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Need help with order entry on multiple dataseries


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Need help with order entry on multiple dataseries

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  #11 (permalink)
 
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 Big Mike 
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I'm not doing a real good job explaining. You may have to post on TSSupport forum so they can help.

Mike

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 bobbakerr 
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You do a better job than anybody. It's me who has a difficult time getting my ideas across.

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 thatguy 
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I cannot remember why and I haven't used TS or MC in a long time, but I remember that things get tricky when you use multiple data streams when calling functions and when doing that, this is better to have them in this format:

Data1_average = Average(close, 10);
Data2_average = Average(close, 10) of data2;

This has something to do that inside the function, it falls back to your main data stream which is Data1.

I think if you change your code:
 
Code
 
 
MACD1=MACD(Close of Data1,F1,S1);  //  240-Tick Chart.
MACD1=XAverage(MACD1,L1);  //  Exit off of this.
MACD2=MACD(Close of Data2,F2,S2);  // 480-Tick Chart.
MACD2=XAverage(MACD2,L2);  //  Enter off of this.
MACD3=MACD(Close of Data3,F3,S3);  // 30-min. Chart.
To this, it might work:

 
Code
MACD1=MACD(Close,F1,S1) of Data1;  //  240-Tick Chart.  (really not needed to specify Data1 though)
MACD1=XAverage(MACD1,L1);  //  Exit off of this.
MACD2=MACD(Close,F2,S2) of Data2;  // 480-Tick Chart.
MACD2=XAverage(MACD2,L2);  //  Enter off of this.
MACD3=MACD(Close,F3,S3) of Data3;  // 30-min. Chart.

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 bobbakerr 
Riverdale, Idaho, USA
 
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Thank you, thatguy. I'll give it a try right now.

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 bobbakerr 
Riverdale, Idaho, USA
 
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No, it missed most of the signals. I got only 17 trades vs. 1379 trades the 'old' way. Plus, it was about $4000 less in net profit (2 contracts).

I just can't figure it out. And I hate to go to TradeStation.

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 thatguy 
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You'll have to change the other function calls as well...

Like the AverageFC(Close of Data2,Y);

to

AverageFC(Close,Y) of Data2;

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 Big Mike 
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bobbakerr View Post
I just can't figure it out. And I hate to go to TradeStation.

Premature to abandon MultiCharts over this. Plus I would expect TradeStation will perform similarly. You should just ask for help on the MultiCharts forum. You can also email support and ask them for help, I am not sure what their policy is on user generated signals receiving tech support, but certainly worth trying.

Mike

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 bobbakerr 
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thatguy View Post
You'll have to change the other function calls as well...

Like the AverageFC(Close of Data2,Y);

to

AverageFC(Close,Y) of Data2;

No, thatguy, still no luck. I got the same results as the last change (had only 17 trades). But thank you for the suggestions.

I'll try anything!

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 bobbakerr 
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Big Mike View Post
Premature to abandon MultiCharts over this. Plus I would expect TradeStation will perform similarly. You should just ask for help on the MultiCharts forum. You can also email support and ask them for help, I am not sure what their policy is on user generated signals receiving tech support, but certainly worth trying.

Mike


Mike, I won't give up on MultiCharts. I believe they're better than any other charting and backtesting platform out there. It's just that all of them, it seems, have small bugs. Either that, or I'm dumber than I thought.

I really didn't want to broadcast this strategy of mine to the world. It has been very profitable and if the whole world ends up doing it, it probably won't work anymore. But I'm not young now and I would like very much to have this thing do my trading for me automatically.

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 Big Mike 
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bobbakerr View Post
Mike, I won't give up on MultiCharts. I believe they're better than any other charting and backtesting platform out there. It's just that all of them, it seems, have small bugs. Either that, or I'm dumber than I thought.

I really didn't want to broadcast this strategy of mine to the world. It has been very profitable and if the whole world ends up doing it, it probably won't work anymore. But I'm not young now and I would like very much to have this thing do my trading for me automatically.

I can't think of any outstanding bugs at the moment. You should report bugs, Help -> Send Feedback in the platform. In the MultiCharts thread you should share some of the bugs you've encountered.

For protecting the strategy, my advice is just get rid of the MACD stuff, just use an SMA or whatever, MACD has nothing to do with the problem.

Mike

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Last Updated on August 29, 2010


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