Search found 8 matches
- 31 Jan 2023
- Forum: MultiCharts
- Topic: Optimize on Sharpe Ratio
- Replies: 18
- Views: 11472
Re: Optimize on Sharpe Ratio
Thanks for following up on that Henry. Just to confirm, is there a bug with optimize_by_sharp_ratio not working for both the daily AND monthly settings on user created signals? Or was it just the Daily? Thanks We have compared monthly sharpe ratio as report shows only мonthly sharpe ratio. Hi, if I...
- 02 Nov 2022
- Forum: MultiCharts
- Topic: Limit orders setting [SOLVED]
- Replies: 6
- Views: 1131
Re: Limit orders setting [SOLVED]
Limit orders never slip in a worse direction; therefore, slippage is not applied by default. The only way to change it is by means of a special option in the registry. If you want to return to the default behaviour, please contact our support directly for the instruction. I wanted to use slippage o...
- 02 Nov 2022
- Forum: MultiCharts
- Topic: Limit orders setting [SOLVED]
- Replies: 6
- Views: 1131
Re: Limit orders setting [SOLVED]
Hi soacm, Slippage in Strategy Properties – Properties is not applied to limit orders. A good method to make backtesting more precise is describe in this article . Also you may want to use Fill limit order when trade price goes beyond limit price by X points option. Hi, I am using the following cod...
- 01 Nov 2022
- Forum: MultiCharts
- Topic: Limit orders setting [SOLVED]
- Replies: 6
- Views: 1131
Limit orders setting [SOLVED]
Hi everyone, I am trying to make the back test results as reliable as possible, using a strategy that implements limit orders. I already added $30 as slippage x trade (trading Gold futures), does anyone have suggestions on what settings should I use with limit orders?
Thank you.
Thank you.
- 29 Oct 2022
- Forum: MultiCharts
- Topic: Custom Criteria – creating your own optimization criteria
- Replies: 28
- Views: 36374
Re: Custom Criteria – creating your own optimization criteria
soacm, There are two ways to customize the optimization method. The one this thread is talking about is just called Custom Criteria and is written in JavaScript. To add your own code you start an optimization and under "Optimize by:", select "Custom Criteria", then hit the editor button that appear...
- 28 Oct 2022
- Forum: MultiCharts
- Topic: Custom Criteria – creating your own optimization criteria
- Replies: 28
- Views: 36374
Re: Custom Criteria – creating your own optimization criteria
Can anyone explain where to add the custom fitness function?
Thank you.
Thank you.
- 28 Oct 2022
- Forum: MultiCharts
- Topic: Strategy from TS to MultiCharts [SOLVED]
- Replies: 1
- Views: 434
Re: Strategy from TS to MultiCharts [SOLVED]
Problem solved, the function OpenSession on Easylanguage requires two arguments, instead, the OpenS function on PowerLanguage requires only one argument; that simply created some confusion between the code and the Printlog, thank you.
- 27 Oct 2022
- Forum: MultiCharts
- Topic: Strategy from TS to MultiCharts [SOLVED]
- Replies: 1
- Views: 434
Strategy from TS to MultiCharts [SOLVED]
Hi everyone, I am currently copying a strategy from TS to MultiCharts. Everything looks good from the printed data (see screenshot) but MC executes trades at different prices (in the screenshot the long entry on the October 26th was activated about 60 points (11636) below the level indicated by the ...