I got a resolution by mail: Since my "Sample 1" custom criteria was not commented, it was used instead of my own criteria.
Changing this fixed the problem.
Many thanks.
Search found 22 matches
- 02 Mar 2015
- Forum: MultiCharts .NET
- Topic: Custom Criteria [SOLVED]
- Replies: 3
- Views: 2375
- 16 Feb 2015
- Forum: MultiCharts .NET
- Topic: Optimization and out of sample data
- Replies: 2
- Views: 1892
Optimization and out of sample data
I would like to know how to run an optimization while leaving some "future" out of sample data? For example optimize on Dec 31 2013 till Dec 31 2014, instead of until current date.
The purpose is to later check the behavior of the optimized system on "unseen" data of 2014.
The purpose is to later check the behavior of the optimized system on "unseen" data of 2014.
- 30 Jan 2015
- Forum: MultiCharts .NET
- Topic: Custom Criteria [SOLVED]
- Replies: 3
- Views: 2375
Re: Custom Criteria [SOLVED]
Attached is another more elaborate example of the same. T The attachment includes: 1) An Excel with a) the output of the optimization results (csv export saved as excel, ). b) The excel include the custom criteria text file, c) A column with an excel formula that I think represents correctly the fit...
- 29 Jan 2015
- Forum: MultiCharts .NET
- Topic: Custom Criteria [SOLVED]
- Replies: 3
- Views: 2375
Custom Criteria [SOLVED]
I have 2 question regarding custom criteria optimization: 1) I want an result that has a combination of Profit + high profitability rate + low time in the market. I put the following formula: if (StrategyPerformance.AvgBarsInWinningTrades!= 0) { return Math.pow(StrategyPerformance.NetProfit,1.5)* St...
- 28 Jan 2015
- Forum: MultiCharts .NET
- Topic: RSI_LE and other reference Signals
- Replies: 1
- Views: 1613
RSI_LE and other reference Signals
In RSI_LE signal provided with the platform, as well as other signals, there is a series m_myrsi = new VariableSeries<Double>(this); Why is the series needed? Here below is a modified version (see comments //1, //2, //3, //4) that works exactly the same: using System; using PowerLanguage.Function; n...
- 28 Jan 2015
- Forum: MultiCharts .NET
- Topic: DrwText problem when using if (Bars.LastBarOnChart)
- Replies: 5
- Views: 1951
Re: DrwText problem when using if (Bars.LastBarOnChart)
BTestOrderProtection is the signal that reproduces this error. It's part of the pln in the original zip. The other file inside the the solution contains the OrderEx class that handles the order line drawing and DrwText. Each limit order that is created in the signal is enclosed in an OrderEx class i...
- 28 Jan 2015
- Forum: MultiCharts .NET
- Topic: DrwText problem when using if (Bars.LastBarOnChart)
- Replies: 5
- Views: 1951
Re: DrwText problem when using if (Bars.LastBarOnChart)
I just tried it and it didn't help.
So I added a bool to my OrderEx class to remember re-printing on each intra-CalcBar, and close the flag at the close of the bar.
I attach the working and improved OrderEx class.
So I added a bool to my OrderEx class to remember re-printing on each intra-CalcBar, and close the flag at the close of the bar.
I attach the working and improved OrderEx class.
- 28 Jan 2015
- Forum: MultiCharts .NET
- Topic: DrwText problem when using if (Bars.LastBarOnChart)
- Replies: 5
- Views: 1951
DrwText problem when using if (Bars.LastBarOnChart)
I using DrwText in a signal. When running in a LastBarOnChart if clause, this text disappears after less than a second, or does not display at all. This happens both with and without [IOGMode(IOGMode.Enabled)] I attach a simple signal that reproduces the problem. The signal creates long and short en...
- 22 Jan 2015
- Forum: MultiCharts .NET
- Topic: drawing object cannot be added during strategy optimization
- Replies: 4
- Views: 2039
Re: drawing object cannot be added during strategy optimizat
Attached.
The errors are thrown by the OrderEx class (DrawOrderLine or DrawPriceChange), and only when the newly added "catch" sections are set to "throw" the exception. Without the "throw" the code runs fluently...
Thanks for your help regarding the dll creation.
The errors are thrown by the OrderEx class (DrawOrderLine or DrawPriceChange), and only when the newly added "catch" sections are set to "throw" the exception. Without the "throw" the code runs fluently...
Thanks for your help regarding the dll creation.
- 19 Jan 2015
- Forum: MultiCharts .NET
- Topic: drawing object cannot be added during strategy optimization
- Replies: 4
- Views: 2039
drawing object cannot be added during strategy optimization
During optimization I get the error "drawing object cannot be added during strategy optimization" I'm using a class that adds the drawing. The lines that add drawing in included in an if clause if (!Signal.Environment.Optimizing) When I comment the code section that is included in the clause, I no l...
- 15 Jan 2015
- Forum: MultiCharts .NET
- Topic: Displaying Limit orders [SOLVED]
- Replies: 5
- Views: 2404
Re: Displaying Limit orders / creating a dll for multichart [SOLVED]
Can I reference some of MultiCharts dlls so that OrderEx can use these types ? Otherwise it won't compile.
