RightEdge Forums / Programming and Software Development / Programming Questions

Memory issues - another thread

gtomez — Thu, 04 Feb 2010 16:13:33 GMT

Hi!

I have some problems using RE as I cannot run simulations only once ore twice until I get an OutOfMemory Exception.

At startup of RE it uses app. 150 MB of memory

After the first simulation it uses 800 MB and wont free up the memory afterwards. Second simulation pushes up memory usage to 1.4 GB.

I'm generating UserSeries for about 400K Bars.

Is there a way to set free the used memory after simulation?

If I'm not interested in displaying UserSeries after the simulation, is it possible to use MaxLookBack for UserSeries as well?

Increasing RAM from 4GB to 8 GB would allow 4 simulation runs but wont solve my problem ;)

Kind Regards,

Automating IB TWS login

invingator — Mon, 08 Mar 2010 12:13:59 GMT

Hi,

TWS has recently come up with a security system whereby one would need to enter a dynamic security code based on your userID, and the characters displayed on-screen. Since I would need to start TWS daily automatically (or disable the daily time-based auto log-out), this new security feature is becoming an impediment to my solution. Has anyone found a way to resolve this, or to go around it?

Thanks!

Exception message

rigi583 — Sat, 27 Feb 2010 11:33:16 GMT

Hi

I have read some posts about the same problem and followed the advice given but still, I get the following exception while trying to run the system:

An exception of type System.ArgumentOutOfRangeException was thrown.
Value must be between 0 and 0, value was 1
Parameter name: nBars
at RightEdge.Common.RList`1.LookBack(Int32 nBars)
at MySymbolScript.NewBar() in c:\Dokumente und Einstellungen\Raphael Rigert\Desktop\systemRR\DipBuyerWL4\DipBuyerWL4.cs:line 89
at RightEdge.Common.SymbolScriptCollection`1.NewBar()
at MySystemBase.NewBar() in c:\Dokumente und Einstellungen\Raphael Rigert\Desktop\systemRR\DipBuyerWL4\BaseClasses.cs:line 31
at RightEdge.Common.Internal.SystemRunner.NewBar(Dictionary`2 bars)
at RightEdge.Shared.SystemWrapper.RunSystem(SystemData systemData, SystemRunInfo runInfo, Dictionary`2 historicalData, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(DateTime start, String filename, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(DateTime start, String filename, ServiceFactory brokerFactory)
at RightEdge.Shared.TradingModuleWrapper.RunSystem(SystemDataCreationSettings settings, Dictionary`2 historicalData, SystemRunInfo dndInfo, ServiceAppDomainFactory brokerFactoryFactory)
at RightEdge.SystemProgress.InitAndRunSystem()[/size][/font]

I have changed the lead bars to higher values and have also the fllowng code:

public override void NewBar()
{
Need a couple of bars before we can trade
if (Bars.Count > 20)
{
return;
}

It doesn't seem to work. What am I doing wrong?

Thanks for your help

Errors running downloaded DipBuyer ver 2 strategy

jaymann — Thu, 18 Feb 2010 06:35:00 GMT

Apologies if this is in the wrong forum topic, i did try posting in the uploaded systems forum so please kill that thread if needed...

I'm getting errors while trying to compile/run the DipBuyer ver2 strategy - specifically:

'RightEdge.Common.PositionManager' does not contain a definition for "PositionTimeOut' (line 18)

Cannot implicitly convert type 'RightEdge.Common.RList<RightEdge.Common.BarData>' to 'System.Collections.Generic.IList<RightEdge.Common.BarData>' (line 38)

among other related errors... I am a newbie using the 30-day trial, so perhaps i am missing some common files or community files from the base install? (Build 384)...can someone point me in the right direction? The other sample systems (ie not downloaded from website) seem to work fine.

