Search found 6 matches
- 02 Sep 2016
- Forum: MultiCharts
- Topic: Pair trading bactest
- Replies: 7
- Views: 2410
Re: Pair trading bactest
I'm not sure to understand what other information are needed. I red all possible things before to ask help from support. The below is an example but both strategy works inependently in the classical backtest, as expected (exept that the exit condition can't be done as I'm trying to close position if...
- 02 Sep 2016
- Forum: MultiCharts
- Topic: Pair trading bactest
- Replies: 7
- Views: 2410
Re: Pair trading bactest
Hi TJ,
No idea ?
Can you please at least confirm that Portfolio_Openpositionprofit return the curent position resulting from all positions open in a portfolio, in prod and backtest ?
Thanks
No idea ?
Can you please at least confirm that Portfolio_Openpositionprofit return the curent position resulting from all positions open in a portfolio, in prod and backtest ?
Thanks
- 01 Sep 2016
- Forum: MultiCharts
- Topic: Pair trading bactest
- Replies: 7
- Views: 2410
Re: Pair trading bactest
Hi TJ Of course with a great pleasure ! I'm using USD/JPY with EUR/JPY all in 30 Minutes So as an exemple close of data1 as EUR/JPY Strategy 1 If close of data1 is > MM20 and close of data2 < MM20 then buy 10 contracts next bar at market; If close of data1 is < MM20 and close of data2 > MM20 then se...
- 01 Sep 2016
- Forum: MultiCharts
- Topic: Pair trading bactest
- Replies: 7
- Views: 2410
Re:Portfiolio Pair trading bactest
Hello,
No answer and that s quite unsual ! So if I may insist. Support any help is possible ?
No one try to perform such strategy throught the portfolio backtester ?
Thank you
No answer and that s quite unsual ! So if I may insist. Support any help is possible ?
No one try to perform such strategy throught the portfolio backtester ?
Thank you
- 30 Aug 2016
- Forum: MultiCharts
- Topic: Pair trading bactest
- Replies: 7
- Views: 2410
Re: Pair trading bactest
Hi,
Nobody can help?
please let me know if I need to clarify.
thank you
Nobody can help?
please let me know if I need to clarify.
thank you
- 29 Aug 2016
- Forum: MultiCharts
- Topic: Pair trading bactest
- Replies: 7
- Views: 2410
Pair trading bactest
Hello, I m trying to perform the below strategy: CF Wiki ----------------------- Pair Trading in Real-Time One can only send orders to buy or sell one or another instrument of a pair in MultiCharts, but to reach this goal the following system should be developed: 2 separate chart windows should be p...