Search found 50 matches
- 11 May 2018
- Forum: MultiCharts
- Topic: Sorting Symbols in Portfolio Trader by a Value
- Replies: 1
- Views: 900
Sorting Symbols in Portfolio Trader by a Value
Hi, I have an array that I use in strategies applied to single securities. The array will make a calculation and then store those calculations in the array. I would like to explore using this same concept on a portfolio of different securities within the portfolio trader. What I don't want to have t...
- 22 Dec 2017
- Forum: MultiCharts
- Topic: Optimizing for Sharpe Ratio in Portfolio Trader [SOLVED]
- Replies: 5
- Views: 2335
Re: Optimizing for Sharpe Ratio in Portfolio Trader [SOLVED]
I would like to perform an optimization in Portfolio Trader, with a collection of strategies and securities, and I would like to have the sharp ratio as one of my fitness functions that is calculated in the optimization report for the portfolio. Typically, when using a single chart, I would just app...
- 20 Dec 2017
- Forum: MultiCharts
- Topic: Optimizing for Sharpe Ratio in Portfolio Trader [SOLVED]
- Replies: 5
- Views: 2335
Optimizing for Sharpe Ratio in Portfolio Trader [SOLVED]
Hi, I would like to optimize a portfolio of strategies within Portfolio Trader. With a stand along chart, it is easy to just apply the "Optimize by Sharpe Ratio" signal to the chart/strategy to be optimized. However, I am not sure how to do this if you are trying to optimize your entire portfolio fo...
- 13 Oct 2017
- Forum: MultiCharts
- Topic: Optimizing for Portfolio Entry Priority
- Replies: 1
- Views: 886
Optimizing for Portfolio Entry Priority
Hi, Does anyone know if it is possible to optimize for entry priority? I am using Portfolio Trader and about 10 strategies. I would like to know the optimal entry priority for these strategies and instead of testing endless combinations manually, it would be great if I could optimize using the "Port...
- 13 Oct 2017
- Forum: MultiCharts
- Topic: Portfolio Trader Keywords to Prevent Trading on Margin
- Replies: 1
- Views: 903
Portfolio Trader Keywords to Prevent Trading on Margin
Hi, As I have noted here in the forum, when you are trading a portfolio of strategies in portfolio trader, and you specify the number of shares that are to be traded as a variable within the actual code/script, the Portfolio Trader Money Management Setting do not work. When this happens, you can tra...
- 11 Oct 2017
- Forum: MultiCharts
- Topic: Portfolio Mgmt - Optimizing for Priority and setting capital limits
- Replies: 7
- Views: 2712
Re: Portfolio Mgmt - Optimizing for Priority and setting capital limits
So I think I figured this out. When I specify the amount of dollars to be traded within the strategy code, the money management settings do not seem to apply and the exposure as well as margin get busted (ie you can make trades that exceed your account value). When you specify the amount of dollars ...
- 11 Oct 2017
- Forum: MultiCharts
- Topic: Portfolio Mgmt - Optimizing for Priority and setting capital limits
- Replies: 7
- Views: 2712
Re: Portfolio Mgmt - Optimizing for Priority and setting capital limits
Hi, Thank you for your response. However, I am still not convinced that the Portfolio Trader is monitoring your exposure and am not convinced that the "Money Management" settings are functioning as intended. For example, I have a portfolio trading 7 strategies on different symbols. I have allocated ...
- 06 Oct 2017
- Forum: MultiCharts
- Topic: Portfolio Mgmt - Optimizing for Priority and setting capital limits
- Replies: 7
- Views: 2712
Re: Portfolio Mgmt - Optimizing for Priority and setting capital limits
Thank you - Yes, from my understanding, as I have posted about this before, the portfolio trader will exceed the amount of capital in your portfolio. To illustrate, Set the "Initial Portfolio Capital" to $100,000 and then set the Exposure and Max % capital per position to 100% each (these are the de...
- 05 Oct 2017
- Forum: MultiCharts
- Topic: Portfolio Mgmt - Optimizing for Priority and setting capital limits
- Replies: 7
- Views: 2712
Portfolio Mgmt - Optimizing for Priority and setting capital limits
Good morning, I have a portfolio of ETF's each having strategies applied to them. I would like to do some optimization at the portfolio level. Specifically: 1) In order to maximize the use of my capital, I would like to optimize for the entry priority of each strategy. For example, capital will be a...