If yes, what should I reference?
If yes, what should I reference?
- 14 Jan 2015
- Forum: MultiCharts .NET
- Topic: Displaying Limit orders [SOLVED]
- Replies: 5
- Views: 2404
Re: Displaying Limit orders [SOLVED]
I think I solved it. Attached, is a working OrderEx class (using the same basic Signal). What i did is make the following constructor public OrderEx(IOrderPriced order, object signal) { Order = order; Signal = signal as SignalObject; Barnumber = new BarNumber(Signal) ;//barnumber; } 1) Is there anyt...
- 14 Jan 2015
- Forum: MultiCharts .NET
- Topic: Displaying Limit orders [SOLVED]
- Replies: 5
- Views: 2404
Displaying Limit orders [SOLVED]
I attach a simple Signal, that uses Limit orders. I wrote a class that contains some additional logic that displays the order on the chart when it is "on". Without it the order is only displayed when it actually gets a filled (i.e. when we enter / exit a position). The Class OrderEx which contains l...
- 09 Jan 2015
- Forum: MultiCharts .NET
- Topic: Tick by Tick handling with Multiple data series [SOLVED]
- Replies: 3
- Views: 1734
Re: Tick by Tick handling with Multiple data series [SOLVED]
RealTimeHistoryMatching is checked.
The problem is observed in Real Time (not on the processing of the Historic ticks - where such buffering has no real effect).
The problem is observed in Real Time (not on the processing of the Historic ticks - where such buffering has no real effect).
- 08 Jan 2015
- Forum: MultiCharts .NET
- Topic: Tick by Tick handling with Multiple data series [SOLVED]
- Replies: 3
- Views: 1734
Tick by Tick handling with Multiple data series [SOLVED]
When trying to process an indicator "Tick by Tick" with 2 data series, calculations are not taking place in real time, but rather in buffered mode. Multiple calculations are taking place once there is a Trade (on the main series). For example the below indicator, will take the "Trade" tick series, a...
- 06 Jan 2015
- Forum: MultiCharts .NET
- Topic: Different RSI Calc between RSI Indicator and RSI Function
- Replies: 3
- Views: 2873
Re: Different RSI Calc between RSI Indicator and RSI Functio
The code includes both the RSI and the RSI function in the same code (R gets the indicator's value, and Rf gets the function's value). So I assume it's the same length, unless I'm missing something.
- 06 Jan 2015
- Forum: MultiCharts .NET
- Topic: ArithmeticException overflow [SOLVED]
- Replies: 5
- Views: 3862
Re: ArithmeticException overflow [SOLVED]
@JoshM I'm not sure where it says that this is "required", but this property can indeed be used for the `CrossesOver` and `CrossesUnder` function. In that case, the function has the same MaxBarsBack like the signal (or indicator). The CrossesOver/Under functions requires "MaxBarsBack" as a parameter...
- 06 Jan 2015
- Forum: MultiCharts .NET
- Topic: ArithmeticException overflow [SOLVED]
- Replies: 5
- Views: 3862
ArithmeticException overflow [SOLVED]
When trying to run the optimizer on 4 Signals: SRI_LE, SRI_SE, MACD_LE, MACD_SE, I encountered the error System.ArithmeticException: Overflow or underflow in the arithmetic operation. at PowerLanguage.CExecutionInfo.get_MaxBarsBack() I got this from the MACD and from the RSI. 1) Why am I getting thi...
- 05 Jan 2015
- Forum: MultiCharts .NET
- Topic: Different RSI Calc between RSI Indicator and RSI Function
- Replies: 3
- Views: 2873
Different RSI Calc between RSI Indicator and RSI Function
The output of the RSI Function is different from the output of the RSI Indicator. How can this be? protected override void Create(){ RSI = (Indicator.RSI)AddIndicator("RSI"); RsiF = new Function.RSI(this, 0); ///... } protected override void StartCalc() // assign inputs { RSI.length = 28; RsiF.price...
- 05 Jan 2015
- Forum: MultiCharts .NET
- Topic: CustomerInstrument
- Replies: 3
- Views: 1529
Re: CustomerInstrument
What string should I fill for Datafeed (For example for InteractiveBrokers, and for IQFeed)
- 31 Dec 2014
- Forum: MultiCharts .NET
- Topic: CustomerInstrument
- Replies: 3
- Views: 1529
CustomerInstrument
When trying to use a CustomInstrument it compiles ok, but I'm getting "Message: Error in study ...: Symbol not found. " I'm getting this error for m_MyCustomInstrument2 , while m_MyCustomInstrument which uses an easier constructor works ok. Note that in the real code I placed the instanciation of Sy...
- 31 Dec 2014
- Forum: MultiCharts .NET
- Topic: Would it be possible to add Folder in VS and MC NET ?
- Replies: 4
- Views: 2528
Re: Would it be possible to add Folder in VS and MC NET ?
Such folders would be for organization, but the files can keep the default MultiCharts namespace - so it should be easier for MC developers.