Portfolio

Zordan3274

Agree, all the examples provided below don't work. None of the below suggested rotation/ ranking code works, https://www.multicharts.com/trading-software/images/c/ce/Portfolio_Trader_Strategy_Examples.pdf https://www.multicharts.com/trading-software/index.php/Portfolio_Trader_Strategy_Examples#Rank_...

Mik72

Thank you!!!

andrei

... regurgitating a function signature, without any details on what it does in the background. Would be great to have a scaling in/scaling out on a Portfolio Trader set of symbols. If you already doing this on github / elsewhere, please share the links. Thanks!

Vlada MultiCharts

Hello Mik72,

You might want to check if the in-built Rotation Strategy suits your needs.

rc76

Has anyone tried to use ADE in Portfolio Trader and succeed? I try to get data in PT's MM signal and plot it on MC's chart, but seems cannot get the data successfully. I will get this error: 01.png Here is the code: PT's MM signal: Vars: ...

Mik72

Hi everyone,

I would like to code a strategy that works on a portfolio of meny (more then 30) assets and buys the best five assets of the week . Is it possible? How can I compare the performance of all assets and buy only the best 5?

thanks.

Kate MultiCharts

... work on fixing it in one of the future releases. In the meantime, we’d recommend not using the Reload option if you have a custom futures in portfolio. Instead, if you need to reload the whole custom futures or an individual contract, plot a chart for it and reload it (View → Reload).

amw_775

... within a User Defined Timeout. The Master Account needs to run in Async Mode. The Slave account needs to run with Sync Mode. !MP Binance syncAT Portfolio Ch_test Elk_iboff This is the Master Signal Synchroniser plus sets the position for the Slave Account to copy. You can have N Number of Master ...

amw_775

... multiple Trade Copiers in Multicharts. They are written in Pwerlanguage so anyone can customise them. You simply need to run your strategy in Portfolio Trader As Strategy1. Then You Keep Adding Strategies and configure a differenct account. for STrategy 2 ,3 ,4 ,5 and so on. All trades from ...

Polly MultiCharts

Hello user_01,

You can use the Required Capital Assumptions in Margin Trading setting in Portfolio Trader to adjust it to your needs.
For more info about these settings please see this page.

qwerasdft8

HI, I'm using IB as datafeed and IB as broker. Multicharts version is 15.0 Release. I select "Reload Data"(EX: 1 week Back),When I'm using Portfolio Trader to Automate Order Execution / Backtesting. Instruments: NQTEST5(Custom Futures), Then PT stuck on "Loading Data", But if I use @NQ (IB ...

user_01

Hi. How do i set a limit to the portfolio buying power in portfolio backtesting. I use portfolio trader which consists of a 2 strategies and a bunch of stocks. I check the trades and at some point of time i was holding around 10 million worth ...

ATCOTrader

Hi,

Have you found a solution to this? I have the same problem and have been trying to figure it out for some time now but nothing is working...

Regards

Zordan3274

Hello, The9000, would you mind sharing your workaround?

AlessandroD

... send the current openpositionprofit; chart 3 is the "sender"; it receives the current profits from charts 1 and 2 and decides whether a given portfolio SL/TP has been reached; charts 4 and 5 also contain the signals used for trading, and receive from chart 3 an instruction to close the position ...

scrichley

Good morning, I've been working on developing and backtesting some signals in a portfolio. I'm looking to set up autotrading now with some small $$$ to test out the process and connection. My question is do I need to have a dedicated account to autotrade? For example, ...

Vlada MultiCharts

Hello LMC1,

Please make sure to disable the option "Pin to get realtime data". To do so, please click the pin icon on the right of the field for the end date (see the screenshot).

LMC1

Hi,

I used CSI data to test a trading system in Portfolio Trader. However, I could not change the testing period end date to the day I wanted. It always shows the current day as the default end date and I was not allowed to change it.
Please help.
Thanks.

waveslider

Portfolio Trader seems to be lacking in this very basic functionality, making it virtually useless. 1. There seems to be no way to see the number of positions currently held at one time (it is possible to see how many strategies ...

