Problem with portfolio trader

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svopex
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Problem with portfolio trader

Postby svopex » 19 Jul 2016

Hello,

i have this log in strategy:

Code: Select all

...
...
...

StrOut =
NumToStr(CurrentTime_s, 0) + ","
+ NumToStr(BarStatus(), 0) + ","
+ SvpDateString3(date, time) + ","
+ BuyString + ","
+ "MarketPosition=" + NumToStr(MarketPosition, 0) + ","
+ TimeSessionEndTimeString + ","
+ "EntriesToday=" + NumToStr(EntriesToday(Date), 0) + ","
+ EntryCond2LongString + ","
+ PenultimateCandleString + ","
+ "EntrLong=" + NumToStr(EntrLong, 6) + ","
+ "SessionEndTime(0, 1)=" + NumToStr(SessionEndTime(0, 1), 0) + ","
+ "ATR=" + NumToStr(ATR, 6) + ","
+ "OpenD=" + NumToStr(OpenD(0), 6) + ","
+ "CloseD=" + NumToStr(CloseD(1), 6) + ","
+ "LowD=" + NumToStr(LowD(0), 6)
+ NumtoStr(RealTimeCalc, 0)
+ NewLine;
FileAppend("C:\Log\Strategy_Vars_" + GetStrategyName + "_" + GetSymbolName + "_" + AdditionalStrategyName + ".csv", StrOut);

...
...
...
I use 15-minutes timeframe.

In portofilo trader strategy run multiple times in one candle (9:45, 9:45, 9:45, ...):
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
7/18/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1204.798927,SessionEndTime(0, 1)=1615,ATR=1.959756,OpenD=1204.211000,CloseD=1205.851000,LowD=1204.2110001
...
...
...
In multicharts strategy run only one times (it's correct, 9:45, 10:00, ...):
7/18/2016 9:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.813056,SessionEndTime(0, 1)=1615,ATR=2.006854,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 10:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.822780,SessionEndTime(0, 1)=1615,ATR=2.039268,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 10:15:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.842961,SessionEndTime(0, 1)=1615,ATR=2.106537,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 10:30:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.846641,SessionEndTime(0, 1)=1615,ATR=2.118805,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 10:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.858920,SessionEndTime(0, 1)=1615,ATR=2.159732,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 11:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.863507,SessionEndTime(0, 1)=1615,ATR=2.175024,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 11:15:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.871402,SessionEndTime(0, 1)=1615,ATR=2.201341,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 11:30:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.870854,SessionEndTime(0, 1)=1615,ATR=2.199512,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.885349,SessionEndTime(0, 1)=1615,ATR=2.247829,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 12:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.877827,SessionEndTime(0, 1)=1615,ATR=2.222756,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 12:15:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.873780,SessionEndTime(0, 1)=1615,ATR=2.209268,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 12:30:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.870663,SessionEndTime(0, 1)=1615,ATR=2.198878,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 12:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.869756,SessionEndTime(0, 1)=1615,ATR=2.195854,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 13:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.864429,SessionEndTime(0, 1)=1615,ATR=2.178098,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 13:15:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.819488,SessionEndTime(0, 1)=1615,ATR=2.028293,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 13:30:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.803149,SessionEndTime(0, 1)=1615,ATR=1.973829,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 13:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.787571,SessionEndTime(0, 1)=1615,ATR=1.921902,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 14:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.768861,SessionEndTime(0, 1)=1615,ATR=1.859537,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 14:15:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.764083,SessionEndTime(0, 1)=1615,ATR=1.843610,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 14:30:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.760593,SessionEndTime(0, 1)=1615,ATR=1.831976,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 14:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.742966,SessionEndTime(0, 1)=1615,ATR=1.773220,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 15:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.739659,SessionEndTime(0, 1)=1615,ATR=1.762195,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 15:15:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.741671,SessionEndTime(0, 1)=1615,ATR=1.768902,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 15:30:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.736534,SessionEndTime(0, 1)=1615,ATR=1.751780,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 15:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.733234,SessionEndTime(0, 1)=1615,ATR=1.740780,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 16:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = true,EntrLong=1204.737076,SessionEndTime(0, 1)=1615,ATR=1.753585,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
7/18/2016 16:15:00,----,MarketPosition=0,time = SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.724966,SessionEndTime(0, 1)=1615,ATR=1.713220,OpenD=1204.211000,CloseD=1205.851000,LowD=1202.2800001
...
...
...
Why?

I do not use intra bar order generation (and portfolio trader do not support intra bar order generation)...

