The
Strategy Performance Report and Trading Performance Report were designed for differe
|<p align="center">'''
Strategy Performance Report'''</p>
2 KB (270 words) - 13:35, 20 June 2019
...StrategyIndex number (all orders of the strategy will be deleted from Raw Orders Collection).
509 bytes (62 words) - 12:07, 2 November 2016
...StrategyIndex number (all orders of the strategy will be deleted from Raw Orders Collection).
509 bytes (62 words) - 12:05, 2 November 2016
...strategy with StrategyIndex number (entry orders will be deleted from Raw Orders collection).
501 bytes (60 words) - 11:38, 2 November 2016
...r strategy with StrategyIndex number (exit orders will be deleted from Raw Orders collection).
498 bytes (60 words) - 11:40, 2 November 2016
[[Category:Strategy Orders]]
52 bytes (6 words) - 15:11, 19 February 2012
[[Category:Strategy Orders]]
58 bytes (6 words) - 16:46, 19 February 2012
[[Category:Strategy Orders]]
49 bytes (6 words) - 16:56, 19 February 2012
...th market order (orders generated by the strategy will be deleted from Raw Orders collection).
518 bytes (66 words) - 10:37, 24 August 2021
====Entry Orders====
====Exit Orders====
1 KB (226 words) - 14:00, 18 March 2013
Used in strategy entry or exit statements to specify a '''Stop''' price for an entry or an e
...for Buy and Buy to cover orders, and a lower price for Sell and Sell short orders.
788 bytes (126 words) - 16:54, 19 February 2012
Intra-Bar Order Generation mode allows generating orders within a bar. In backtesting Intra-Bar Order Generation is limited by four
Historical Intra-Bar calculation of the strategy is divided into 4 segments:
4 KB (545 words) - 18:49, 15 May 2018
Used in strategy entry or exit statements to specify a Limit price for an entry or an exit.
...or Buy and Buy to cover orders, and a higher price for Sell and Sell short orders.
810 bytes (129 words) - 15:59, 19 February 2012
...trades and not to orders. This article highlights the difference between ''orders'' and ''trades''.
== Trades versus orders ==
3 KB (393 words) - 13:10, 13 February 2012
...manually when auto trading is turned on to synchronize their actions with strategy calculation and correct chart or broker positions.'''
...the market position at broker on the instrument is the net position of the orders sent from both charts. In this example the position will be flat after 1 ge
3 KB (515 words) - 10:53, 6 June 2022
[[Image:Fade Strategy on the chart.png|thumb|right|Fade Strategy on the chart]]
[[Image:Fade Strategy in DOM.png|thumb|right|Fade Strategy in the DOM window]]
4 KB (576 words) - 17:58, 7 May 2013
[[Image:Breakout for the chart.png|thumb|right|Breakout Strategy on the chart]]
[[Image:Breakout Strategy in DOM.png|thumb|right|Breakout Strategy in the DOM window]]
4 KB (590 words) - 17:50, 7 May 2013
[[Image:Breakout Up Fade Strategy on the chart.png|thumb|right|Breakout Strategy on the chart]]
[[Image:Breakout UpFade in DOM.png|thumb|right|Breakout Strategy on the chart]]
4 KB (575 words) - 17:56, 7 May 2013
[[Image:BRKOUT_OUT_Chart.png|thumb|right|Breakout Strategy on the chart]]
[[Image:BreakOUT_DOWN_DOM.png|thumb|right|Breakout Strategy in the DOM window]]
4 KB (585 words) - 17:49, 7 May 2013
Advanced Strategy Pack (ASP) is an add-on for MultiCharts, available since MultiCharts 14.
== Advanced Strategy Pack Features ==
1 KB (141 words) - 13:32, 1 February 2023
...strategy itself will be ignored). To use the order size calculated by the strategy itself set “contracts” parameter to -1.
