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System Quality Number for MC?
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System Quality Number for MC?

  #1 (permalink)
Arbitrageur
Seattle, WA
 
Futures Experience: Beginner
Platform: Python
Favorite Futures: EURUSD
 
WayneA's Avatar
 
Posts: 56 since Aug 2009
Thanks: 23 given, 54 received

System Quality Number for MC?

Hi y'all,

Does anybody know how to pull information from each trade w/in an optimizer run? I want to calculate the stdev of the trades, and to do that I need to get information from each trade. This is possible in NinjaTrader because of the way orders are saved. But in Multicharts, I don't know how call the information w/in MC.

Here's a post describing the System Quality Number.

Additionally, if anyone can share a custom fitness criteria that measures (or is a good proxy for) the volatility of individual trades w/in a run, then I would be very grateful!

Cheers,
wadams

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  #2 (permalink)
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  #3 (permalink)
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I tried to do this, too, but ended up giving up.

I think it will require code change from MultiCharts to make it work, or for them to just build it in to MultiCharts (they can tweak it a bit and call it something else).

Use the MultiCharts -> Help -> Feedback menu option and ask them to implement it, linking to this thread. I will do the same, as I find the built-in optimizer types very limiting.

Mike

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  #4 (permalink)
Arbitrageur
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WayneA's Avatar
 
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Thanks for the heads up Mike.

I found a work around here. (The code and accompanying TradesArray are at the bottom of the page). But with this, you'll have to brute force the optimization runs into excel. I like excel, but I will definitely send this along to tssuport.

I watched your video on creating a NT strategy. I couldn't even think as fast as you were typing! What optimizer function do you use? Where can I go to get meta ideas on how to approach optimization?

Thanks for setting up the community.

wadams

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  #5 (permalink)
Arbitrageur
Seattle, WA
 
Futures Experience: Beginner
Platform: Python
Favorite Futures: EURUSD
 
WayneA's Avatar
 
Posts: 56 since Aug 2009
Thanks: 23 given, 54 received

Hi Mike,

Dave @ TSSupport replied to me via this thread: TS SUPPORT :: View topic - Optimizer Fitness - System Quality Number.

I'm not really sure how to implement the new reserved words. I'll fiddle around with it this weekend.

wadams.

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  #6 (permalink)
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wadams,

I saw that post, too. Unfortunately, I'm not sure how to make it work either. Maybe you'll spear-head this movement? And post the NinjaTrader C# code to the MC forum, and challenge them to implement SQN for MultiCharts, if they can hehe, maybe another person at the community with more experience can do it, too.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

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