I know I can use Portfolio_CurrentEntries to determine the number of open positions within a portfolio, but with multiple strategies is there a way to limit the open positions specific to that strategy? For instance I am backtesting two separate strategies (on multiple instruments) within a portfoli...

Henry, I finally got a moment to run the tests again on a 16 Core (32 vCPU) machine with logging disabled and grabbed some screenshots attached below. What I have noticed is I can hit 100% CPU usage on 5min SPY data running as the singular instrument and also multiple instances of the same data as s...

Henry,

Just for clarification what is the purpose in disabling MC logging prior to testing again and do I need to reverse it some how afterwards ?

Hi Henry, I understand what you are saying in principle regarding the concept of multithreading, but why would I get 100% utilization on my Quad Core machine and only 65-67% on a 16 Core system? From a scalability stand point we are talking about the exact same thread to core ratio ... 4 Core w/ 8 T...

I have spent the last couple of days working on trying to lower the length of time my optimizing takes by loading a copy of my work onto a more powerful system. What I ran across was a bit surprising to me an I was hoping someone could help me understand what is happening. For reference I am portfol...

Wow, your right I forgot to even mention that my question was in regards to Portfolio Backtester.

(I have updated my original post accordingly)

I haven't used custom criteria in a while, but looking at your code you use high, low, date which are not available as far as I know (perhaps this changed recently?). Yeah, this was the basis for my discussion with Andrew yesterday, but we were talking about SetCustomFitnessValue which may be more ...

Hi Andrew, Yes, this is the same project we discussed yesterday. As we discussed the SetCustomFitnessValue keyword isn't currently supported under portfolio back testing so I was attempting to write a javascript version in the mean time. It seems somewhere along the line I didn't format the javascri...

Unfortunately I don't have much experience with javascript and in writing a custom fitness function I am running into a bit of an issue somewhere. The problem is I am just not sure what is formatted wrong and causing the syntax error. var DayHigh = high; var DayLow = low; if (date<>date[1]) {DayHigh...

Is there a way to identify whether code is running in the MultiCharts environment or the Portfolio Backtester ? Currently I use 2 different versions to accommodate the variations between the platforms with things like "CurrentEntries" and "Portfolio_CurrentEntries" and I would like to be able to cod...

Henry,

Email sent... I went ahead and included a short screencast clip of me actually attempting to map the data.

They are all formatted exactly the same the only difference really being the number of rows from file to file.

The forum says "The extension csv is not allowed" ... is there another way I can send you a couple of sample files ?

Henry, Sorry for the delay in response...I've been out of town since my last post. I deleted all of the previously imported symbols and started fresh with the ASCII Mapping method and so far it seems to work just like I was looking for. Question though about batch mapping... when I go to map a serie...

Henry, Converting to a Universal DDE seems to work just fine as long go back in afterwards and manually reimport the data from the ASCII file. Is there any reason why this would be the case even after I have gone through the "Map ASCII" process to import everything the first time before converting t...

Hi Henry, I figured tick data was the most granular of the options and there for every other resolution could be derived from that. If I wanted use a single source of data for a particular symbol what would be the most effective work flow for this? Currently I map a batch of files in ASCII ... Adjus...

I have been working with a lot of ASCII imported data lately, and I am not sure why, but I have run into some issues getting the data plotted consistently. Its the oddest thing and I am not completely sure what the issue is but I import the data as usual, receive confirmation, create a chart, and th...

Henry I was mapping multiple files like you suggested and had two questions.

- What is the difference between the resolutions "Tick" and "Tick bar" ?

- Is there anyway to batch change the "Big Point Value" field ?

Thanks

I understand how to import a symbol list, but seem to be having a bit of difficultly batch importing the ASCII mapped data to go with the symbols.

Is there a similar method for importing the data as well ?

Thanks ABC, Any idea how I can get the output value down to micro seconds? Currently just using ComputerDateTime I receive the same values in the print statement. If Condition1 then begin Value25= ComputerDateTime(); JMA = JRC.JMA.reset.2k( Close of Data2, length, phase, condition1); Value26= Comput...

I have been using the tradition average function in a strategy during back testing and recently opted for a Jurik MA to calculate that single value. With just that one change alone my back testing times went from 15-20sec to 6-8min. Is there something going on here that I am not aware of that would ...

I have been using TS for awhile now and just started to work with MultiCharts. In the past I have used the Perfect Profit Correlation fitness test available in TS for back testing and couldn't seem to find anything similar in MC. Is there something similar available for MC ...possibly under a differ...