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Henry MultiСharts
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Re: Problem with portfolio trader

Postby Henry MultiСharts » 19 Jul 2016

Hello svopex,

If you have multiple instruments in the Portfolio trader then the strategy is calculated on each instrument, which can make multiple output lines.

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svopex
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Re: Problem with portfolio trader

Postby svopex » 19 Jul 2016

I have only one instrument. See picture in attachment.It's signal Svp3.
I use MultiCharts 9.1 Release 4 with Oanda patch...
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Re: Problem with portfolio trader

Postby svopex » 19 Jul 2016

There is additional log.
Signals run on every tick? Please see to "ComputerTime". It's CurrentTime_s.
BarStatus()=1...
...
...
...
ComputerTime=113039,BarStatus=2,7/18/2016 16:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = true,EntrLong=1204.787129,SessionEndTime(0, 1)=1615,ATR=1.757098,OpenD=1204.260000,CloseD=1205.851000,LowD=1202.2800000
ComputerTime=113039,BarStatus=2,7/18/2016 16:15:00,----,MarketPosition=0,time = SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1204.775202,SessionEndTime(0, 1)=1615,ATR=1.717341,OpenD=1204.260000,CloseD=1205.851000,LowD=1202.2800000
ComputerTime=113039,BarStatus=2,7/19/2016 9:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.186593,SessionEndTime(0, 1)=1615,ATR=1.761976,OpenD=1206.658000,CloseD=1207.554000,LowD=1205.3550000
ComputerTime=113039,BarStatus=2,7/19/2016 10:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.196500,SessionEndTime(0, 1)=1615,ATR=1.795000,OpenD=1206.658000,CloseD=1207.554000,LowD=1204.1510000
ComputerTime=113039,BarStatus=2,7/19/2016 10:15:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.217412,SessionEndTime(0, 1)=1615,ATR=1.864707,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490000
ComputerTime=113039,BarStatus=2,7/19/2016 10:30:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.221444,SessionEndTime(0, 1)=1615,ATR=1.878146,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490000
ComputerTime=113039,BarStatus=2,7/19/2016 10:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.228424,SessionEndTime(0, 1)=1615,ATR=1.901415,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490000
ComputerTime=113039,BarStatus=2,7/19/2016 11:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.232822,SessionEndTime(0, 1)=1615,ATR=1.916073,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490000
ComputerTime=113039,BarStatus=2,7/19/2016 11:15:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.244749,SessionEndTime(0, 1)=1615,ATR=1.955829,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490000
ComputerTime=113039,BarStatus=2,7/19/2016 11:30:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.240900,SessionEndTime(0, 1)=1615,ATR=1.943000,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490000
...
...
...
ComputerTime=113039,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.234659,SessionEndTime(0, 1)=1615,ATR=1.922195,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490000
ComputerTime=113042,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.234659,SessionEndTime(0, 1)=1615,ATR=1.922195,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113042,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.234659,SessionEndTime(0, 1)=1615,ATR=1.922195,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113044,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.234659,SessionEndTime(0, 1)=1615,ATR=1.922195,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113044,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.234659,SessionEndTime(0, 1)=1615,ATR=1.922195,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113044,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.234841,SessionEndTime(0, 1)=1615,ATR=1.922805,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113047,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.234841,SessionEndTime(0, 1)=1615,ATR=1.922805,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113047,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.234841,SessionEndTime(0, 1)=1615,ATR=1.922805,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113048,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.235024,SessionEndTime(0, 1)=1615,ATR=1.923415,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113048,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.235398,SessionEndTime(0, 1)=1615,ATR=1.924659,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113048,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.235573,SessionEndTime(0, 1)=1615,ATR=1.925244,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113049,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.235573,SessionEndTime(0, 1)=1615,ATR=1.925244,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113050,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.235573,SessionEndTime(0, 1)=1615,ATR=1.925244,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113053,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.235573,SessionEndTime(0, 1)=1615,ATR=1.925244,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113055,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.235573,SessionEndTime(0, 1)=1615,ATR=1.925244,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113055,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.235573,SessionEndTime(0, 1)=1615,ATR=1.925244,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113055,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.235573,SessionEndTime(0, 1)=1615,ATR=1.925244,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113056,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.235573,SessionEndTime(0, 1)=1615,ATR=1.925244,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001
ComputerTime=113100,BarStatus=1,7/19/2016 11:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1207.235756,SessionEndTime(0, 1)=1615,ATR=1.925854,OpenD=1206.658000,CloseD=1207.554000,LowD=1203.5490001

...
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Henry MultiСharts
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Re: Problem with portfolio trader

Postby Henry MultiСharts » 19 Jul 2016

Hello svopex,

Please remove the signals from both strategies and add them again, then run the backtesting.

