Starting with this version and using Portfolio Trader, I observed that Environment.IsAutoTradingMode reports false although I am in fact running in auto trading mode. Is anybody else experiencing the same thing? Or has anything changed around this property?

...but that would also mean that it wouldn't make sense to calculate the stop loss levels based on the StrategyInfo.AvgEntryPrice and the StrategyInfo.MarketPosition (both which would return zero without an open position). So what's the best approach here? Use the Close price and the assumed number ...

Aha!!! I see... That could potentially be where my confusion is coming from... I am using daily bars but using ReCalcAfter to recalculate the strategy during the day, too, but, in general, my code currently looks like the below: if (StrategyInfo.MarketPosition == 0) { [...if bla bla...] buyOrder.sen...

Ok, obviously. ;) We're not using any of those, either, so that should be ok. Another thing that I didn't fully understand, is where you wrote: Please note that IOG is not supported in PortfolioTrader, and the orders can be generated on the bar close only. I am aware of this behaviour when it comes ...

Thanks for getting back to me. What do you mean by this: MMS can influence only if you have order sending prohibition in it. If there are no such prohibitions, it shouldn’t affect. If you're referring to IPortfolioStrategy.AllowEntries then, no, I am not using it. Or are you referring to something e...

I am incurring losses over and over again these days because my stop losses simply do not trigger/get sent (anymore?). I am using the latest version of MC.Net Portfolio Trader (v12.0 R3) to trade across a range of equity symbols. And my observation is that sometimes, stop losses *do* get sent, somet...

For commissions, right-click your strategy and go to "Show Properties...", then on the second tab "Properties", you will find the commission setting right at the top. The "advantage" to using Portfolio Trader is that you can operate an entire portfolio as opposed to just a series of individual syste...

Well, to answer my own question: All symbols run on the same thread, the Money Management signal runs on another one. So my idea did not work. ;( @Angelina, regarding your idea of using a more detailed resolution: How exctly would that work? I need daily bars to take a trading decision at the end of...

Is every symbol calculated in its own thread and independent from other symbols? In this case, I might simply attempt to do a Thread.Sleep(10000) to pause for ten seconds when I want to buy. The sell orders would not get paused so they should be executed straight away. Could that work?

Thank you so far! How would I best go about implementing this logic? I basically have only one triggering event (bar close) where I take all my decisions at the moment. Would I need to first process only sells in the bar close event and then use the RecalcAfter feature to trigger another event some ...

Thank you! Let me try to be a bit more precise: Imagine, the strategy buys one single stock today and it decides to put all my cash into it. Then tomorrow, it decides to sell the entire position and buy something else instead. In this case, while I'm still 100% invested, the broker potentially rejec...

Hi all I am running a 1d strategy in Portfolio Trader that selects some Nasdaq 100 components and takes a buy/sell/do nothing decision for each of them. Using a Money Management Signal, I try to maximize my exposure in a smart way across all symbols. In order to do so, what I would want to make sure...

Riiiiight. Thanks, got it. I eventually came up with a customized version of the XAverage class that initializes the first value to the SMA instead of the current bar's close value - there are lots of references on the web where they went for this approach, too, and it seems to be a nicer approximat...

Ouch, I was afraid I would get that answer. So what is the recommended way not to trade as long as the indicators are not calibrated properly? Just an if statement in combination with a counter in the CalcBar method?

It is! The issue appears to be that the system does not precalculate the xAverage before the trading starts (first call to CalcBar)...

Hi there In MC.NET Portfolio Trader, there's something odd happening on my end. ;) Either I misinterpret something here or the MaxBarsBack feature is broken...? What I observe is that I have an XAverage Function referenced by my trading signal like that: private XAverage xAverageLong; protected over...

1) Just to help others: The symptoms could be resolved by simply removing all signals from the portfolio and adding them back again.

2) Could you please shed some light on that topic, too?

1) Will be on the way in a few minutes. Thank you in advance. 3) Understood. No problem. 2) My understanding is that the CalcBar method gets called once upon the bar close event. In this very moment I want to check if I have an open position and then: - open position: possibly close it or keep it op...

Ha! You just received your 2500th "thank you" from me. ;) Well deserved. The strategy actually did send a number of orders today. However, some things I haven't fully understood just yet: 1) I am not using RecalcLastBarAfter anywhere. But I noticed in my logs that when the calculations fired (15:55)...

Thank you for the pointers. We're having issues with our data feed at the moment. Once they are resolved, I shall try out your solution - it's implemented already - and give you proper feedback.

Hi there I have this strategy which is supposed to trade every day just before the exchange (Nasdaq) closes. I want it to trade all Nasdaq components which is why I'm using your wonderful Portfolio Trader. In backtest scenarios this works well. Here, I can simply rely on the CalcBar() event and pret...