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Portfolio Backtester & Multiple strategie We can test 1 strategie with 1 or multiple symbols In format/settings we can add multiple signals ex MACD LE MACD LX The Bactestest will compute 1 MACD strategie What about testing Multiple strategies to 1 or multiple symbols ? (Metastock can do that) *********************

How extensive is your knowledge of Visual Basic I realize here that choosing a specific language is complex I have no knowledge of any language except 1.5 Y of EasyLanguage I am aware that it is a difficult task VB would be as more as difficult to programm a dll as C++ but not impossible ? What about these ones ? C C++, Delphi, PowerBASIC®. C# Microsoft Visual Studio MOST people who use GlobalVariable DO NOT write their own DLL. There are a lot of routines around. May be for my project we don't need a dll only send a value to an ascii txt readen by th GV ? But Before I would like to know if it is possible to move in RealTime with a slider an avg (or any variable value) in MC with an external program ? If it is not I'll stop my project of course

very interesting serie of Polynomials indic what about the Polycycle indic ?

It is pretty Is it an other indicator ? it looks 2 have connection with aaa & XCAP iPolyFit ind How to do that ?

I'm not the one whom can give lessons to anybody, above all to the respected and beloved by all But... above good & bad (Nietz.) there is an other world of perception My credo is that Stress is not good or bad but the engine of our actions Without Stress We don't wake up in the morning to find food Halas They are beautiful garden waiting for us Positive Stress is the source of inspiration Negative one can kill us How to find the middle way ? What are the limits of reasonnable Stress in a MAE ? the stop we decid is the limit having a 1.000.000 $ or a 100$ can be the limit of 2 people Where is the one whom never had a reasonnable stress in a MAE ? This morning my negative balance started to rise up to -900$ My entry was perfectly legitimate and I was in the right sense of the market but the market decided in a huge V to explose the stops A pix of my beloved daugter is on my desk and my heart was bitting fast when I was looking at her Was it because I am a bad trader or is it because my system is bad ? No I'm only an human beeing with responsabilities And the market finally went down I had No happiness but concentration to follow my trade I was prepared/used to that and have fixed a limit to my tolerable stress according with my money management Where is The one who knows always where the market is going and never has stress ? Please, Give me his method $$$$$ Oh no, don't ! May be after I will not wake up in the morning Halas they are wonderfull joy in the trading I will miss Peace & Love ***********************************************************************

Is the project possible ? Is it the right way ? Do we need a GV *.dll ? Is VB8 Xpress able to create a floating window slider + DLL compatible with GV ? Is GV strong (no crash of MC) ? (I've noticed that ADE is fragile) If we move the slider, will it makes moving the average in RealTime ? or shall we have to refresh the screen each time (ctrl+R) ? Visual Basic 2008 Express Edition

more about MAE/MFE here http://www.traderslaboratory.com/forums/f208/looking-beyong-pnl-mae-mfe-6049.html#post79136

********************************** Following the Mandelbrot's Steps, Prices are not smooth but rought and geometrically fractals Summits and valleys are fractaled in a huge line And the huge line is only a point in the universe The question could be From where is the observation point ? 1 mn ? 2 mn ? 1 day ? .... **********************************

************** Watch out chinese, we never know what they think!! I've made a good cool short 2 hours trade this morning I've reached my objectif today and Now I relax listening nice music watching what the Australian surfeur is trading -------------------------------------------------------------------------- I'm afraid that we are far away from the topic of this thread I suggest these threads "How to trade with a Raisonnable Stress " and "Nietzsche Trading or the difference beetween good & bad " --------------------------------------------------- I will post the formula to compute the eRatio on Looking Beyong PnL - MAE/MFE this WE Good day ***********

