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Multicharts auto-trading
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Multicharts auto-trading

  #1 (permalink)
Trading Apprentice
france
 
Futures Experience: Beginner
Platform: multicharts
Broker/Data: avatrade
Favorite Futures: forex
 
manant974's Avatar
 
Posts: 5 since Sep 2015
Thanks: 2 given, 0 received

Multicharts auto-trading

[Hello]
Hello
I trade on MultiCharts and I used to buy and sell signals. However, I have problems I can not solve.
These problems concern the uses predefined variables like marketposition , MarketPositionAtBroker and MarketPosition_at_Broker_for_The_Strategy .
So when I make auto trading , I have long position, and no sell short positions . Or in simulated trading , I have both long and sell short positions .
I've tried to use separately arketposition , MarketPositionAtBroker and MarketPosition_at_Broker_for_The_Strategy but i don't have sell short position. I don't understand why
Thank you for your help
Best regard

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  #2 (permalink)
Elite Member
Madrid Spain
 
Futures Experience: Master
Platform: Multicharts, Tradestation
Broker/Data: Tradestation, InteractiveBrokers
Favorite Futures: Stocks
 
martingjesus's Avatar
 
Posts: 15 since Sep 2015
Thanks: 10 given, 4 received

Hi, if you post a piece of the code I think I could help you, I use that functions.

Regards

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  #3 (permalink)
Trading Apprentice
france
 
Futures Experience: Beginner
Platform: multicharts
Broker/Data: avatrade
Favorite Futures: forex
 
manant974's Avatar
 
Posts: 5 since Sep 2015
Thanks: 2 given, 0 received

hello


Hello
I use the adaptative moving average by Kaufman for my trading strategy.


Here the code for this indicator

////////// Adaptative moving average ////////////////////////////////////
inputs:
PriceValue( numericseries ),
EffRatioLen( numericsimple ),
FastAvgLen( numericsimple ),
SlowAvgLen( numericsimple ) ;



variables:
var0( 0 ),
var1( 0 ),
var2( 0 ),
var3( 0 ),
var4( 2 / ( SlowAvgLen + 1 ) ),
var5( 2 / ( FastAvgLen + 1 ) ),
var6( var5 - var4 ) ;



if CurrentBar = 1 then
AdaptiveMovAvg = PriceValue
else
begin
var0 = AbsValue( PriceValue - PriceValue[ EffRatioLen ] ) ;
var1 = Summation( AbsValue( PriceValue - PriceValue[1] ), EffRatioLen ) ;
if var1 > 0 then
var2 = var0 / var1
else
var2 = 0 ;

var3 = Square( var4 + var2 * var6 ) ;
AdaptiveMovAvg = AdaptiveMovAvg[1] + var3 * ( PriceValue - AdaptiveMovAvg[1] ) ;
end ;
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

With this indicator, I use two signals, the first is used to open buy position and close buy position in the market , and the second for sell short position and close sell short position.
Here the code for buy and close buy signal

//////////////////////////////////////////////////////////////////// Buy and close buy position ///////////////////////////
inputs: PriceValue( Close), Length( 9), Period(20) ,

EffRatioLen( 8),
FastAvgLen(2),
SlowAvgLen( 30) , InitialCapital( 1000);


variables: Counter( 0 ),MP(1) ,
NetChg( 0 ),
indicateur(1.1111),TradeSize( 1000 ),
TotChg( 0 ),
EffRatio( 0 ),
ScaledSFSqr( 0 ),
SlowAvgSF( 2 / ( SlowAvgLen + 1 ) ),
FastAvgSF( 2 / ( FastAvgLen + 1 ) ),
SFDiff( FastAvgSF - SlowAvgSF ) ;