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svopex
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Re: Problem with portfolio trader

Postby svopex » 19 Jul 2016

Hello Henry,
now everything is ok.
What happened? It's a bug? You repair it in new version of multicharts? Or it's my fault?
Petr

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Re: Problem with portfolio trader

Postby Henry MultiСharts » 20 Jul 2016

Hello Henry,
now everything is ok.
What happened? It's a bug? You repair it in new version of multicharts? Or it's my fault?
Petr
It looks like some kind of glitch. If you are able to replicate it - please let us know the steps leading to this behavior so that we can study it in details.

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Re: Problem with portfolio trader

Postby svopex » 20 Jul 2016

Hello Henry,

i test it. There is workflow:

1. Add [IntrabarOrderGeneration=True] to strategy
2. I run strategy in portfolio trader
3. Save and close portfolio trader
4. Run portfolio trader
5. Remove [IntrabarOrderGeneration=True] from strategy
6. I run strategy with portfolio trader

Now is intrabar order generation enabled in portfolio trader...

In multicharts is set "Enable Intra-Bar order generation" and I can disable it in forms.

In portfolio trader not set "Enable Intra-Bar order generation" in form, this selection is disabled (shadow color), but signal run every a tick (see picture in attachment)...
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Re: Problem with portfolio trader

Postby svopex » 21 Jul 2016

It's interesting (IntrabarOrderGeneration is disabled), signal called with BarStatus()=1 and MultiCharts call signal multiple times in one 15 minutes candle:

Multicharts:
ComputerTime=154511,BarStatus=2,7/20/2016 15:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1205.244188,SessionEndTime(0, 1)=1615,ATR=1.827293,OpenD=1204.696000,CloseD=1202.330000,LowD=1198.3260001
ComputerTime=155959,BarStatus=2,7/20/2016 16:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = true,EntrLong=1205.242893,SessionEndTime(0, 1)=1615,ATR=1.822976,OpenD=1204.696000,CloseD=1202.330000,LowD=1198.3260001
ComputerTime=161458,BarStatus=2,7/20/2016 16:15:00,----,MarketPosition=0,time = SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1205.246749,SessionEndTime(0, 1)=1615,ATR=1.835829,OpenD=1204.696000,CloseD=1202.330000,LowD=1198.3260001
ComputerTime=94500,BarStatus=2,7/21/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.828871,SessionEndTime(0, 1)=1615,ATR=1.932902,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001

ComputerTime=94501,BarStatus=1,7/21/2016 10:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.813644,SessionEndTime(0, 1)=1615,ATR=1.882146,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=94501,BarStatus=1,7/21/2016 10:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.813644,SessionEndTime(0, 1)=1615,ATR=1.882146,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001

