OK understood. As an enhancement, you might wish to consider using the most granular data available in the generation of statistics, as this makes the stats' more accurate. This is especially important if the data1 series are large, like daily bars for example. It is useful to know when stops and ta...

When back-testing or optimizing with the bar magnifier on, you get finer fill granularity and gain greater certainty that stop and targets are hit in the correct order. Excellent feature! However, when reviewing the Strategy Performance -> Trade List, with magnifier on, the entry and exit times of s...

Thanks.

I have to agree, as a new C# developer. (I have a great deal of experience with trading scripting languages, so I contextually I get all the nuances of trading platforms etc). But I needed to venture into c#.Net to accomplish important aspects that could not be accomplished in say EasyLanguage. At p...

It seems that back test simulation fill engine cannot integrated with the Order and Position Tracker Window. It would really helpful to be able to configure the backtest engine to drop stats into these interfaces.

I can find no example code how to properly use the IDateTimeFilter to exclude members of ILogs, IOrders and IPositions collections. Could MC either provide a simple example or point me to an existing example code.

Thanks.

No, I am asking whether I can in effect create my own optimizer. BTW, it would not be for param' optimization as you have good solutions for this, but for logic construction - something akin to genetic programming. Although the search process would be driven by various evolutionary algorithms, inclu...

Does MC provide a public class/method to enable programmatic iteration over the same OHLCV input data? Similar to how the brute or GA optimizer rewind and recalculate N times?

This capability would enable some research I'm doing into strategy development and optimization.

Thanks for your thoughts