DanielFXS

Hi, has anyone else got issues using Kraken. Do they limit API requests? When I run portfolio trader on a number of symbols, the loading data box gets stuck and rarely loads to 100%. I have to cancel portfolio backtesting and restart it over and over and hope the ...

andreinvest

thank you I'll do

TJ

GIGO

The only variable is the input data.
If the input has a zero, or the resultant of your logic calculation returns a zero, you will get a "Divide by Zero" error.

The solution is simple -- go through your code with a fine-tooth comb.

andreinvest

Kate, thank you!
I know why it can appear.
In my case i see this exception at 30% of instruments while testing portfolio, and it never appears during test at terminal with same instruments and signals.
I started this topic because i thought that something wrong with instruments in portfolio.

Kate MultiCharts

Hello andreinvest,

Please check our Wiki guide on this error here.

andreinvest

When I'm backtesting the portfolio, I get a message : divide by zero exception. There are many instruments in the portfolio, but each one works on the same signal. While I'm finding a solution through disabling the tools. The same signal ...

Polly MultiCharts

... ) = 0 then begin Print(" END ", maxNetprofit ); end; Add this signal to the Money Management Signal field. Optimize by Custom Fitness value. Portfolio Trader.png Apply max input. Open Output tab in the PowerLanguage Editor. Backtest your strategy. Output.png Please see the screenshot attached ...

wilkinsw

Hi, Is it possible to optimize a portfolio of symbols in PTO using a fitness function that can access the results for individual symbols? For example: Is it possible to find the highest net profit value for a given symbol from a given backtest ...

Kate MultiCharts

... Equity and and the Buying Power red line = capital invested upon the position opening at the Open price. Here’s a screenshot for reference. Portfolio Trader.png

rgranero

... software considers available money from profit positions not yet closed "Portfolio_OpenPositionProfit" Let me explain with a practical example: In portfolio trader setting like the attached "MC" with the Signals "prova": {********************************************************************************} ...

Vlada MultiCharts

... = true] RecalcLastBarAfter(1) SessionLastBar; // or your own exit The drawback of this method is that IOG loads CPU and it cannot be used in Portfolio Trader. 4) Close a position at the end of the day by analyzing the time in your script. Ensure that the position is closed a little before ...

signalworks

... criterion? If yes, would it be possible to access it by code to trade a change in top 10 composition? (e.g. one share out, the new one in the portfolio). Thanks!

krzysiaczek99

Hello krzysiaczek99, That’s expected behaviour. If you’d like to optimize two strategies separately, you’ll need to put them into separate Portfolio windows. Having separate strategies in the same Portfolio window allows using different signals or broker accounts for specific symbol sets. But ...

Polly MultiCharts

... and it is not reproduced, unfortunately. Please note that drawings can be created by the study on the chart only; drawings are not created in Portfolio Trader and Scanner: drawings cannot be created during optimization. You can also try this code sample as an alternative: arrowData1.Color ...

Kate MultiCharts

Hello krzysiaczek99, That’s expected behaviour. If you’d like to optimize two strategies separately, you’ll need to put them into separate Portfolio windows. Having separate strategies in the same Portfolio window allows using different signals or broker accounts for specific symbol sets. But ...

krzysiaczek99

After running optimization from Portfolio Trader for two different symbols as different strategies number of bug was encountered. 1) Seqential optimization is not performed i.e. for each strategy. Instead sort of combitional optimization ...

amw_775

... I'm open to sell the custom resolution plug in. Incase anyone is itnerested please PM. The way you would use to create chart in Multicharts or Portfolio trader with say a reoslution of 5 minutes, 60 minutes, or 1000 ticks etc. Now you can Create a chart in Multicharts or Strategy in Portfolio ...

krzysiaczek99

... using exhausive optimization, by iterating over dataindex i wanted to do if for multiple symbols and it seems not to be possible. I know I can use Portfolio Trader but in this case I have to do it manually symbol by symbol as output for me are optimization reports and its not possible to generate ...

rrams

... the other data series for triggers to trade the primary series. If you are trying to optimize for best symbol to trade, you might want to try the Portfolio Trader. Your code was wrong for calling a function which uses the data from a secondary series and I provided the example of how to do it ...

Polly MultiCharts

... for sending orders in the code. Please note that IntrabarOrderGeneration can significantly increase the CPU load and it is also not supported in Portfolio Trader.

ZaphodB

I'm trying to backtest Portfolio Trader for the SP 500 and it keeps crashing the computer. I used the highest level AWS Workspace available with 8 vCPU and 32 GiB Memory and it still happened. What kind of computing power is needed here?

