Spread trading and MultiCharts.NET strategy report

Questions about MultiCharts .NET and user contributed studies.
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furytrader
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Spread trading and MultiCharts.NET strategy report

Postby furytrader » 26 Sep 2012

I am an MC user but not (yet) an MC.NET user. It is my understanding that, with MC.NET, it is possible to write strategies that trade spreads between different markets (i.e., going long AAPL and short GOOG). When you run these strategies, does the MC.NET strategy report show the performance for the spread strategy just like the regular MC shows performance for a single-market strategy?

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Henry MultiСharts
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Re: Spread trading and MultiCharts.NET strategy report

Postby Henry MultiСharts » 26 Sep 2012

Hello Furytrader,

MultiCharts .Net shows strategy performance report per instrument, same as regular MultiCharts.
Even if you send unmanaged orders for a different instrument - the report is only for the instrument on your data1. You can plot a chart for your secondary instrument and open the strategy performance report for it. But there is no combined report for the spread strategy results.

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JoshM
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Re: Spread trading and MultiCharts.NET strategy report

Postby JoshM » 26 Sep 2012

I am an MC user but not (yet) an MC.NET user. It is my understanding that, with MC.NET, it is possible to write strategies that trade spreads between different markets (i.e., going long AAPL and short GOOG). When you run these strategies, does the MC.NET strategy report show the performance for the spread strategy just like the regular MC shows performance for a single-market strategy?
Didn't you use Market System Analyser (MSA from Adaptrade)? :) If so, you could export the results of a spread strategy to a text file, and let MSA (with the Reload option) automatically form a Performance Report.


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