Search found 8 matches
- 25 Jun 2023
- Forum: MultiCharts
- Topic: Preventing orders from executing / emulating when session is closed?
- Replies: 6
- Views: 621
Re: Preventing orders from executing / emulating when session is closed?
Hi Polly ... thanks again for your help! I ended up going into the IOG rabbit hole and it wasn't as hard as I thought to convert my non-IOG strategy into an IOG variant that produced the same backtested results as the non-IOG variant while retaining the live flexibility of IOG. With that and the ste...
- 16 Jun 2023
- Forum: MultiCharts
- Topic: Preventing orders from executing / emulating when session is closed?
- Replies: 6
- Views: 621
Re: Preventing orders from executing / emulating when session is closed?
Thanks for your insight and creative solution Polly! Before reading your post, I ran some tests on what would happen to my strategy performances if I accepted no trades on the first bar of the session and surprisingly across the board, performance either maintained or slightly improved. So now, I a...
- 15 Jun 2023
- Forum: MultiCharts
- Topic: Preventing orders from executing / emulating when session is closed?
- Replies: 6
- Views: 621
Re: Preventing orders from executing / emulating when session is closed?
Adding another comment as well. If this matters, I am emulating all my orders in MC (so it sends market orders when the price for my stop is reached). So resting orders aren't being sent to my broker (interactive).
- 15 Jun 2023
- Forum: MultiCharts
- Topic: Preventing orders from executing / emulating when session is closed?
- Replies: 6
- Views: 621
Re: Preventing orders from executing / emulating when session is closed?
Thanks for your insight and creative solution Polly! Before reading your post, I ran some tests on what would happen to my strategy performances if I accepted no trades on the first bar of the session and surprisingly across the board, performance either maintained or slightly improved. So now, I am...
- 08 Jun 2023
- Forum: MultiCharts
- Topic: Preventing orders from executing / emulating when session is closed?
- Replies: 6
- Views: 621
Preventing orders from executing / emulating when session is closed?
I would like orders to not get executed when the session on my chart is not active (after last bar on session and before first bar of next session) even though the market is open. I have read a suggestion on another post to add a time filter and not send any orders on the last bar of the session. I ...
- 03 Mar 2023
- Forum: MultiCharts
- Topic: Replicating session closing price on TS & MC
- Replies: 1
- Views: 314
Replicating session closing price on TS & MC
I'd like to understand why the closing price on the session end bar does not match between TS and multicharts. Every other's bars prices match. Here is my setup: Symbol @NQ.D (obv MC is using TS as its data provider) Session Time Template: Default in both Resolution: 1 minute bars Indeed the final b...
- 10 Mar 2017
- Forum: MultiCharts
- Topic: positionprofit and portfolio backtester
- Replies: 5
- Views: 1898
Re: positionprofit and portfolio backtester
Hello Phenydor, Positionprofit returns total realized profit or loss for the specified closed position. When you do not specify PosBack value, it looks at the current position by default, therefore returning the value for the current position. Ahh gotcha ... I didn't realize the positionprofit only...
- 05 Mar 2017
- Forum: MultiCharts
- Topic: positionprofit and portfolio backtester
- Replies: 5
- Views: 1898
positionprofit and portfolio backtester
Hi, Does the positionprofit function work when using the portfolio backtester. I'm trying this test strategy below: if barnumber = 1 then buy next bar at market; if barnumber = 10 then sell next bar at market; print( "PositionProfit = ", positionprofit, " OpenPositionProfit = ", openpositionprofit, ...