thx

RelativeStrength LookBack

gregoryj — Sun, 21 Feb 2010 20:29:05 GMT

RSI.LookBack(1) throws the following error

[code]An exception of type System.ArgumentOutOfRangeException was thrown.
Value must be between 0 and 0, value was 1
Parameter name: nBars
at RightEdge.Common.RList`1.LookBack(Int32 nBars)
at MySymbolScript.NewBar() in y:\0-TradingSystem\TradingSystems\ETFTrader\ETFTrader\ETFTrader.cs:line 55
at RightEdge.Common.SymbolScriptCollection`1.NewBar()
at MySystemBase.NewBar() in y:\0-TradingSystem\TradingSystems\ETFTrader\ETFTrader\BaseClasses.cs:line 31
at RightEdge.Common.Internal.SystemRunner.CallSystemNewBar(FrequencyNewBarEventArgs args)
at RightEdge.Common.Internal.SystemRunner.ProcessBarEvents(IEnumerable`1 eventList)
at RightEdge.Common.FrequencyManager.x189467b274f1add6(NewBarEventArgs xce8d8c7e3c2c2426)
at RightEdge.Shared.SystemWrapper.RunSystem(SystemData systemData, SharedSystemRunData runData, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.TradingModuleWrapper.Run(String filename, ServiceAppDomainFactory brokerFactoryFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.TradingModuleWrapper.RunSystem(SharedSystemRunData systemRunData, ServiceAppDomainFactory brokerFactoryFactory, Func`2 dataStoreFactory)
at RightEdge.SystemProgress.InitAndRunSystem()[/code]

CrossOver/Under function on previous bars

zykem — Fri, 19 Feb 2010 14:27:05 GMT

Hi,

I have the following code. Essentially, the problem I had to solve was when the 2 EMAs cross over, close positions at next day open. First, I couldn't find a function to close an order on next day open. So, what I had to do was check for a cross under yesterday and submit a closeatmarket order. Is there a better way of doing this? Also, can the SystemUtils.CrossUnder() function check for previous day instead of only the current day?

// if( SystemUtils.CrossUnder(ShortEMA, LongEMA) )
if( Bars.Count > 2 && ShortEMA.LookBack(1) < LongEMA.LookBack(1) && ShortEMA.LookBack(2) >= LongEMA.LookBack(2) )
{
foreach(Position pos in OpenPositions)
{
pos.CloseAtMarket();
}
}

Thanks in advance.
RightEdge seems to be really awesome. I've just started evaluating it, and I really like the flexibility and plugins, etc.

Automating Night Right and Automatically Exporting Signals

gregoryj — Fri, 12 Feb 2010 07:22:08 GMT

I have a strategy which generates signals overnight for the next trading day. I have a proprietry app I wrote to do the trading, sow I want to use RightEdge each night to update hist data, run the system and then AUTO Export the signals for the next day (ideally to a database table), but csv would be fine to start.

I believe the Update Hist and Run System can easily be done from the command line (from what I have read), but I believe there is some code needed for the final step of exporting the singals automatically. Can someone just point me in the right direction. i.e (which method do I override) and which classes I would need to do such a thing.

Thanks,

Greg

SystemParameters Output

gtomez — Sat, 13 Feb 2010 19:13:51 GMT

I'm trying to add Systemparater settings to the output pane.

How can I convert it to a string?

[code] SystemData.Output.Add(OutputSeverityLevel.Informational,

SystemParameters["Allocation"]);[/code]

Scan / Future Signal Generation where does it happen?

gregoryj — Sat, 13 Feb 2010 06:34:11 GMT

What method generates the scan output in the system summary reports?
I need to caputre this data and automatically export it to a file, just need to know how to during the backtest, so I can handle it when the system is complete.
Is it in symbolscripts somewhere?
My guess is I would override the shutdown method and send the output somewhere.

Set minimum bars to hold

gregoryj — Sat, 13 Feb 2010 14:53:19 GMT

How can I set a profit target on a position after it has been held 1 bar?

The reason for this, is that in my backtest, if I set a profittarget right away, the position exits based on the high of the day, even though, i may have bought it after the high occured. Very tough to prevent this...so I would like to set min bars held somehow and then set profit target

Any idea if this is possibld?

System.IO.FileNotFoundException was thrown with External Reference

gregoryj — Thu, 11 Feb 2010 12:02:11 GMT

I have added reference to an external lib, and when try to create an instance of an object in the external lib, I get the following error
Any Secret to using external dlls?

