collection for MultiCharts
- Replies: 131
- Views: 77787
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.
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.
- 19 Dec 2014
- Forum: MultiCharts
- Topic: Order submission lagging
- Replies: 30
- Views: 13150
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 ...
- 26 Nov 2014
- Forum: MultiCharts
- Topic: Portfolio optimizer performance report - P&L calculation
- Replies: 0
- Views: 916
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 ...
- 07 Nov 2014
- Forum: MultiCharts
- Topic: Reset volume count on each new bar
- Replies: 6
- Views: 1786
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...
- 06 Nov 2014
- Forum: MultiCharts
- Topic: Reset volume count on each new bar
- Replies: 6
- Views: 1786
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...
- 06 Nov 2014
- Forum: MultiCharts
- Topic: Reset volume count on each new bar
- Replies: 6
- Views: 1786
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...
- 06 Nov 2014
- Forum: MultiCharts
- Topic: Continuous ES-mini future at IB? [SOLVED]
- Replies: 2
- Views: 1353
Re: Continuous ES-mini future at IB? [SOLVED]
Thats good to know. Thanks.
- 06 Nov 2014
- Forum: MultiCharts
- Topic: Continuous ES-mini future at IB? [SOLVED]
- Replies: 2
- Views: 1353
Continuous ES-mini future at IB? [SOLVED]
Does anyone know whether IB has a continuous futures contract for the S&P mini?
Thanks.
Thanks.
- 06 Nov 2014
- Forum: MultiCharts
- Topic: Reset volume count on each new bar
- Replies: 6
- Views: 1786
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...
- 27 Apr 2013
- Forum: MultiCharts
- Topic: Time delayed trades
- Replies: 1
- Views: 1536
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.
eg i use 1 hour bars for my signal but want to avoid trades being placed within 5 minutes of each other.
Thanks.
- 19 Apr 2013
- Forum: MultiCharts
- Topic: Time between trades
- Replies: 5
- Views: 2788
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.
- 18 Apr 2013
- Forum: MultiCharts
- Topic: Time between trades
- Replies: 5
- Views: 2788
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...
- 15 Mar 2013
- Forum: MultiCharts
- Topic: Last order time [SOLVED]
- Replies: 5
- Views: 2000
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.
i guess i could set my computer clock to use US time.
- 15 Mar 2013
- Forum: MultiCharts
- Topic: Last order time [SOLVED]
- Replies: 5
- Views: 2000
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?
- 15 Mar 2013
- Forum: MultiCharts
- Topic: Last order time [SOLVED]
- Replies: 5
- Views: 2000
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 ...
- 02 Dec 2012
- Forum: MultiCharts
- Topic: Currentbid & current ask in backtesting [SOLVED]
- Replies: 6
- Views: 1780
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 ...
- 02 Dec 2012
- Forum: MultiCharts
- Topic: Currentbid & current ask in backtesting [SOLVED]
- Replies: 6
- Views: 1780
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...
- 01 Dec 2012
- Forum: MultiCharts
- Topic: Currentbid & current ask in backtesting [SOLVED]
- Replies: 6
- Views: 1780
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 (...
- 15 Nov 2012
- Forum: MultiCharts
- Topic: Exit before close of session [SOLVED]
- Replies: 7
- Views: 2357
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.
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.
- 15 Nov 2012
- Forum: MultiCharts
- Topic: Exit before close of session [SOLVED]
- Replies: 7
- Views: 2357
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...
- 15 Nov 2012
- Forum: MultiCharts
- Topic: Exit before close of session [SOLVED]
- Replies: 7
- Views: 2357
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 ...
- 13 Nov 2012
- Forum: MultiCharts
- Topic: Exit before close of session [SOLVED]
- Replies: 7
- Views: 2357
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 ...
- 06 Nov 2012
- Forum: MultiCharts
- Topic: Playback results different from backtested results
- Replies: 18
- Views: 2644
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...
- 06 Nov 2012
- Forum: MultiCharts
- Topic: Playback results different from backtested results
- Replies: 18
- Views: 2644
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?
- 06 Nov 2012
- Forum: MultiCharts
- Topic: Playback results different from backtested results
- Replies: 18
- Views: 2644
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...
- 06 Nov 2012
- Forum: MultiCharts
- Topic: Playback results different from backtested results
- Replies: 18
- Views: 2644
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 ...
- 03 Nov 2012
- Forum: MultiCharts
- Topic: Playback results different from backtested results
- Replies: 18
- Views: 2644
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.
i cannot find the answer to the question about the trade time. perhaps MC supprt can help.
thanks again.
- 03 Nov 2012
- Forum: MultiCharts
- Topic: Playback results different from backtested results
- Replies: 18
- Views: 2644
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?
how can one check the trade price without the actual trade time?
should i actually load 1m data in the chart?
- 03 Nov 2012
- Forum: MultiCharts
- Topic: Playback results different from backtested results
- Replies: 18
- Views: 2644
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.
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.
- 03 Nov 2012
- Forum: MultiCharts
- Topic: Playback results different from backtested results
- Replies: 18
- Views: 2644
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...
- 01 Nov 2012
- Forum: MultiCharts
- Topic: Playback results different from backtested results
- Replies: 18
- Views: 2644
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?
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?
- 01 Nov 2012
- Forum: MultiCharts
- Topic: Playback results different from backtested results
- Replies: 18
- Views: 2644
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...
- 15 Oct 2012
- Forum: MultiCharts
- Topic: turn on autotrading on multiple charts at once [SOLVED]
- Replies: 1
- Views: 945
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?
- 15 Oct 2012
- Forum: MultiCharts
- Topic: Interactive Brokers Linked Accounts [SOLVED]
- Replies: 11
- Views: 7030
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.
am trying to get ib to reverse the linked account structure.
- 26 Sep 2012
- Forum: MultiCharts
- Topic: I want not MC sends Limit/Stop orders to broker(market)!
- Replies: 6
- Views: 1700
Re: I want not MC sends Limit/Stop orders to broker(market)!
How do i do this? i wish to amend the profit target order signal below:In your code you can send the order type you like when the desired price level is met.
inputs: PositionBasis( false ), Amount( 5 ) ;
if PositionBasis then
SetStopPosition
else
SetStopShare ;
SetProfitTarget( Amount ) ;