689 bytes (88 words) - 18:01, 1 November 2016
[[Category:Strategy Orders]]
253 bytes (31 words) - 16:55, 19 February 2012
...nce between RealTime calculation and historic calculation is that the sent orders at historic calculation can be executed at any possible price within the ba
Strategy signals calculation in RealTime is executed in the same way as historic cal
685 bytes (101 words) - 09:28, 6 May 2013
[[File:BracketOnChart.png|thumb|right|Bracket Exit Strategy orders on the chart]]
[[File:BracketInDOM.png|thumb|right|Bracket Exit Strategy orders in the DOM window]]
5 KB (710 words) - 12:36, 9 May 2013
A
strategy is a set of [[Signal_Settings|Signals]] applied to a chart. Each [[Signal_
<div style="background-color: #E3FBE5;">Note: A
strategy has separate [[Strategy_Properties|Properties]], separate from signals' set
3 KB (535 words) - 15:03, 27 April 2017
The Percent Trailing strategy uses a built-in PowerLanguage stop keyword [[SetPercentTrailing]] to place
...der is generated and sent into the market. All stop orders are stop market orders. If the price falls back to the trailing profit percentage amount, a market
2 KB (299 words) - 15:54, 13 September 2021
Orders, positions, and accounts are shown in '''Order and Position Tracker'''.
...an find the orders generated by the strategy or created manually in the '''Orders tab'''.
866 bytes (140 words) - 12:39, 11 November 2022
...erstand that the market position on a particular chart is meant under the "Strategy Position". Below you can see all the times when it can be False.
* No manual orders are placed
4 KB (689 words) - 13:26, 3 March 2021
Forces the built-in strategy exit functions to be applied on per contract or share basis.
The built-in strategy exit functions are: [[SetStopLoss]], [[SetProfitTarget]], [[SetBreakEven]],
966 bytes (115 words) - 16:52, 19 February 2012
Forces the built-in strategy exit functions to be applied on the entire position basis.
The built-in strategy exit functions are: [[SetStopLoss]], [[SetProfitTarget]], [[SetBreakEven]],
970 bytes (114 words) - 16:48, 19 February 2012
Used in strategy exit statements in place of a numerical expression, preceding the words [[S
[[Category:Strategy Orders]]
481 bytes (67 words) - 15:55, 19 February 2012
Applying a trading strategy to a number of financial instruments simultaneously offers several advantag
A dynamic portfolio strategy is more than simply a collection of separate strategies, and must take into
5 KB (771 words) - 16:47, 27 April 2017
[[Category:Strategy Orders]]
311 bytes (38 words) - 15:10, 19 February 2012
...ble in the Order’s & Position’s Tracker as well as the ability to send the orders, both regular and OCO ones, to modify them and to cancel them.
# {{color|blue|ITradingData TradingData { get; }}} this provides access to orders, positions, accounts and events on these elements changes.
1 KB (161 words) - 18:00, 3 May 2019
Used in strategy entry or exit statements in combination with a numerical expression to spec
[[Category:Strategy Orders]]
482 bytes (63 words) - 15:10, 19 February 2012
Used in strategy entry or exit statements in combination with a numerical expression to spec
[[Category:Strategy Orders]]
473 bytes (63 words) - 16:55, 19 February 2012
...the market position at broker on the instrument is the net position of the orders sent from both charts. In this example the position will be flat after 1 or
==Strategy Synchronizers for Multiple Chart Windows and Manual Orders During Enabled Auto Execution==
5 KB (769 words) - 16:00, 12 September 2022
...t actually send the orders to the [[Broker_Profiles_Overview|broker]]. The orders are submitted to the selected broker through the [[Auto_Trading#Select_Brok
...allows for sending the orders much quicker compared to manual trading. The orders are submitted automatically and the chances of delay are reduced.
4 KB (680 words) - 13:21, 3 March 2021
This function allows entry orders for strategy with StrategyIndex number.
447 bytes (51 words) - 19:30, 1 November 2016
This function allows exit orders for strategy with StrategyIndex number.
440 bytes (51 words) - 11:15, 2 November 2016
[[File:MasterStrategyOnChart.png|thumb|right|Master Strategy on the chart]]
[[File:MasterStrategyInDOM.png|thumb|right|Master Strategy in the DOM widow]]
6 KB (915 words) - 10:52, 21 July 2020
[[File:tr_stp.png|thumb|right|Trailing Stop Exit Strategy on the chart]]
[[File:TrailingStopInDOM.png|thumb|right|Trailing Stop Exit Strategy in the DOM window]]
5 KB (757 words) - 16:26, 25 August 2017
...used for any of the inputs, the corresponding order will be ignored by the strategy.
...is not reached, the stop won't be triggered. Use 0 to avoid profit target orders. <br>
2 KB (302 words) - 11:42, 28 December 2021
...on profit value minus the trailing amount. All stop orders are stop market orders. If the price falls back to the trailing amount, a market order is generate
The Dollar Trailing strategy can exit with a profit or loss on the trade. Check the related articles on
1 KB (217 words) - 15:40, 13 September 2021
* The '''Show Historical Orders''' box should be checked in the [[Chart Trading#Chart Trading Settings| '''
...should be '''visible''' in the [[Order and Position Tracker#Orders Tab| '''Orders tab''' of the '''Order and Position Tracker''']] window,
6 KB (937 words) - 13:32, 24 January 2023
Used in strategy entry or exit statements to specify a Market price for an entry or an exit.