[code]
An exception of type System.IO.FileNotFoundException was thrown.
Could not load file or assembly 'TradeLinkAPI, Version=1.0.0.0, Culture=neutral, PublicKeyToken=null' or one of its dependencies. The system cannot find the file specified.
at System.Signature._GetSignature(SignatureStruct& signature, Void* pCorSig, Int32 cCorSig, IntPtr fieldHandle, IntPtr methodHandle, IntPtr declaringTypeHandle)
at System.Signature..ctor(RuntimeFieldHandle fieldHandle, RuntimeTypeHandle declaringTypeHandle)
at System.Reflection.RtFieldInfo.get_FieldType()
at RightEdge.Common.IndicatorManager.RegisterMembers(Object obj, Symbol symbol)
at MySystemBase.Startup(SystemData data) in y:\0-TradingSystem\TradingSystems\DipBuyer Fast\BaseClasses.cs:line 24
at RightEdge.Common.Internal.SystemRunner.Startup()
at RightEdge.Shared.SystemWrapper.InitializeModule(SystemData systemData, SystemRunSettings runSettings, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(SystemData systemData, SharedSystemRunData runData, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.TradingModuleWrapper.Run(String filename, ServiceAppDomainFactory brokerFactoryFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.TradingModuleWrapper.RunSystem(SharedSystemRunData systemRunData, ServiceAppDomainFactory brokerFactoryFactory, Func`2 dataStoreFactory)
at RightEdge.SystemProgress.InitAndRunSystem()
[/code]

Plotting during system execution?

felixtjung — Sun, 31 Jan 2010 17:34:03 GMT

Hi,

Is there anyway to plot something on the chart during system execution (or backtesting)? I need this to debug my trailing stop, so I'm thinking it's easier to debug my problem if I can see my trailing stop graphically.

Thanks a heap.

Next Bar Filtering

dwebber — Sun, 27 Dec 2009 21:51:59 GMT

I would like to filter limit orders for the following bar in daily backtesting (it is more cost effective to find daily data then intraday data). That is, to test my system for robustness, I would like to Not execute a limit order that is within X cents (or percent) of the following bar or if the following bar has limited liquidity. This will ensure that unrealistic orders are not filled during backtesting and will reflect worst case fill conditions. An example of the system producing an incorrect fill (unable to ascertain via daily data) is that if an order is submitted for 1000 shares at a limit price that happens to equal the following bars daily low but in reality only 100 shares were traded at the low. In backtesting this could obviously produce optimistic results.

Is there a way to implement this as I understand there is no lookahead features (except for the BarClosing event) or is there a way to post cancel the order so that it does not show up in the backtesting results?

Thanks, Duane

Monitoring only symbols that are pending in position manager

dwebber — Tue, 12 Jan 2010 17:50:14 GMT

Is there a way to programmatically monitor live data only for symbols that have pending orders in position manager? Live data is subscribed to on a number of symbols at a specific time, for example, a 100. However, some limit order systems will place pending orders the night before on only a fraction of these symbols, for example, 5. The following day, the system only needs to monitor 5 symbols rather than 100 symbols.

Being able to reduce the number of symbols that require live data the following day will a) reduce the work load required by RE in processing tick data and b) allow more symbols to be scanned without manually turning on and off symbols, for example, expanding the system to scan 2000 symbols and produce limit orders on a 100 symbols the following day.

Thanks, Duane

TEMPLATE BACKTESTING

codingdummy — Tue, 12 Jan 2010 05:39:00 GMT

I have a litle system i use and teach my pupils, would like to backtest the template over a long period and assess the Ea as an auto matic robot system. Can a template be backtested befor coding it?

I have M4 platform

thank you

Recommended math/statistics library for C#

rsheftel — Tue, 19 Aug 2008 16:07:21 GMT

As I transition to C# as part of moving to RightEdge, I wanted to get people's recommendations for a good all purpose math-statistics library in C#. I have used R in the past for statistics work, and it is great and seems market standard. For financial math I use FinCAD.

I am looking for the equivalent of a standard math-statistics package for C# to use with RightEdge. Any and all suggestions are welcome. I have run across http://www.gnu.org/software/gsl/ the GNU Statistical Library, but before I commit to something I wanted to get people's suggestions.

Did not have current price for [symbol]

dwebber — Tue, 29 Dec 2009 11:43:37 GMT

The title of this post should have been: Did not have current price for [symbol]

During a simulation, I'm receiving a "Did not have current price for [symbol]" exception (see call stack below). There is obviously no data for that date/symbol but I thought the simulation would skip over a date that did not have data and use the next bar. I set synchronize bars to both true and false with the same results. Is there a setting that I'm overlooking?

