Search found 4 matches

by PBJ
08 Jul 2014
Forum: MultiCharts .NET
Topic: How to access signal position data in indicator?
Replies: 1
Views: 934

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...
by PBJ
07 Jul 2014
Forum: MultiCharts .NET
Topic: DivideByZeroException in Function - Cutler's RSI
Replies: 2
Views: 759

Re: DivideByZeroException in Function - Cutler's RSI

In some rare cases, rs was actually -1 and triggered the exception to be thrown. Issue fixed.
by PBJ
03 Jul 2014
Forum: MultiCharts .NET
Topic: Monthly returns and Sharpe ratio in backtest
Replies: 4
Views: 1355

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...
by PBJ
03 Jul 2014
Forum: MultiCharts .NET
Topic: DivideByZeroException in Function - Cutler's RSI
Replies: 2
Views: 759

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...

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