ComputerTime=95958,BarStatus=2,7/21/2016 10:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.837666,SessionEndTime(0, 1)=1615,ATR=1.962220,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=101502,BarStatus=2,7/21/2016 10:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.848290,SessionEndTime(0, 1)=1615,ATR=1.997634,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=102957,BarStatus=2,7/21/2016 10:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.858015,SessionEndTime(0, 1)=1615,ATR=2.030049,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=104500,BarStatus=2,7/21/2016 10:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.866444,SessionEndTime(0, 1)=1615,ATR=2.058146,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=105958,BarStatus=2,7/21/2016 11:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.870841,SessionEndTime(0, 1)=1615,ATR=2.072805,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=111457,BarStatus=2,7/21/2016 11:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.879080,SessionEndTime(0, 1)=1615,ATR=2.100268,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=113001,BarStatus=2,7/21/2016 11:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.876893,SessionEndTime(0, 1)=1615,ATR=2.092976,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=114459,BarStatus=2,7/21/2016 11:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.897080,SessionEndTime(0, 1)=1615,ATR=2.160268,OpenD=1209.249000,CloseD=1210.746000,LowD=1207.8390001
ComputerTime=115958,BarStatus=2,7/21/2016 12:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.906629,SessionEndTime(0, 1)=1615,ATR=2.192098,OpenD=1209.249000,CloseD=1210.746000,LowD=1206.0330001
ComputerTime=121507,BarStatus=2,7/21/2016 12:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.908290,SessionEndTime(0, 1)=1615,ATR=2.197634,OpenD=1209.249000,CloseD=1210.746000,LowD=1206.0330001
ComputerTime=123000,BarStatus=2,7/21/2016 12:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.919302,SessionEndTime(0, 1)=1615,ATR=2.234341,OpenD=1209.249000,CloseD=1210.746000,LowD=1205.2310001
ComputerTime=124500,BarStatus=2,7/21/2016 12:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.914707,SessionEndTime(0, 1)=1615,ATR=2.219024,OpenD=1209.249000,CloseD=1210.746000,LowD=1205.2310001
ComputerTime=125957,BarStatus=2,7/21/2016 13:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.911049,SessionEndTime(0, 1)=1615,ATR=2.206829,OpenD=1209.249000,CloseD=1210.746000,LowD=1204.5770001
ComputerTime=131500,BarStatus=2,7/21/2016 13:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.876183,SessionEndTime(0, 1)=1615,ATR=2.090610,OpenD=1209.249000,CloseD=1210.746000,LowD=1204.3250001
ComputerTime=132959,BarStatus=2,7/21/2016 13:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.859493,SessionEndTime(0, 1)=1615,ATR=2.034976,OpenD=1209.249000,CloseD=1210.746000,LowD=1204.3250001
ComputerTime=134458,BarStatus=2,7/21/2016 13:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.822995,SessionEndTime(0, 1)=1615,ATR=1.913317,OpenD=1209.249000,CloseD=1210.746000,LowD=1204.3250001
ComputerTime=140003,BarStatus=2,7/21/2016 14:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.816395,SessionEndTime(0, 1)=1615,ATR=1.891317,OpenD=1209.249000,CloseD=1210.746000,LowD=1202.8950001
ComputerTime=141500,BarStatus=2,7/21/2016 14:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.794020,SessionEndTime(0, 1)=1615,ATR=1.816732,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.7910001
ComputerTime=143000,BarStatus=2,7/21/2016 14:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.791444,SessionEndTime(0, 1)=1615,ATR=1.808146,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.6160001
ComputerTime=144502,BarStatus=2,7/21/2016 14:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.790698,SessionEndTime(0, 1)=1615,ATR=1.805659,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.6160001
ComputerTime=145958,BarStatus=2,7/21/2016 15:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.785561,SessionEndTime(0, 1)=1615,ATR=1.788537,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.6160001
ComputerTime=151457,BarStatus=2,7/21/2016 15:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.791422,SessionEndTime(0, 1)=1615,ATR=1.808073,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001
ComputerTime=152959,BarStatus=2,7/21/2016 15:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.791429,SessionEndTime(0, 1)=1615,ATR=1.808098,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001
ComputerTime=154458,BarStatus=2,7/21/2016 15:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.793449,SessionEndTime(0, 1)=1615,ATR=1.814829,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001
ComputerTime=155957,BarStatus=2,7/21/2016 16:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = true,EntrLong=1209.800056,SessionEndTime(0, 1)=1615,ATR=1.836854,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001

ComputerTime=155959,BarStatus=1,7/21/2016 16:15:00,----,MarketPosition=1,time = SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.796939,SessionEndTime(0, 1)=1615,ATR=1.826463,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001
ComputerTime=155959,BarStatus=1,7/21/2016 16:15:00,----,MarketPosition=0,time = SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.796939,SessionEndTime(0, 1)=1615,ATR=1.826463,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001

ComputerTime=161459,BarStatus=2,7/21/2016 16:15:00,----,MarketPosition=0,time = SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.809598,SessionEndTime(0, 1)=1615,ATR=1.868659,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001
Portfolio trader:
ComputerTime=145958,BarStatus=2,7/20/2016 15:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1205.258971,SessionEndTime(0, 1)=1615,ATR=1.879902,OpenD=1204.695000,CloseD=1202.330000,LowD=1198.3260001
ComputerTime=151459,BarStatus=2,7/20/2016 15:15:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1205.254559,SessionEndTime(0, 1)=1615,ATR=1.865195,OpenD=1204.695000,CloseD=1202.330000,LowD=1198.3260001
ComputerTime=152959,BarStatus=2,7/20/2016 15:30:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1205.248880,SessionEndTime(0, 1)=1615,ATR=1.846268,OpenD=1204.695000,CloseD=1202.330000,LowD=1198.3260001
ComputerTime=154511,BarStatus=2,7/20/2016 15:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1205.243378,SessionEndTime(0, 1)=1615,ATR=1.827927,OpenD=1204.695000,CloseD=1202.330000,LowD=1198.3260001
ComputerTime=155958,BarStatus=2,7/20/2016 16:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = true,EntrLong=1205.242083,SessionEndTime(0, 1)=1615,ATR=1.823610,OpenD=1204.695000,CloseD=1202.330000,LowD=1198.3260001
ComputerTime=161458,BarStatus=2,7/20/2016 16:15:00,----,MarketPosition=0,time = SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1205.245939,SessionEndTime(0, 1)=1615,ATR=1.836463,OpenD=1204.695000,CloseD=1202.330000,LowD=1198.3260001
ComputerTime=94459,BarStatus=2,7/21/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.829061,SessionEndTime(0, 1)=1615,ATR=1.933537,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001