[[Category:Strategy Orders]]
535 bytes (85 words) - 15:57, 19 February 2012
[[File:BreakevenOnChart.png|thumb|right|Breakeven Exit Strategy on the chart]]
[[File:BreakevenInDOM.png|thumb|right|Breakeven Exit Strategy in the DOM window]]
5 KB (775 words) - 12:18, 19 October 2016
Used in strategy exit statements to tie an exit to the particular entry that was assigned th
[[Category:Strategy Orders]]
740 bytes (111 words) - 16:02, 19 February 2012
...gies_pause_all]]()''' – pause all strategies in the portfolio from sending orders. <br>
...l strategies to open positions (entry orders will be excluded from the RAW orders collection). <br>
8 KB (1,329 words) - 11:58, 14 February 2023
...on [[Strategy Properties]] for more info. The stop orders are stop market orders. If the price falls back to the entry price, a market order is generated an
The Breakeven Stop strategy only takes effect once a certain level of profit is reached, so it is possi
2 KB (281 words) - 17:39, 6 July 2023
Profit Target Strategy is displayed as green marker on the chart connected to the order price labe
...s auto attached to an order and '''has not been triggered yet''', inactive orders are indicated as semi-transparent. </div>
5 KB (809 words) - 16:34, 14 May 2013
Stop Loss Strategy is displayed as maroon marker on the chart connected to the order price lab
...s auto attached to an order and '''has not been triggered yet''', inactive orders are indicated as semi-transparent. </div>
5 KB (824 words) - 16:37, 14 May 2013
Strategy properties are separate from the individual signals' settings, affect all t
Strategy properties include '''Costs/Capitalization''', '''Position limits''' and ''
8 KB (1,187 words) - 14:21, 3 August 2022
Depending on the strategy, Precise Strategy Backtesting can give the user a more realistic emulation during backtesting
...will use the bid data series to fill sell market, sell stop and sell limit orders.
6 KB (945 words) - 14:27, 31 January 2024
# Calculation upon Close of each bar and filling of the generated orders collection on the next bar. This is the default mode.
...f each bar in the context of the previous bar and filling of the generated orders collection on this bar. This mode is enabled by the signal class attribute
3 KB (530 words) - 09:52, 6 May 2013
'''Strategy Orders Monitor''' is a separate application that is supported for MultiCharts64.
It visualizes orders generated by the strategy in real-time, during [[Data Playback]] and auto trading.
16 KB (2,599 words) - 14:08, 28 August 2023
...y the broker. Therefore, MultiCharts converts such stop orders into market orders.
Stop-Limit orders: if at the moment an order is sent its stop level is met, then it will be c
4 KB (621 words) - 12:52, 3 August 2021
==Signal/Strategy==
For example, a strategy consists of one or more signals (algorithms) as shown in the chart below.
5 KB (710 words) - 09:40, 6 May 2013
[[Image:Stop orders on the chart.png|thumb|right|Stop Orders on the chart]]
....png]] in the Place Order menu to see the shortcut menu and click '''Apply Strategy''' ('''Buy Stop''' order at Ask price will be created).
17 KB (2,703 words) - 16:03, 12 September 2022
The Profit Target strategy uses a built-in PowerLanguage keyword [[SetProfitTarget]]. An order to clos
The Profit Target strategy generates both long exit and short exit limit orders. T. Check the related articles on [[Profit Target LX]] and [[Profit Target
1 KB (175 words) - 11:35, 14 September 2021
...on [[Strategy Properties]] for more info. The stop orders are stop market orders. If the price falls back to the entry price, a market order is generated an
...exceeds the breakeven floor, an exit order is generated. The stop in this strategy only takes effect once the specified profit amount is reached. If a trade d
2 KB (303 words) - 15:16, 13 September 2021
...on [[Strategy Properties]] for more info. The stop orders are stop market orders. If the price falls back to the entry price, a market order is generated an
...exceeds the breakeven floor, an exit order is generated. The stop in this strategy only takes effect once the specified profit amount is reached. If a trade d
2 KB (303 words) - 14:59, 13 September 2021
...y the broker. Therefore, MultiCharts converts such stop orders into market orders.
