Search found 24 matches

by Doctor Al
08 Jun 2020
Forum: MultiCharts
Topic: Discrepancy: Realized Result vs. Post Trade Backtest
Replies: 4
Views: 1224

Re: Discrepancy: Realized Result vs. Post Trade Backtest

In my opinion, it would make sense to use the actual chart (and prices for the actual charted symbol) to trigger buys and sells on whatever symbol you map to the charted symbol.
by Doctor Al
07 Jun 2020
Forum: MultiCharts
Topic: Discrepancy: Realized Result vs. Post Trade Backtest
Replies: 4
Views: 1224

Discrepancy: Realized Result vs. Post Trade Backtest

I request help in understanding what the explanation is for the following situation: I was automating a strategy for trading the micro S&P 500 futures contract based on the chart of the emini S&P 500 futures on Friday, June 5th 2020. The chart I use is constructed by merging historical data for @ES ...
by Doctor Al
14 Mar 2020
Forum: MultiCharts
Topic: Automating and Backtesting w Kase Bars
Replies: 8
Views: 2395

Re: Automating and Backtesting w Kase Bars

Mydesign, I am under the impression that when there is a gap, range bars will be inserted into the chart to fill the gap and some range bars will display prices that never actually traded. It would seem that this would make auto trading with Range Bars very difficult to accomplish. (With Kase Bars I...
by Doctor Al
12 Mar 2020
Forum: MultiCharts
Topic: Automating and Backtesting w Kase Bars
Replies: 8
Views: 2395

Re: Automating and Backtesting w Kase Bars

I am wondering if any MultiCharts users are successfully using Kase Bars for either discretionary or automated trading. If so, what is your experience with slippage? Do you use the session break option for your charts? Any other advice or comments would be appreciated.
by Doctor Al
06 Mar 2020
Forum: MultiCharts
Topic: Incoherent walk forward optimization results
Replies: 4
Views: 1673

Re: Incoherent walk forward optimization results

I performed a Walk Forward Optimization in which I specified that the In-sample [IS] periods should be 182 (Trading) days while Out-of-Sample [OOS] should be 57 (Trading) Days. I calculated the Julian Days length (which I believe is the same as the calendar days length) for the last several IS and O...
by Doctor Al
04 Mar 2020
Forum: MultiCharts
Topic: Automating and Backtesting w Kase Bars
Replies: 8
Views: 2395

Re: Automating and Backtesting w Kase Bars

Hello Mydesign and thank you, So it would seem that if I want to design strategies for automation that use Kase Bars and to be sure that I have adequately tested the strategy over several years of data, I would need to purchase tick data (or in some way acquire tick data for several years) from whic...
by Doctor Al
04 Mar 2020
Forum: MultiCharts
Topic: Automating and Backtesting w Kase Bars
Replies: 8
Views: 2395

Automating and Backtesting w Kase Bars

Hello, I was told that there can be slippage issues when using market orders with Kase Bars. Nevertheless, I developed a strategy for trading coffee futures using Kase Bars [resolution 1 minute, box size of 34 points] for the time period 1/8/2010 to 3/3/2020. I did Not check the box for "break on se...
by Doctor Al
09 Nov 2019
Forum: MultiCharts
Topic: Exit Discrepancy: Automated vs. BackTested [SOLVED]
Replies: 9
Views: 2676

Empirical Observation Re Complex Stop-Loss Coding [SOLVED]

Although what follows seemingly to me does not adhere entirely to the "party line" I have seen on this forum, I have nevertheless found it to be accurate. It is possible to use the keyword "SetStopLoss" within a condition; however, you need to be very careful when doing so. Example Suppose you want ...
by Doctor Al
09 Nov 2019
Forum: MultiCharts
Topic: Exit Discrepancy: Automated vs. BackTested [SOLVED]
Replies: 9
Views: 2676

Re: Exit Discrepancy: Automated vs. BackTested [SOLVED]

I saw on the chart after the close of the trade the label "ExMark-S", which is my label (see code above from the initial post for this topic) for a market order exit; there is a different label for stop orders , namely "ExStp-S2" (again, see the code above). Also, the stop-loss result, had it worked...
by Doctor Al
29 Oct 2019
Forum: MultiCharts
Topic: Exit Discrepancy: Automated vs. BackTested [SOLVED]
Replies: 9
Views: 2676

Re: Exit Discrepancy: Automated vs. BackTested [SOLVED]

Looking under the "Logs" tab of the Orders and Position Tracker Window, there is no indication of a rejected order for that symbol during that time period. There was a rejected order for that symbol on the prior day (10/23/19) , related to "insufficient margin", but we are discussing a trade that op...
by Doctor Al
28 Oct 2019
Forum: MultiCharts
Topic: Exit Discrepancy: Automated vs. BackTested [SOLVED]
Replies: 9
Views: 2676

Re: Exit Discrepancy: Automated vs. BackTested [SOLVED]

Hello TJ, I have a lot of experience with TS, but am relatively new to Multicharts. I will look into the Relevant articles and FAQ, but in my opinion you are not answering the question that I have posed in pretty reasonable detail. If you need more information from me in regard to the specifics of m...
by Doctor Al
27 Oct 2019
Forum: MultiCharts
Topic: Exit Discrepancy: Automated vs. BackTested [SOLVED]
Replies: 9
Views: 2676

Exit Discrepancy: Automated vs. BackTested [SOLVED]

