Hello,
maybe i found a bug: in Trade Analysis i can find 33000 Trades but in Close to Close equity chart shows just something like 16000-17000.
Screen1 : http://gyazo.com/0e0f2c9020cf5956c32c817f429a4e5c
Screen2 : http://gyazo.com/1237c128270a212f35b4eaba3e89282a
Anyone can explain how is it possibile ?
Its just an "axis" error ? Equity is representative about simulation ?
Regards
No Erocla
Close to Close equity incomplete [SOLVED]
- Henry MultiСharts
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Re: TRADES BUG
Hello No Erocla,
We were unable to replicate this behavior using MultiCharts 9.0 Release 7 (builds 11213/11210).
Please update and if you still have this behavior - please send us (support@multicharts.com) the following information for further analysis:
- workspace you are using;
- in QuoteManager select the symbos you are using, make a right click on it->Export data->Export instrument (with data). Send us the QMD export file for analysis;
- in Power Language editor->File->Export->Export with dependent functions the study you are backtesting. Send us the study export file;
- specify the version and build number of MultiCharts you are running (in MultiCharts go to Help tab-> About).
We were unable to replicate this behavior using MultiCharts 9.0 Release 7 (builds 11213/11210).
Please update and if you still have this behavior - please send us (support@multicharts.com) the following information for further analysis:
- workspace you are using;
- in QuoteManager select the symbos you are using, make a right click on it->Export data->Export instrument (with data). Send us the QMD export file for analysis;
- in Power Language editor->File->Export->Export with dependent functions the study you are backtesting. Send us the study export file;
- specify the version and build number of MultiCharts you are running (in MultiCharts go to Help tab-> About).
- Henry MultiСharts
- Posts: 9165
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Re: Close to Close equity incomplete
Hello No Erocla,
In order to study this case - please send us the information I have requested in my post above.
In order to study this case - please send us the information I have requested in my post above.
Re: Close to Close equity incomplete
- in QuoteManager select the symbos you are using, make a right click on it->Export data->Export instrument (with data). Send us the QMD export file for analysis;
I always use IB Forex Data, QMD attached (in rar, QMD is not allowed)
- in Power Language editor->File->Export->Export with dependent functions the study you are backtesting. Send us the study export file;
This is not possibile, anyway i don t use some strange custom functions.
There are something like 50 systems and 70 equities that i use in automated trading for atleast 2 years.
- specify the version and build number of MultiCharts you are running (in MultiCharts go to Help tab-> About).
Latest
I always use IB Forex Data, QMD attached (in rar, QMD is not allowed)
- in Power Language editor->File->Export->Export with dependent functions the study you are backtesting. Send us the study export file;
This is not possibile, anyway i don t use some strange custom functions.
There are something like 50 systems and 70 equities that i use in automated trading for atleast 2 years.
- specify the version and build number of MultiCharts you are running (in MultiCharts go to Help tab-> About).
Latest
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- Symbols.rar
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- Henry MultiСharts
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Re: Close to Close equity incomplete
No Erocla,
Please replicate this behavior with prebuilt signals and attach the portfolio workspace you are using.
Please replicate this behavior with prebuilt signals and attach the portfolio workspace you are using.
Re: Close to Close equity incomplete
I wrote a very simple example:
Code and PTF WSP ATTACHED.
Regards
No Erocla
Code: Select all
inputs:PERIOD(30),JPY_ADJ(FALSE);//, DEV(1.5), factor(2),TP(3);
variables: up( 0 ),dw( 0 ),CTS(0);
condition98 = t>1100 and t<1600; //(insideask-insidebid)*10000 < 0.2;
IF JPY_ADJ = TRUE THEN
CTS=100;
IF JPY_ADJ = false THEN
CTS=100000;
IF (marketposition = 0 and condition98 and c > average(c,period) and rsi(c,14)>70) then
BUY ( "long" ) CTS contracts NEXT BAR AT MARKET;
IF (marketposition = 0 and condition98 and c < average(c,period)and rsi(c,14)<30) then
SELLSHORT ( "short" ) CTS contracts NEXT BAR AT MARKET;
IF (marketposition = 1 and c < average(c,period) ) then
sell ( "sell" ) CTS contracts NEXT BAR AT MARKET;
IF (marketposition = -1 and c > average(c,period) ) then
buytocover ( "cover" ) CTS contracts NEXT BAR AT MARKET;
setstoploss(500);
setprofittarget(500);
Regards
No Erocla
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Re: Close to Close equity incomplete
Hello No Erocla,
Our engineers are currently analyzing this case. I will get back to you with the results.
Our engineers are currently analyzing this case. I will get back to you with the results.
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: Close to Close equity incomplete [SOLVED]
Hello No Erocla,
Trades that happened at the same time are grouped into a single dot on the Equity Curve Close to Close graph. Therefore you can have have less dots on this graph compared to the list of all trades and that is expected behavior.
Trades that happened at the same time are grouped into a single dot on the Equity Curve Close to Close graph. Therefore you can have have less dots on this graph compared to the list of all trades and that is expected behavior.