Kate MultiCharts

Hello magomimmo,

Yes, right-click your strategy in Portfolio -> Show Properties -> Auto trading tab -> Select Broker Plug-in section.
There you can select the required account for trading.

magomimmo

Hi there, Is it possible to configure Portfolio Trader in such a way that it uses a paper trader (e.g. TS) as fictional broker instead of a true configured trader (e.g. IBKR)? I already creared a TS based Paper Trader and I can use it in automating ...

wilkinsw

... I found your inquiry. I think there is a workaround if you want to do what you want (far from optimal but could work). 1- Create fist strategy in portfolio with first instrument - In this strategy you have the optimizable variable 2- Create second strategy in the same portfolio - this strategy ...

RockyLee

... I found your inquiry. I think there is a workaround if you want to do what you want (far from optimal but could work). 1- Create fist strategy in portfolio with first instrument - In this strategy you have the optimizable variable 2- Create second strategy in the same portfolio - this strategy ...

amw_775

... bar generation was turned ON. ( If there were more than 10 charts MC woul hang / crash or autotrading would automatically turn of) I switched to Portfolio trader. It has been the best trading decision of my life. Im able to trader over 50 symbols with multiple strategies. Im using Portfolio trader ...

ScottishSpeculator

... hopefully. I think you can use the keywords Dailylosers or numlostrades but I am not sure if they are specific to each strategy or the overall portfolio. Doesn't say in the function description, perhaps an MC staff member can answer? How about doing something like this: input: Losslimit (1); ...

MarkJ

Want to give this a bump... I'm migrating to MC from TS right now and would love to see the positions match pane be useful

A simple aggregation ability would be wonderful.

shimreaper

Hello shimreaper, In Portfolio Trader, you can use several data series. Please use instrument Y as Data 1 and instrument X as Data 2. Apply a signal which uses Data 2 and generates orders. The orders will be sent for the instrument ...

o2cool

... a newbie at muilticharts. Trying to struggle my way through. Any thoughts/advice/info would certainly be appreciated! I am testing out a system in portfolio trader. I set the Money Management Settings as follows: Exposure: 100% Max % of Capital Risk per Position: 25% Initial Portfolio Capital: ...

scrichley

... Admittedly, I am new to Multicharts and this is my first post... I'm looking to run a number of different mean reversion systems using the Portfolio trader. However, it seems to help quite a bit to hold bonds over cash when there is no signal to go long an ETF. Most of the time there is ...

ZaphodB

Having difficulty accessing the Bug Genie. Please add me as a vote for fractional share trading in Portfolio Trader

Svetlana MultiCharts

Hi o2cool, One of the major Portfolio Trader features is money management, that is realized through options in Portfolio Settings . The main MultiCharts window does not feature any money management. Probably your trades are filtered due ...

Polly MultiCharts

Hello Salzburg, Please send us the portfolio where the issues are reproduced to our support email. To learn how to export the portfolio workspace please refer to this page . Also please send us logs via the main MultiCharts window -> Help ...

Salzburg

Reg (Build 24558) After update, I loaded up my portfolios PT, as usual, saved from previous version. 2 issues 1: After loading portfolio, it opens up as it should, but "save portfolio" icon is always highlighted blue, despite no change has been ...

ABC

fltngpnt, some reserved words do not provide previous bar's values and this could cause your conditions not to become true either. You can check if this is the case for Portfolio_OpenPositionProfit and if you find this to be true assign the reserved word to a variable and use this variable within yo...

fltngpnt

Thank you! That did the trick.

rrams

fltngpnt, "crosses under" applies to a plottable number series. You should just use "<" or ">" instead. ...and check using a printout of the Portfolio_OpenPositionProfit at each step.

fltngpnt

Thanks for your reply, but I’m not sure how it’s relevant to my question. TP is short for Take Profit, SL is short for Stop Loss.

TJ

See post #5
viewtopic.php?t=11713

fltngpnt

I came up with what I thought was a simple signal to close a position when the open profit of the entire portfolio passes a certain level, but when I apply the signal to my portfolio strategy it never triggers during backtesting. It triggers fine when I use a different exit ...

o2cool

... MC, but not to trading. Wrote a script. Nothing complicated. Works perfectly applied to individual instruments. Put the exact same script into the portfolio trader, set the margin to zero as to not cause interference, and a find a number of different trades. Same code. Same data (IQfeed). On top ...

