custom fitness - MultiCharts | futures io social day trading
futures io futures trading


custom fitness
Updated: Views / Replies:307 / 3
Created: by Loop Attachments:0

Welcome to futures io.

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

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

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

Reply
 
Thread Tools Search this Thread
 

custom fitness

  #1 (permalink)
Elite Member
Sydney
 
Futures Experience: Intermediate
Platform: Multichart
Favorite Futures: Gold
 
Posts: 26 since Aug 2016
Thanks: 22 given, 4 received

custom fitness

Hello Traders

does anyone know how to code custom value in optimization report so it shows the product of all trades return?

In trade report we can see the percentage return for each trade, I would like to multiply them all to get the total return and then sort in optimization report.

Example: System gives 2 trades, one returns 10% and one -3%. I would like to; (1.1)*(0.97)=R and then show R in custom value.

I would like to do the same for the geometric mean of the R.

These 2 numbers is the "true" raw return on any strategy before MM.

Many Thank you

Loop

Reply With Quote
 
  #2 (permalink)
Market Wizard
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,409 since Apr 2013
Thanks: 220 given, 801 received
Forum Reputation: Legendary

Loop,

you can compute the percentage for each trade when it's closed and keep a running total of R within your signal for example.
This seems to be simpler than looping over all trades and compute R on the last bar.

Regards,

ABCTG

Reply With Quote
The following user says Thank You to ABCTG for this post:
 
  #3 (permalink)
Elite Member
Sydney
 
Futures Experience: Intermediate
Platform: Multichart
Favorite Futures: Gold
 
Posts: 26 since Aug 2016
Thanks: 22 given, 4 received

Help


Hi ABCTG

it seems you are on top of the Easy language game! Can you help with custom programming? How do I contact you?

Kind regards

Loop

Reply With Quote
The following user says Thank You to Loop for this post:
 
  #4 (permalink)
Market Wizard
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,409 since Apr 2013
Thanks: 220 given, 801 received
Forum Reputation: Legendary

Hi Loop,

you can send me a PM for example and we take it from there.

Regards,

ABCTG

Reply With Quote

Reply



futures io > > > > custom fitness

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

July Journal Challenge w/$1100 in prizes from TopstepTrader

July
 

An Afternoon with FIO member Softsoap

Elite only

Battlestations: Show us your trading desks and win $750 in prizes

August
 

Extended Ask Me Anything w/Brett Steenbarger

Elite only

Prototyping Python Strategies (part 3) w/Ran Aroussi

Elite only

Brannigan Barrett w/Axia Futures

Elite only

Introduction to Phillip Capital futures brokerage services

Aug TBD

How Monte Carlo Analysis Can Help Your Trading w/Kevin Davey

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
NinjaTrader Optimizer Types (Custom Fitness) Big Mike Elite Automated NinjaTrader Trading 38 June 1st, 2016 08:50 AM
Custom fitness to eliminate 0 MAE trades in MultiCharts Big Mike MultiCharts 6 May 30th, 2012 03:13 PM
Expectancy custom fitness sam028 EasyLanguage Programming 13 September 29th, 2010 09:23 PM
Strategy Fitness Test Zach b NinjaTrader Programming 17 April 29th, 2010 11:04 PM


All times are GMT -4. The time now is 10:54 PM.

Copyright © 2017 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
Page generated 2017-07-26 in 0.07 seconds with 19 queries on phoenix via your IP 23.20.193.33