Search found 20 matches

by GiuseppeM
14 Apr 2016
Forum: MultiCharts
Topic: Portfolio Trader orders not sent
Replies: 6
Views: 3029

Re: Portfolio Trader orders not sent

Yes actually i have not sent anything because i have lost interest in spread strategies.
by GiuseppeM
06 Oct 2015
Forum: MultiCharts
Topic: Portfolio Trader orders not sent
Replies: 6
Views: 3029

Re: Portfolio Trader orders not sent

The initial portfolio Capital was 100 000 and i was in the market with 10 000 considering all the open positions in that moment. The position that was not sent was of 10 000 so there was enough residual capital, and i was not in the market with that instrument in that moment. However since the Base ...
by GiuseppeM
06 Oct 2015
Forum: MultiCharts
Topic: !From Broker To Strategy MP Synchronizer!
Replies: 6
Views: 2319

Re: !From Broker To Strategy MP Synchronizer!

Hello Henry, the problem i have is on Portfolio Trader Version 9.1.11373.201.
I am not using Financial Advisor account type and i have a standard individual account on IB.
My MC version is 9.1 beta 1 build 11373
by GiuseppeM
29 Sep 2015
Forum: MultiCharts
Topic: !From Broker To Strategy MP Synchronizer!
Replies: 6
Views: 2319

!From Broker To Strategy MP Synchronizer!

in portfolio trader i have 2 strategies applied to the same symbol one of them is !From Broker To Strategy MP Synchronizer!. The strategy enter in the market and the order is filled. Then i turn off the strategy and turn it back on, i wait for the synchronizer to do his work but nothing happens even...
by GiuseppeM
29 Sep 2015
Forum: MultiCharts
Topic: Portfolio Trader orders not sent
Replies: 6
Views: 3029

Portfolio Trader orders not sent

I have a portfolio constructed like the image attached. It is a spread strategy with 2 simmetric signals: in the first group of 4 couples there is the first signal: ratio= c/c data2; if ratio > level then sellshort this bar c; in the second group of 4 couples there is the second signal: ratio= c dat...
by GiuseppeM
16 Sep 2015
Forum: MultiCharts
Topic: There is no more "Daily Limit" Field, ...bug? [SOLVED]
Replies: 2
Views: 1589

Re: There is no more "Daily Limit" Field, ...bug? [SOLVED]

i solved the problem using "USE CUSTOM SETTINGS" in the settings tab by manually filling the fields exactly with the same parameters of my Symbol Dictionary Setting, so since no parameters has changed and since i have provided no daily limit information that this is definitely a little bug.
by GiuseppeM
15 Sep 2015
Forum: MultiCharts
Topic: There is no more "Daily Limit" Field, ...bug? [SOLVED]
Replies: 2
Views: 1589

There is no more "Daily Limit" Field, ...bug? [SOLVED]

Hi i am building a custom future, and i have the error: "You must enter 'Daily limit' between 1 and ..." i have added correctly my symbol in the symbol dictionary and there was no daily limit field to fill, and now, in the custom futures window i still have no daily limit field to fill. Even in the ...
by GiuseppeM
10 Sep 2015
Forum: MultiCharts
Topic: question about spread trading with Portfolio Trader
Replies: 1
Views: 1439

question about spread trading with Portfolio Trader

Looking at the basic example here https://www.multicharts.com/trading-sof ... g_Strategy


How do the system recognize that if a position is opened on QQQ it has to be opened another simmetric position on SPY and NOT on PEP ?
by GiuseppeM
04 Aug 2015
Forum: MultiCharts
Topic: Portfolio Trader Instrument Resolution Bug?
Replies: 4
Views: 1767

Re: Portfolio Trader Instrument Resolution Bug?

GiuseppeM, does it still happen if you create a new Portfolio?
Thanks for your reply Henry,i will answer in a month from now because i won't have access to the laptop for a while.
by GiuseppeM
03 Aug 2015
Forum: MultiCharts
Topic: portfolio trader code help [SOLVED]
Replies: 11
Views: 3330

Re: portfolio trader code help [SOLVED]

I think I get it now...
JoshM thank you very much, your code works and i didn't knew anything about the possibility to separate different calc reasons. Without your help i would be stuck with that problem for a long time.
by GiuseppeM
03 Aug 2015
Forum: MultiCharts
Topic: portfolio trader code help [SOLVED]
Replies: 11
Views: 3330

Re: portfolio trader code help [SOLVED]

