Portfolio Trader Q/A  [SOLVED]

Questions about MultiCharts and user contributed studies.
User avatar
MAtricks
Posts: 789
Joined: 09 Apr 2012
Has thanked: 286 times
Been thanked: 288 times

Portfolio Trader Q/A

Postby MAtricks » 22 Oct 2014

I'd like to start a Q/A regarding the Portfolio Trader.

Q:
While having multiple strategies trading the same symbol, how do we sync these strategies up securely? Or are we forced to use the Assume Position on Chart setting while in positions?

Q:
Has there ever been any talk about MC having the option to save our strategy positions? This seems like the ideal option for turning off and on strategies which are in a current position.

Q:
Is there any plans for the Forward Performance tab to calculate each strategy separately?


More to come...

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Portfolio Trader Q/A

Postby Henry MultiСharts » 22 Oct 2014

While having multiple strategies trading the same symbol, how do we sync these strategies up securely? Or are we forced to use the Assume Position on Chart setting while in positions?
You can use the Assume Position options and/or the new Portfolio Money Management Keywords.
Has there ever been any talk about MC having the option to save our strategy positions? This seems like the ideal option for turning off and on strategies which are in a current position.
Is there any plans for the Forward Performance tab to calculate each strategy separately?
This is not something that is in our to-do list.

User avatar
scarecrow
Posts: 50
Joined: 12 Apr 2012
Has thanked: 14 times
Been thanked: 3 times

Re: Portfolio Trader Q/A  [SOLVED]

Postby scarecrow » 22 Oct 2014

Hello,
Quick question for Portfolio Trader.
How do i Enable Intra-Bar Order Generation in portfolio trader? I'm locked out from making changes when i use Format Signal and go to the Properties tab...
Thanks,

-Mark
Attachments
IOG.PNG
(90.32 KiB) Downloaded 1373 times

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Portfolio Trader Q/A

Postby Henry MultiСharts » 22 Oct 2014

Hello,
Quick question for Portfolio Trader.
How do i Enable Intra-Bar Order Generation in portfolio trader? I'm locked out from making changes when i use Format Signal and go to the Properties tab...
Thanks,

-Mark
Hello Mark,

Portfolio trader does not support IOG and BarMagnifier for signals. IOG is supported for the money management signal only.

User avatar
MAtricks
Posts: 789
Joined: 09 Apr 2012
Has thanked: 286 times
Been thanked: 288 times

Re: Portfolio Trader Q/A

Postby MAtricks » 22 Oct 2014

Henry,

I trade with several strategies on each symbol. These positions are commonly held for several days. If I want to restart the platform or reboot the machine, I'll need to disconnect these strategies. I do this every day.

Having made that point, what would be the best option in using the Portfolio Trader. In MC I see no other way besides using the Show the Assign Initial Market Position at Broker dialogue option. This allows me to allocate the positions correctly. However, for some reason, we don't have this feature in the Portfolio Trader.

My thoughts on saving previous strategy positions seem like a good idea. On start-up, a prompt which shows the strategy and broker positions for all strategies would pop-up and request the OKAY to engage strategies according to their last saved position. Is this something you think the developers would want to hear? (for both platforms) It seems like an attractive selling point for MC..

User avatar
JoshM
Posts: 2195
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1544 times
Been thanked: 1565 times
Contact:

Re: Portfolio Trader Q/A

Postby JoshM » 25 Oct 2014

Portfolio trader does not support IOG and BarMagnifier for signals. IOG is supported for the money management signal only.
Are there plans to make IOG available in the Portfolio Trader? By now this question has been at least asked four times (in the current topic, here, here, and here), and the Portfolio Trading feature has only just been released.

This would suggest there is a demand/need for this feature amongst multiple MC users, especially considering there are also users (myself included) that already know the answer so didn't explicitly asked.

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Portfolio Trader Q/A

Postby Henry MultiСharts » 27 Oct 2014

In MC I see no other way besides using the Show the Assign Initial Market Position at Broker dialogue option. This allows me to allocate the positions correctly. However, for some reason, we don't have this feature in the Portfolio Trader.
This is something we are considering to add in one of the future versions of MultiCharts.

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Portfolio Trader Q/A

Postby Henry MultiСharts » 27 Oct 2014

Portfolio trader does not support IOG and BarMagnifier for signals. IOG is supported for the money management signal only.
Are there plans to make IOG available in the Portfolio Trader? By now this question has been at least asked four times (in the current topic, here, here, and here), and the Portfolio Trading feature has only just been released.

This would suggest there is a demand/need for this feature amongst multiple MC users, especially considering there are also users (myself included) that already know the answer so didn't explicitly asked.
We understand the importance and demand of this functionality and we are considering adding it in the future. We cannot provide any ETA for it, as this is not a trivial functionality. It requires development of the new complex algorithms for synchronous multi data stream processing in backtesting and realtime on a portfolio level.

tbx

Re: Portfolio Trader Q/A

Postby tbx » 13 Sep 2016

Hello,

quick question about IOG in Portfolio Trader (automated order execution).
is this option available now as I can't enable it?

Thanks a lot in advance,

User avatar
TJ
Posts: 7740
Joined: 29 Aug 2006
Location: Global Citizen
Has thanked: 1033 times
Been thanked: 2221 times

Re: Portfolio Trader Q/A

Postby TJ » 13 Sep 2016

Hello,

quick question about IOG in Portfolio Trader (automated order execution).
is this option available now as I can't enable it?

Thanks a lot in advance,
See post #8
No change in status.


Return to “MultiCharts”