Search found 22 matches

by 3strategy
02 Mar 2015
Forum: MultiCharts .NET
Topic: Custom Criteria [SOLVED]
Replies: 3
Views: 2375

Re: Custom Criteria [SOLVED]

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.
by 3strategy
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.
by 3strategy
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...
by 3strategy
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...
by 3strategy
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...
by 3strategy
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...
by 3strategy
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.
by 3strategy
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...
by 3strategy
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.
by 3strategy
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...
by 3strategy
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?
by 3strategy
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...
by 3strategy
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...
by 3strategy
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).
by 3strategy
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...
by 3strategy
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.
by 3strategy
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...
by 3strategy
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...
by 3strategy
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...
by 3strategy
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)
by 3strategy
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...
by 3strategy
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.

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