Vlada MultiCharts

Hello shimreaper,

In Portfolio Trader, you can use several data series. Please use instrument Y as Data 1 and instrument X as Data 2. Apply a signal which uses Data 2 and generates orders. The orders will be sent for the instrument Y (Data 1).

shimreaper

Hi, I was wondering if it is possible to do the following scenario in portfolio trader and how I would go about doing so: 1) Buy Signal is generated for instrument X 2) Signal for instrument X triggers a buy/sell trade on instruments Y So in essence I want ...

amw_775

... Strategy in the MAIN Account and all orders from the main account get copied automatically to around 12 subaccounts all through Multicharts Portfolio Trader. Orders & Positions are Resynchronised every 10 seconds. (Can be faster if hardware allows it)

Mark Brown

... that capital allocated to trading the markets or a respective system be only the "risk capital" portion of a person's total available investment portfolio. Typically, it would not be unreasonable to expect a perfectly sound/robust trading methodology to exceed its tested maximum historical draw-down ...

rrams

... considered real time and should execute from a signal either at the end of the day session or the beginning of the next. You just need to leave Portfolio Trader and TWS running with Automate Order Execution turned on. I can test trade this scenario if you supply the list of symbols that are ...

o2cool

... a newbie to muilticharts. Been trying for two weeks to figure this out. I cannot seem to get auto trading setup correctly for a simple strategy in portfolio trader. I must be missing something. The strategy trades some US ETFs and stocks on the daily chart. In the strategy, once the conditions ...

Idangy

Idangy, Yes the functions like pmms_strategy_is_paused(1) take a parameter that are the zero indexed numbered strategies in your portfolio from top to bottom. Zero is strategy one, one is strategy two. Strategies in your portfolio tree can have multiple signals in each of them. The PMMS ...

rrams

Idangy, Yes the functions like pmms_strategy_is_paused(1) take a parameter that are the zero indexed numbered strategies in your portfolio from top to bottom. Zero is strategy one, one is strategy two. Strategies in your portfolio tree can have multiple signals in each of them. The PMMS ...

Idangy

// Portfolio Money Management Signal to pause trading from // second strategy if no open position from first strategy. if pmms_strategies_count<2 then RaiseRunTimeError("Must have at least two strategies."); if pmms_strategy_marketposition(0)<>0 ...

rrams

// Portfolio Money Management Signal to pause trading from // second strategy if no open position from first strategy. if pmms_strategies_count<2 then RaiseRunTimeError("Must have at least two strategies."); if pmms_strategy_marketposition(0)<>0 ...

Idangy

Hey :) I'm trading and developing with multicharts for quit a long time now and I want to take it to the next level with Portfolio Money Management Signals. unfortunately, the available info about it and how to use and code it is not enough clear for me and I'm having trouble understand ...

Mik72

Hi everyone, I would like to analyze the correlation between a group of strategies developed on the same instrument, for example, 8 strategies on CL. Is it possible, I tried to do it but Portfolio Trader analyzes the correlation on the instrument and not on the strategies.

Thanks
Michele

Vlada MultiCharts

Hello RadioactiveToy, Please reproduce the situation in simplified environment and send us the following files to our support email so that we would be able to investigate it: 1. The .pws where the behaviour is reproduced. 2. Export of used symbols (with data) from QuoteManager in .qmd archive. 3. T...

rc76

... CommandLine(".csy name=" + MySymbolName); It will create many new possibilities with MC Charts and can complement the lack of such feature with Portfolio Trader to update symbols during auto-trading. Maybe also using CommandLine Add, Remove symbols? The feature request can be located at: https://www.multicharts.com/pm/public/multicharts/issues/MC-2820

al68

Many thanks again.

Polly MultiCharts

al68, You can open the script of pre-built signals for reference in PowerLanguage Editor in File->Open->check the ‘Signals’ box->signals starting with ‘Portfolio’ (e.g. Portfolio_Rotation_MM) and modify it to your needs. As for adding more pre-built signals, you can post your request at our Project ...

al68

I hoped there was an easier way, but as somebody said, "there are no free meals in finance".
Many thanks anyway.
P.S. can I suggest MultiCharts to provide some more examples of Portfolio Strategies?