Stop-Limit orders: if at the moment an order is sent its stop level or both stop and limit le
3 KB (520 words) - 13:35, 2 October 2023
...orders generated by the signals during the next calculation. MarketThisBar orders are also executed here at the bar close.
...nd cannot be used in IntraBar Order Generation and BarMagnified modes. The orders will be sent on the bar close only.</div>
10 KB (1,587 words) - 13:00, 16 March 2017
Market entry or exit points, specified by the signals, can be used to send orders electronically directly to a broker, fully automating the trading process.
...the signals applied to a chart. To learn more, see [[Strategy_Properties|Strategy Properties]].
10 KB (1,669 words) - 10:41, 26 March 2024
Places an arrow on the chart and changes the market position of the STRATEGY when automated trading is turned on.
It does not send any orders to broker. It is used for synching the marketposition on the chart.
1 KB (176 words) - 16:41, 23 January 2014
...y the broker. Therefore, MultiCharts converts such stop orders into market orders.
Stop-Limit orders: if at the moment an order is sent its stop level or both stop and limit le
4 KB (597 words) - 13:34, 2 October 2023
Backtesting (strategy calculation on historical data) is an essential tool for a certain type of
...orders always have impact regardless of how small your trade size is. The orders that you submit change market depth and you can see these changes in real-t
5 KB (775 words) - 12:09, 4 August 2022
Used in strategy entry or exit statements to specify a price range for an entry or an exit;
[[Category:Strategy Orders]]
894 bytes (136 words) - 16:01, 19 February 2012
Used in strategy entry or exit statements to specify a price range for an entry or an exit.
[[Category:Strategy Orders]]
890 bytes (136 words) - 16:02, 19 February 2012
...ll find detailed information concerning the performance and results of the strategy calculation.
...specified in Format Object dialog window Signals tab are called. After the strategy has calculated all historic bars of the chart symbol, it proceeds to Realti
4 KB (708 words) - 09:27, 6 May 2013
A strategy is a set of signals, applied to a chart.
...nts to be determined when intra-bar data is not available. Signals compile strategy performance data and support backtesting and Automated Trade Execution.
2 KB (304 words) - 15:58, 12 September 2022
...and Market orders. This parameter is set in Strategy Properties, open the Strategy Properties dialog window and select Slippage field. This parameter can work
...charge emulation also exists. Commission charging rule is selected in the Strategy Properties dialog window in the dropdown Commissions list. If there is no n
2 KB (312 words) - 13:36, 5 May 2017
...cally to generate the same orders on the same bars, the execution of those orders depends on different factors for each of the charts. To learn more, please
== Different Starting Points of Strategy Calculation ==
5 KB (864 words) - 12:14, 7 September 2020
..., SA, will be enabled and will display a dialog window showing the list of orders waiting for confirmation to be sent to the broker.
...ode and also to choose the broker profile for automated trading, go to the Strategy Properties dialog window and select the Auto Trading tab.
12 KB (1,924 words) - 09:27, 6 May 2013
...top loss will be applied to the entire position or multiple SetStopLoss_pt orders will be applied to each entry in position individually; by default, stop lo
[[Category:Strategy Orders]]
1 KB (176 words) - 23:02, 27 February 2017
Used in strategy exit statements, following a numerical expression and the words [[Shares]]
[[Category:Strategy Orders]]
984 bytes (150 words) - 16:53, 19 February 2012
...rder will be applied to the entire position or multiple SetProfitTarget_pt orders will be applied to each entry in position individualy; by default, profit t
[[Category:Strategy Orders]]
1 KB (177 words) - 23:00, 27 February 2017
...strument]]. The synchronization is performed inside MultiCharts, no actual orders are sent to the broker.<br>
On each strategy calculation, the signal compares chart position with broker position. If th
3 KB (432 words) - 15:01, 27 December 2021
...these settings are not correct, then the chart will not plot properly and orders may be rejected by the execution gateway. To learn more, see [[Setting Pro
...nal and strategy properties. To learn more, see [[Signal Settings]] and [[Strategy Properties]].
11 KB (1,707 words) - 13:25, 16 May 2024
...ches its level before the cancellation is processed by the broker (see OCO-Orders Risk).