Thanks, Duane

The service plugin PaperBroker.PaperTrader threw an exception of type RightEdge.Common.RightEdgeError
at RightEdge.Shared.ServiceWrapper.DoError(Exception e)
at RightEdge.Shared.BrokerWrapper.SimTick(Symbol symbol, TickData tick)
at RightEdge.Common.Internal.SystemRunner.ProcessTickInPaperBroker(Symbol symbol, TickData tick)
at RightEdge.Common.FrequencyManager.x3fd1cdb5e353e534()
at RightEdge.Common.FrequencyManager.xfc18b789d02886f4(DateTime xb21f13a9707ad954)
at RightEdge.Common.FrequencyManager.ProcessTick(Symbol symbol, TickData tick)
at RightEdge.Common.Internal.SystemRunner._tickGenerator_NewTick(Object sender, NewTickEventArgs e)
at RightEdge.Common.TickGenerator.ProcessBar(NewBarEventArgs args)
at RightEdge.Common.Internal.SystemRunner.ProcessBar(NewBarEventArgs newBars)
at RightEdge.Shared.SystemWrapper.RunSystem(SystemData systemData, SharedSystemRunData runData, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.TradingModuleWrapper.Run(String filename, ServiceAppDomainFactory brokerFactoryFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.TradingModuleWrapper.RunSystem(SharedSystemRunData systemRunData, ServiceAppDomainFactory brokerFactoryFactory, Func`2 dataStoreFactory)
at RightEdge.SystemProgress.InitAndRunSystem()

Inner Exception:
Did not have current price for NTLI
at RightEdge.Shared.SystemWrapper.b__0(Object sender, ExceptionEventArgs args)
at RightEdge.Shared.CallbackStub.DoCallback()
at RightEdge.Shared.MarshalledSynchronizationContext.Post(SendOrPostCallback d, Object state)
at RightEdge.Shared.BrokerWrapper.broker_orderUpdated(BrokerOrder order, Fill fill, String information)
at PaperBroker.PaperTrader.OnOrderUpdated(BrokerOrder order, Fill fill, String information)
at PaperBroker.PaperTrader.ProcessOrder(BrokerOrder order, Double bidPrice, Double askPrice, DateTime tickTime, Boolean bGap, Boolean bClose)
at PaperBroker.PaperTrader.SimTick(Symbol symbol, TickData tick)
at RightEdge.Shared.BrokerWrapper.SimTick(Symbol symbol, TickData tick)

Inner Exception:
Did not have current price for NTLI
at RightEdge.Common.SystemStatistics.OrderFilled(BarStatistic stats, TradeInfo trade, PositionInfo position, Double lastPrice, IAccountInfo accountInfo, Dictionary`2 positionValues)
at RightEdge.Common.SystemStatistics.OrderFilled(TradeInfo trade, PositionInfo position, Double lastPrice, IAccountInfo accountInfo)
at RightEdge.Common.BaseSystemHistory.OrderFilled(TradeInfo trade, PositionInfo pos, PositionState state)
at RightEdge.Common.BaseSystemHistory.positionManager_OrderFilled(Object sender, OrderFilledEventArgs e)
at System.EventHandler`1.Invoke(Object sender, TEventArgs e)
at RightEdge.Common.PositionManager.OnOrderFilled(Trade trade, Position position, PositionInfo brokerPosition)
at RightEdge.Common.PositionManager.PositionOrderFilled(PositionData pos, PositionState posState, BrokerOrder order, Fill fill, TradeType tradeType, String description, Boolean sendUpdate)
at RightEdge.Common.PositionManager.OnOrderFilled(BrokerOrder order, Fill fill, PositionData pos, PositionState posState, TradeOrder tradeOrder)
at RightEdge.Common.PositionManager.broker_OrderUpdated(BrokerOrder brokerOrder, Fill fill, String information)
at RightEdge.Shared.BrokerWrapper.<>c__DisplayClass3.b__0(Object )
at RightEdge.Shared.CallbackStub.DoCallback()

Profit Target, CreateTicksFromBars, and EnableTradeOnClose

dwebber — Mon, 28 Dec 2009 18:53:53 GMT

I like the CreateTicksFromBars feature that you have included in RE. I believe it will save me programming time by automatically accomplishing something that I manually had to implement before. However, I'm receiving strange trade results and need to get clarification on how the RE processes orders. I understand that if CreateTicksFromBars == true, then OHLC is processed in that order. Here are the basics of the system as implemented. Note that EnableTradeOnClose == true because I need to CloseAtMarket if certain conditions are hit. The issues relate to profit target though and Not CloseAtMarket execution but included this additional information in case it had an effect on what I'm seeing.