Polly MultiCharts

Hello al68, In MultiCharts Portfolio Trader Money Management settings and Initial Capital are applied to the whole portfolio. If you’d like to set different initial capitals for different strategies, you can create two separate instances ...

al68

Hello. I've 2 portfolio strategies that must work with 2 different brokers: strategyA with brokerA and strategyB with brokerB. If I have the same amount of money on both brokers (let's say for example 50.000$ on brokerA and 50.000$ ...

Svetlana MultiCharts

Which profile set must be check ?

Hi strelow,
In order to set the broker profile in Portfolio Trader, please right click your strategy in the Portfolio Tree and go to Show Properties – Auto Trading – Select broker plug-in – gear icon.

Kate MultiCharts

... Include Backup of Logs from previous sessions; Upload collected data to Help Desk; uncheck other options and click Send. Also, please send your Portfolio workspace where the behaviour is reproduced here or to our support email. If the behaviour happens in backtesting or forward testing, please ...

strelow

Hello MC Almost working In portfolio trader when I click to Foward Testing works well but when click in Automate Order Execution this message error appears: Impossible to turn on autotrading. Calculation has been stopped Please check your ...

fltngpnt

I'm running a signal on multiple instruments in Portfolio Manager. All of the tradeable instruments are on 5-min. bars. The signal references multiple other instruments, as well as the trading instruments at different time frames (3-min and 15-min), ...

rrams

RadioactiveToy, can you specify what you mean by underlyings and how your Portfolio Trader is setup?
It seems to work normally for me.

sharp.png: (53.86 KiB) Not downloaded yet

RadioactiveToy

Hi, I am trying to test/build a rotational portfolio of stocks using Portfolio Trader. One of the parameter i'd like to use to choose/rank the stocks is the Sharpe Ratio, the problem is that if i try to print the Sharpe Ratio of several underlyings ...

Polly MultiCharts

... how please see our Wiki article . If you'd like to test your strategy on a number of financial instruments simultaneously, you might want to try Portfolio Trading. In MultiCharts Portfolio Trader you can develop, test, optimize your strategy and trade live or in a simulation environment. For ...

bomberone1

I find the free tool.
https://www.abctradinggroup.com/portfol ... Cats=3%2C2

syswizard

... long, but another signal wants to place a short....or place another long. To do this, you must coordinate the strategies/signals. Perhaps the portfolio mgmt system can help in this regard...see PMMS functions. Also, why use a cloud connection for the data ? I refuse to even use a wireless ...

aconnery

Thanks !!

rrams

Code: Select all

if SessionLastBar then print("end of session");

aconnery

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 ...

rrams

hi syswiz, If your signal is running in Portfolio Trader; you can create a Portfolio Money Management script to disable trading of all signals in the portfolio using the pmms_strategies_pause_all keyword or just stop taking new entries with pmms_strategies_deny_entries_all. ...

strelow

... already did suggested tip for 3 times and incluiding reinstaling MC and same thing happenned . The only way I founded is turnoff the MultiCharts64 Portfolio Trader and manualy use customize input according Contract Ratio but each a new entry this problem happened and I need repeat this procedure ...

strelow

Hello Kate Thanks your Support

Ok I understand now what happend and fixed my code but now I have other problem in portftofio Performace Report and Portfolio Real Time Auto Trading I have Equity and Open P/L 10 X and this is not true.

Issue_10x_Binace.png: (61.01 KiB) Not downloaded yet

maison6579

Thanks Svetlana for this reply. However, I find a bug about this recalculate feature. The portfolio trader(PT) recalculate-command works. However, The right side information of PT , including (position, open P/L, even the Custom Text) could not refresh again after the ...

bomberone1

It is not working.
NOT SOLVED

I have found this:

https://www.abctradinggroup.com/portfol ... indicator/

amw_775

... receive the Tota Volume, Buyvolume and dollar value inside your multicharts strategy or indicator. The above plugin is also compatible with portfolio trader. If your datafeed has aggresor flags (i.e. you are already give Buy Volume, SellVolume, and TotalVolume,) then under the FormatInstruments ...

rrams

... or MarketPosition(1)=0) // means two bars after exit or a flat position 2. You can either add logic to every one of the signals in the portfolio to exit and not take new trades after the days gains reach a certain level or write just one Portfolio Money Management signal to do the same ...

kinginhk

... are triggered, how can i code in to ignore that entry signal please? 2. considering i'm trading a few currencies all with their own signals as a portfolio, how can i code an exit all positions at market and stop trading all signals for the day once my overall potfolio makes a certain percentage ...

