Suppose:

On Day 1 there are two trades. Trade 1 drawdown is $100. Trade 2 drawdown is $70. Will Max Intraday Drawdown in the Optimization Report be $100 or $170?

In the Optimization Report--

How is Max Intraday Drawdown calculated?

Thanks!

In my MC .NET code, when I want to reverse, I have something like this: myLongExitOrder.Send(); myShortEntryOrder.Send(); These get called in the same call to CalcBar(). Multicharts, however, does not send two orders to our (custom) broker plugin. Instead it sends a single sell order. For example, i...

Yes.

Portfolio Trader:
Run a saved portfolio from the command line, and,
automatically save the generated reports to the file system.

This way, we can automate our strategy testing. (Meaning, test if it gives the correct trades on a given day; that the algorithm is working correctly.)

In TS, to send an order to a particular exchange (ARCA in this example):

Is there something similar in MC .NET? Or must we use the TradeManager (and how is that done)?

Thank you

IB Gateway is a simple solution. It's very stable and I've kept it up for a week at a time.

Hi everyone, I'm interested to hear how people test their trading programs for correctness (does it enter and exit when it is supposed to). Background: I test my own software by saving a short series of ticks and running the trigger code through unit tests. However, using MC .NET, I've found the mai...