ComputerTime=94500,BarStatus=1,7/21/2016 10:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.813651,SessionEndTime(0, 1)=1615,ATR=1.882171,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001

ComputerTime=95958,BarStatus=2,7/21/2016 10:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.837863,SessionEndTime(0, 1)=1615,ATR=1.962878,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=101502,BarStatus=2,7/21/2016 10:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.848488,SessionEndTime(0, 1)=1615,ATR=1.998293,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=102956,BarStatus=2,7/21/2016 10:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.858212,SessionEndTime(0, 1)=1615,ATR=2.030707,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=104500,BarStatus=2,7/21/2016 10:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.866641,SessionEndTime(0, 1)=1615,ATR=2.058805,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=105958,BarStatus=2,7/21/2016 11:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.871039,SessionEndTime(0, 1)=1615,ATR=2.073463,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=111457,BarStatus=2,7/21/2016 11:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.879278,SessionEndTime(0, 1)=1615,ATR=2.100927,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=113001,BarStatus=2,7/21/2016 11:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.877090,SessionEndTime(0, 1)=1615,ATR=2.093634,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=114459,BarStatus=2,7/21/2016 11:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.897278,SessionEndTime(0, 1)=1615,ATR=2.160927,OpenD=1209.249000,CloseD=1210.746000,LowD=1207.8390001
ComputerTime=115958,BarStatus=2,7/21/2016 12:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.906827,SessionEndTime(0, 1)=1615,ATR=2.192756,OpenD=1209.249000,CloseD=1210.746000,LowD=1206.0330001
ComputerTime=121507,BarStatus=2,7/21/2016 12:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.908480,SessionEndTime(0, 1)=1615,ATR=2.198268,OpenD=1209.249000,CloseD=1210.746000,LowD=1206.0330001
ComputerTime=123000,BarStatus=2,7/21/2016 12:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.919493,SessionEndTime(0, 1)=1615,ATR=2.234976,OpenD=1209.249000,CloseD=1210.746000,LowD=1205.2310001
ComputerTime=124459,BarStatus=2,7/21/2016 12:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.914898,SessionEndTime(0, 1)=1615,ATR=2.219659,OpenD=1209.249000,CloseD=1210.746000,LowD=1205.2310001
ComputerTime=125957,BarStatus=2,7/21/2016 13:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.911232,SessionEndTime(0, 1)=1615,ATR=2.207439,OpenD=1209.249000,CloseD=1210.746000,LowD=1204.5770001
ComputerTime=131500,BarStatus=2,7/21/2016 13:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.876366,SessionEndTime(0, 1)=1615,ATR=2.091220,OpenD=1209.249000,CloseD=1210.746000,LowD=1204.3250001
ComputerTime=132959,BarStatus=2,7/21/2016 13:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.859676,SessionEndTime(0, 1)=1615,ATR=2.035585,OpenD=1209.249000,CloseD=1210.746000,LowD=1204.3250001
ComputerTime=134458,BarStatus=2,7/21/2016 13:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.823178,SessionEndTime(0, 1)=1615,ATR=1.913927,OpenD=1209.249000,CloseD=1210.746000,LowD=1204.3250001
ComputerTime=140003,BarStatus=2,7/21/2016 14:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.816578,SessionEndTime(0, 1)=1615,ATR=1.891927,OpenD=1209.249000,CloseD=1210.746000,LowD=1202.8950001
ComputerTime=141500,BarStatus=2,7/21/2016 14:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.794202,SessionEndTime(0, 1)=1615,ATR=1.817341,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.7910001
ComputerTime=143000,BarStatus=2,7/21/2016 14:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.791627,SessionEndTime(0, 1)=1615,ATR=1.808756,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.6160001
ComputerTime=144502,BarStatus=2,7/21/2016 14:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.790880,SessionEndTime(0, 1)=1615,ATR=1.806268,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.6160001
ComputerTime=145958,BarStatus=2,7/21/2016 15:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.785744,SessionEndTime(0, 1)=1615,ATR=1.789146,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.6160001
ComputerTime=151457,BarStatus=2,7/21/2016 15:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.791605,SessionEndTime(0, 1)=1615,ATR=1.808683,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001
ComputerTime=152959,BarStatus=2,7/21/2016 15:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.791605,SessionEndTime(0, 1)=1615,ATR=1.808683,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001
ComputerTime=154458,BarStatus=2,7/21/2016 15:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.793449,SessionEndTime(0, 1)=1615,ATR=1.814829,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001
ComputerTime=155957,BarStatus=2,7/21/2016 16:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = true,EntrLong=1209.800056,SessionEndTime(0, 1)=1615,ATR=1.836854,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001