1. MySymbolScript.NewBar() processes next bar limit orders with a profit target set.
2. A BarOnClosing() implements conditional closes for the bar.

Here is an example of a profit target exit on the same bar that should not have occurred (profit target amount is irrelevant to the example):

1. OHLC is 13.27, 13.34, 12.75, and 12.78 respectfully
2. Buy limit == 13.09
3. Exit price == 13.35

That is, the buy could have not happened before the low of the bar and the only way to obviously obtain the exit price was to exit at the high. If high is processed before low, this trade would not have occurred.

Am I looking at the problem correctly or do I need to implement additional code?

Thanks, Duane

Beginner need help to get started - Building Trading System Using VB

30percent — Sun, 20 Dec 2009 21:13:11 GMT

Hi all,

I have been trading Forex for 7 years and I came to the point that I feel I could improve my trading performance by automating my trades. However, I have absoluate no experience in computer programming and I have never built a trading system before. Hence, I hope that you could help guide me in the right direction on how I could get started.

Here is what I have done so far to get started. I have finished reading Microsoft Visual Basic 2008 Step by Step by Michael Halvorson and I'm currently reading Murach's ADO.NET 3.5, LINQ, and the Entity Framework with VB 2008 by Anne Boehm. I intend to build my trading system using Visual Basic.

The following are some of the questions that I have:

1) How long does it take for an average trader with no programming knowledge to learn a programming language in order to build a trading system?

2) Can you recommend me where do I start, what do I need to learn in order to build a trading system and suggest any reference books that I should get?

3) Where can an absoluate novice like me get support to get started?

Thank you very much for your opinions!

~30percent trader

How to debug trading system ? May I to do the back-test one line after one line ?

Pierre8r — Wed, 09 Dec 2009 10:37:58 GMT

Hello,

How to debug trading system ?
May I to do the back-test one line after one line ?

Previous Value Of Variable

henk — Wed, 21 Oct 2009 17:31:15 GMT

In NewBar(), how can I go about referencing the value of an int or double on the previous bar?

How to use RightEdge Indicators in C#?

windspeedo — Tue, 04 Nov 2008 08:59:14 GMT

RightEdge is a great patform with flexibility.
I have succesfully create historical data retrieval plugin. I could also read out bar data for any symbol with C#.

Now I wonder whether it is possible for me to calculate RightEdge indicators with the RightEge indicator class in my C# program. The program is not a custom indicator plugin for RE. Just my own program.

For example, in my C# program, I want to do the following jobs:
1. Read the bar data for any symbol. No Problem.
2. Calculate the EMA(60) for the bar data. DON'T KNOW HOW TO DO.
3. Other calculatings . No problem if 2 is settled.
4. Write the results to csv file for statistic software. No problem.

[code]RList < BarData > bars = new RList < BarData > () ;
bars = myRE.readBarDataFromDataStore(sfilename);
EMA ema = new EMA(60);[/code]

Then I don't know how to do next.
Because I am just learning C# recently, so I could not get any clue from the help document.
Would you please give me some sample code ?
Thanks in advance.

Position opened below limit price

djboardman — Sun, 29 Nov 2009 10:30:45 GMT

Hi

I've found the following situation and not sure of the reason.

I've opened a position with a LimitPrice = £1014 (2008 Edition 1). I can see this looks setup OK with OrderType = Limit in the debugger.

However the order is filled at £978

The previous bar to the order fill closes at £972.5

For the bar where the order is filled:
Open: 978
High: 988
Low: 960.5
Close: 961

Is there any reason why the order is filled below the LimitPrice?

Thanks

Dave

My Stop Loss / Bar Count Exits are sometimes ignored

djboardman — Thu, 26 Nov 2009 19:33:05 GMT

I think I must be doing something wrong - please help!

