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My Problems with Multicharts


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My Problems with Multicharts

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  #31 (permalink)
annapolis USA
 
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now if i can only figure out how to backtest pair trades................

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  #32 (permalink)
grandiose
 
 
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In NT you cannot backtest on BID and ASK so that pretty much rules it out for realistic backtesting IMO.

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  #33 (permalink)
Columbus, Ohio, US
 
Experience: Intermediate
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greenroomhoo View Post
now if i can only figure out how to backtest pair trades................

Hello Greenroomhoo,

Please describe your goal.
Do you want to backtest using bid and ask prices?

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  #34 (permalink)
annapolis USA
 
Experience: Intermediate
Platform: Ninja, MC, Sierra, Amibroker
Broker: PFG (too bad), IB, Fidelity, AMP
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Im trying to see if i can backtest a pair trade like buying a stock and simultaneously shorting an index. Im sure there is a way to do it, I just have not invested the time to figure it out.




MultiCharts View Post
Hello Greenroomhoo,

Please describe your goal.
Do you want to backtest using bid and ask prices?


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  #35 (permalink)
near Paris, France
 
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Posts: 1,071 since Aug 2011
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Hi,

MultiCharts can handle several data series at the same time.

To plot them: "Insert Instrument"

To use them in a code: High Of Data2, etc.

Nicolas

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  #36 (permalink)
Norwich, UK
 
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MultiCharts View Post
Hello Greenroomhoo,

Please describe your goal.
Do you want to backtest using bid and ask prices?

Hi MC,

Do you offer any statistical data on the portfolio, like:
- what symbol (or set of "x" symbols, in their "decreasing" order) had the highest (daily, or otherwise specified timeframe) gain ?
- what symbol (or set of "x" symbols, in their "decreasing" order) had the highest (daily, or otherwise specified timeframe) loss ?
- What was the lowest / highest daily spread or volatile/liquid and the list could go on.

This is likely not available, but if you apply an indicator to each and every symbol, it should not be difficult to offer aggregate stats on on the portfolio itself.
Are there any plans to add such capabilities ?

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  #37 (permalink)
Norwich, UK
 
Experience: Intermediate
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Broker: Started with Stage5/OEC ... multiple
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Nicolas11 View Post
Hi,

MultiCharts can handle several data series at the same time.

To plot them: "Insert Instrument"

To use them in a code: High Of Data2, etc.

Nicolas

that's true, but how scalable is this solution ?
I would be glad to be proven wrong, but I don't see too much flexibility in the existing MC Portfolio backtester. Things nice to have:
- Aggregate functions capability
- Access to these functions from within each instrument's execution signal thread
- Definable inter-dependencies/logical connections between specified portfolio members
- Scalability (how fast will it work with 500+ instruments)

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