ComputerTime=155959,BarStatus=1,7/21/2016 16:15:00,----,MarketPosition=0,time = SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.796939,SessionEndTime(0, 1)=1615,ATR=1.826463,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001

ComputerTime=161458,BarStatus=2,7/21/2016 16:15:00,----,MarketPosition=0,time = SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.809598,SessionEndTime(0, 1)=1615,ATR=1.868659,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001
Multicharts backtest - it's ok, there are only BarStatus()=2 and Multicharts call signal only one times in 15 minutes candle:
ComputerTime=151459,BarStatus=2,7/20/2016 15:15:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1205.255368,SessionEndTime(0, 1)=1615,ATR=1.864561,OpenD=1204.696000,CloseD=1202.330000,LowD=1198.3260001
ComputerTime=152959,BarStatus=2,7/20/2016 15:30:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1205.249690,SessionEndTime(0, 1)=1615,ATR=1.845634,OpenD=1204.696000,CloseD=1202.330000,LowD=1198.3260001
ComputerTime=154511,BarStatus=2,7/20/2016 15:45:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1205.244188,SessionEndTime(0, 1)=1615,ATR=1.827293,OpenD=1204.696000,CloseD=1202.330000,LowD=1198.3260001
ComputerTime=155959,BarStatus=2,7/20/2016 16:00:00,----,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = true,EntrLong=1205.242893,SessionEndTime(0, 1)=1615,ATR=1.822976,OpenD=1204.696000,CloseD=1202.330000,LowD=1198.3260001
ComputerTime=161458,BarStatus=2,7/20/2016 16:15:00,----,MarketPosition=0,time = SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = false,PenultimateCandle = false,EntrLong=1205.246749,SessionEndTime(0, 1)=1615,ATR=1.835829,OpenD=1204.696000,CloseD=1202.330000,LowD=1198.3260001
ComputerTime=94500,BarStatus=2,7/21/2016 9:45:00,BUY!,MarketPosition=0,time <> SessionEndTime(0, 1),EntriesToday=0,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.828871,SessionEndTime(0, 1)=1615,ATR=1.932902,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=95958,BarStatus=2,7/21/2016 10:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.837666,SessionEndTime(0, 1)=1615,ATR=1.962220,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=101502,BarStatus=2,7/21/2016 10:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.848290,SessionEndTime(0, 1)=1615,ATR=1.997634,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=102957,BarStatus=2,7/21/2016 10:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.858015,SessionEndTime(0, 1)=1615,ATR=2.030049,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=104500,BarStatus=2,7/21/2016 10:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.866444,SessionEndTime(0, 1)=1615,ATR=2.058146,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=105958,BarStatus=2,7/21/2016 11:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.870841,SessionEndTime(0, 1)=1615,ATR=2.072805,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=111457,BarStatus=2,7/21/2016 11:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.879080,SessionEndTime(0, 1)=1615,ATR=2.100268,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=113001,BarStatus=2,7/21/2016 11:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = true,PenultimateCandle = false,EntrLong=1209.876893,SessionEndTime(0, 1)=1615,ATR=2.092976,OpenD=1209.249000,CloseD=1210.746000,LowD=1208.8520001
ComputerTime=114459,BarStatus=2,7/21/2016 11:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.897080,SessionEndTime(0, 1)=1615,ATR=2.160268,OpenD=1209.249000,CloseD=1210.746000,LowD=1207.8390001
ComputerTime=115958,BarStatus=2,7/21/2016 12:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.906629,SessionEndTime(0, 1)=1615,ATR=2.192098,OpenD=1209.249000,CloseD=1210.746000,LowD=1206.0330001
ComputerTime=121507,BarStatus=2,7/21/2016 12:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.908290,SessionEndTime(0, 1)=1615,ATR=2.197634,OpenD=1209.249000,CloseD=1210.746000,LowD=1206.0330001
ComputerTime=123000,BarStatus=2,7/21/2016 12:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.919302,SessionEndTime(0, 1)=1615,ATR=2.234341,OpenD=1209.249000,CloseD=1210.746000,LowD=1205.2310001
ComputerTime=124500,BarStatus=2,7/21/2016 12:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.914707,SessionEndTime(0, 1)=1615,ATR=2.219024,OpenD=1209.249000,CloseD=1210.746000,LowD=1205.2310001
ComputerTime=125957,BarStatus=2,7/21/2016 13:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.911049,SessionEndTime(0, 1)=1615,ATR=2.206829,OpenD=1209.249000,CloseD=1210.746000,LowD=1204.5770001
ComputerTime=131500,BarStatus=2,7/21/2016 13:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.876183,SessionEndTime(0, 1)=1615,ATR=2.090610,OpenD=1209.249000,CloseD=1210.746000,LowD=1204.3250001
ComputerTime=132959,BarStatus=2,7/21/2016 13:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.859493,SessionEndTime(0, 1)=1615,ATR=2.034976,OpenD=1209.249000,CloseD=1210.746000,LowD=1204.3250001
ComputerTime=134458,BarStatus=2,7/21/2016 13:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.822995,SessionEndTime(0, 1)=1615,ATR=1.913317,OpenD=1209.249000,CloseD=1210.746000,LowD=1204.3250001
ComputerTime=140003,BarStatus=2,7/21/2016 14:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.816395,SessionEndTime(0, 1)=1615,ATR=1.891317,OpenD=1209.249000,CloseD=1210.746000,LowD=1202.8950001
ComputerTime=141500,BarStatus=2,7/21/2016 14:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.794020,SessionEndTime(0, 1)=1615,ATR=1.816732,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.7910001
ComputerTime=143000,BarStatus=2,7/21/2016 14:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.791444,SessionEndTime(0, 1)=1615,ATR=1.808146,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.6160001
ComputerTime=144502,BarStatus=2,7/21/2016 14:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.790698,SessionEndTime(0, 1)=1615,ATR=1.805659,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.6160001
ComputerTime=145958,BarStatus=2,7/21/2016 15:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.785561,SessionEndTime(0, 1)=1615,ATR=1.788537,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.6160001
ComputerTime=151457,BarStatus=2,7/21/2016 15:15:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.791422,SessionEndTime(0, 1)=1615,ATR=1.808073,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001
ComputerTime=152959,BarStatus=2,7/21/2016 15:30:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.791429,SessionEndTime(0, 1)=1615,ATR=1.808098,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001
ComputerTime=154458,BarStatus=2,7/21/2016 15:45:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.793449,SessionEndTime(0, 1)=1615,ATR=1.814829,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001
ComputerTime=155957,BarStatus=2,7/21/2016 16:00:00,----,MarketPosition=1,time <> SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = true,EntrLong=1209.800056,SessionEndTime(0, 1)=1615,ATR=1.836854,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001
ComputerTime=161459,BarStatus=2,7/21/2016 16:15:00,----,MarketPosition=0,time = SessionEndTime(0, 1),EntriesToday=1,EntryCond2long = false,PenultimateCandle = false,EntrLong=1209.809598,SessionEndTime(0, 1)=1615,ATR=1.868659,OpenD=1209.249000,CloseD=1210.746000,LowD=1201.1120001
Log code:

