Thanks very much !! -

Thanks for the code Jupp25. That looks very simple and interesting. I will acquaint myself with the intrabar persist feature and see how it works out.
Cheers again !

Thanks for this Chris - It seems we have been walking similar paths. I will drop you a note if and when I have something that might be useful. Really appreciate your post.
Best

Hi, I have a problem merging data within an indicator using different timeframes. The end goal is to create a simple composite of 4 different timeframes. First, I've created 4 different versions of the same indicator by making functions for each data series (data1 / data2/ data3 /data4) - I then ass...

Thanks !!

I sometimes use Portfolio Trader to create an output CSV file which I can use externally. I use the following code ....... if(date <> LastCalcDate) then #return; ....... On daily bars this means if the date is not the calculation date (i.e. the session has ended and it is now allowable to calculate ...

Thanks for the response.

I have searched for this topic but have been unable to find anything. My question is, given that price data is kept locally within the QuoteManager architecture, is there a way to use it on more than one computer without saving the data, and then loading on to another. I will often be using my main ...

Thanks very much for this. I look forward to hearing from you once ready.

I've been trying to download Japanese historical stock data into Quotemanager using IB data. The problem with the Multicharts / IB configuration for Japan is that all stocks are directed to the exchange 'TSEJ" (Tokyo)- This works well for all Tokyo listed stocks but not for some 7974 (Nintendo), 664...

I have 2 similar yet not identical strategies. The inputs, however, are identical. In PortfolioTrader, I would like to run 2 portfolios using the differing strategies, but be able to optimize the inputs together. For example, strategy 1 might be a simple moving average crossover with 2 length inputs...

Very much appreciated. Thanks for the input !

On occasion I like to review charts quickly having added some trend lines which I would like to look at periodically. I could, of course, create a workspace which has each chart permanently open, however, it would be easier for me just to scroll from one chart to another (with trend-lines saved) by ...

As all historical stock data is maintained in the QuoteManager, when a stock has a corporate action like a stock split, there is no automatic adjustments made to the historical data. This can be a problem for testing / trading when monitoring a large number of instruments. Is there any tool availabl...

Is it now possible to either 'SetCustomFitnessValue' or use Java Script in the 'Set Criteria' dialog box to optimize a portfolio in PortfolioTrader based on the Sharpe Ratio ?

If so, any help would be much appreciated as I cannot locate this on the discussion forum nor the Wiki page.

Thanks

Thanks Henry for the information. For any users who would like to test pairs, I have posted a picture of how the set up should look in Portfolio Trader.

If anyone has any basic spread / pairs strategy that has generated signals in Portfolio Trader, I would be very interested to see the basic process. I have read the Wiki page and, although there are 2 strategies in MC9 (Master and Slave), there is nothing that explains the process. I have no idea wh...

I'm looking to backtest a number of equity pairs in Portfolio Trader. I have looked on the Wiki page but am unclear how to do this. There are 2 strategies 'Master' and 'slave'. If anyone has any idea what this is all about, an explanation would be greatly appreciated. I already collect my own spread...

Many thanks for your input. My database is around 1500 stocks with about 25 years of daily data. I only use end of day data for my tests, so at least that's not too large a requirement. I agree with your point that saving in the database will always be much quicker, but the challenge is that when th...

Is there any way ( or plan to implement) avoiding the need to save all the historical data required in the Quotemanager. When you have several hundred stocks in the database, it becomes a major effort in itself just to manage the data, whereas most data providers make adjustments for splits / divide...

Is it possible to use IntrabarOrderGeneration in Portfolio Backtester (MC8.8) to send signals to a text file where market orders are 'on close', but where the user may want to see the most likely candidates for a signal prior to the bar closing e.g. 20 minutes before the close ? I know it's possible...

Hi, The easiest way to do this is to use Portfolio backtester to create a text file ( or csv) which you can then use for any subsequent orders. Within your signal / strategy, assign a value for each signal e.g. If you 'Buy next Bar at market' you can also have a variable which saves the signal direc...

I think the best way is to run your portfolio in Partfolio Backtester and have a 'print' statement for each of your signals. There are a lot of help files and links in the discussion forum that can help you with this. There is even some downloadable code on the discussion forum which I found very he...

Thanks very much for this Henry and team. This code was very helpful and, with a little customisation using the Wiki files, I have been able to do exactly as I needed.

Regards

Thanks for this Henry. This is basically what I need but there are 2 small issues. It's actually a good example of the print function. 1) The Header does not appear on my text file (I'm using the 8.8 PLA version) and I have no idea why. 2) When I use it with backtester, it creates a file for every d...

I'm looking to run a portfolio backtest and would like to print the results for each stock to .csv or .txt...... as well as a header to show what each column represents...... something that looks like this...... Symbol, open, signal (where signal is a variable) AAPL 95.36 1 MSFT 43.31 -1 JPM 56.43 0...

This is just a suggestion, but I think it would be really useful to have a 'pause and resume' optimization feature, especially when optimizing large baskets of stock. Such optimizastions can take a long time, maybe several hours or longer and, given that the optimization criteria in MC is pretty inf...

Following on from recent posts regarding Pair trading using MC, I noticed on the Wiki pages that it is indeed possible to backtest Pairs in Portfolio Backtester using Global Variables. Pair Trading in Backtesting It is not possible to use Global Variables for backtesting of your pair-trading strateg...

Is it currently possible to design custom tickers in quotemanager for use in backtesting and indicators ? e.g. aapl / msft (*1000) If not, this would be a useful addition for trading equity pairs as both Multicharts and TS do not really excel at this historically. If possible, guidance to the correc...

That's correct. Net exposure is the difference between Long and short positions. so long=40, short =-60, therefore net exposure= -20

thanks

Thanks for this, but what i require is the net exposure. in the example used (long 50, long20 and short 30) the invested capital = 100. However, the net exposure is the difference between long positions and short positions i.e. 50+20-30=40 net exposure...... or cash exposure. Can this be done in por...

When running a portfolio of say 100 stocks, some long and some short, I cannot see any reference to the historical exposure the portfolio has. For example, assuming I had 50 Longs, 20 Shorts and 30 non entries, (and assuming I was investing $1000 per stock) I should end up with an exposure of +30k w...