Search found 16 matches

by clonardo
23 Jan 2014
Forum: MultiCharts .NET
Topic: Portfolio Optimization: Position Sizing
Replies: 4
Views: 2243

Re: Portfolio Optimization: Position Sizing

I've got something in mind that I'm going to try to implement.. will share with the community if it looks promising
by clonardo
21 Jan 2014
Forum: MultiCharts .NET
Topic: Portfolio Optimization: Position Sizing
Replies: 4
Views: 2243

Re: Portfolio Optimization: Position Sizing

Forgot to mention that I would like to be able to use the same code in real-time trading as well as backtesting, if possible. Thanks.
by clonardo
21 Jan 2014
Forum: MultiCharts .NET
Topic: Portfolio Optimization: Position Sizing
Replies: 4
Views: 2243

Portfolio Optimization: Position Sizing

Hi All, First, I'd like to say that now that I've been using MultiCharts.NET for a few months, it's really an impressive effort. I hope that the documentation continues to improve- definitely building up a good knowledge base here in addition to the programming guide. I have a question on position s...
by clonardo
05 Dec 2013
Forum: MultiCharts .NET
Topic: MULTICHARTS .NET 8.8 RELEASE
Replies: 53
Views: 22218

Re: MULTICHARTS .NET 8.8 RELEASE

Looks like a _ton_ of meaningful bug fixes. I'm excited to try it out.
by clonardo
08 Nov 2013
Forum: MultiCharts .NET
Topic: Portfolio Backtester Memory Management Issues
Replies: 1
Views: 1601

Portfolio Backtester Memory Management Issues

Hi, I've been using MultiCharts for a few months now, and have an issue that I have encountered in 8.7, 8.8 Beta 1, and 8.8 Beta 2. This has occurred on two different computers- one an 8-core Xeon with 36gb of RAM, and the other a 16-core Xeon with 128gb of RAM. I am using about 5 years of minute da...
by clonardo
30 Oct 2013
Forum: MultiCharts .NET
Topic: editor panels [SOLVED]
Replies: 4
Views: 2386

Re: editor panels [SOLVED]

Hi,

I just saw that this is still an issue in the latest beta (8.8 r2).

Would it be possible to add a reset button within the PL.NET editor to do this if the problem is not going to be fixed? Thank you.
by clonardo
12 Oct 2013
Forum: MultiCharts .NET
Topic: Rotational Strategy Development
Replies: 2
Views: 4114

Re: Rotational Strategy Development

This may be possible with the Scanner, but I haven't tamed it yet. This is starting to become my default answer on such matters, but it's certainly possible if you used an external datasource, like a local MySQL database. How easy it will be to accomplish depends on your coding ability and requireme...
by clonardo
12 Oct 2013
Forum: MultiCharts .NET
Topic: C#: Indicator Coding: Plot default values not appearing
Replies: 2
Views: 1616

Re: C#: Indicator Coding: Plot default values not appearing

Specifically, what visual parameters are you trying to apply to the chart? Can you post any sample code on the indicator?
by clonardo
12 Oct 2013
Forum: MultiCharts
Topic: How to store the price at daily specific time?
Replies: 6
Views: 2339

Re: How to store the price at daily specific time?

To further clarify, that's just printing out the price from 2 days ago in output. If you want to use the lagged price, set a variable = closeprices[(closeprices.Count-3)]. Sample output using the code that I posted is as follows: note: format is date/time, day's close, (newline) 2 day ago's close. 9...
by clonardo
12 Oct 2013
Forum: MultiCharts
Topic: How to store the price at daily specific time?
Replies: 6
Views: 2339

Re: How to store the price at daily specific time?

Here, I've done it with ArrayList and printing the close price from 2 days ago in the Output window of the PL.NET editor- using System; using System.Drawing; using System.Linq; using System.Collections; using PowerLanguage.Function; using ATCenterProxy.interop; namespace PowerLanguage.Strategy { pub...
by clonardo
11 Oct 2013
Forum: MultiCharts
Topic: How to store the price at daily specific time?
Replies: 6
Views: 2339

Re: How to store the price at daily specific time?

Bars.TimeValue gives you what you need. Example:

Code: Select all

if ((Bars.TimeValue.Month == 9) && (Bars.TimeValue.Year == 2011)) {do whatever}
you can set this for hours, minutes, date, etc.

edit- sorry, I seem to have wandered over from the MC.NET forum. This is the C# answer.
by clonardo
11 Oct 2013
Forum: MultiCharts
Topic: MULTICHARTS 8.8 BETA 1
Replies: 45
Views: 19429

Re: MULTICHARTS 8.8 BETA 1

ASCII mapping of minute data seems much improved, but to me, QuoteManager is still the weakest link of the whole package. I find that when I run a portfolio backtest on symbols that are mapped using ASCII mapping that there's very little visibility about what's going on behind the scenes- you just w...
by clonardo
11 Oct 2013
Forum: MultiCharts
Topic: Fundamental datas
Replies: 29
Views: 10325

Re: Fundamental datas

I've had a lot of success using MySQL for external data sources (including time series). Even with minute bar data, there are some tricks to making it work quickly, but it's quite doable.
by clonardo
07 Oct 2013
Forum: MultiCharts .NET
Topic: Question to "OHLC_Yesterday.Indicator" C# [SOLVED]
Replies: 1
Views: 1565

Re: Question to "OHLC_Yesterday.Indicator" C# [SOLVED]

If I'm understanding the code correctly, the first few lines of CalcBar() determine whether the data is daily or intraday, and when to update m_yestclose.Value- EResolution resolution = Bars.Info.Resolution.Type; if (resolution == EResolution.Quarter || EResolution.Week <= resolution && resolution <...
by clonardo
04 Oct 2013
Forum: MultiCharts .NET
Topic: Bars Since Exit [SOLVED]
Replies: 2
Views: 2474

Re: Bars Since Exit [SOLVED]

Thanks, Henry, that seems to answer it.
by clonardo
27 Sep 2013
Forum: MultiCharts .NET
Topic: Bars Since Exit [SOLVED]
Replies: 2
Views: 2474

Bars Since Exit [SOLVED]

Hi, From what I've read, in MultiCharts (but not MC.NET) there's a BarsSinceExit() function that will return the number of bars since exiting the previous position. Is there something similar in MC.NET that can be used in strategy & portfolio backtesting? I have tried to find a way to identify the b...

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