TradeSize=InitialCapital;
MP = MarketPosition_at_Broker;
indicateur=AdaptiveMovAvg(PriceValue,EffRatioLen,FastAvgLen, SlowAvgLen);

if MP = 0 and PriceValue<indicateur then

Buy ( "V" ) TradeSize contracts next bar at market ;

if MP >0 and PriceValue crosses OVER indicateur then
Sell ( "FV" ) TradeSize contracts next bar at market ;


Here the code for sell short and close sell short signal :


/////////////////////////////////////////////////////////// sell short and close sell short signal ////////////////////////
inputs: PriceValue( Close), Length( 9),Period(20),p(0) ,

EffRatioLen( 8),
FastAvgLen( 6), { this input assumed to be a constant >= 1 }
SlowAvgLen( 30) , InitialCapital( 1000);


variables: Counter( 0 ),MP(1) ,
NetChg( 0 ),
indicateur(1.1111),TradeSize( 1000 ),
TotChg( 0 ),
EffRatio( 0 ),
ScaledSFSqr( 0 ),
SlowAvgSF( 2 / ( SlowAvgLen + 1 ) ),
FastAvgSF( 2 / ( FastAvgLen + 1 ) ),
SFDiff( FastAvgSF - SlowAvgSF ) ;

TradeSize=InitialCapital;
MP = MarketPosition_at_Broker;
indicateur=AdaptiveMovAvg(PriceValue,EffRatioLen,FastAvgLen, SlowAvgLen);

if MP = 0 and PriceValue>indicateur then


Sell short ( "V" ) TradeSize contracts next bar at market ;



if MP <0 and PriceValue crosses UNDER indicateur then
Buy to cover ( "FV" ) TradeSize contracts next bar at market ;




When i do backtesting or forward testing, i have buy position and sell short position, for exemple 50 buy positions and 50 sell sell short position. But the problem is about atomated trading in multicharts. I only have a buy position, may be it's due to the market condition, but i used 1 min intraday bar to do trading , and in a week, no sell short position. I think it's due to my programming skill which low.
So i wish that you can help me !!!
Thank you for your response.
Best regards

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  #4 (permalink)
Trading Apprentice
france
 
Futures Experience: Beginner
Platform: multicharts
Broker/Data: avatrade
Favorite Futures: forex
 
manant974's Avatar
 
Posts: 5 since Sep 2015
Thanks: 2 given, 0 received

hello

I forgot to say you that my automated trading is executed in synchronous mode in multicharts

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  #5 (permalink)
Elite Member
Madrid Spain
 
Futures Experience: Master
Platform: Multicharts, Tradestation
Broker/Data: Tradestation, InteractiveBrokers
Favorite Futures: Stocks
 
martingjesus's Avatar
 
Posts: 15 since Sep 2015
Thanks: 10 given, 4 received

The code seems alright, I use marketposition_at_broker the same way as you.. Maybe you are trading some instrument with a short selling restriction?

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  #6 (permalink)
Trading Apprentice
france
 
Futures Experience: Beginner
Platform: multicharts
Broker/Data: avatrade
Favorite Futures: forex
 
manant974's Avatar
 
Posts: 5 since Sep 2015
Thanks: 2 given, 0 received

I trade on EUR/USD 1 MIN

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  #7 (permalink)
Trading Apprentice
france
 
Futures Experience: Beginner
Platform: multicharts
Broker/Data: avatrade
Favorite Futures: forex
 
manant974's Avatar
 
Posts: 5 since Sep 2015
Thanks: 2 given, 0 received

I don't understand the difference between the results in backtesting, forward testing and the automated trading. I just have buy position in automated trading. It's so frustrating

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  #8 (permalink)
Trading Apprentice
New York + US
 
Futures Experience: Intermediate
Platform: MultiCharts
Favorite Futures: Indian Stocks
 
Posts: 17 since Aug 2015
Thanks: 5 given, 0 received

Dollar Difference

Hello folks,

I need to know if anyone can use or program the dollar difference tool in Multicharts easylanguage.
means if we draw a trendline it gives the difference of the price...
Please help anyone is aware of it!

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