Svetlana MultiCharts

Hi maison6579, You may want to test this sample script in Portfolio Trader Var: ReCalcPersist recalc_once(True); // do not use recalcpersist in portfolio, it only works in charting Var: pf_recalconce(true), gvVal(0), gvErr(0); var: vo10(0); const: portfolioAppType(10); ...

HellGhostEvocatorX

And is there actually a guide somewhere on how to increase the performance for the back tests through clever programming?

in that sense write it in the code like this instead of like this

HellGhostEvocatorX

... "no feedback", with a little luck I can reduce the number of processors to be used or press pause. But this turns out to be very difficult. In Portfolio Trader I don't have the problem with the same and 3 other instruments as well as the same signal. The remaining time is continuously reduced ...

Svetlana MultiCharts

Hi Gary,

You can find more information about Sharpe ratio on this page.
Here is another thread related to Sharpe ratio optimization.

ragdoll

... data is downloaded from the data feed server and plotted on the chart, it is stored in the cache. When you close MultiCharts, QuoteManager and Portfolio Trader, cached data is saved to the local database. You can also do it on demand without closing down all platform processes by using the ...

Gary_MC

Hi, Is there anyone here using the MC Portfolio Trader function live or do most people run each algo individually? I've built a small portfolio of CME Futures strategies that I want to turn on live after a few months of Sim account monitoring. ...

samwjwj

Thank you so much.

Kate MultiCharts

Hello samwjwj,

It depends on your Time Zone settings.
For charts Time Zone is selected in Format -> Instrument -> Settings tab -> Time Zone. More info here.

Charts.png: (20.45 KiB) Not downloaded yet

For Portfolio it is set in the Data section. More info here.

Portfolio.png: (38.15 KiB) Not downloaded yet

samwjwj

why is the time of the same symbol different on a chart or in a portfolio? symbol: CLM2 1、on the chart: code: if LastBarOnChart then print("p",symbol,date,time); the results: p CLM2 1220517.00 2208.00 It works with the exchange time zone. 2、in the portfolio: ...

Hemmo

... numbers of contracts being traded (or not being traded). Can anyone share their exact MultiCharts settings if they are successfully live trading a portfolio of strategies that include the same instruments when trading “SA”? If yes, please feel free to show their screenshots in the same manner as ...

Tammy MultiCharts

Hi, 1. You need a separate license for MultiCharts .NET. You can get an additional license for the .NET version or convert yuor existing lifetime license into .NET. Please contact us at support@multicharts.com for more details. 2. MultiCharts .NET supports C# and Visual Basic .NET languages, PowerLa...

samwjwj

I want to use portfolio trader to automatically trade futures, Forex, stocks and other varieties. What I want to do is mid-term or long-term trading, using one-minute data. I use Multichasts to receive data from interactive brokers ...

Svetlana MultiCharts

... on the file > Properties > check Unblock at the bottom right). 3. Close MultiCharts and all its applications (QuoteManager, PowerLanguage Editor, Portfolio Trader, 3D Optimization Charts, etc.). 4. Run Windows Task Manager (right-click on the windows clock -> run Task Manager) and make sure that ...

vishr

Got it. Follow up questions:

1. Regarding license, do I need to buy a separate license for .net version, I have lifetime MultiCharts?
2. Could existing strategies in PowerLanguages be used in .net version or converted using some tool?

Thanks

Svetlana MultiCharts

... on the file > Properties > check Unblock at the bottom right). 3. Close MultiCharts and all its applications (QuoteManager, PowerLanguage Editor, Portfolio Trader, 3D Optimization Charts, etc.). 4. Run Windows Task Manager (right-click on the windows clock -> run Task Manager) and make sure that ...

Tammy MultiCharts

Vishal,

What you are describing is not possible in regular MultiCharts.
You can access Order and Position Tracker events in MultiCharts .NET only.

vishr

... describe what exactly you are trying to achieve in as much detail as possible. Hi Tammy, My intention is to forward all the orders executed via a portfolio trader to an external system. So I was looking for a way to capture these events from MultiCharts e.g. reading log files, subscribing to events ...