Code: Select all

StrOut =
"ComputerTime=" + NumToStr(CurrentTime_s, 0) + ","
+ "BarStatus=" + NumToStr(BarStatus(), 0) + ","
+ SvpDateString3(date, time) + ","
+ BuyString + ","
+ "MarketPosition=" + NumToStr(MarketPosition, 0) + ","
+ TimeSessionEndTimeString + ","
+ "EntriesToday=" + NumToStr(EntriesToday(Date), 0) + ","
+ EntryCond2LongString + ","
+ PenultimateCandleString + ","
+ "EntrLong=" + NumToStr(EntrLong, 6) + ","
+ "SessionEndTime(0, 1)=" + NumToStr(SessionEndTime(0, 1), 0) + ","
+ "ATR=" + NumToStr(ATR, 6) + ","
+ "OpenD=" + NumToStr(OpenD(0), 6) + ","
+ "CloseD=" + NumToStr(CloseD(1), 6) + ","
+ "LowD=" + NumToStr(LowD(0), 6)
+ NumtoStr(RealTimeCalc, 0)
+ NewLine;
FileAppend("C:\Log\Strategy_Vars_" + GetStrategyName + "_" + GetSymbolName + "_" + AdditionalStrategyName + ".csv", StrOut);

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Henry MultiСharts
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Re: Problem with portfolio trader

Postby Henry MultiСharts » 26 Jul 2016

Hello svopex,

We were unable to replicate this behavior on our end. Are you able to replicate it on a constant basis using any of the prebuilt signals?

