Need help with order entry on multiple dataseries - futures io
futures io futures trading



Need help with order entry on multiple dataseries


Discussion in EasyLanguage Programming

Updated by bobbakerr
      Top Posters
    1. looks_one bobbakerr with 12 posts (0 thanks)
    2. looks_two Big Mike with 7 posts (3 thanks)
    3. looks_3 thatguy with 2 posts (3 thanks)
    4. looks_4 Quick Summary with 1 posts (0 thanks)
    1. trending_up 6,427 views
    2. thumb_up 6 thanks given
    3. group 1 followers
    1. forum 20 replies
    2. attach_file 1 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 100,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Need help with order entry on multiple dataseries

(login for full post details)
  #11 (permalink)
Site Administrator
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,053 since Jun 2009
Thanks: 31,658 given, 94,950 received

I'm not doing a real good job explaining. You may have to post on TSSupport forum so they can help.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my Facebook Visit my futures io Trade Journal Reply With Quote

Can you help answer these questions
from other members on futures io?
Times and Sales more data to be displayed
TradeStation
Using Built In Volume Profile in the Code
NinjaTrader
Need a near crosses scan help for TOS
ThinkOrSwim
DLL with webrequest function for MC
MultiCharts
ATR of only green candles
EasyLanguage Programming
 
Best Threads (Most Thanked)
in the last 7 days on futures io
Fundamental question on index trading
21 thanks
Excited and scared at the same time
13 thanks
https://ivytrusts.com/ SCAM ALERT
11 thanks
Advice for best # of Ticks to set charts to for MES or MNQ ?
11 thanks
financial transaction tax
9 thanks
 
(login for full post details)
  #12 (permalink)
Riverdale, Idaho, USA
 
Experience: Intermediate
Platform: Optimus Futures + MultiCharts + TradeStation
Broker: Optimus Futures, Rithmic Data, TradeStation
Trading: CL, ES
 
bobbakerr's Avatar
 
Posts: 113 since Aug 2010
Thanks: 229 given, 49 received

You do a better job than anybody. It's me who has a difficult time getting my ideas across.

Reply With Quote
 
(login for full post details)
  #13 (permalink)
New Brunswick, NJ
 
Experience: Intermediate
Platform: N/A
Trading: N/A
 
Posts: 133 since Jun 2009
Thanks: 46 given, 155 received


I cannot remember why and I haven't used TS or MC in a long time, but I remember that things get tricky when you use multiple data streams when calling functions and when doing that, this is better to have them in this format:

Data1_average = Average(close, 10);
Data2_average = Average(close, 10) of data2;

This has something to do that inside the function, it falls back to your main data stream which is Data1.

I think if you change your code:
 
Code
 
 
MACD1=MACD(Close of Data1,F1,S1);  //  240-Tick Chart.
MACD1=XAverage(MACD1,L1);  //  Exit off of this.
MACD2=MACD(Close of Data2,F2,S2);  // 480-Tick Chart.
MACD2=XAverage(MACD2,L2);  //  Enter off of this.
MACD3=MACD(Close of Data3,F3,S3);  // 30-min. Chart.
To this, it might work:

 
Code
MACD1=MACD(Close,F1,S1) of Data1;  //  240-Tick Chart.  (really not needed to specify Data1 though)
MACD1=XAverage(MACD1,L1);  //  Exit off of this.
MACD2=MACD(Close,F2,S2) of Data2;  // 480-Tick Chart.
MACD2=XAverage(MACD2,L2);  //  Enter off of this.
MACD3=MACD(Close,F3,S3) of Data3;  // 30-min. Chart.

Reply With Quote
The following 2 users say Thank You to thatguy for this post:
 
(login for full post details)
  #14 (permalink)
Riverdale, Idaho, USA
 
Experience: Intermediate
Platform: Optimus Futures + MultiCharts + TradeStation
Broker: Optimus Futures, Rithmic Data, TradeStation
Trading: CL, ES
 
bobbakerr's Avatar
 
Posts: 113 since Aug 2010
Thanks: 229 given, 49 received

Thank you, thatguy. I'll give it a try right now.