Tammy MultiCharts

Hello Vishal,

Please describe what exactly you are trying to achieve in as much detail as possible.

smhuggins

Hi, I need help with Portfolio Trader and limiting the trade size to the specified position sizing. If I set position size at 5% of portfolio equity, the backtest generates trades to fill the remaining available equity at trade sizes ...

vishr

Hi, I recently switched to MultiCharts, and I really liked it. I use Portfolio Trader to automate my strategies, and now I am in a need of programmatically listening to all the order events generated and take an action. So far I am not able to find any way. ...

maison6579

... of these is " PowerLanguage: Improved the operation of “Recalculate” keyword in Portoflio Trader. “Recalculate” command will recalculate the whole portfolio now. Also, variables of RecalcPersist type are no longer supported in Portfolio Trader. Is there any more information about recalculate command ...

altoncrooks

I would like to create a stop strategy based on the Maximum Adverse Excursion of an individual trade. I have seen threads on doing this on a portfolio level. I would like to do it on an individual trade level. So If I do a backtest of a strategy and see on the %MAE chart that I can cut out a ...

Vik

Hello, Are there any ways to get or calculate a total market exposure for current broker account (like Portfolio InvestedCapital but I can’t use Portfolio Trader)? I mean the amount of cash invested in securities in my broker account on the moment of strategy calculation regardless ...

ZaphodB

My general advice: use PT for backtesting, and avoid, at all costs, using it for live execution. Go for your separate charts with IBOG, your execution stack will be more stable.

Hope that helps.

Appreciate it!

c0ntango

My general advice: use PT for backtesting, and avoid, at all costs, using it for live execution. Go for your separate charts with IBOG, your execution stack will be more stable.

Hope that helps.

ZaphodB

... on another symbol. Not a problem if, instead of using PT, I just used separate charts and used IBOG. However, it'd be nice to be able to use Portfolio Trader and the features it has, I think. I really don't know much about PT and I'm all ears for any general advice too.

c0ntango

-> One of my main questions is if a PMM signal closes a position during a round of calculations, will that freed up equity be available for entries during the same round of calculations? I was unable to find a PMM keyword that speaks to this You could write a test to figure this out if absolutely ne...

ZaphodB

Thanks for the info! I wonder if there's some way to have the MM signal have the entry logic for each symbol and if the entry logic is true, "print" a log/count. Then this could be referenced by the actual entry strategy so it can divide capital by the number of symbols entry logic was true for. I h...

Axel

I think the Portfolio Trader is a great piece of software. I don't really know the answer to your 2 first questions but if I had to guess... Syncing between symbols is probably easier in MC.NET or, if you perhaps could do something ...

ZaphodB

I have a decent amount of experience with MC now but have never used Portfolio Trader. I really should have used it earlier because it looks like the best way to test strategies that don't need IBOG or bar magnifier. It is also really cool to think about trading ...

hadenxu

... Magnifier... MC is downloading the data from DataSource?? MultiCharts has an option to "Download data before backtesting". :: Sorry, that's for Portfolio backtesting only. For regular backtesting, please make sure you have the required data before starting the backtest. Hi TJ i also encounter ...

Svetlana MultiCharts

Hi Marten,

You can find Portfolio strategies pre-built in PowerLanguage Editor and use them as an example. The logic is explained in this article.

Svetlana MultiCharts

Hello, Is the issue with TS data feed or ASCII Import? If you use TS data feed, is Save data to local database box enabled in QuoteManager – Tools – Data sources – TS – Settings? Do you see the missing data in QuoteManager – right click the symbol – Edit Data ? Please describe the issue in more deta...

Svetlana MultiCharts

... on the file > Properties > check Unblock at the bottom right). 3. Close MultiCharts and all its applications (QuoteManager, PowerLanguage Editor, Portfolio Trader, 3D Optimization Charts, etc.). 4. Run Windows Task Manager (right-click on the windows clock -> run Task Manager) and make sure that ...

Svetlana MultiCharts

Please refer to this thread.

