Search found 30 matches

by dataheck
17 Aug 2022
Forum: User Contributed Studies
Topic: Horizontal Price Line
Replies: 4
Views: 5143

Re: Horizontal Price Line

I've attached my modified version of this same indicator. It also works well on TPO charts, which isn't always true of the original. It should never go vertical, and I do not find that it lags.
by dataheck
25 Aug 2021
Forum: User Contributed Studies
Topic: Opening Range w/ Overnight Session High/Low
Replies: 0
Views: 1055

Opening Range w/ Overnight Session High/Low

Shared also on Twitter @ https://twitter.com/confirmsignal/status/1430574932367482884?s=20 , inspired by the OP of that thread who made a similar indicator for Trading View. This indicator plots horizontal lines according to the opening range of the security's high and low value, as well as the high...
by dataheck
22 Jul 2021
Forum: User Contributed Studies
Topic: Simulate Manual Trading in Data Playback mode [SOLVED]
Replies: 9
Views: 7324

Re: Simulate Manual Trading in Data Playback mode [SOLVED]

Thanks for sharing! This is almost perfect for me, unfortunately it seems like the Paper Trader requires a live connection to the data provider for this to work. I have a large database of historical data but no active data provider account. The orders stay "Submitted" but never get filled. The wiki...
by dataheck
01 Aug 2020
Forum: MultiCharts .NET
Topic: MULTICHARTS .NET 14.0 BETA 5
Replies: 6
Views: 2614

Re: MULTICHARTS .NET 14.0 BETA 5

The settings window for Quandl took about 2 minutes to open on the first run in QuoteManager. It looks like it fetched some data and put it in `C:\ProgramData\TS Support\MultiCharts .NET64 OpenBeta\Quandl\Cache` but the user experience on that is confusing since we get no feedback about what it's do...
by dataheck
31 Jul 2020
Forum: MultiCharts .NET
Topic: MULTICHARTS .NET 14.0 BETA 5
Replies: 6
Views: 2614

Re: MULTICHARTS .NET 14.0 BETA 5

Quandl support is neat. Unfortunately installing this on top of my previous beta build seems to have invalidated most of my indicators and signals. Functions are okay. They all have little yellow exclaimation marks in PowerLanguage .NET Editor and triggering a recompile gets a status bar message of ...
by dataheck
31 Jul 2020
Forum: User Contributed Studies
Topic: Series transformer snippet
Replies: 2
Views: 1516

Re: Series transformer snippet

Thank you for sharing! This is pretty neat, and would have saved me from making a few trivial functions.
by dataheck
31 Jul 2020
Forum: MultiCharts .NET
Topic: MultiCharts historical data missing from database.
Replies: 3
Views: 1613

Re: MultiCharts historical data missing from database.

This doesn't directly address what you're talking about, but I raised an issue in the project management dashboard regarding QuoteManager data gaps: https://www.multicharts.com/pm/public/multicharts/issues/MC-2627 The more you come to rely on a large QuoteManager database, the more worried you'll ge...
by dataheck
31 Jul 2020
Forum: MultiCharts .NET
Topic: Risk Based Position Sizing
Replies: 3
Views: 1870

Re: Risk Based Position Sizing

Hey ascales, Check out the indicator I made for my own risk management process: https://www.multicharts.com/discussion/viewtopic.php?t=52336 It uses realized volatility to infer the "standard move" in dollars for a position. I personally decide on what daily 1-standard deviation move in profit and l...
by dataheck
23 Jul 2020
Forum: User Contributed Studies
Topic: Black Scholes
Replies: 2
Views: 1389

Black Scholes

I took a code snippet I found here: https://gist.github.com/achvaicer/598242286181f5c501498a645e96f8ac by achvaicer and implemented it as an indicator for MultiCharts. It's not perfect. It doesn't agree with my Interactive Brokers model 1-to-1 If someone has a nice tweak for it, please feel free to ...
by dataheck
11 Jul 2020
Forum: MultiCharts .NET
Topic: A tool to insert QuoteManager-exported CSV files into a PostgreSQL database
Replies: 0
Views: 968