- 07 Sep 2017
- Forum: MultiCharts
- Topic: Custom Resolution Library?
- Replies: 6
- Views: 2439
Re: Custom Resolution Library?
Thanks Henry - the various renko bars are what I was looking for. Do you have any idea when this release will happen? I would like to keep on the look out for it.
- 04 Sep 2017
- Forum: MultiCharts
- Topic: Custom Resolution Library?
- Replies: 6
- Views: 2439
Custom Resolution Library?
Hi, I think it is great that MC implemented the ability to develop custom resolutions. I was thinking that we would get some more chart types with the rollout of this functionality (i.e. Different Renko charts and such). Is there anywhere on this site, or others, where one can find user or MC contri...
- 29 Dec 2016
- Forum: MultiCharts
- Topic: Copy + Paste Results in "Line 0 Column 0" Error
- Replies: 1
- Views: 656
Copy + Paste Results in "Line 0 Column 0" Error
Every time a copy and paste in the Powerlanguage editor from one strategy to another and attempts to compile the copied script I can a "Line 0 Column 0" error. This error renders MultiCharts completely useless as from that point on no code is able to be compiled. The only way to fix this is to compl...
- 29 Dec 2016
- Forum: MultiCharts
- Topic: Automatic Backup of Multicharts Studies/Files
- Replies: 9
- Views: 3517
Automatic Backup of Multicharts Studies/Files
Hi, Is it possible to create a backup, preferably one that is scheduled to run at a user defined frequency, of all my studies/indicators/workspaces in a location of my choosing (ie a cloud based system like Dropbox). If I lose my machine I am screwed if this is not possible. I know it was possible i...
- 29 Dec 2016
- Forum: MultiCharts
- Topic: Importing Protected Studies Delete Other Protected Studies
- Replies: 2
- Views: 802
Re: Importing Protected Studies Delete Other Protected Studies
Thanks TJ - I am attempting a work around. If it works I will report back.
- 29 Dec 2016
- Forum: MultiCharts
- Topic: Importing Protected Studies Delete Other Protected Studies
- Replies: 2
- Views: 802
Importing Protected Studies Delete Other Protected Studies
Hi, I have 2 MultiCharts licenses. One license I use for live trading and it runs from the cloud and one runs on my personal machine which I use for building the strategies. I export my strategies as protected files from my personal machine and import them as protected files to my live trading machi...
- 20 Jul 2016
- Forum: MultiCharts
- Topic: Portfolio Trader Optimize For Sharpe Across Multiple Strats
- Replies: 2
- Views: 1377
Re: Portfolio Trader Optimize For Sharpe Across Multiple Str
Thank you Felix, I will give that a try
- 20 Jul 2016
- Forum: MultiCharts
- Topic: Export Detailed Equity Curve Values from Optimization Report
- Replies: 2
- Views: 1323
Re: Export Detailed Equity Curve Values from Optimization Re
Thank you so much for your help. I will look into this method and make sure I have the necessary ELCollections installed.
- 19 Jul 2016
- Forum: MultiCharts
- Topic: Export Detailed Equity Curve Values from Optimization Report
- Replies: 2
- Views: 1323
Export Detailed Equity Curve Values from Optimization Report
Hi, I would like to run an optimization and somehow have the "detailed" or mark-to-market equity curves from each result of the optimization exported or written to an excel file. I would like to do some additional analysis of the equity curves and need an easy way to get this into excel. At the mome...
- 19 Jul 2016
- Forum: MultiCharts
- Topic: Portfolio Trader Optimize For Sharpe Across Multiple Strats
- Replies: 2
- Views: 1377
Portfolio Trader Optimize For Sharpe Across Multiple Strats
Hi, I have multiple strategies applied to the same security. I would like to optimize all of the strategies in different ways and I would like the optimization report to list the sharpe ratio for the entire portfolio under the various parameter values. This way, I can pick the combinations of strate...
- 13 Jun 2016
- Forum: MultiCharts
- Topic: S&P Index does not start trading until 10:30
- Replies: 1
- Views: 1596
S&P Index does not start trading until 10:30
Hi, I use IQFeed and have subscribed to the CBOE S&P 500 real time Index Data. However, for whatever reason, and despite me trying out different session times, the S&P Index does not start trading until 10:30 EST. Can someone provide me the settings that I can use to begin the data feed at 9:30 AM? ...
- 26 May 2016
- Forum: MultiCharts
- Topic: Sum only positive numbers from a list of variables [SOLVED]
- Replies: 3
- Views: 1465
Re: Sum only positive numbers from a list of variables [SOLVED]
Thanks TJ - what an interesting way of coming up with the solution. I am working with all variables and will be summing them. I am not so familiar with loops so I will try the solution involving the absolute value first. Thanks again!
- 24 May 2016
- Forum: MultiCharts
- Topic: Sum only positive numbers from a list of variables [SOLVED]
- Replies: 3
- Views: 1465
Sum only positive numbers from a list of variables [SOLVED]
Hi, I have a series of variables which can contain both positive and negative numbers. Is there any way, or function, that I can use to sum only the positive numbers. And then, to create another formula to sum only the negative numbers. So basically from the list of variables I will be summing all p...
- 10 May 2016
- Forum: MultiCharts
- Topic: Multicharts on Window server, AWS, EC2
- Replies: 35
- Views: 14620
AWS Server vs Workspaces
Hi, I would like to install and trade MultiCharts in the cloud. I have two options to do this. I could get Amazon's "EC2 Server" platform or their "Workspaces" platform. Workspaces is a virtual desktop. I have never worked with a server before so there is quite the learning curve. Workspaces is abou...
- 21 Jan 2016
- Forum: MultiCharts
- Topic: Indicator Values Sometimes Change overnight
- Replies: 1
- Views: 658
Indicator Values Sometimes Change overnight
Hi, I have an indicator that is scaled from 0-100 that I use on daily charts. I have seen on a couple occasions that the indicator may close at the end of the day at 87, but the next day when I open up my chart that same indicator that closed...and stayed at 87, might now be 85 or 89. I am confused ...
- 08 Dec 2015
- Forum: MultiCharts
- Topic: Portfolio Trader - Learning how to Code
- Replies: 5
- Views: 2546
Re: Portfolio Trader - Learning how to Code
Thank you for the resources Henry
- 05 Dec 2015
- Forum: MultiCharts
- Topic: Backtesting Stock and Bond Allocations- Handling Div and Int
- Replies: 4
- Views: 3042
Re: Backtesting Stock and Bond Allocations- Handling Div and
Hi Henry, If I am modeling a stock and bond portfolio using ETF's over a very long period of time, the results are not representative of what the actual performance would have been because the tests are using the raw price data of both the stock and bonds ETF's. This is because, to the best of my kn...
- 05 Dec 2015
- Forum: MultiCharts
- Topic: Multicharts on Window server, AWS, EC2
- Replies: 35
- Views: 14620
Re: Using MultiCharts with Amazon AWS
I am trading just a few symbols on daily bars.
Thank you again for your help!
Thank you again for your help!
- 04 Dec 2015
- Forum: MultiCharts
- Topic: Multicharts on Window server, AWS, EC2
- Replies: 35
- Views: 14620
Re: Using MultiCharts with Amazon AWS
What do you think of these instances? They seem to have discounted them?
http://aws.amazon.com/ec2/instance-types/t2/
http://aws.amazon.com/ec2/instance-types/t2/
- 04 Dec 2015
- Forum: MultiCharts
- Topic: Multicharts on Window server, AWS, EC2
- Replies: 35
- Views: 14620
Re: Using MultiCharts with Amazon AWS
Hi Felix - thanks so much. You have been a great help and I feel like I have a direction now.
- 03 Dec 2015
- Forum: MultiCharts
- Topic: Multicharts on Window server, AWS, EC2
- Replies: 35
- Views: 14620
Re: Using MultiCharts with Amazon AWS
Thanks for your response Felix. I have never worked with servers before, so my learning curve is steep. I was going to give AWS a try because they are offering me a free year of their services. So other than my time, I don't have much to use. When I look at their offering, I don't even know where to...
- 30 Nov 2015
- Forum: MultiCharts
- Topic: Portfolio Trader - Learning how to Code
- Replies: 5
- Views: 2546
Portfolio Trader - Learning how to Code
Hi, Except for the couple of examples that MultiCharts has provided, where is the best place to learn how to code strategies that involve multiple securities which are all traded as a portfolio? I am fairly familiar with PowerLanguage, but find coding strategies that trade, select and rank multiple ...
- 30 Nov 2015
- Forum: MultiCharts
- Topic: Multicharts on Window server, AWS, EC2
- Replies: 35
- Views: 14620
Using MultiCharts with Amazon AWS
Hi, I would like to install MultiCharts on a virtual server...preferably Amazon's AWS. Is this possible? If people are currently running MultiCharts in AWS can you tell me a little bit about your set up on AWS? They have a ton of tools and many different ways to configure your cloud based server. An...
- 15 Nov 2015
- Forum: MultiCharts
- Topic: Backtesting Stock and Bond Allocations- Handling Div and Int
- Replies: 4
- Views: 3042
Backtesting Stock and Bond Allocations- Handling Div and Int
Hi, I would like to backtest different portfolio allocations overtime using the S&P 500 and an Aggregate Bond index. I would like to backtest different allocations to these asset classes over as long of a period as possible. What is the best way to do this? I would think that dividends and interest ...
- 02 Oct 2015
- Forum: MultiCharts
- Topic: Functions applied to Arrays
- Replies: 1
- Views: 1144
Functions applied to Arrays
I have created a dynamic array that looks at a running sequence of five values that meets a predetermined condition. When a value meets the condition, the new value comes in and the last value is removed from the array. I am able to use the "canned" array average function and successfully calculate ...
- 22 Sep 2015
- Forum: MultiCharts
- Topic: Shifting Values within a Variable
- Replies: 3
- Views: 1484
Re: Shifting Values within a Variable
Thanks TJ. I have not had much experience with arrays but will definitely give it a shot. I was doing some reading on loops and was thinking it might be possible to create a loop that, when the condition to add a number to the variable was not true, that the loop would execute on every value in the ...
- 20 Sep 2015
- Forum: MultiCharts
- Topic: Shifting Values within a Variable
- Replies: 3
- Views: 1484
Shifting Values within a Variable
Hi, I have a variable that is conditional meaning that sometimes values are calculated for the variable and sometimes they are not depending on if my condition is true. When the condition is not true generally the last value that the variable produced is used over and over until the condition is tru...
- 17 Aug 2015
- Forum: MultiCharts
- Topic: Applying standard functions to arrays
- Replies: 3
- Views: 1693
Re: Applying standard functions to arrays
Thanks for the insights Josh. I will see if I can get the values added in conditionally. If I am able to do that....will using standard functions with the conditional array values work or do I will need to recode the standard function. I have used standard variables as inputs into standard functions...
- 13 Aug 2015
- Forum: MultiCharts
- Topic: Applying standard functions to arrays
- Replies: 3
- Views: 1693
Applying standard functions to arrays
Hi, I would like to add values to an array based on whether a condition is true. So only when the condition is true, do I want to add any values into an array. Then, once the values are stored in the array, I would like to apply some of the standard analysis techniques to that conditional data array...
- 13 May 2015
- Forum: MultiCharts
- Topic: Alternative to PortfolioEntriesPriority - For Chart Trading
- Replies: 5
- Views: 2269
Re: Alternative to PortfolioEntriesPriority - For Chart Trad
Thanks Henry, Would you or anyone else have some simple code that I could use as a money management signal that would simply limit the amount of my portfolio that is available to trade. So conceivably I could have 100 strategies, each programmed to invest $100,000 per trade. If I only have $100,000 ...
- 13 May 2015
- Forum: MultiCharts
- Topic: Alternative to PortfolioEntriesPriority - For Chart Trading
- Replies: 5
- Views: 2269
Re: Alternative to PortfolioEntriesPriority - For Chart Trad
Thanks Henry, I tried to do an optimization for portfolioentrypriority in the portfolio trader but it said that portfolioentrypriority could only be used once within a strategy. I had multiple strategies applied to one symbol, and it was giving me this error. I then tried to create numerous separate...