I'm setting up my positions with a PositionSettings object. However, I have found that where I have set BarCountExit and StopLoss are being ignored. I've pasted an example of how I'm setting up the PositionSettings below. I've checked for situations where there is a bit overnight gap where losses are greater than expected. However, there do appear to be cases where the StopLoss/BarCountExit settings are just ignored for no particular reason I can see.

Thanks for any help...

[code]
PositionSettings posSet = new PositionSettings();
posSet.ProfitTargetType = TargetPriceType.Price;
posSet.StopLossType = TargetPriceType.Price;
posSet.BarCountExit = 40;
posSet.PositionType = posType;
if (posType == PositionType.Long) {
posSet.OrderType = OrderType.Limit;
posSet.LimitPrice = High.Current;
posSet.StopLoss = lowestLow3.Current;
posSet.Size = (long)((10000*0.01)/(posSet.LimitPrice - posSet.StopLoss));
posSet.ProfitTarget = posSet.LimitPrice + (3*(posSet.LimitPrice - posSet.StopLoss));
posSet.Description = posSet.LimitPrice.ToString() + " " + posSet.StopLoss.ToString();
} else {
posSet.OrderType = OrderType.Stop;
posSet.StopPrice = Low.Current;
posSet.StopLoss = highestHigh3.Current;
posSet.Size = (long)((10000*0.01)/(posSet.StopLoss - posSet.StopPrice));
posSet.ProfitTarget = posSet.StopPrice - (3*(posSet.StopLoss - posSet.StopPrice));
posSet.Description = posSet.StopPrice.ToString() + " " + posSet.StopLoss.ToString();
}

if (posSet.Size > 0) {
OpenPosition(posSet);
}

[/code]

External use of Database

vitor dantas — Fri, 02 Oct 2009 16:00:38 GMT

Hi i was wondering if i can use the RE database externally, or better use the database already filtered and corrected of RE in a .net program. Somehow export a RList<barData> or something like this to use with an .net program so i can make some things not possible YET through RE.

Thank´s Vitor

API to access RightEdge from the outside

styx2000 — Thu, 19 Nov 2009 07:11:37 GMT

Hello,

I was wondering if there is an API for RightEdge.

I would like to create a program (outside of RightEdge) that generates different strategies and then runs simulations via RightEdge. I would also like to use RightEdge to calculate indicators. Finally i want to read the results of the simulation run and use them in my program.

Is this possible?

chartobjects on different chat panes?

fbalobanov — Tue, 17 Nov 2009 11:26:43 GMT

Hi!

I wonder - is it possible to add chartobjects on indicator and userseries panes? I can see that it can be done via drag'n'drop, but struggling to understand how it can be done in code.

I was looking for something similar to SystemData.ChartObjects in ChartPane class but haven't found anything.

Using NLog

gregoryj — Thu, 12 Nov 2009 10:16:09 GMT

Does anyone have a quick example they could post of how to use NLog. I can't seem to get it to write to a file. Not sure its picking up my config.

[code]

private static Logger logger = LogManager.GetLogger("MySymbolScript");

public override void NewBar() {
logger.Trace("Testing");
}

[/code]

Creation ISeries Open,Close,High,Low analogue

fbalobanov — Wed, 04 Nov 2009 10:55:25 GMT

Hi!

I have a class where I use Bars,Open,Close etc objects by reference.
So in class i have this:

private RList< BarData> Bars;
private ISeries Low;
private ISeries High;
...

it works ok, but now I'm trying to create modified bar list (different time frame) and give it to another instance of my class. In NewBar() I'm adding new bars via Add method in RList< BarData> object, so I have Bars object analogue, but I can't understand how I can create analogue of Open,Close and other ISeries objects.

Typeof shows me that this is RightEdge.Common.BarElementSeries object, but it's protected

If there any way to create this objects?

UserSeries.SetValue problem

rightedgeusr — Sun, 01 Nov 2009 19:58:18 GMT

If I populate a UserSeries with SetValue(0, 10.0) for example and open a chart after a simulation run from the system result window it works find. I see my series plot on the chart.

However if I try to modify UserSeries data on previous bars (e.g. SetValue(1, 10.0) for example) it does not show on my chart.