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svopex
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Re: Problem with portfolio trader

Postby svopex » 27 Jul 2016

Hello,

i use this signal:

Code: Select all

inputs:
AdditionalStrategyName("");

vars:
StrOut("");

StrOut =
"ComputerTime=" + NumToStr(CurrentTime_s, 0) + ","
+ "BarStatus=" + NumToStr(BarStatus(), 0) + ","
+ NumToStr(date, 0) + " " + NumToStr(time, 0) + NewLine;

FileAppend("C:\Log\Strategy_Vars_" + GetStrategyName + "_" + GetSymbolName + "_" + AdditionalStrategyName + ".csv", StrOut);
And there is result (BarStatus()=1):
ComputerTime=115959,BarStatus=2,7/26/2016 12:00:00
ComputerTime=121458,BarStatus=2,7/26/2016 12:15:00
ComputerTime=122959,BarStatus=2,7/26/2016 12:30:00
ComputerTime=124516,BarStatus=2,7/26/2016 12:45:00
ComputerTime=125958,BarStatus=2,7/26/2016 13:00:00
ComputerTime=131502,BarStatus=2,7/26/2016 13:15:00
ComputerTime=132957,BarStatus=2,7/26/2016 13:30:00
ComputerTime=134500,BarStatus=2,7/26/2016 13:45:00
ComputerTime=135959,BarStatus=2,7/26/2016 14:00:00
ComputerTime=141502,BarStatus=2,7/26/2016 14:15:00
ComputerTime=142957,BarStatus=2,7/26/2016 14:30:00
ComputerTime=144459,BarStatus=2,7/26/2016 14:45:00
ComputerTime=145959,BarStatus=2,7/26/2016 15:00:00
ComputerTime=151459,BarStatus=2,7/26/2016 15:15:00
ComputerTime=152959,BarStatus=2,7/26/2016 15:30:00
ComputerTime=154459,BarStatus=2,7/26/2016 15:45:00
ComputerTime=155958,BarStatus=2,7/26/2016 16:00:00
ComputerTime=155959,BarStatus=1,7/26/2016 16:15:00
ComputerTime=161459,BarStatus=2,7/26/2016 16:15:00
In Multicharts, US Russ 2000, 15 minutes, session in attachment.
Attachments
Session.png
(7.73 KiB) Downloaded 1669 times

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svopex
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Re: Problem with portfolio trader

Postby svopex » 29 Jul 2016

Signal above (in previous reply) work without any problem - please ignore it.

Please you use this signal:

Code: Select all

inputs:
AdditionalStrategyName("");

vars:
PenultimateCandle(False),
StrOut("");

PenultimateCandle = CalcTime(SessionEndTime(0, 1), -BarInterval) = time;

if (MarketPosition = 0
and time <> SessionEndTime(0, 1)
and EntriesToday(Date) < 1
and PenultimateCandle = false)
then
begin
buy next bar market;
end;

if (PenultimateCandle = True) then
begin
sell next bar market;
buytocover next bar market;
end;

StrOut =
"ComputerTime=" + NumToStr(CurrentTime_s, 0) + ","
+ "BarStatus=" + NumToStr(BarStatus(), 0) + ","
+ NumToStr(date, 0) + " " + NumToStr(time, 0) + NewLine;
FileAppend("C:\Log\Strategy_Vars_" + GetStrategyName + "_" + GetSymbolName + "_" + AdditionalStrategyName + ".csv", StrOut);
With this result (BarStatus()=1):
...
...
...
ComputerTime=150002,BarStatus=2,1160728 1500
ComputerTime=151522,BarStatus=2,1160728 1515
ComputerTime=153000,BarStatus=2,1160728 1530
ComputerTime=154500,BarStatus=2,1160728 1545
ComputerTime=160000,BarStatus=2,1160728 1600
ComputerTime=160000,BarStatus=1,1160728 1615
ComputerTime=160001,BarStatus=1,1160728 1615
ComputerTime=160001,BarStatus=1,1160728 1615

ComputerTime=161501,BarStatus=2,1160728 1615
Timeframe 15 minutes, US Russ 2000, with session in attachment.
Attachments
session.png
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Henry MultiСharts
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Re: Problem with portfolio trader

Postby Henry MultiСharts » 02 Aug 2016

The issue has been replicated and forwarded to the development team.
The fix is targeted to the next version of MultiCharts 9.1 Release 5/ 10.0 Beta 2.
There is no ETA for these versions at the moment.

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svopex
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Re: Problem with portfolio trader

Postby svopex » 04 Dec 2016

Hello,

this issue hasn't been repaired.

It's a log from my real time trading:
ComputerTime=94459,BarStatus=2,12/1/2016 9:45:00
ComputerTime=94724,BarStatus=1,12/1/2016 10:00:00
ComputerTime=95027,BarStatus=1,12/1/2016 10:00:00
ComputerTime=95958,BarStatus=2,12/1/2016 10:00:00
I don't use intra bar order generation and there is BarStatus=1.

I use MultiCharts64 Version 10.0 Release (Build 13557).

Petr


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