A tool to insert QuoteManager-exported CSV files into a PostgreSQL database

I'm into quantitative trading and data science, and so naturally I wanted my market data in a database. I used this as an opportunity to learn the Rust programming language. This currently only inserts minute and daily data, it will ignore other files. That reminds me that I did not document that fa...
by dataheck
09 May 2020
Forum: User Contributed Studies
Topic: Function To Find Closest Bar Number for Given DateTime
Replies: 2
Views: 1558

Function To Find Closest Bar Number for Given DateTime

I need to be able to make some historical queries for some of my other projects, and so I need to access a bar somewhere deep in my data series. Unfortunately MultiCharts .NET does not have a built-in feature for this, so I built a function that does this using a binary search. It's pretty quick (we...
by dataheck
30 Apr 2020
Forum: User Contributed Studies
Topic: Linear Regression Line w/ Difference Histogram
Replies: 3
Views: 2220

Re: Linear Regression Line w/ Difference Histogram

Glad you like it! Be careful with it, as with all "overbought"/"oversold" indicators, they have a way of always looking like they work even if they are not tradeable. They "cheat". If the price is really high above the line, it doesn't mean the price will come back to the line - the line could go up...
by dataheck
30 Apr 2020
Forum: User Contributed Studies
Topic: Volatility Bands Area
Replies: 2
Views: 2031

Re: Volatility Bands Area

Glad you like it! Standard deviation is based on historical data. A black swan event happens when something you didn't see in your data - but was always possible - happens. Until Australia was visited by Europeans, all they had seen was white swans. The "standard deviation" of swan colour was very n...
by dataheck
14 Mar 2020
Forum: User Contributed Studies
Topic: Linear Regression Line w/ Difference Histogram
Replies: 3
Views: 2220

Linear Regression Line w/ Difference Histogram

I like the linear regression line to get a clear view of the trend, but what I really wanted was an idea of how far away we are from that regression line with respect to recent history. So, I took the built-in linear regression line indicator and added a difference histogram to it. Make sure you plo...
by dataheck
13 Mar 2020
Forum: User Contributed Studies
Topic: Mean Absolute Difference Bands, Dollar Move
Replies: 0
Views: 1179

Mean Absolute Difference Bands, Dollar Move

In line with my volatility bands and standard dollar move indicators, this is the same but based on different math. This uses the mean absolute difference instead of a standard deviation approach. I think you'll find it usually bounds price action, at least on a daily series, except where it doesn't...
by dataheck
11 Mar 2020
Forum: MultiCharts .NET
Topic: Portfolio Backtester how to set MaxBarsBack [SOLVED]
Replies: 4
Views: 2252

Re: Portfolio Backtester how to set MaxBarsBack [SOLVED]

That's the signal, not the strategy. Look at the left there where it says Strategy 1. Right click / double click that one.
by dataheck
11 Mar 2020
Forum: MultiCharts .NET
Topic: Portfolio Backtester how to set MaxBarsBack [SOLVED]
Replies: 4
Views: 2252

Re: Portfolio Backtester how to set MaxBarsBack [SOLVED]

In Portfolio Trader, right click the strategy or double-click it. There's a field in the properties window called Maximum number of bars study will reference, which is what you're looking for there. In MultiCharts, you can adjust the same thing. Go to Format Signals, click Properties on the right, a...
by dataheck
04 Mar 2020
Forum: User Contributed Studies
Topic: Volatility Bands Area
Replies: 2
Views: 2031

Volatility Bands Area

I took the bollinger bands area code and modified it to compliment my risk management process. It takes the standard deviation of log returns and applies that against the prior close using the numdevs (number of standard deviations) parameter to draw bands of expected price range based on realized v...
by dataheck
04 Mar 2020
Forum: User Contributed Studies
Topic: Volume Z-Score
Replies: 1
Views: 1651

Volume Z-Score

Put the current volume into context based on the standard deviation of volume and the average to turn absolute volume into a z-score of volume. Has a parameter "skip_current" which if true only compares the prior close to the standard deviation/average - at open you'll obviously see very little volu...
by dataheck
05 Feb 2020
Forum: User Contributed Studies
Topic: Unprofitable Close Signals
Replies: 0
Views: 1137

Unprofitable Close Signals

These two studies are based on the standard ones: Profitable_Closes_LX and Profitable_Closes_SX. I inverted the logic and cleaned up the code, as the original seemed to have been written by an alien from Mars. There's a weird tenancy in the standard code to over-use variable objects and handle logic...
by dataheck
07 Jan 2020
Forum: MultiCharts .NET
Topic: Method to Sync MultiCharts Database + Studies Across Computers
Replies: 2
Views: 1470