What am I missing.

Thanks.

Limit orders filled at wrong price

henk — Wed, 21 Oct 2009 10:12:02 GMT

Any Ideas why the Code below does NOT always trade at the Limit specified. I have checked values of Variable BidPrice, and they are correct. However during backtesting, The system fills with some unkown logic, sometimes at Bar.Open, sometimes at BidPrice.

// Long Actions
if (TradeCondition == 1)
{
// Close Short and Bid to go long
foreach (Position pos in OpenPositions)
{
if (pos.Type == PositionType.Short)
{
pos.SubmitOrder(Contracts,TransactionType.Cover,OrderType.Limit,BidPrice);
OpenPosition(PositionType.Long,OrderType.Limit,BidPrice,Contracts);
}
}
// Bid to go Long
if ( OpenPositions.Count == 0)
{
OpenPosition(PositionType.Long,OrderType.Limit,BidPrice,Contracts);
}
// Open first position
if ( OpenPositions.Count == 0 && Bars.Count < 50)
{
OpenPosition(PositionType.Long,OrderType.Market,0,Contracts);
}
}

Calling RE functions in C#

henk — Mon, 05 Oct 2009 10:23:42 GMT

Bill, is the functions of RE available in C#?

Eg. Can I do for example indicator.Lookback(1) in Visual Studio C#?

I have the following relevant code :

public class RcntHighClose : IndicatorBase // Class specification.
{
private List<RcntHighClose> hihg = null;

public RcntHighClose(int Periods) // Constructor method.
{
hihg = new List<RcntHighClose>();

public override RList<double> CalcSeriesValues(RList<BarData> bars) // Full method.
{
hihg = new List<RcntHighClose>();

public override double CalcNextValue(BarData bar) // Next method.
{

if (bar.Close > hihg.LookBack(1))

C# does not recognise the Lookback() function.

Which give error:

Error 2 'System.Collections.Generic.List<phgIndicators.RcntHighClose>' does not contain a definition for 'Lookback' and no extension method 'Lookback' accepting a first argument of type 'System.Collections.Generic.List<phgIndicators.RcntHighClose>' could be found (are you missing a using directive or an assembly reference?) P:\henk\indicators\RecentLow\RecentLow\BarsSinceHigh.cs 105 38 BarsSinceHigh

Optimization parameters

henk — Mon, 21 Sep 2009 07:51:12 GMT

Following code gives error iter alia: cannot convert 'double' to 'int'. Please help.

ema = new EMA(SystemParameters["MAperiod"]);

Position Management

henk — Fri, 18 Sep 2009 10:06:17 GMT

I would like to fix the number of Contracts my system trade. However when running a simulation, the system trades according to settings in the System Properties menu. Please help.

The essential parts of code follows below:

public class MySymbolScript : MySymbolScriptBase

long Contracts = 1;

public override void NewBar()

OpenPosition(PositionType.Long,OrderType.Market,Contracts);

Live Chart: Indicator is not synchronized with Price Bars

waynem59 — Thu, 17 Sep 2009 15:41:48 GMT

Hello,

the title tells it all. I am a RE novice and try to make my first steps to get familiar with the particular way of C# scripting in RE. As you can see in the attached exampe pic the two EMAs do not fit to the price bars. Same with ADX - it indicates trends where no trend was. When I use scripts from rightedgesystems.com (i.e. BollingerPenetration) a similar offset occurs. The problems refers only to the way of processing the stored data. During the live run of the script the indicators are synchronized with the bars. That means that for example the EMAs move step by step to the correct values.

Do you have any advise?

Regards
Michael

Example: [img]http://217.160.138.37/ms_de/GBL_2009_09_17.jpg[/img]

SystemUtils

henk — Wed, 16 Sep 2009 13:38:26 GMT

Can anybody tell me why the following code compiles:

if (SystemUtils.CrossUnder(SMA50, SMA200))

But the following code gives me "The best overloaded method match for RightEdge.Common.SystemUtils.CrossUnder(blah blah blah...!

if (SystemUtils.CrossUnder(High.Current, Tceiling.Current))

System does not generate trades.

henk — Wed, 16 Sep 2009 13:44:46 GMT

Any ideas why the following code does not generate any trades?

