I have the same challenge. I like to scan, or even just browse, long watchlists like "S&P 500." For this, I use another platform, TC2000. MC.NET does everything else I need. If only it had better handling of watchlists, I could stop using TC2000.

I have worked around this limitation by coding a new indicator which combines the constraints I want to use. You could have it return a Boolean value, but I am simply counting the criteria. So the filter is "based on" Combo > 4. This is cumbersome but it works and hopefully will help someone else.

I am trying to code a strategy that buys one instrument and sells the other, based on a change in relative momentum. Is there some parameter in SOrderParameters() that tells which instrument to trade? This would be like using BarsOfData(2) only for an Order. Thank you.

I am really enjoying the new pre-scan feature. Is there a way to select instruments based on more than one constraint?

I have a similar problem since I started using DTN. The backtester seems to load data okay, but then it hangs just before presenting results. Screen shot attached.

I find the best way to explore PL.NET is using the object browser in Visual Studio. Attached is a screen shot. This will show you the organization of methods and properties within classes, and it even has a search feature. Enjoy!

I rewrote the study to work explicitly from its own previous value, this[1], instead of relying on Bars.Close. Not sure why, but that fixed it. Thanks again.

Thanks for the quick response, Josh. I can also set that flag on the properties sheet in the scanner. It has the effect of freezing the study with yesterday’s data. So, you are correct, but I want the current value of the study. To clarify … think about a 10 day simple moving average. This study cha...

I have a problem with, I guess, the resolution in my real time scanner. I am using a study which counts up and down days, and it works fine with daily data. A screen shot is attached. When I use this study in the scanner, it starts counting up and down ticks – even though my resolution is set to day...

I have a similar situation, and so I went into Quote Manager and created a custom session template to close at 15:55. Then, on my chart under instrument settings, I select this “Early Close” session. At 15:55 the strategy runs and generates the “at close” signal. Your trading system may continue to ...

Rob, the difference between sample and population standard deviation is whether you divide by N or N-1. So, you can reconcile the MC figure with the Excel figure by squaring it, multiplying by N/(N-1), and taking the square root. Using the figures from your example:

0.324^2 * (3/2) = 0.397^2

I needed VIX to line up with SPY on a daily basis, so I created a custom session for it. See image, attached.

I am having the same problem. I am using real time SPY and VIX from IB, and I cannot get them to line up. Both are set to Local and, per Henry's suggestion, I have put them on the same session template. This is not merely aesthetic - studies running on VIX run one day behind. Any ideas?

Multi-data strategy... pg. 34? In the MC.NET User Manual? I can't find it.

I wanted a way to manage exits from a number of trades entered via the same order object, so I coded my own active trades queue. PL.NET seems to exit all trades at once, if they come from the same IOrderMarket object. There is probably an approved technique for this, or you may use mine: public clas...

It would be nice if we could store the results and then reload them into the MC.NET viewer, i.e., from the XML instead of Excel.

I can't find ExitFromOneEntryOnceAttribute in the CHM file, the Programmers Guide, or the user's manual.

It looks like we can specify a number of lots with Send(int) but not with GenerateExitOnClose(). How can I specify lots to sell at close? Perhaps SOrderParameters should have an OnClose attribute for both Buy and Sell.

How can I scale out of a position progressively, by placing a number of sell orders? I would like to place one sell order corresponding to each buy order that built the position. Is there a collection, perhaps, that breaks my position up into ordered lots?