Search found 6 matches

by yoyo1990
18 Dec 2014
Forum: MultiCharts
Topic: limit order in real word is different with Backtest
Replies: 8
Views: 2039

Re: limit order in real word is different with Backtest

Yes, I know.. And welcome to the party :) There are quite a few more surprises for you as your venture into this.
Any suggestion? or experience to share?

Regards
by yoyo1990
18 Dec 2014
Forum: MultiCharts
Topic: limit order in real word is different with Backtest
Replies: 8
Views: 2039

Re: limit order in real word is different with Backtest

Please see the breakdown (all limit order): Time GBP.AUD Sent Price Filled Price Backtest Price Simulation Price 12/18/2014 03:24:01 Buy 1.90645 1.90606 1.90580 1.90580 12/18/2014 03:34:16 Sell 1.90890 1.90890 1.90905 1.90905 12/18/2014 04:39:00 Buy 1.91395 1.91358 1.91360 1.91360 12/18/2014 04:42:0...
by yoyo1990
18 Dec 2014
Forum: MultiCharts
Topic: limit order in real word is different with Backtest
Replies: 8
Views: 2039

Re: limit order in real word is different with Backtest

Back-testing limit orders in MC is dangerous... Its been reported many many times. Its sad that we have to create strategies around MC limitations and not use common features of the market places. Maybe some day........ Hi , The issue is NOT if limit order can be filled or not. The issue is created...
by yoyo1990
18 Dec 2014
Forum: MultiCharts
Topic: limit order in real word is different with Backtest
Replies: 8
Views: 2039

Re: limit order in real word is different with Backtest

Hi, I trade Forex in IB with MC using limit order. However, I find the limit order which MC sent to IB is totally different with the MC real time simulation or back test. (MC real time simulation and back test result is the same. ) How could I make the created limit order is exactly the same with s...
by yoyo1990
17 Dec 2014
Forum: MultiCharts
Topic: limit order in real word is different with Backtest
Replies: 8
Views: 2039

limit order in real word is different with Backtest

Hi, I trade Forex in IB with MC using limit order. However, I find the limit order which MC sent to IB is totally different with the MC real time simulation or back test. (MC real time simulation and back test result is the same. ) How could I make the created limit order is exactly the same with si...
by yoyo1990
16 Jul 2014
Forum: MultiCharts
Topic: indicator results in MC are different from which in excel
Replies: 1
Views: 778

indicator results in MC are different from which in excel

hi,i got a problem when i calculated an indicator in MC8.5 build 8299. the code is about adaptive moving average,from the formular,the value of the parameter changes according to the ratio of current bar's volatility and last bar's volatility: lookBackDays = lookBackDays * (1 + deltaVolatility); loo...

Go to advanced search