Thank you for answers. I still had issues with real trading. 1. I replaces MarketPosition function to MarketPosition_at_Broker for real trading and I saw that is signal worked incorrect. How to correctly determinate Market Position in real trading? 2. IBGateway restarts every day and every time it l...

Hello. I run my strategy. First enter was good, but then strategy did not reverse position to another side, today, when condition was for it. Yestarday IBGateway shutdown in specific time, then I run it again and setup it to restart every day at specific time against shutting down. IBGateway should ...

CL is a different animal. For most of the instruments, you simply roll one contract into another. For CL, there are contracts for every month, but not all the months are actively traded by most traders. People skip certain months when they roll over. You can check the volume to see which is the act...

In Interactive Brokers Technical Support said that continuous contracts are Back adjusted. But I looked inside and found a lot of gaps. And they are not back adjusted. It seems like I need to make back adjustment contract every month for trading. And QM and CL had different last trade dates. CL fini...

Hello. I wrote strategy for Crude Oil (CL) and I would like to run it on e-mini Crude Oil contract (QM). I tested both data sources on history and find out that strategy worked better on original CL data than e-mini CL(QM). I looked inside history of trades and in some cases it trade in opposite dir...

That is not what I'm looking for. In almost all the cases this parameter are equal to maximum net profit values.
I need something like - New High every month on equity curve. It is best when it happens every month on back tested data.

I don't think there is anything available through the optimization report. but you can optimize by equity curve have a look at: https://www.multicharts.com/discussion/viewtopic.php?t=11769 Thank you. I think this is it what I'm looking for. What do you prefer optimization like you wrote or sharp ra...

Meanwhile you can come up with a scheme, where the script does nothing on a bar that is not included in a certain time interval this interval depends on an input that can be optimized Already done and test it. With cutted data result are better. It is strange but true. I think that is because indic...

Hello. Some strategies that have best Net Profit value had not good equity curve shape. Bad equity curve shape: means flat for long period of time in earnings, maybe 1-2 years, Please look at picture. And in other side I can choose strategy with a little less Net Profit, but with very good shape of ...

Thank you for answer. But this way is manual, I need way with auto enumeration by Multicharts software. I decided to make a new close price series with cutted data in specific time. But I can not change data at the past in numericseries. newclose[1] = 12 does not worked. Then I decided to make an Ar...

Hello. Ones I made a mistake and set session time in Quote Manager not in Exchange time but in Local Time. And I saw much better results. In the chart now more gaps because when I choose wrong session time it just cut some history from charts and Indicators calculated without cutted data. I would li...

This two functions show different RSI curves. I programmed by my self original Welles Wilder RSI and it is the same as RSIclassic. What is RSI function, who is the author of this RSI interpretation?

Hello. I trade intraday and I need to limit numbers of entries each session. If I use EntriesToday(Date) value then I have some troubles with numbers of entries. Because one Session always goes two days. What you recommend for limitation entries based on Session Time? Found the answer: https://www.m...

Hello.
Do you know how to Identify 3 working day before end of the month?

Hello Xurma, We can recommend checking the operation of a pre-built function lows(0). Check the attached. Also, you can view the code of the pre-built New Low for Day indicator. Thank you for answer. My strategy was on 1 day time frame, and I already did it with 2 data windows. First data window wa...

Hello. I'm trying to understand how BIAS works on Crude Oil. I tested on Back-adjustment data every hour to understand what hours best for buy and what hours best for short. My strategy buy every 1 hour bar at open and close trade at the end of the bar with entry. In optimization report I saw only m...

Is this real/paper trade or backtesting?

This is backtest

Happy new year everybody. I have the issue - Setstoploss do not work. Please look at screenshot. I have really small stop - Setstoploss(10); Upper screen is 1 day chart, lower screen is 1 hour chart. On 1 hour chart clearly can see that stop have to be worked, because 10$ stop is 0,01$ price movemen...

Hello. I'm testing break out strategy and I have condition that I don't know how to program for backtest. Strategy have condition to enter but when we send "buy next bar market" we don't know stop level for sending it. The stop level will be clear after entering in position at the next bar. It will ...

How about "buy next bar at high limit" instead.

Thank you. Will try

Hi Xurma, Please be aware that the CME settlement date is not the same as the rollover date that your data provider uses for continuous contracts. If you cannot backtest on each individual contract month in Portfolio Trader and must use a continuous contract, then you will have to construct your ow...

Hello.
Simple code "buy next bar high stop", I need to deny entering in long if next bar will open with gap. How to deny it?
Illustrated Picture is attached

Yes, the rollover date is important information to know if you are trading crude oil futures. Unfortunately that date is determined differently by each data vendor. Sometimes a fixed date and sometimes when more volume arrives in the next contract, or in the case of Interactive Brokers possibly jus...

from CME website link provided earlier and it states following "Trading terminates 3 business day prior to the 25th calendar day of the month prior to the contract month. If the 25th calendar day is not a business day, trading terminates 4 business days prior to the 25th calendar day of the month p...

I have answer from IQfeed, they can not help with this, because they do not store expiration dates and can not help with identification of it. But if we can't identify this dates - the back tests is not so correct. Because in real trading you have to close all your position before expiration and you...

There is an option to make only ONE trade per bar.

I made it, but getting worse. Now it trades every bar. I tryed different combination of this menu and every combination was like this on picture.

Are you aware that most traders skip a contract month with crude oil?

Excuse me, but I don't understand your question quiet well. My question was about identifying places where continuous contract was linked

As you can see in Crude oil contract the last trading day is changing every month and we don't have the constant date for it. How to identify the last trading days of each contracts that includes in continuous contract? Continuous contract have a lot of contracts linked within and I need to find out...

Hello. I have breakout strategy. When condition is ready it will send sellshort and buy orders. The code is below. How to make only 1 trade in the bar when outside bars happens? My opinion is to going on lower time frame and manage trade from there. But maybe you can help me with more correct decisi...

What you see is what MultiCharts received from IB. Crude Oil is an unusual instrument. How would you like to build your so called continuous contract? 1. one contract expires and link with the next contract? 2. one contract expires, skips and contract, and link with the one after that? 3. before on...

Hello. I have issue with quotes provided by Interactive Brokers. I use Multicharts + IB Gateway and I tried to display continuous contract for Crude Oil(@CL) NYMEX. But in the left corner of graph quotes are really bad, the bar open price = bar close price. I need good price history for strategies b...