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Search: Posts Made By: Doctor Leo
Forum: MultiCharts December 6th, 2012, 06:42 AM
Replies: 10
Views: 5,204
Posted By Doctor Leo
IB does have a 'maintenance break' every day, but...

IB does have a 'maintenance break' every day, but besides that the connection to their platform randomly breaks at times. You can spot these issues in the log files.

As far as I could understand,...
Forum: EasyLanguage Programming December 5th, 2012, 12:49 PM
Replies: 6
Views: 5,339
Posted By Doctor Leo
plot1(opend(0)); This will plot the opening...

plot1(opend(0));

This will plot the opening price of the day regardless of resolution.
Forum: MultiCharts December 5th, 2012, 12:42 PM
Replies: 7
Views: 4,472
Posted By Doctor Leo
Yes it does provided you have coded all your...

Yes it does provided you have coded all your entry and exit logic before. With chart trading turned on you can see how stop orders are immediately placed when you switch on automated trading. BTW...
Forum: MultiCharts December 5th, 2012, 12:04 PM
Replies: 36
Views: 30,512
Posted By Doctor Leo
1) How long have you been using MultiCharts? ...

1) How long have you been using MultiCharts?

Since 2008.

2) What are your favorite features of MultiCharts?

Reliability of backtesting, ease of use with arbitrary data,...
Forum: MultiCharts December 5th, 2012, 11:36 AM
Replies: 5
Views: 2,836
Posted By Doctor Leo
Cerate a Custom strategy LE and put the following...

Cerate a Custom strategy LE and put the following line into there:

if countif(close > open, 3) = 3 then buy this bar on close

Then you may want to add any of the built-in exit signals (LX) and...
Forum: MultiCharts December 5th, 2012, 11:32 AM
Replies: 10
Views: 5,204
Posted By Doctor Leo
Which version of MC do you use? Last time I...

Which version of MC do you use? Last time I observed issues with execution of strategies at moments of IB's clearing/maintenance time only in version 6.
Forum: MultiCharts December 5th, 2012, 11:24 AM
Replies: 7
Views: 4,472
Posted By Doctor Leo
buylosellhi, to address your questions: 1....

buylosellhi, to address your questions:

1. When used for live trading MC does exactly the same it would do while backtesting. Therefore if you have an uninterrupted connection, reliable data feed...
Forum: MultiCharts December 5th, 2012, 11:08 AM
Replies: 7
Views: 1,948
Posted By Doctor Leo
toddma, first of all it would be helpful to know...

toddma, first of all it would be helpful to know to which extent the trades based on 1 minute and tick resolution do not match. Second, could you provide any details about the way you enter and exit?...
Forum: MultiCharts February 9th, 2011, 11:41 PM
Replies: 9
Views: 4,994
Posted By Doctor Leo
Thanks Andrew. As I can see now, no one is going...

Thanks Andrew. As I can see now, no one is going to give me an account for sim trading — I mean, an account with a number, with trade logs, stats, etc. This way you don't have any possibility to test...
Forum: MultiCharts February 7th, 2011, 11:34 PM
Replies: 9
Views: 4,994
Posted By Doctor Leo
Optimus Futures. Mirus. A guy from here: hft...

Optimus Futures. Mirus. A guy from here: hft experience: Brokers, part 2 (http://hft.edgesense.net/2011/02/brokers-part-2.html), unfortunately he replied me in Russian, but the meaning of his comment...
Forum: MultiCharts February 7th, 2011, 04:43 PM
Replies: 9
Views: 4,994
Posted By Doctor Leo
Thanks, but I have just received a note from the...

Thanks, but I have just received a note from the broker that Zen-Fire cannot be used with demo accounts... and I am not ready to open a live one without testing everything properly. Maybe I want too...
Forum: EasyLanguage Programming February 7th, 2011, 04:09 PM
Replies: 2
Views: 2,697
Posted By Doctor Leo
Martin, why not introducing a new string variable...

Martin, why not introducing a new string variable and record the entry's name there?
Forum: EasyLanguage Programming February 7th, 2011, 04:04 PM
Replies: 3
Views: 6,439
Posted By Doctor Leo
var: ind1(0), ind2(0), last_low(0),...

var: ind1(0), ind2(0), last_low(0), search_allowed(false), plot_allowed(false);

ind1 = ... // your definition of Indicator1;
ind2 = ... // your definition of Indicator1;

if ind1 < ind2 then...
Forum: EasyLanguage Programming February 7th, 2011, 03:36 PM
Replies: 3
Views: 3,349
Posted By Doctor Leo
I think you misunderstand a bit how EL is...