All types of orders are supported:
4 KB (562 words) - 13:32, 9 January 2024
...the ability for MultiCharts users to know every single detail about their orders, like who or what sent the order, why it was sent, what statuses were recei
To open it in the Order and Position Tracker navigate to the Orders tab, find the order of interest and right-click on it. Then choose '''Show
6 KB (950 words) - 13:42, 23 May 2024
Strategy Backtesting on historical data often requires making assumptions about pric
In real-time trading, a strategy will monitor and respond to a data feed on tick-by-tick basis. However, the
2 KB (334 words) - 14:09, 9 May 2013
...t order will be applied to the entire position or multiple SetBreakEven_pt orders will be applied to each entry in position individually; by default, SetBrea
[[Category:Strategy Orders]]
1 KB (205 words) - 22:55, 27 February 2017
[[Image:Stop orders on the chart.png|thumb|right|Stop Orders on the chart]]
[[Image:Stop orders in the DOM.png|thumb|right|Stop Orders in the DOM window]]
3 KB (488 words) - 12:45, 9 May 2013
One can only send orders to buy or sell one or another instrument of a pair in MultiCharts, but to r
...ic should be applied to buy for the 1st chart and to sell for the 2nd one (orders can be placed only on data series 1).
4 KB (762 words) - 12:42, 10 August 2021
Order objects can be created and generated only by signals. All orders inherit from the basic interface.
There are three types of orders:
5 KB (670 words) - 09:49, 6 May 2013
Limit orders are filled at a specific price or better (for long better = lower, for shor
...ategy Properties''' window. To open this window, make a '''right-click on "Strategy 1" ''' in Portfolio Tree and select '''Show Properties...'''.
2 KB (350 words) - 13:27, 3 August 2021
...cross all brokers being used for trading. You can cancel or modify pending orders, or even flatten entire positions, directly from this window. All informati
==Orders Tab==
22 KB (2,949 words) - 13:40, 23 May 2024
[[File:LMT_orders_on_the_chart.PNG|thumb|right|Limit Orders on the chart]]
[[File:Limit Orders in the DOM window.png|thumb|right|Limit Orders in the DOM window]]
3 KB (419 words) - 17:59, 7 May 2013
Data Playback strategy performance and backtesting results will never be exactly the same due to a
* In Backtesting the signal attempts to execute orders only on OHLC prices of the detailed data series. MultiCharts acts as if the
2 KB (370 words) - 16:15, 15 May 2017
...r Magnifier mode in MultiCharts .NET. To enable Bar Magnifier mode, select Strategy Properties, at this dialog window, click on Backtesting tab and select Use
...ta Series 2 with the buy orders executed using the ask prices and the sell orders executed using the bid prices. The OpenPL will also be calculated using bid
6 KB (961 words) - 18:06, 23 August 2013
...ter the optimization is completed, the newly optimized input values of the strategy are used to continue automated trading.
During the optimization, the strategy will continue to trade with the current parameters, regardless of how long
6 KB (858 words) - 13:46, 24 June 2021
The Consecutive Downs SE signal generates short entry orders only. Use [[Consecutive Ups LE]] for long entries. Check the related [[Cons
...nd-color: #E3FBE5;"> Commission or slippage are not taken into account for strategy calculation.</div>
838 bytes (123 words) - 17:29, 17 September 2021
The Consecutive Downs LE signal generates long entry orders only. Use [[Consecutive Downs SE]] for long entries. Check the related [[Co
...nd-color: #E3FBE5;"> Commission or slippage are not taken into account for strategy calculation.</div>
836 bytes (123 words) - 17:29, 17 September 2021
...r will be applied to the entire position or multiple SetPercentTrailing_pt orders will be applied to each entry in position individually; by default, SetPerc
[[Category:Strategy Orders]]
2 KB (257 words) - 22:57, 27 February 2017
From Strategy To Broker MP Synchronizer signal is used to synchronize MultiCharts positio
On each strategy calculation, the signal compares chart position with broker position. If th
3 KB (450 words) - 16:29, 14 September 2021
A strategy is a set of signals, applied to a symbol. Signals systematically specify ma
Each strategy can have its own list of symbols and signals. It is possible to apply diff
12 KB (1,754 words) - 17:35, 19 August 2019
Assign higher execution priority to entry orders for symbols with lower share prices:
[[Category:Portfolio Strategy Properties]]
1 KB (142 words) - 19:55, 6 March 2018
...cking on the chart will create an order at the price level you clicked on. Orders can be also dragged and dropped directly to a specific price on the chart.
...ategies can be applied by drag-and-drop or by right-clicking to individual orders, and entire positions.
18 KB (2,805 words) - 10:00, 26 January 2023