Close to Close equity incomplete  [SOLVED]

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no erocla
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Close to Close equity incomplete

Postby no erocla » 29 May 2015

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 ?

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No Erocla

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Henry MultiСharts
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Re: TRADES BUG

Postby Henry MultiСharts » 29 May 2015

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).

no erocla
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Re: Close to Close equity incomplete

Postby no erocla » 01 Jun 2015

Dear Henry,

thank you for response, the problem comes from portfolio trader and seems correlated to the number of strategies used during simulations.

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No Erocla

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Re: Close to Close equity incomplete

Postby Henry MultiСharts » 01 Jun 2015

Hello No Erocla,

In order to study this case - please send us the information I have requested in my post above.

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Re: Close to Close equity incomplete

Postby no erocla » 01 Jun 2015

- 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).
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Henry MultiСharts
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Re: Close to Close equity incomplete

Postby Henry MultiСharts » 01 Jun 2015

No Erocla,

Please replicate this behavior with prebuilt signals and attach the portfolio workspace you are using.

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Re: Close to Close equity incomplete

Postby no erocla » 02 Jun 2015

I wrote a very simple example:

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);
Code and PTF WSP ATTACHED.

Regards
No Erocla
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Re: Close to Close equity incomplete

Postby Henry MultiСharts » 02 Jun 2015

Hello No Erocla,

Our engineers are currently analyzing this case. I will get back to you with the results.

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Re: Close to Close equity incomplete  [SOLVED]

Postby Henry MultiСharts » 05 Jun 2015

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.


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