I created a strategy for trading the NASDAQ 100 emini futures on 23 minute price bars. It was running as an automated strategy on 10/24/19. There was one trade that day which lost $870. The actual entry is fairly close to what shows up in the current back-test (i.e. short entry at 7920.75 in the bac...
by Doctor Al
24 Oct 2019
Forum: MultiCharts
Topic: Prevent Order Generation Before Session Close [SOLVED]
Replies: 2
Views: 920

Re: Prevent Order Generation Before Session Close [SOLVED]

Thanks TJ. Post 15 was also very helpful for this.
by Doctor Al
23 Oct 2019
Forum: MultiCharts
Topic: Prevent Order Generation Before Session Close [SOLVED]
Replies: 2
Views: 920

Prevent Order Generation Before Session Close [SOLVED]

I developed a trading system that trades on 240 Minute price bars, although the last bar of the trading session is 180 Minutes in Length, cut short because the session ends at 16:00 (exchange time) ( i.e. trading does not extend to 17:00 exchange time, when the bar would otherwise end). The next day...
by Doctor Al
22 Aug 2019
Forum: MultiCharts
Topic: Recalculating an indicator/study
Replies: 2
Views: 783

Re: Recalculating an indicator/study

TJ

Thank you
by Doctor Al
21 Aug 2019
Forum: MultiCharts
Topic: MC 64 bit ADE - Thread Safe?
Replies: 1
Views: 789

MC 64 bit ADE - Thread Safe?

The ADE program that is working in MC 64 bit is using version 1 ADE. TS's Version 2 ADE was for multicore, I believe. If I utilize MC 64 bit ADE with say 4 or 5 different main charts/strategies being automated simultaneously, and say each strategy pulls in data from one higher time frame, might I ha...
by Doctor Al
21 Aug 2019
Forum: MultiCharts
Topic: Recalculating an indicator/study
Replies: 2
Views: 783

Recalculating an indicator/study

I have an indicator from my TS database. It is from a third party, but uses a TS function that causes the indicator to be recalculated once with this line of code where the function RecalcOnceID is used. Is there an analogous MC function?

Value1 = _RecalcOnceID(LocalRecalcID);
by Doctor Al
20 Aug 2019
Forum: MultiCharts
Topic: Printing [SOLVED]
Replies: 2
Views: 940

Re: Printing [SOLVED]

Thanks TJ
by Doctor Al
20 Aug 2019
Forum: MultiCharts
Topic: Printing [SOLVED]
Replies: 2
Views: 940

Printing [SOLVED]

Sorry for my ignorance. In TS, I sometimes utilize the EasyLanguage Print Log so my code can include a simple print statement without designating a file and path Example: Print(" AvgTd = ", AvgTd:0:4, " AvgLoss = ",AvgLoss:0:4," SigmaLosersNorm = ",SigmaLosersNorm:0:4, " Number of Trades = ",TotTr:0...
by Doctor Al
20 Aug 2019
Forum: MultiCharts
Topic: ADE: Error in study ... Can't find dll "elcollections2.dll"
Replies: 9
Views: 2718

Re: ADE: Error in study ... Can't find dll "elcollections2.dll"

Okay, It appears that I finally got it working. There are different versions of ADE and I believe you need the one without references to or any use of ELCollections2.dll . It may be that if you are migrating from TS, as I did, you may be more likely to encounter this issue if you have indicators or ...
by Doctor Al
19 Aug 2019
Forum: MultiCharts
Topic: ADE: Error in study ... Can't find dll "elcollections2.dll"
Replies: 9
Views: 2718

Re: ADE: Error in study ... Can't find dll "elcollections2.dll"

TechSupport really hasn't been able to help me get this working for 64 bit Multicharts. ADE is a third party program from TS, which is a 32 bit program. I am told by EasyLanguage Engineers at TS that there is no 64 bit version of ELCollections2.dll. I doubt that there is a 64 bit version of ELCollec...
by Doctor Al
16 Aug 2019
Forum: MultiCharts
Topic: ADE: Error in study ... Can't find dll "elcollections2.dll"
Replies: 9
Views: 2718

Re: ADE: Error in study ... Can't find dll "elcollections2.dll"

No Go - Same error messages. I again placed the 64 bit ELCollections file (must be for the third time since the file shows up as ElCollections(3).dll in my C:\Program Files\TS Support\MultiCharts64 folder. I also removed all the prior versions , some of which I had renamed with "_Old" added to the n...
by Doctor Al
16 Aug 2019
Forum: MultiCharts
Topic: ADE: Error in study ... Can't find dll "elcollections2.dll"
Replies: 9
Views: 2718

Re: ADE: Error in study ... Can't find dll "elcollections2.dll"

How would I know whether I'm using the 64 bit version of EasyLanguage Collections? If I'm not, how do I get and install/set up that version? The representation when I installed MultiCharts 64 ( a few days ago) was that I did not have to run a separate installation utility for ADE. One would assume t...
by Doctor Al
16 Aug 2019
Forum: MultiCharts
Topic: ADE: Error in study ... Can't find dll "elcollections2.dll"
Replies: 9
Views: 2718

ADE: Error in study ... Can't find dll "elcollections2.dll"

Hello, I am new to MultiCharts. I have used ADE in TS, but can't seem to get it working in MultiCharts 64 Bit, which I just recently installed after investing in a lifetime license (? big mistake) I am trying to run one of my indicators that stores custom oscillator values from a higher time frame c...

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