Re: Method to Sync MultiCharts Database + Studies Across Computers

More update: The bugginess appears to occur when Dropbox is syncing, and you launch MultiCharts before it's done. If you wait for it to finish it's alright. editing to avoid over-posting: I've stopped syncing the entire StudyServer folder, because I kept getting popups about issues with it and total...
by dataheck
30 Dec 2019
Forum: MultiCharts .NET
Topic: Method to Sync MultiCharts Database + Studies Across Computers
Replies: 2
Views: 1470

Re: Method to Sync MultiCharts Database + Studies Across Computers

Update after some use:

It's a tad buggy. I seem to only be able to launch the PowerLanguage .NET Editor through MultiCharts, not directly. Sometimes I get a weird error. Still no major data loss or anything of that nature.
by dataheck
28 Dec 2019
Forum: MultiCharts .NET
Topic: Method to Sync MultiCharts Database + Studies Across Computers
Replies: 2
Views: 1470

Method to Sync MultiCharts Database + Studies Across Computers

I use my desktop and a laptop for MultiCharts. I usually use the laptop in offline mode for strategy development. Naturally it's become annoying to pick up my progress from one computer on another. I have a working solution using Dropbox and junction links. Please be warned: you risk your database a...
by dataheck
04 Dec 2019
Forum: MultiCharts .NET
Topic: Indicator Calculation Between Sessions; i.e.: when data series is null
Replies: 0
Views: 1041

Indicator Calculation Between Sessions; i.e.: when data series is null

I created a indicator that uses two dataseries and shared it here: https://www.multicharts.com/discussion/viewtopic.php?t=52340 If you load GLD into data #1 and COMEX gold futures into data #2, you'll see that the indicator keeps its prior value throughout GLD's afterhours period. However; my indica...
by dataheck
04 Dec 2019
Forum: User Contributed Studies
Topic: Spread Difference with Corrective Multipliers + Bias
Replies: 0
Views: 1326

Spread Difference with Corrective Multipliers + Bias

I took the default spread difference indicator and ran with it, creating the attached. It applies a multiplier to the data series and a bias term. For example, you could use this to trade a linear regression. It supports error terms, so you could plug in your standard error constants for your regres...
by dataheck
04 Dec 2019
Forum: MultiCharts .NET
Topic: Variable issue - unexpected outcome during the calculation [SOLVED]
Replies: 2
Views: 1495

Re: Variable issue - unexpected outcome during the calculation [SOLVED]

I'm not sure (new to MultiCharts), but I think this happened in the same bar, not the next bar. I think your code allows for your buy signal to be triggered, and then the sell signal to be triggered on the same bar. Try making that second "if" an "else if" to force only one to be executed per bar an...
by dataheck
01 Dec 2019
Forum: MultiCharts .NET
Topic: Choosing MC .NET Over MC - Developer Input Needed
Replies: 2
Views: 1664

Re: Choosing MC .NET Over MC - Developer Input Needed

I haven't used Power Language at all, but I have a different 2¢ from a developer perspective to add about .NET; the in-application documentation is entirely automatically generated and contains no illustrating examples or helpful text. You have to piece together how to use the API by reverse enginee...
by dataheck
30 Nov 2019
Forum: User Contributed Studies
Topic: Function + Indicator for Risk Management: Standard Move
Replies: 0
Views: 1530

Function + Indicator for Risk Management: Standard Move

I size my positions based on realized volatility (standard deviation of log returns). If I have several positions on for the same reason, I'll size them so that the dollar PnL moves from expected volatility "noise" are approximately equal. I've developed a little function and indicator that shows th...
by dataheck
30 Nov 2019
Forum: User Contributed Studies
Topic: VWAP Indicator that Resets Based on Session Configuration
Replies: 0
Views: 1546

VWAP Indicator that Resets Based on Session Configuration

I'm a new user of the software spending time trying to get things the way I like them. This indicator was my first order of business, as I found the existing vwap_reset complicated and manual in configuration. I also did not like that it reset at midnight. I made an indicator using vwap_reset as a b...

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