Thank you TJ, actually i have misunderstood that: the command recalc is applyed on the entire code like a whole new bar and not only to a specific "begin .. end" portion of it, but this don't mean that it can't be activated with an if-then condition i've got it. Now what i really don't understand is...
by GiuseppeM
02 Aug 2015
Forum: MultiCharts
Topic: portfolio trader code help [SOLVED]
Replies: 11
Views: 3330

Re: portfolio trader code help [SOLVED]

Another thing: i have ridden this post : http://www.multicharts.com/discussion/viewtopic.php?f=1&t=10642&p=61380#p61380 I know that intrabarordergeneration is not supported in Portfolio Trader BUT i can happily accept to have many chart loaded if only this code would work but unfortunately i does no...
by GiuseppeM
02 Aug 2015
Forum: MultiCharts
Topic: Portfolio Trader Instrument Resolution Bug?
Replies: 4
Views: 1767

Re: Portfolio Trader Instrument Resolution Bug?

Hello Henry i have found that i have this problem only on my laptop, no problems on the Desktop PC.

However: dataprovider-> IB with every symbol in every resolution.
(basically i have to remove the symbol and recharge it every time)
by GiuseppeM
02 Aug 2015
Forum: MultiCharts
Topic: portfolio trader code help [SOLVED]
Replies: 11
Views: 3330

Re: portfolio trader code help [SOLVED]

thanks Josh i elaborate better my problem: I want to use recalclastbarafter to obtain a market entry near the session end time. In order to do that my first idea was to 1) Check if the currenttime is 5 minute before the session close time. 2) if this condition is true then start to recalc every 5 se...
by GiuseppeM
31 Jul 2015
Forum: MultiCharts
Topic: Portfolio Trader Instrument Resolution Bug?
Replies: 4
Views: 1767

Portfolio Trader Instrument Resolution Bug?

Hi in Portfolio Trader when i change the resolution of an Instrument in the settings tab of the "Select Instrument" window, i press ok and nothing changes.

MultiCharts Version 9.0 Release (Build 11213)
by GiuseppeM
31 Jul 2015
Forum: MultiCharts
Topic: portfolio trader code help [SOLVED]
Replies: 11
Views: 3330

Re: portfolio trader code help [SOLVED]

TJ thank you very much for your help. I have seen a conditional activation on the help page https://www.multicharts.com/trading-software/index.php/RecalcLastBarAfter and i thought to do the same with a time condition. If recalclastbarafter is always active on the instrument it is very difficolut to ...
by GiuseppeM
30 Jul 2015
Forum: MultiCharts
Topic: portfolio trader code help [SOLVED]
Replies: 11
Views: 3330

portfolio trader code help [SOLVED]

Hi, i am working with portfolio trader on daily data with SPY as instrument and this code as signal: var: time_trigger(2257.00) {put it one minute after the current time to test the code} if currenttime >= time_trigger and currenttime < sessionendtime(1,1) then begin RecalcLastBarAfter(5); Print( "O...
by GiuseppeM
25 Jul 2015
Forum: MultiCharts
Topic: 1 backtest to test a bunch of exit methods..
Replies: 2
Views: 1411

Re: 1 backtest to test a bunch of exit methods..

i think something like this is simple and works: input: exit_strategy(0); if exit_strategy = 1 then begin ema cross code; end else if exit_strategy = 2 then begin takeprofit code; end else if exit_strategy = 3 then begin atrstop code; end; then manual test or optimize every step from 1 to 3 (exausti...
by GiuseppeM
21 Jul 2015
Forum: MultiCharts
Topic: Portfolio Trader Spread System
Replies: 0
Views: 1278

Portfolio Trader Spread System

Schermata 2015-07-21 alle 22.33.06.png Schermata 2015-07-21 alle 22.35.25.png i have this problem with portfolio trader using the basic Pair Trading Strategy included in the strategy library of Multicharts. When i backtest the strategy every pair trade is perfectly synchronized and simoultaneous. U...
by GiuseppeM
21 Jul 2015
Forum: MultiCharts
Topic: Pair / Spread trading in portfolio trader ....... [SOLVED]
Replies: 4
Views: 4691

Re: Pair / Spread trading in portfolio trader ....... [SOLVED]

does the second symbol (6AM4) has to be 1 second resolution regardless the resolution of the first symbol in order to obtain the best approximation of synchronicity? I have tried the code of the example with both instrument at the same resolution (for example 15 min data each) and very often the sig...

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