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by andrea.venuta
17 May 2018
Forum: MultiCharts
Topic: Equal weights portfolio strategy [SOLVED]
Replies: 4
Views: 1892

Re: Equal weights portfolio strategy [SOLVED]

I solved my issue by re-initializing `nstrats` to 0 every time, and by changing the pmms_strategy_set_entry_contracts(ii, ncontracts - pmms_strategy_currentcontracts(ii)); part to pmms_strategy_set_entry_contracts(ii, ncontracts); I was under the (wrong) assumption that variables got garbage collect...
by andrea.venuta
17 May 2018
Forum: MultiCharts
Topic: Equal weights portfolio strategy [SOLVED]
Replies: 4
Views: 1892

Re: Equal weights portfolio strategy [SOLVED]

How did you set-up your portfolio? Is it one "signal" (=strategy logic) applied to many instruments or many (same) "strategies" each applied to one instrument? It is the same signal (the one in the second code box) applied to each of the instruments, and then a money management signal applied to th...
by andrea.venuta
16 May 2018
Forum: MultiCharts
Topic: Equal weights portfolio strategy [SOLVED]
Replies: 4
Views: 1892

Equal weights portfolio strategy [SOLVED]

Hi, I'm a new user of MultiCharts and I'm trying to understand whether it is fit for my use case of asset allocation strategies. To do that, I started by attempting to solve a very simple problem, that is, building an equally weighted portfolio strategy with monthly rebalancing in Portfolio Trader. ...

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