I would use the PRINT statement to extract the variables I've done it With your precious indications from your excellent thread about PRINT I always use sophisticated Print for debug + To file It's now a part of all my codes ---------------------------------------------------------------------------------------------- I know this indicator Tams I'm the one whom has posted it But I didn't arrived to make it working with MC Tooooo bad it looks interesting {== START OF HEADER ========================================================================== Program: Open Equity Curve Indicator Date: July 2009 Platform: TradeStation v8.5 DESCRIPTION: Display a strategy's open equity curve. DEVELOPMENT NOTES: 08/02/09 Initial version. TO-DO LIST: == END OF HEADER ============================================================================= ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Copyright ? 2009. Capital Evolution, LLC. All Rights Reserved. ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ == DEFINE ALL INPUTS AND VARIABLES ==========================================================} Input: PositiveColor( Green ), NegitiveColor( Red ), ZeroLineColor( White ); Variables: OpenEq(0); OpenEq = I_OpenEquity - I_ClosedEquity; If ( OpenEq > 0 ) Then SetPlotColor( 1, PositiveColor ) Else SetPlotColor( 1, NegitiveColor ); Plot1( OpenEq , "Open P&L" ) ; Plot2( 0, "Zero Line", ZeroLineColor ); {== END OF MAIN PROGRAM ===================================================================== +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Copyright ? 2009. Capital Evolution, LLC. All Rights Reserved. +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++}

:... I like this kind of humour Tams:haha: I like you, as I'm sure everybody does on this site ----------------------------------------------------------------------------------------- Interval In 1 mn we can hear the click of the others traders not in 2 or more interval Have you ever traded in 1 mn interval ? We can feel the arterial pressure of the "body market" ------------------------------------------------------------------- Stress Have U heard about " Bad maximal opposite excursion <=> Maximal favorable excursion" ? I have only stress during the x first minutes/seconds of the " bad opposite excursion " of the trade When starts the "favorable excursion", I relax :missy: If I use a dayly interval I will have stress during x long and terrible days of the " bad opposite excursion ", I will sleep bad, will eat bad, will s... bad :embarassed: until I will enter in the favorable excursion ...

I trade in 1 minute interval, so evrything is fast, very fast, with a lot of stress I have an other software which does that (it's amazing, believe me) A slider to change in Real Time the lenght of an indicator seeing the result interactively With TS/MC it's like this opening a window (1 clic) enter the new value (2 digits) close the window (1 click) realize that it doesn't suit and do it again and again until it match No way in 1 minute interval !

---- http://www.traderslaboratory.com/forums/f56/language-use-global-variable-7047.html#post79004 ...I'm ... talking about ... .. Software for write a new programm ...

Different languages are simply different ways of doing the same thing. Yes, But which one could do my thing, considering my aim + possibility ? --------------------------------------------------------------------- Let me try to explain better my "view" I"ve studied ADE, made some indicators and realized that, now, in xxth 09, I don't need this tool No problemo May be in xx month I will use it because now it's a part of my knowledge --------------------------------------------------------------------- Now I wish to know if I need GV in my trading If not, No problemo May be in x month I will use it because it will be an other part of my knowledge -------------------------------------------------------------------- I've read the GV's doc and charlton's example is perfect Thanks Charlton for taking from your precious time to try to help me/us with such a brillant example --------------------------------------------------------------------------- There may be a valid reason that you can explain to us here, Let me try to explain it... One of my actual project is to do a stuff like this Build an external software to pilot indicators in MC Ex Build a floating toolbar with a slider which change in RT the lenght of an average via a GV It needs a programming software for the toolbar A dll as in interface build with a programming software Am I right ?

