Search found 12 matches
- 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...
- 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...
- 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
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
- 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
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
- 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...
- 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...
- 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...
- 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...
- 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...
- 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
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
- 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.
All ASX shares, in portfolio backtester; 1 day bars.
- 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 ...