public class MySymbolScript : MySymbolScriptBase

{

Highest Tceiling = new Highest(20);

Lowest Tfloor = new Lowest(20);

public override void Startup()

{

Tceiling.SetInputs(High);

Tfloor.SetInputs(Low);

}

public override void NewBar()

{

if (High.Current > Tceiling.Current)

{

foreach (Position pos in OpenPositions)

{

if (pos.Type == PositionType.Short)

{

pos.CloseAtMarket();

}

if (OpenPositions.Count == 0)

{

OpenPosition(PositionType.Long,OrderType.Market);

}

if (Low.Current < Tfloor.Current)

{

foreach (Position pos in OpenPositions)

{

if (pos.Type == PositionType.Long)

{

pos.CloseAtMarket();

}

if (OpenPositions.Count == 0)

{

OpenPosition(PositionType.Short,OrderType.Market);

}

check for openposition

henk — Tue, 15 Sep 2009 16:39:53 GMT

I want to do a check whether there is an existing open position before executing OpenPosition()

My code gives me an error "The name 'PositionType' does not exist in the current context. Please help me fixing my code.

if (High.Current > Tceiling.Current)
{
foreach (Position pos in OpenPositions)
{
If (pos.Type == PositionType.Short)
{
pos.CloseAtMarket();
}
if(pos.State == PositionState.None)
{
OpenPosition(PositionType.Long,OrderType.Market);
}
}
}

Noob Futures Question

Roger Harden — Wed, 16 Sep 2009 01:07:07 GMT

I have a simple strategy written that runs correctly against some imported daily bar data. I am using this strategy to evaluate RightEdge. I use the following code to open a position.

Dim settings As New PositionSettings()
settings.Size = 100
settings.PositionType = PositionType.Long
settings.OrderType = OrderType.Market
OpenPosition(settings)

I run a simulation against an instrument (stock) and I get the trades I would expect.

I then edit the Symbol information for the test symbol and change it from Stock to Future. I also enter in contract size and tick size. Expiration Date is set to sometime in the future.

When I run a simulation after the data edit, I get 0 trades. I navigate to the symbol results tab and open a chart of the tested symbol. All of the bar data is there with the strategy indicators properly plotted.

Why would the change of the Asset Type prohibit the entries from firing in the new simulation?

New Edition problem

IK — Sat, 12 Sep 2009 11:35:34 GMT

I'm evaluating your software (absolutely love the IDE, BTW) and I tried the BollingerPenetration example.

So I went into Options - System Results, I turned on the other results plugins. Now when I close the Options dialog, it throws:

An exception of type System.NotImplementedException was thrown.
The method or operation is not implemented.
at RightEdge.Common.DocumentManager.UserControldocument.UpdateSettings()
at RightEdge.DocumentManager.DocumentManager.UpdateAllDocuments()
at RightEdge.xf266856f631ec016.ShowOptionsDialog()
at RightEdge.xf266856f631ec016.x860fa90e3b7e64c8(Object xe0292b9ed559da7d, EventArgs xfbf34718e704c6bc)
at TD.SandBar.ToolbarItemBase.OnActivate()
at TD.SandBar.ButtonItemBase.OnActivate()
at TD.SandBar.
.(TopLevelMenuItemBase , Boolean , Boolean , Point )
at TD.SandBar.TopLevelMenuItemBase.Show(Boolean select)
at TD.SandBar.TopLevelMenuItemBase.Show()
at TD.SandBar.ToolBar.OnItemPush(ToolbarItemBase item, Point position)
at TD.SandBar.ToolBar.OnMouseDown(MouseEventArgs e)
at TD.SandBar.MenuBar.OnMouseDown(MouseEventArgs e)
at System.Windows.Forms.Control.WmMouseDown(Message& m, MouseButtons button, Int32 clicks)
at System.Windows.Forms.Control.WndProc(Message& m)
at TD.SandBar.ToolBar.WndProc(Message& m)
at RightEdgeUI.CustomMenuBar.WndProc(Message& m)
at System.Windows.Forms.Control.ControlNativewindow.OnMessage(Message& m)
at System.Windows.Forms.Control.ControlNativewindow.WndProc(Message& m)
at System.Windows.Forms.Nativewindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)

Any thoughts?

It also throws an error if I set the TickLevelSimulation property on the project to True.