After some more testing I can see that Portfolio_InvestedCapital is being multiplied x 2. I created a new, single stock portfolio with the exact same settings as the first and used this code: If BarNumber >= 0 Then Buy 1 share Next Bar Market; If LastBarOnChart Then Begin SetExitOnClose; Print(Symbo...

I think I see what the problem is...the Portfolio_InvestedCapital doesn't seem to calculate correctly. If I build a portfolio of one symbol and buy 1 share, the allocated capital doesn't equal the notional value of share buy. E.g. If BarNumber >= 0 Then Buy 1 Shares Next Bar Market; If LastBarOnChar...

Actually, I now see the daily profit totals, which I can just add to the starting capital in Excel!

Hello, (Sorry, long post here!) I'm trying to understand how the allocation of capital works with the Portfolio Trader as it doesn't seem to be working as I'd expect. I've created a simple buy and hold strategy to test this using a collection of stocks that simply buys as soon as the Barnumber is >=...

Hello,

Is there a way to output the daily equity curve value for a portfolio? I know that the trades are visible in the export report but it would be good to see each day's total equity value.

Thanks,

Peter.

Hello,

Is there a way to set the description for ASCII mapped securities?

It seems that the fields mapped are set as "date, open, high, low, close, volume" only. I wonder if I can insert a new field for the securities description and map that?

Thanks!

Peter.

Ah yep, that's what it was, thanks Tammy. Removing the old data fixed it, thanks for clarifying the date limitation.

Peter.

Hi Rrams, thanks for jumping in!

What do you mean by "Unchanged Ticks" as I don't see that option anywhere. This is what I see:
Note, that I am mapping ASCII not importing static ASCII.

Thanks!

Hello, I've successfully mapped a full US equities and US indices database into Quote Manager using the mapping feature. However, 3 DJ symbols refuse to be mapped. The data is daily values and has the same fields as the rest of the database. But the default Resolution fields shown in QM these symbol...

Hi Henry, Attached are the screenshots as requested. Also, here are links to the "details" page on IB; http://www1.interactivebrokers.ch/contract_info/v3.8/index.php?action=Details&site=IB&conid=103464320&detlev=2 http://www1.interactivebrokers.ch/contract_info/v3.8/index.php?action=Details&site=IB&...

Thanks Henry. I can see now that I can create multiple entries of Data2 by copying and pasting down the selection. The only question I have now is how to set the initial data source? When I first create a new portfolio/strategy I insert instruments from a file, however, because there is nowhere to s...

Yep, I had the same problem recently. What I did was create a new exchange called ETFs and then added the instruments as stocks and assigned them to the ETFs exchange. So now I can see them separately in the Quote Manager and also when inserting a new symbol.

Hope this helps.

Hi there, I'm using the Portfolio Backtester and want to import a large list of securities into a Strategy. I right + click on "Instruments" and select "Import Instrument List...", which asks for a CSV file, however, I can't find anywhere what fields the file should contain. I suspect that you would...

Actually...I got it working. You also need to enter strike and type (call/put).

The log message complaining about the Multiplier threw me off.

Thanks for adding the support!

Peter.

I just downloaded the latest version (Version 6.0 Beta 4 (Build 3445)) but still cannot place option orders. I can see that the Multiplier field is now sent to IB via the TWS log - but I receive the same error message asking for the Multiplier. If I enter an incorrect Multiplier I receive this log m...

Great, thanks a lot!

So, what will be the resolution? Will you introduce a new field for the Multiplier in the Quote Manager or in the IB Instrument Settings?

I get the same error when placing option orders on E-Mini S&P Futures on GLOBEX. I tried the June 1090 call and received the following error in the log; [symbol name: "ESM1 C1090";underlying: "ES";exchange: "GLOBEX";expiry: "40711";currency: "USD";category: 1;] Error 200 (ID=[27174378]): The contrac...

Hi Dave, yes I can plot a chart fine. See screen shot. I just tried again to place an order on an option and still receive the error; Fire chemistry MP change for [symbol name: "K200220G0.KS";underlying: "K200";exchange: "KSE";expiry: "40367";currency: "KRW";category: 3;] PLACED ORDER: ID=[7], Symbo...

Hi there, I can send orders on futures via IB but my option orders fail with the error message; Error 200 (ID=[23]): The contract description specified for K200 is ambiguous; you must specify the multiplier. But I can't find where to set the Multiplier. I tried BigPointValue, but this didn't work. T...