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Showing results 1 to 25 of 26
Search: Posts Made By: Loop
Forum: Platforms and Indicators December 3rd, 2016, 02:31 AM
Replies: 2
Views: 1,455
Posted By Loop
Programming help API excel

We are looking for programming help IB-Excel.

We have a number of projects like download historical ATM prices and implied Vol, dividend related option data etc.

Is there anyone out there who...
Forum: EasyLanguage Programming October 2nd, 2016, 01:00 AM
Replies: 2
Views: 1,112
Posted By Loop
Market mode coulor

Hello Traders

I use ATR% (x) as a market volatility mode indicator. I calculate it for an asset (stock) and then divide it into lowest 5% = very quiet, 20 % lowest - Quiet, 5% highest = very...
Forum: TradeStation October 2nd, 2016, 12:54 AM
Replies: 0
Views: 867
Posted By Loop
Trading the noise

Hello Traders

does anyone know how to easylanguage a system that:

1. If Open within pervious day High Low put in a buy and sell order same as yesterdays high and low (times x)

2. If trade...
Forum: MultiCharts October 2nd, 2016, 12:49 AM
Replies: 1
Views: 1,183
Posted By Loop
Product of return

Hello Traders

does anyone know how to calculate and plot returns for x period back for any stock in easylanguage .

Return one period back = C/C[1] =R1

Return two period back = C[1]/C[2] * R1...
Forum: MultiCharts September 19th, 2016, 07:25 PM
Replies: 1
Views: 1,259
Posted By Loop
percentage change charts

Hi Traders

does anyone know how to make percentage change charts in Multichart so to see relative performance for multiple assets?

Very easy in Tradestation because they have option for it. Is...
Forum: Traders Hideout September 17th, 2016, 10:02 PM
Replies: 5
Views: 2,953
Posted By Loop
Probability platform

Hello Traders

does any one know a platform or excel add in that can calculate things like below and with a distribution of results:

1. If XX goes up 5% in 2 days what is the outcome for day by...
Forum: MultiCharts September 13th, 2016, 06:47 AM
Replies: 2
Views: 1,345
Posted By Loop
As always, thank you!!

As always, thank you!!
Forum: MultiCharts September 13th, 2016, 03:43 AM
Replies: 2
Views: 1,345
Posted By Loop
Multichart Portfolio Maxbarsback

Hello Traders

finally moving into the portfolio part of MC.

I need to change the maxbackbars setting in portfolio. But don't know where to find it???

Its easy in MC itself because there you...
Forum: Traders Hideout September 7th, 2016, 09:37 PM
Replies: 12
Views: 6,224
Posted By Loop
MC

For example, I'll put in my 100 trades that took place over a month's time, and let it run over 10,000 simulations. That's,

...
The purpose of the MC simulation is to see possible outcomes and...
Forum: Traders Hideout September 3rd, 2016, 08:40 AM
Replies: 12
Views: 6,224
Posted By Loop
Drawdowns

Thank you for respond GFIs1 ,

I am afraid we are talking about different things. I only refer to drawdowns.

My point is valid even for a live system that brings you a profit.

If you take...
Forum: Traders Hideout September 3rd, 2016, 03:49 AM
Replies: 12
Views: 6,224
Posted By Loop
Not so random

Thank you for respond GFIs1

I am not tracking random numbers but draw from a given set of trades. This is best practice and accordance with, for example, the method used by Bandy in "Modeling...
Forum: Traders Hideout September 3rd, 2016, 03:01 AM
Replies: 12
Views: 6,224
Posted By Loop
Drawdown Monte Carlo Increase over time PROBLEM

Hi Traders

after extensive testing using Monte Carlo mathematically correct for Drawdown analysis I see only bad news.

Using random selection with replacement to create 200 trades long series...
Forum: MultiCharts August 30th, 2016, 08:27 PM
Replies: 0
Views: 1,135
Posted By Loop
Portfolio back test with multi positions

I would like to do a Portfolio backtest with (say) 10 assets. I would like to enter each asset whenever there is a signal. I would thus like to be able to have many open position at any given time.
...
Forum: MultiCharts August 16th, 2016, 03:03 AM
Replies: 3
Views: 1,266
Posted By Loop
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
Forum: MultiCharts August 14th, 2016, 08:30 PM
Replies: 0
Views: 995
Posted By Loop
Trade trajectory

Hello Traders

Is there any way to see the trajectory of a trade in MC or TS. I think it was possible in old RINA?

Kind regards

Loop
Forum: MultiCharts August 13th, 2016, 06:43 PM
Replies: 3
Views: 1,266
Posted By Loop
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...
Forum: EasyLanguage Programming August 12th, 2016, 02:12 AM
Replies: 4
Views: 3,316
Posted By Loop
//Position Sizing - Fixed fractional Inputs:...

//Position Sizing - Fixed fractional

Inputs: Capital( 100000 ), PercentAllocationPerTrade( .02 ), RiskPertrade( 1 );
Var: ShareAmount( 0 ), Equity( 0 );


Equity = Round((Capital +...
Forum: EasyLanguage Programming August 11th, 2016, 09:13 PM
Replies: 4
Views: 3,316
Posted By Loop
Found it!!

I found a download with all code on Tradestation website!

All good!
Forum: EasyLanguage Programming August 11th, 2016, 08:19 PM
Replies: 4
Views: 3,316
Posted By Loop
Fixed fractional money management

Does any one know how to code a normal fixed fraction money management that I can add to various strategies? It seems its nor premade for multichart.

Many thanxx

Loop

And does anyone have...
Forum: MultiCharts August 11th, 2016, 07:03 PM
Replies: 4
Views: 1,323
Posted By Loop
Hello Its not that I want to optimize a new...

Hello

Its not that I want to optimize a new variable. My problem is that in the reporting of different optimization result I do not know:

What result produces the highest percentage return. (R)...
Forum: MultiCharts August 11th, 2016, 02:17 AM
Replies: 4
Views: 1,323
Posted By Loop
Optimization report

Hello

I would like to optimize various strategies and sort result based on percentage instead of values. Highest average % return etc.

After all, we are seeking highest possible percentage...
Forum: MultiCharts August 11th, 2016, 02:12 AM
Replies: 0
Views: 994
Posted By Loop
Frecuency chart of trade returns

Hello

does anyone know how to code to have a frequency chart and relevant statistics of all trades (% return on trade) in a strategy instead of the tedious work of export to Excel and using Pivot...
Forum: MultiCharts August 8th, 2016, 05:30 PM
Replies: 3
Views: 1,572
Posted By Loop
Entry

Thank you for heads up!!

Any idea how to have an entry at every bar in order to do trend research?
Forum: MultiCharts August 7th, 2016, 07:11 PM
Replies: 3
Views: 1,572
Posted By Loop
Entry at every bar, exit ATR trailing

Hola

does anyone know how to Easy language a research strategy where its entry at every single bar and then followed by a ATR trailing stop? Long only. And short only.

I think code below is a...
Forum: MultiCharts August 3rd, 2016, 12:56 AM
Replies: 7
Views: 9,745
Posted By Loop
Code for turning into system

Thank you!!!

Do you know where I can find more code like this?
Showing results 1 to 25 of 26

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