Search found 13 matches

by continue8
14 May 2014
Forum: MultiCharts
Topic: Portfolio historical exposure ..... open positions.
Replies: 11
Views: 4136

Re: Portfolio historical exposure ..... open positions.

That is great news

What is your best estimate of the 9.00 release date ?
by continue8
10 May 2014
Forum: MultiCharts
Topic: Portfolio historical exposure ..... open positions.
Replies: 11
Views: 4136

Re: Portfolio historical exposure ..... open positions.

It would be extremely useful to know MaxOPEN_POS in portfolio backtester because this is the only way to measure the leverage of the portfolio, if you have 10k or 100k on your account and your portfolio trades with 25k or 150k of margins because the MaxOPEN_POS is high ( even though the risk might b...
by continue8
29 Apr 2014
Forum: MultiCharts
Topic: MaxPOSITIONof simultaneous positions in PortfolioBacktester?
Replies: 4
Views: 1591

Re: MaxPOSITIONof simultaneous positions in PortfolioBacktes

Based on your answer the most relevant to this question was to insert an additional variable into the signal code: Value1 = Portfolio_CurrentEntries; So once inserted into the signals and the portfolio backtest is re-run then I am right in thinking that the Portfolio report will have extra data or f...
by continue8
10 Apr 2014
Forum: MultiCharts
Topic: MaxPOSITIONof simultaneous positions in PortfolioBacktester?
Replies: 4
Views: 1591

MaxPOSITIONof simultaneous positions in PortfolioBacktester?

I'd like to know where I can find info about the maxPOS or max exposure data in the PortfolioBacktester data ? This number seems critical to try to manage risk/exposure, i can see there are ways of limiting it in the portfolio settings but cannot find where to look to find data that gives an indicat...
by continue8
21 Feb 2014
Forum: MultiCharts
Topic: EURGBP data on MCFX feed.
Replies: 5
Views: 1450

Re: EURGBP data on MCFX feed.

I have tried to reload the EURGBP data again today however it still says there is no
data from 09/2012 to January 2014 both bid and ask although there is more bid data.
by continue8
20 Feb 2014
Forum: MultiCharts
Topic: EURGBP data on MCFX feed.
Replies: 5
Views: 1450

Re: EURGBP data on MCFX feed.

There is no data before 02 JAN 2014 and after SEP 2012 .

This also effects both ASK and BID data feeds, there is also no tick data.

Often there are bids but no ask data in some of the currencies however
in this case it has effected both.
by continue8
20 Feb 2014
Forum: MultiCharts
Topic: EURGBP data on MCFX feed.
Replies: 5
Views: 1450

EURGBP data on MCFX feed.

EURGBP FOREX data from MCFX seems to be incomplete for some reason. There is data from the beginning of Jan 2014 and data up to 9/2012 however between 9/2012 and 1/2014 there appears to be a huge gap in the database. Most of the other crosses have complete history so this seems strange. Any reason f...
by continue8
20 Feb 2014
Forum: MultiCharts
Topic: Reconciling signals in back-testing Point Figure/Regular.
Replies: 6
Views: 1944

Re: Reconciling signals in back-testing Point Figure/Regular

I have successfully created new order types and overlayed the data1/2 so that the signals can be almost entirely reconciled now so this is great and I found some info on the wiki page : https://www.multicharts.com/trading-software/index.php/Point_and_Figure However there is still a little question a...
by continue8
19 Feb 2014
Forum: MultiCharts
Topic: Reconciling signals in back-testing Point Figure/Regular.
Replies: 6
Views: 1944

Re: Reconciling signals in back-testing Point Figure/Regular

What would you describe as a floating order ? A stop order ? A limit ?
by continue8
19 Feb 2014
Forum: MultiCharts
Topic: Reconciling signals in back-testing Point Figure/Regular.
Replies: 6
Views: 1944

Re: Reconciling signals in back-testing Point Figure/Regular

To give another example of the apparent mis-match, I have spotted a "sell " signal for example on the open of the 14:55 pm bar on (data1 REGULAR 5 MIN bar). But the conditions that create the sell signal can only be generated from data2 which is a 20 min resolution Point & Figure chart - but the dat...
by continue8
19 Feb 2014
Forum: MultiCharts
Topic: Portfolio Backtesting -Trading costs in Currencies
Replies: 1
Views: 1243

Portfolio Backtesting -Trading costs in Currencies

What trading costs are assumed when the Portfolio Backtester is run with strategies that point to currency products - on MCFX for example. Within the Portfolio Backtester there seems to be no field to allow for trading costs/slippage as there is in the "properties " section when you overlay a strate...
by continue8
19 Feb 2014
Forum: MultiCharts
Topic: Reconciling signals in back-testing Point Figure/Regular.
Replies: 6
Views: 1944

Reconciling signals in back-testing Point Figure/Regular.

Hi, My question is probably a bit general but I will try to be as specific as possible: If someone were to create a strategy using Point & Figure formatted data to use as the input for the signals, what we be the best way in Multicharts to ensure that the signals can be replicated in the live enviro...
by continue8
12 Feb 2014
Forum: MultiCharts FAQ
Topic: MultiCharts64 Portfolio Backtester - "Point" data format?
Replies: 1
Views: 2731

MultiCharts64 Portfolio Backtester - "Point" data format?

I have experiment backtesting a strategy using data1 =normal bar data (minute grids) data2 = Point&Figure (0.0001 x 3 reversals) on EURUSD MCFX data In Multicharts this is fine and appears to give an accurate simulation however if I place the same strategy in the Portfolio Backtester none of the res...

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