Search found 4 matches
- 08 Jul 2014
- Forum: MultiCharts .NET
- Topic: How to access signal position data in indicator?
- Replies: 1
- Views: 1738
How to access signal position data in indicator?
Hi, My goal is to access 2 informations in my new indicator: - the current position's average entry price - the current position's # of bars since entry I first thought that I could access these information from the StrategyInfo property in the indicator's code. It seems to be true for the average e...
- 07 Jul 2014
- Forum: MultiCharts .NET
- Topic: DivideByZeroException in Function - Cutler's RSI
- Replies: 2
- Views: 1369
Re: DivideByZeroException in Function - Cutler's RSI
In some rare cases, rs was actually -1 and triggered the exception to be thrown. Issue fixed.
- 03 Jul 2014
- Forum: MultiCharts .NET
- Topic: Monthly returns and Sharpe ratio in backtest
- Replies: 4
- Views: 3051
Re: Monthly returns and Sharpe ratio in backtest
Hi, I'm trying out MC .NET64 v9 beta 1 and I must say this Sharpe ratio calculation was the most confusing thing ever. I almost decided to stop the trial, considering that if performance reports cannot be trusted, the platform isn't going to work for me. As a developer, I recognize and respect the t...
- 03 Jul 2014
- Forum: MultiCharts .NET
- Topic: DivideByZeroException in Function - Cutler's RSI
- Replies: 2
- Views: 1369
DivideByZeroException in Function - Cutler's RSI
Hi, Please see code at the end! I'm creating a new version of the RSI, called Cutler's RSI. The difference with Wilder's RSI is that it uses simple moving averages instead of exponential moving averages. So I created an indicator and a function. The indicator does not perform any calculation, it sim...