Search found 6 matches

by TomMC
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...
by TomMC
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
by TomMC
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...
by TomMC
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
by TomMC
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
by TomMC
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...

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