I'm confused to ask again that question... You are so helpfull... Would you mind to tell us the one You know the best, you like the best ? It could be a could indication for his possibilitie/qualitie/compatibiliy (rtc..) because you look to be an excellent programmer or the one is the easiest for my level of programming ? Think that I will spent millions of hours to learn it, so it is very imprtant for me to make the right choice My aim? Write a dll for Globalvariable That's all

no Tams I'm not talking about compiler But about Software for write a new programm compatible with Global Variable I 've understood that after we have to compile it with eventually a free compiler like QBasic Visual Studio "Express" or FreeBasic

A DLL’s can be written in any of a variety of programming languages, including C C++, Delphi, PowerBASIC®. Do I have to inclued these 2 one ? C# Microsoft Visual Studio Are they others ? freeware ? text Editor (ultraEdit ?)?

all you need is to hand calculate the variables to find out the pivotal factor. very interesting are you talking about a portfolio back testing of 30 stocks? the permutation can be exponential. No I 've tested difeerent stocks from the DJ with different period I don't feel confortable with strategie = I'm not sure if it is realistic This is maybe the reason why it influenced with bad vibrations my test !!! Because I'm curious I will certainly ask more question in an other topic about strategie Anyway I choose the arythmetic average for my projects MANY THANKS TO ALL

... these are just some thoughts to get the thinking going... Dear Tams Everybody would be happy to share thoughts with someone So I am ! If the question is concerning enough peole, there is always here someone to share thoughts with This is why I like this site It's like a big brain ----------------------------------------------------------------------------- well, have you heard of the term GIGO ? Yes sir ! In French with a T at the end, It is a very good part of the lamb to eat ;=) Seriously, My Data source are the 30 stocks of the DJ offLine Is it A good representation of the population.? I've checked that they are no holes in ----------------------------------------------------------------------------------------------- e.g. if your data range is between Sept 08 to Nov 08, you will see a very biased downtrend in the market, any trend following system, especially down biased system, will do well. But the same system might fall flat on the face when the sample data range is changed. I've used 2500 bars (10 years of test ) How Changing only +- 50 bars/days days could change so much the result ? ------------------------------------------------------------------- Some Other thoughts : Hazard effects Optimization paradoxe Overfitting Kind Regards aaa

Hello Which language is used for Global Variable ? Which software do we need to use this script below ? Microsoft Developer Studio = Visual Studio ? (google research) Can we use an other one ? Do I ask tooooo many Many questions at a time

Hello Sevensa You are always helpfull with the others and your advices are very good I'm confused because I open oftenly strategy properties and I 've never seen the Position Limits So I allowed up to x entry orders in the same direction and it works fine. Also this is important to put in the beginning of the script [intrabarOrderGeneration = false] Have a nice evening aaa

Hello Charlton ThanX for your gentle help // means that the code after doesn't work // or to give information // so we don't have to take them off It could also be this way { Example 1 if c > entryprice + 50 point then Buy ( "Long2") 10 contracts this bar ; Example 2 Buy ( "Long2") 10 contracts next bar at entryprice + 100 point stop ; } --------------------------------------------- My question is Is this code the way to add more contracts ? If not Can you suggest me an other way ?

Hello I'm exploring backtesting but I am a real beginner in strategy I can program a long or short entry with a stop Now I try to add more contracts to a position like this // if c > entryprice + 50 point then // Buy ( "Long2") 10 contracts this bar ; or like that // Buy ( "Long2") 10 contracts next bar at entryprice + 100 point stop ; w/o success All suggestion are welcome Have a nice day aaa ----------------------------------------------------------------------------------- Here is a long entry example {---------------- Long Side ----------------} if marketposition <> 1 then if c > AverageFC( c, 10 ) then Buy ( "LongEntry" ) 100 contracts this bar ; if marketposition = 1 then begin if c < AverageFC( c, 50 ) then Sell ( "LongStop" ) this bar ; Sell ("LongExit") next Bar at LowestFC(low, 10) + 0 point stop ; end;

Hello I've changed Data ranged from 2500 bars to 2550 bars Surprise ! The result is different Then from 2500 to 2450 The same surprise -my strategiet is not robust ? -Backtesting is not the way to this question ? -Can we trust Backtesting ?

ThanX Tams for this nice (and pretty !) indicator // Version beta 0.2 // Author: aaa // Date: 20091017 // Added Width.Avg + Width.FillUp for a clean border and adjust to Bar Spacing -------------------------------------------------------------------------------- MA Ribbon 0.2.txt MA Ribbons Rel2.pla