The focus is more on testing the strategy rather than the inputs themselves. For each different data segment, the optimal inputs will vary. Additionally, the choice of optimization criteria (e.g., net profit or return/drawdown) affects the inputs selected. This means that no matter what inputs you c...

IMO you might be asking for trouble with that approach. One of the ideas behind WFM is to INTENTIONALLY try to curve fit your strategy as much as possible with your inputs and input ranges on IS data. If these ideal settings still work on OOS data, then chances are your system is modelling true mark...

If you want to do meaningful robustness testing you need to use something else besides MC. The robustness testing tools in MC range from bad to incomplete. For example, WF and WFM is missing basically all but one of the normalized efficiency metrics (which are really important for WFM testing). Ther...

Hello, I am a newbie at muilticharts. Trying to struggle my way through. Any thoughts/advice/info would certainly be appreciated! I am testing out a system in portfolio trader. I set the Money Management Settings as follows: Exposure: 100% Max % of Capital Risk per Position: 25% Initial Portfolio Ca...

I'm newish to MC, but not to trading. Wrote a script. Nothing complicated. Works perfectly applied to individual instruments. Put the exact same script into the portfolio trader, set the margin to zero as to not cause interference, and a find a number of different trades. Same code. Same data (IQfee...

Understanding it is not officially recommended, has anybody tried it? Did it end up working?

So intrabar is trouble. Will forget it for now. If I understand what you’re saying correctly, the autotrader needs to be on continuously from the time the signal is calculated to the time the order is sent? So in this case, from just before the close, through the entire night, to just past the next ...

Thanks for the info! Taking it in, maybe this would work? To buy intraday at the open I can add the simple code "if time = 09:30:05 then begin" and "IntrabarOrderGeneration = True". The entry conditions can be updated to refer back to the previous daily bars. If I understand correctly the script wil...

Hello, I’m a newbie to muilticharts. Been trying for two weeks to figure this out. I cannot seem to get auto trading setup correctly for a simple strategy in portfolio trader. I must be missing something. The strategy trades some US ETFs and stocks on the daily chart. In the strategy, once the condi...