Dear all, I'm currently managing the S&P500 list in Portfolio Trader. It would be useful to automatically add/drop the stocks in PT, when the stocks are added/dropped to/from the S&P index. Is there any way to do it? Alternatively, I'm looking for the possibility to load the updated S&P list into th...

Hello,
Here is a version of the Hurst Exponent indicator. If I remember correctly, this indicator calculates the Hurst exponent for a certain number of bars that are indicated by an input

Hi Mazinguer,
your code is working! Thank you

Dear all, currently I need to implement the following tests: - Hurst exponent - Augmented Dickey–Fuller to try to improve my stocks selection process. I would like to know if someone could share the above test in Power/Easy Language or in Excel. Currently they can be found coded in Phyton, but it do...

Dear all, a couple of question on Optimization with Portfolio Trader. 1. is it possible to include also the Open trades and not only the Close trades? During long term trades, with many open positions, the result based only on close trade cannot describe the real situation. 2. usually the optimizati...

Thanks for your tests.

What is your computer spec?

PC desktop x64 with Windows 10
Processor: Intel Core i5-7400 3GHz
Memory: 16GB Kingston HyperX Fury

Hi all, I have already pointed out the huge pc RAM usage during Portfolio Trader sessions using Global Variables intensively ( https://www.multicharts.com/discussion/viewtopic.php?f=1&t=51069&p=127456 ) To save RAM and avoid the yellow alert popup, I have successfully tested this RAM optimizer, MemB...

Dear all, in the last weeks I tried to exchange data among different Multicharts application, especially between 2 Portfolio Trader sessions. This is a summary of my tests: 1. EL Collections ( https://www.multicharts.com/discussion/viewtopic.php?f=5&t=9870 ): The main limit of EL collections is that...

Interesting idea. Interesting enough to respond. But I do have a few curious questions if you don't mind. Can you expand on what you mean with this in the PM request? GET ([OutputTarget],Expression1,Expression2,etc.) How would MultiCharts know that there are multiple expressions in the (presumably ...

Dear all, PowerLanguage Editor has the PRINT keyword to write on a file, but... an instruction to read from a file is missing. Our current possibilities to exchange data among Multicharts applications are: - use the Global Variables (but they have a limit of 10,000 locations) - use an external .dll ...

Dear all, on Umanot.com website we have published 2 new articles in italian on: - Trading systems performance ratios - Montecarlo analysis Here below the links and a short abstract of the above articles : 1. Performance indicators for Trading Systems and Portfolio Management: Ranking & rating; Perfo...

Hi, Thanks to JoshM for suggestion! It can be done using the Multicharts capabilities, rather that implement in the code, but it's not clear to me how to do it. My idea was to run 2 instances of Portfolio Trader (one for trading and one for monitor) and use the monitor portfolio to trigger orders in...

Hi, I am trying to add a pause/resume function in my own signal to be used in Portfolio Trader. Suppose to have 40 Instruments in Portfolio Trader and one Signal. The signal continuosly monitors the performance of each instrument and when one or more instruments are not performing well, they should ...