Search found 8 matches

by arian_gh
20 Nov 2015
Forum: MultiCharts .NET
Topic: A bug in the Portfolio Trader?
Replies: 4
Views: 4241

Re: A bug in the Portfolio Trader?

Hello Henry, Thanks for your response. So I tried to pinpoint the exact cause of the conspicuousness and I've found the signals in my first strategy, do interact and cancel the signals in my second strategy. I have some superficial knowledge about OCO orders but I didn't think that signals in separa...
by arian_gh
17 Nov 2015
Forum: MultiCharts .NET
Topic: A bug in the Portfolio Trader?
Replies: 4
Views: 4241

Re: a bug in Portfolio Manager?

Any Idea?

No help from anyone?
by arian_gh
16 Nov 2015
Forum: MultiCharts .NET
Topic: A bug in the Portfolio Trader?
Replies: 4
Views: 4241

A bug in the Portfolio Trader?

Hello everyone, I've come across a peculiar problem and my attempts so far for finding it's causes were unsuccessful: I have have two uncorrelated strategies in my Portfolio Trader. One is working mainly on the basis of the RSI indicator Another one is a Pair Trading strategy. When I backtest these ...
by arian_gh
28 Oct 2015
Forum: MultiCharts .NET
Topic: A Problem with slippage? [SOLVED]
Replies: 2
Views: 4545

Re: A Problem with slippage? [SOLVED]

I think I've found one possible reason: The more slippage leads to less profit and subsequently slower equity growth. Less equity growth results in less contracts and in turn less amounts of commission paid.
by arian_gh
25 Oct 2015
Forum: MultiCharts
Topic: ALMOST perfect integration of MC with Dukascopy
Replies: 128
Views: 65670

Re: ALMOST perfect integration of MC with Dukascopy

Dukuscopy is one of the best and most reliable brokers in Forex and I have thought that Multicharts is one of the most professional trading software out there. But now with their negligence towards this important issue, they are damaging their reputation.
by arian_gh
23 Oct 2015
Forum: MultiCharts .NET
Topic: A Problem with slippage? [SOLVED]
Replies: 2
Views: 4545

A Problem with slippage? [SOLVED]

Hello everyone,

During the test on USDCAD I have noticed that when I increase the amount of slippage, the amount of the commission paid is being decreased in the strategy performance report. Is there any particular reason for that or could it be a potential bug?

Thanks!
by arian_gh
13 Oct 2015
Forum: MultiCharts .NET
Topic: Using Sortino ratio as fitness value
Replies: 2
Views: 3801

Using Sortino ratio as fitness value

Hello everyone! I would like to use performance ratios such as sortino ratio as a custom fitness value in my optimizations, but to no avail I can see any straightforward way. I know that there are some reserved words in the custom criteria segment that can be used, but none of the actually is useful...

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