I think you misunderstand a bit how EL is operating with historical data. This misunderstanding comes from the hidden use of types in EL, without mandatory explicit declarations. In fact, EL has 3...
Forum: MultiCharts February 7th, 2011, 03:14 PM
Replies: 9
Views: 4,994
Posted By Doctor Leo
How to set up autotrading using Multicharts?

I've been using Multicharts + Interactive Brokers for quite some time for fully automated short-term fx trading, and so far there was no problem with this bundle. But recently I've decided to look...
Forum: EasyLanguage Programming January 4th, 2011, 04:24 PM
Replies: 27
Views: 31,339
Posted By Doctor Leo
Time Weighted Average Price - Wikipedia, the free...

Time Weighted Average Price - Wikipedia, the free encyclopedia (http://en.wikipedia.org/wiki/TWAP)

Not sure you haven't confused the simple moving average (which is TWAP in its essence) and TWAP...
Forum: EasyLanguage Programming January 4th, 2011, 09:56 AM
Replies: 12
Views: 6,862
Posted By Doctor Leo
Does the logic behind range bars imply that the...

Does the logic behind range bars imply that the formation of bars themselves depends on where to start counting? If this is the case, what's the use of them?
Forum: EasyLanguage Programming January 4th, 2011, 09:51 AM
Replies: 27
Views: 31,339
Posted By Doctor Leo
Hello, hope this helps:...

Hello,

hope this helps: Trader-Online.pl&#174; - TradeStation™ Zone - Volume Weighted Average Price (http://trader.online.pl/ELZ/t-i-Volume_Weighted_Average_Price.html)

Also google has many links to...
Forum: EasyLanguage Programming January 4th, 2011, 09:45 AM
Replies: 15
Views: 6,472
Posted By Doctor Leo
Neil, not sure I have got you properly enough,...

Neil, not sure I have got you properly enough, but have you checked the settings for your instruments in QuoteManager? There are plenty of settings for defining custom trading hours. Then I think you...
Forum: EasyLanguage Programming December 28th, 2010, 03:47 PM
Replies: 3
Views: 8,996
Posted By Doctor Leo
No, I hadn't seen your code before posting mine,...

No, I hadn't seen your code before posting mine, no kidding :) Seriously, the idea is the same except that I use separate data streams which sometimes allow for using interesting solutions like...
Forum: EasyLanguage Programming December 26th, 2010, 04:02 PM
Replies: 2
Views: 2,195
Posted By Doctor Leo
input: nWinTrades(5), nLosingTrades(10),...

input: nWinTrades(5), nLosingTrades(10), nMinutes(10);

var: mp(0), wt(0), lt(0), reftime(0), trade_allowed(false);

mp = marketposition;

if positionProfit(1) > 0 then wt += 1;
if...
Forum: EasyLanguage Programming December 26th, 2010, 03:54 PM
Replies: 15
Views: 12,698
Posted By Doctor Leo
Mike, let me make a tiny correction: you cannot...

Mike, let me make a tiny correction: you cannot trade off any data stream besides data1 (the default one) in Multicharts (or my knowledge is very limited), so you need to have regular bars as data1...
Forum: EasyLanguage Programming December 23rd, 2010, 11:30 PM
Replies: 15
Views: 12,698
Posted By Doctor Leo
I'm afraid there's a mistake again in your code....

I'm afraid there's a mistake again in your code. If close = some_price then you can't set a limit order at this very some_price. Anyway, you can't use "this bar at xxx limit" on any kind of bars....
Forum: EasyLanguage Programming December 23rd, 2010, 05:59 PM
Replies: 15
Views: 12,698
Posted By Doctor Leo
You cannot use "this bar at market" as according...

You cannot use "this bar at market" as according to EL semantics it would mean buying at the opening of this current bar — which means entering the market in the past (sort of peek ahead). You can...
Forum: Currencies December 23rd, 2010, 05:50 PM
Replies: 8
Views: 2,550
Posted By Doctor Leo
FXCM has quite a reputation for price...

FXCM has quite a reputation for price manipulation especially on micro accounts where you're left completely to yourself (according to terms of use no support is provided to micro clients).

But in...
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