I have been using the following calculations in my live trading. I hope this helps. If something is incorrect, please help me preserve my dwindling account by letting me know. Thanks. Session Profit ---> StrategyInfo.OpenEquity Current Position Profit ---> StrategyInfo.OpenEquity - StrategyInfo.Clos...

Henry, I am under the impression that you can optimize your strategy using extended backtesting, as long as you run the optimizer from your properly set Extended Backtesting signal on the chart (trade, ask and bid instruments) by using " Format Signals ---> Optimize". I obtain the same results from ...

The behavior described described by poster sylfvdk and finally acknowledged by Henry uncovers a bad design decision made by the Multicharts .net designers. Unfortunately, there were several blunders in the implementation of this great product when the .net product was designed. This particular issue...

Hi Rob, I get good values for the slope in my strats. My code is like yours, with two exceptions: - In Create() ---> linearRegression = new LinearReg(this); - in CalcBar() ---> linearRegression.call(); Hope this helps. If this code is incorrect, I would really like to know about it. Thanks, mips4pips

Hi David, The problem here is that EL Functions can not be used to keep track of counters or any other variables between calls to the function, not even if you declare them as intrabarpersist. It's not part of their job. The fact that in your example it seems to work for case 1, but not for case 2, ...

Thank you for the idea. If you are going to add code to keep track of commissions, then this is definitely a step in the right direction. I was hoping to have MC calculate the commission in backtesting without adding any code. At this point, I don't believe that the current commission setup can cove...

A Buy Limit Order is non-marketable if its price is less than the Ask when it hits the order server. So it goes on the Limit Order Book.

Similarly, a Sell Limit Order is non-marketable if its price is higher than the Bid when it hits the order server.

Thank you for the comments. I use backtesting to compare different strategies, but not to predict dollar performance. This applies to limits and all types of orders. Concerning pay for limits - this is a well established practice in many markets - not so much in Forex. It allows market-makers to sta...

Hello Henry, MB Trading has a "Pay for Limits" Forex account type where currently the commissions are as follows: You pay $2.50 for 100,000 executed on any executed trade, EXCEPT: You receive $0.50 per 100,000 executed on a filled non-marketable limit order, that sat on their limit order book for an...

MB Trading (and others) have a "pay for limits" account type, where the trader receives a small rebate when limit orders that were on their non-marketable list are filled (adding liquidity). How can I simulate this "negative commission" in MultiCharts for backtesting?