Reply With Quote
 
(login for full post details)
  #15 (permalink)
Riverdale, Idaho, USA
 
Experience: Intermediate
Platform: Optimus Futures + MultiCharts + TradeStation
Broker: Optimus Futures, Rithmic Data, TradeStation
Trading: CL, ES
 
bobbakerr's Avatar
 
Posts: 113 since Aug 2010
Thanks: 229 given, 49 received

No, it missed most of the signals. I got only 17 trades vs. 1379 trades the 'old' way. Plus, it was about $4000 less in net profit (2 contracts).

I just can't figure it out. And I hate to go to TradeStation.

Reply With Quote
 
(login for full post details)
  #16 (permalink)
New Brunswick, NJ
 
Experience: Intermediate
Platform: N/A
Trading: N/A
 
Posts: 133 since Jun 2009
Thanks: 46 given, 155 received

You'll have to change the other function calls as well...

Like the AverageFC(Close of Data2,Y);

to

AverageFC(Close,Y) of Data2;

Reply With Quote
The following user says Thank You to thatguy for this post:
 
(login for full post details)
  #17 (permalink)
Site Administrator
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,053 since Jun 2009
Thanks: 31,658 given, 94,950 received


bobbakerr View Post
I just can't figure it out. And I hate to go to TradeStation.

Premature to abandon MultiCharts over this. Plus I would expect TradeStation will perform similarly. You should just ask for help on the MultiCharts forum. You can also email support and ask them for help, I am not sure what their policy is on user generated signals receiving tech support, but certainly worth trying.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my Facebook Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to Big Mike for this post:
 
(login for full post details)
  #18 (permalink)
Riverdale, Idaho, USA
 
Experience: Intermediate
Platform: Optimus Futures + MultiCharts + TradeStation
Broker: Optimus Futures, Rithmic Data, TradeStation
Trading: CL, ES
 
bobbakerr's Avatar
 
Posts: 113 since Aug 2010
Thanks: 229 given, 49 received


thatguy View Post
You'll have to change the other function calls as well...

Like the AverageFC(Close of Data2,Y);

to

AverageFC(Close,Y) of Data2;

No, thatguy, still no luck. I got the same results as the last change (had only 17 trades). But thank you for the suggestions.

I'll try anything!

Reply With Quote
 
(login for full post details)
  #19 (permalink)
Riverdale, Idaho, USA
 
Experience: Intermediate
Platform: Optimus Futures + MultiCharts + TradeStation
Broker: Optimus Futures, Rithmic Data, TradeStation
Trading: CL, ES
 
bobbakerr's Avatar
 
Posts: 113 since Aug 2010
Thanks: 229 given, 49 received


Big Mike View Post
Premature to abandon MultiCharts over this. Plus I would expect TradeStation will perform similarly. You should just ask for help on the MultiCharts forum. You can also email support and ask them for help, I am not sure what their policy is on user generated signals receiving tech support, but certainly worth trying.

Mike


Mike, I won't give up on MultiCharts. I believe they're better than any other charting and backtesting platform out there. It's just that all of them, it seems, have small bugs. Either that, or I'm dumber than I thought.

I really didn't want to broadcast this strategy of mine to the world. It has been very profitable and if the whole world ends up doing it, it probably won't work anymore. But I'm not young now and I would like very much to have this thing do my trading for me automatically.

Reply With Quote
 
(login for full post details)
  #20 (permalink)
Site Administrator
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,053 since Jun 2009
Thanks: 31,658 given, 94,950 received



bobbakerr View Post
Mike, I won't give up on MultiCharts. I believe they're better than any other charting and backtesting platform out there. It's just that all of them, it seems, have small bugs. Either that, or I'm dumber than I thought.

I really didn't want to broadcast this strategy of mine to the world. It has been very profitable and if the whole world ends up doing it, it probably won't work anymore. But I'm not young now and I would like very much to have this thing do my trading for me automatically.

I can't think of any outstanding bugs at the moment. You should report bugs, Help -> Send Feedback in the platform. In the MultiCharts thread you should share some of the bugs you've encountered.

For protecting the strategy, my advice is just get rid of the MACD stuff, just use an SMA or whatever, MACD has nothing to do with the problem.

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my Facebook Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to Big Mike for this post:


futures io Trading Community Platforms and Indicators EasyLanguage Programming > Need help with order entry on multiple dataseries


August 29, 2010


Upcoming Webinars and Events
 

Dealing with burnout w/Linda Bradford Raschke

Elite only
     



Copyright © 2020 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts