Search found 12 matches

by smhuggins
04 May 2022
Forum: MultiCharts
Topic: Position Size issue with available capital
Replies: 0
Views: 709

Position Size issue with available capital

Hi, I need help with Portfolio Trader and limiting the trade size to the specified position sizing. If I set position size at 5% of portfolio equity, the backtest generates trades to fill the remaining available equity at trade sizes SMALLER than the position size. I want the backtest to ONLY take t...
by smhuggins
10 Aug 2021
Forum: MultiCharts
Topic: Crypto position sizing - fractional tokens buys in backtests
Replies: 1
Views: 658

Crypto position sizing - fractional tokens buys in backtests

Hello Wondering if you can help please with fractional trading with crypto in portfolio backtester. This is based on spot tokens not futures. Am using Binance data feed, and I want to accurately calculate position sizing (and performance metrics) in backtests in Portfolio Trader. I've been told that...
by smhuggins
05 Sep 2019
Forum: MultiCharts
Topic: Adding equity to increase capital in portfolio backtest
Replies: 2
Views: 985

Adding equity to increase capital in portfolio backtest

Hi all,
Feels like a simple question but can't find the answer after a lot of searching.

I want to add additional capital to my portfolio equity every month. Eg at the start of every month, add an additional $1,000 of capital.

Is this possible??

Thanks
by smhuggins
29 Apr 2016
Forum: MultiCharts
Topic: Problem with Data2 in Portfolio Trader
Replies: 2
Views: 1366

Re: Problem with Data2 in Portfolio Trader

Ah. Ok thanks.

I'll run some more tests then and come back to you. I'm sure I'll have some more questions.

Thanks for your fast response.

Regards
Simone
by smhuggins
29 Apr 2016
Forum: MultiCharts
Topic: Problem with Data2 in Portfolio Trader
Replies: 2
Views: 1366

Problem with Data2 in Portfolio Trader

Hello I don't know if there is a bug (and if so, if it is known), or there is a setting I am missing. I am running a strategy in Portfolio Trader. Daily Bars, Australian stocks. It works how I want it to. I want to reference the Australian index, so I have added that symbol (.AXJO) to Data2 and code...
by smhuggins
18 Aug 2015
Forum: MultiCharts
Topic: Bars Since Entry issues in portfolio backtester
Replies: 8
Views: 3151

Re: Bars Since Entry issues in portfolio backtester

Thanks Fredi and TJ Fredi - I have tried your solution and it seems to definitely solve that problem, so thank you. TJ, I will try yours too. Though the exit price is not triggering correctly. I want the exit to trigger at 5ATRs below the Highest High, calculated using the ATR value from the day/bar...
by smhuggins
17 Aug 2015
Forum: MultiCharts
Topic: Bars Since Entry issues in portfolio backtester
Replies: 8
Views: 3151

Re: Bars Since Entry issues in portfolio backtester

Thanks JoshM for the suggestion, but unfortunately it doesn't work. TotalTrades refers to the total number of closed-out trades, so I tried CurrentShares but that doesn't work either. Also I tested this across many other different insturments, and this DOES NOT work on a single chart either, despite...
by smhuggins
16 Aug 2015
Forum: MultiCharts
Topic: Bars Since Entry issues in portfolio backtester
Replies: 8
Views: 3151

Bars Since Entry issues in portfolio backtester

Hi there Can someone please help me fix this problem? I am trading the ASX, long, on daily bars. I coded a strict ATR trailing stop (as the inbuilt ATR trailing exit is not strict, it can still trail down). This works perfectly in a single chart however 'BarsSinceEntry' creates massive problems in p...
by smhuggins
12 Aug 2015
Forum: MultiCharts
Topic: Why is it still taking trades when equity is negative!?
Replies: 2
Views: 1300

Why is it still taking trades when equity is negative!?

Hi all, I feel like I am missing something. I am running portfolio backtests using a strategy (and have not included the specific code, only the code relevant to what I am trying to solve). My initial portfolio capital is 20k, trading ASX shares on daily bars. Only going long, with zero margin, risk...
by smhuggins
12 May 2015
Forum: MultiCharts
Topic: Continue to get 'floating-point division by zero' error
Replies: 9
Views: 4442

Re: Continue to get 'floating-point division by zero' error

Hi Tony
Sorry for my tardy reply

Are you still getting the error?

I changed the var set at 0 to 0.00000000001 and it was fixed.

Hope that helps

sim
by smhuggins
15 Mar 2015
Forum: MultiCharts
Topic: Continue to get 'floating-point division by zero' error
Replies: 9
Views: 4442

Re: Continue to get 'floating-point division by zero' error

Ok thanks TJ. I have tried so many things, and still feel stuck.

All ASX shares, in portfolio backtester; 1 day bars.
by smhuggins
15 Mar 2015
Forum: MultiCharts
Topic: Continue to get 'floating-point division by zero' error
Replies: 9
Views: 4442

Continue to get 'floating-point division by zero' error

Hi there I'm new to Multicharts and to Easylanguage, and can't for the life of me fix my code so that I stop getting the 'Floating-point division by zero' error message in portfolio backtester. I've added filters to individual signals, eg Bollinger Bands (and others like MovAvg) but continue to get ...

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