Some things will be implemented, unfortunately no eta at the moment. I would say these are "not an easy tasks to do", but that would be a terrific underestimate.
I don't want to sound overly critical now, since that would not be fair towards you or the MultiCharts product, but if you say 'some things will be implemented', are you saying that at least one of those four things will
not be implemented?
While I'm biased towards more features for the Portfolio Backtester, I'd say that at three of these (WFO, Bar Magnifier, Custom Criteria Fitness) are absolutely necessary. Otherwise, why add
multi-currency support if all other features are still behind the MultiCharts charting software itself?
(..) I would say these are "not an easy tasks to do", but that would be a terrific underestimate.
That's certainly true, but in
2010 a need for the Bar Magnifier in the Portfolio Backtester was already expressed (the PM does not list its year of creation, but it's certainly older than 1.5 years).
Of course there are also other things to work on, but if it takes so long, shouldn't you (meaning: MultiCharts Support) get started on it today?
Yeah, this was the basis for my discussion with Andrew yesterday, but we were talking about SetCustomFitnessValue which may be more flexible than the javascript implementation of the custom fitness criteria.
I honestly forgot to clarify that with him and that slight difference may very well be what is causing my issue.
SetCustomFitnessValue is indeed more flexible than Javascript implementation, but this doesn't work in the Portfolio Backtester (you said it yourself
). So then you have to use Javascript, right? Oh, you mean regular signals in non-Portfolio Backtester?
I now see that your first post did not mentioned the Portfolio Backtester, so I might have misunderstood you. If you want to use SetCustomFitnessValue, you need to convert your code to something like this (untested!):
Code: Select all
Variables:
dayHigh(0), dayLow(0), NP(0), OPP(0), PLB4Today(0), ProfToday(0);
if (date<>date[1]) then begin
dayHigh = 0;
dayLow = 99999;
end;
dayLow = MinList(dayLow, Low);
dayHigh = MaxList(dayHigh, High);
NP = NetProfit;
OPP = OpenPositionProfit;
PLB4Today = NP[1] + OPP[1] ;
ProfToday = NP + OPP - PLB4Today;
SetCustomFitnessValue ( ((ProfToday-PLB4Today) / (dayHigh - dayLow)) );
