hi,guys. i'm learning mc.net recently. and i have no idea about how to import bid/ask price and volume data after i added a new symbol in quotemanager below is the snapshot of ASCII Data Import window,there is no field for bid/ask data in the lowest box(only for symbol,date,time,price,volume),and no...

Please correct me if i'm wrong,I remember that only static portfolio backtest could be done in MC,is there any way to apply realtime dynamic portfolio rules in mc? ( GV functions, or others ? )

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thanks

thanks,it works. but here is another problem in IOG mode. when spread trading backtesting,with IOG setting = enable,and the entry rules are: 1) if spread cross above -7.5 then buy 10 contracts 2) if spread cross under -14.5 then sellshort 10 contracts each bar would be calculated four times,the resu...

my snapshot's chart resolution is 30 seconds,but it exists on 3 seconds and 15 seconds charts,too. PS: found new case IOG = enable, PyramidMode = 3, chart data = history data playback, everything is ok, IOG = enable, PyramidMode = 3, chart data = realtime data, same exit runs twice in the same posit...

the link is lost,could you refresh it,please?

Hi,I met a wired problem when pyramid-out position,but i have no idea about why it happen? my purpose : pyramiding-out position in two steps,that's: 1) exit 30% of a position; 2) then exit all the rest of the position. for example,if a position's size is 80,the exits sequency would be exiting 24 of ...

sorry,TJ,i can't catch your words. for example,a 60s' bar chart as a sender,a 30s' bar chart as a receiver,intrabargeneration=false,so global variable update per min,and the value of this global variable is received twice per min,do you mean,trading only at first receiving? and your case is spread t...

yes,it's a hard work :) for the case of GV function,i found that most of time,GV set function runs early,GV get function runs laterly,but some time,GV get function runs earlier than set function,do you have any tip for controlling the order to make GV get function always later than set function? bes...

i see,if sending chart's time frame is 10 s,and receiving chart's time frame is 5 s,then there should be 1 sending info and 2 receiving info. TJ,you said,i could try a faster computer,I'v tried on another computer which is better than mine,but the latency are the same.could you tell me,according to ...

could you please paste proper print info with command "print" of GV latency Tester?it's too wired.

my maxbarsback = 50 and most received twice, seldom three times,and rare once 1.00 Rec'd Time \n =112112\n Latency \n = 5 1.00 Rec'd Time \n =112112\n Latency \n = 10 1.00 Sent Time \n =112122 1.00 Rec'd Time \n =112122\n Latency \n = 5 1.00 Rec'd Time \n =112122\n Latency \n = 10 1.00 Sent Time \n ...

yes,maybe latency is a big problem,and I should try to avoid the cumulative latency in my method,and set the time frame longer than latency. BTW,TJ,your GV lantecy Tester info is below when I print it,why set once, but receive twice,which rec'd time result is the right one? 1.00 Sent Time \n =111852...

TJ,i'v try your GV latency tester,the delay of my transmmission is between 4 and 11,is it a big latency?

if the latency is too big,s2 and s3 couldn't get GV's realtime change,maybe this is the reason of missing some signal,do you have any way to minimize the latency?

I use SleepEx function to make GV get funtion delay some time,but it doesn't work. and i have no idea about the wrong of the 3th point of my problem,that's, "3. when a position opens on symbol 2 or 3,it close immediately in one bar,not waiting for GV value change on symbol 1." is something wrong wit...

here is s3: var: iSizeZS(0), SizeM(15), RTSizeZS(0), RTSizeY(0), RTSizeM(0), mp(0); mp = marketposition; iSizeZS = GVGetNamedDouble("GVSizeZS", -9999); RTSizeZS = GVGetNamedDouble("GVRTSizeZS", -9999); RTSizeY = GVGetNamedDouble("GVRTSizeY", -9999); //if ZS's position is flatted, if (RTSizeZS[1]<>0 ...

here is s2: var: iSizeZS(0), SizeY(20), RTSizeZS(0), RTSizeY(0), mp(0); mp = marketposition; iSizeZS = GVGetNamedDouble("GVSizeZS", -9999); RTSizeZS = GVGetNamedDouble("GVRTSizeZS", -9999); //if ZS's position is flatted, if (RTSizeZS[1]<>0 and RTSizeZS = 0) and mp <> 0 then begin if mp > 0 then sell...

here are the code: s1: inputs: flag(1), iSizeZS(10), //ZS's initial position info of first trade of a day Direction(1), //new position's diretion is the same or adverse to the first position? Multi(1); //the multiplies of new position to the original position size var: mp(0), //marketposition status...

hi,i got a problem about GV functions these days,and couldn't deal with it,please help. my object: 1. hedge trading on 3 symbols(with strategies S1,S2,S3),with GV function to synchronize. 2. when a new position opens on symbol 1(with strategy s1),a new hedge position opens on symbol 2(with strategy ...

so,any in-direct way to store and use multiple separate entries/positions data?for example,ELcollection

thanks

thanks,with this option,only one entry price and total position size could be inputed,if exist position established with 2 or more pyramiding tradings,how to tell MC each position's entry price and entry size?

i found a strategy "!From Strategy To Broker MP Synchronizer!" in PE,i'm not sure whether that's an update version from the strategy in this post? I couldn't run that strategy,because the relating dll file "kernel32.dll" missing,and relating function "GetTickCount" couldn't run. how to make that str...

yes,parameters = inputs.

and the condition for changing parameters is very subjective.

for example,a strategy of spread trading for 3 commodities,sometime establishing positions when spread is 20 points,but sometime the 20 points spread is too narrow,i'd like to trading with 50 points spread.

thanks,Andrew. maybe i didn't descript my problem clearly,I did mean switch on/off auto-trading manually,my initial operations are: 1. activate the strategy with the N.o 1 parameters group; 2. when market condition changes,I decide to trading with the N.o 2 parameters group,so I switch off the auto-...

Hi,I'm learning MC and EL these days,but don't know how to code the case below: 1. having active auto-trading and made 3 trades,one for base position with signal name "LE" (buy at 3754,position size is 5 contracts),2 pyramiding trades with names "Pyrmd1"(buy at 3772, size is 2 contracts), and "Pyrmd...