- 12 May 2015
- Forum: MultiCharts
- Topic: Alternative to PortfolioEntriesPriority - For Chart Trading
- Replies: 5
- Views: 2269
Alternative to PortfolioEntriesPriority - For Chart Trading
Hi, I realize that there is a function to set the entry priority when you are using Portfolio Trader. I also realize that when you are using multiple strategies on a chart, the order in which the strategies are placed within the chart determines the entry priority. However, if you would like to mana...
- 28 Apr 2015
- Forum: MultiCharts
- Topic: Money Management Code that Won't Bust my Margin
- Replies: 1
- Views: 1342
Money Management Code that Won't Bust my Margin
Hi, I would like to Manage a portfolio whereby there are several strategies that are applied to each symbol. I would like to somehow rank each strategy and limit the number of open positions so that I don't bust my margin (I am trading stocks at Interactive Brokers). As a hypothetical, I have 5 stra...
- 12 Mar 2015
- Forum: MultiCharts
- Topic: Buying Stock on Close - Or as close to it as possible
- Replies: 7
- Views: 2465
Re: Buying Stock on Close - Or as close to it as possible
I am thinking that I could still use daily bars and use intrabar order execution to send a market order at 3:59:45. Has anyone done this??
- 11 Mar 2015
- Forum: MultiCharts
- Topic: Buying Stock on Close - Or as close to it as possible
- Replies: 7
- Views: 2465
Buying Stock on Close - Or as close to it as possible
Hi, I have a strategy that trades stocks at the end of the day (in this case SPY). I have tested the strategy on daily bars. When I take the strategies that trade on the close and change the chart type to a 389 minute bar which will have a custom close time of 3:59PM. In this situation, my trade wou...
- 17 Oct 2014
- Forum: MultiCharts
- Topic: Extracting Period Analysis Data from Portfolio Optimization
- Replies: 3
- Views: 1291
Re: Extracting Period Analysis Data from Portfolio Optimizat
Thanks Henry, If I put all the strategies on one chart to simulate the performance of the portfolio, and if I have all those strategies trading one symbol only, is there a way to create an indicator that would calculate the runup, drawdown and closing equity on a periodic basis? (ie weekly, monthly,...
- 14 Oct 2014
- Forum: MultiCharts
- Topic: Extracting Period Analysis Data from Portfolio Optimization
- Replies: 3
- Views: 1291
Extracting Period Analysis Data from Portfolio Optimization
Hi, When you produce a portfolio optimization there is a section called "Period analysis Charts". The charts are bar graphs and show the run up, draw down and final profit for your portfolio for each month/year. Is there anyway to gain access to the raw data that is creating these charts? I could go...
- 29 Sep 2014
- Forum: MultiCharts
- Topic: Combining Orders for the Same Symbol before Sending
- Replies: 7
- Views: 1679
Re: Combining Orders for the Same Symbol before Sending
Thanks Siscop. I will look into that. Unfortunately, I only have a $50K account and am trading the SPY at $200/share. So I won't be buying much more than ~200 shares. I will definitely look into this though. I will give them a call today and will report back with my findings.
- 29 Sep 2014
- Forum: MultiCharts
- Topic: Combining Orders for the Same Symbol before Sending
- Replies: 7
- Views: 1679
Re: Combining Orders for the Same Symbol before Sending
Hi Andrew, Thanks for the code example. My problem is that I have numerous strategies trading one symbol....many more than 3. It is just a lot cleaner and the strategy stays in sync much better when you can tie a specific entry to a specific exit. When you consolidate orders within a giant set of co...
- 28 Sep 2014
- Forum: MultiCharts
- Topic: Combining Orders for the Same Symbol before Sending
- Replies: 7
- Views: 1679
Re: Combining Orders for the Same Symbol before Sending
I have tried combining all my systems within one strategy. I attempt to calculate when a buy or sell happens, assign those signals a value (ie 10 shares) and then for each bar all add up all the buys and place one order and then do the same with the sells. However, you run into all kinds of complex ...
- 28 Sep 2014
- Forum: MultiCharts
- Topic: Combining Orders for the Same Symbol before Sending
- Replies: 7
- Views: 1679
Combining Orders for the Same Symbol before Sending
Hi, If you wish to trade several strategies on one symbol, my understanding is that if multiple orders are generated on one bar, that those orders are sent as separate orders. This meas that I am going to pay a higher commission at Interactive Brokers than I would if I just sent one order based on t...