Pre-built function Portfolio_Equity() can be used to calculate Portfolio Equity Curve:

Code: Select all

var : PE(0);
PE = Portfolio_Equity();

Please refer to this thread for more info about the standard deviation of the portfolio equity curve calculation.

Barbo

Thank you Svetlana, of course i will if necessary, but i think we can solve here: becuase what i'm trying to do is to refer to historical portfolio values to compare them and calculate my own custom fitness. For example.. is it possible to calculate the standard deviation of the portfolio equity ...

Svetlana MultiCharts

i think it takes the average of the custom fitness calculated on each strategy and does not calculate it on the set of trades as if they were a single strategy Hi Barbo, Could you reproduce this behaviour in a simplified environment and send us the following files for analysis? 1. The workspace whe...

thomashck

... could give me some advise, highly appreciated. if you need further information pls let me know. Symbols: 400~500 bar interval: 5 min Strategy: portfolio signal and money management signal (no intra-bar order) data provider: IQfeed brokers: IB cloud service: AWS

Barbo

Hi everyone, i'd like to know if there is a way to build custom fitness in portfolio trader that considers the set of strategies as a single strategy. I'll explain: i would like to access past positions and those positions would need the date, the time of entry ...

Tammy MultiCharts

Hello joebone,

In Portfolio margin calculation exits and partial exits have a higher priority as no additional funds must be used. Invested Capital is released by exits.
As for the orders sorted by Money Management, order execution priority rules described here are applied.

joebone

Hello joebone, That is correct, one strategy can't exit the positions of another strategy. The backtest doesn't have a problem finding margin to buy and sell all on the same bar even when lower priority signals are selling for money that buys on higher priority signals. Does that mean all selling h...

Tammy MultiCharts

Hello joebone,

That is correct, one strategy can't exit the positions of another strategy.

tpredictor

Cannot get data to fill in Portfolio Backtester/Trader from TS even though it filled on the chart fine. I have resorted to ASCII import. Not sure why it won't load from TS or what settings I need. I got a partial data but cannot get missing dates now.

Martenbengtsson2

... SPY sell GLD What is the proper way to do this in multicharts? The normal procedure wount let me place orders on data2 and when I read about the portfolio manager I dont see how to make it behave the oposite way on the two instruments. It seem so simple and maybee it is. I just dont see it. Best ...

cooper

Thanks for the response Kate. I should say I'm using the portfolio trader. I assume it's not possible to view the equity curve on a chart like in your screenshot from portfolio trader? Also, I can't see an option to export the equity curve from the strategy ...

Gary_MC

Thanks Tammy

Tammy MultiCharts

Hello Gary_MC, It is not possible to mix symbols with different time zones on a chart or in a portfolio, otherwise the starting point of the data series will not match. For the correct work Local time zone must be selected for all the instruments. the instruments aren't ...

Kate MultiCharts

Hi Jimmyrakete,

You can add instruments in the Data2 column in the Instrument List.
More info here.

Jimmyrakete

how can I insert a second data series in Portfolio Trader if my system requires it?

https://prnt.sc/26k93k5

ragdoll

... data is downloaded from the data feed server and plotted on the chart, it is stored in the cache. When you close MultiCharts, QuoteManager and Portfolio Trader, cached data is saved to the local database. You can also do it on demand without closing down all platform processes by using the ...

Kate MultiCharts

Hello Jimmyrakete, You can set the maximum percentage of capital to be exposed to risk in the Exposure box. For example, if you set it to 50%, only 50% of the capital will be available for all the positions. If an additional position causes total exposure to exceed 50%, the position size will be red...

Kate MultiCharts

... data is downloaded from the data feed server and plotted on the chart, it is stored in the cache. When you close MultiCharts, QuoteManager and Portfolio Trader, cached data is saved to the local database. You can also do it on demand without closing down all platform processes by using the ...

Jimmyrakete

Is there a possibility to set in Portfolio Trader that it opens only so many new positions so that it invests 50 or 90% of the capital in positions?

So when it is at 90% no new position should be opened

gpw797

Of course when I change chart to 1 minute the problem goes away. It is a petty big limitation of the software when tick based charts don't work correctly and crash the platform. This is just 2 charts on a very nice computer.. don't dare try using a tick based chart in Portfolio Trader!

joebone

After messing with portfolio Trader for a few weeks I finally have everything working as intended.... Almost... The Question I am doing a sector rotation strategy and I need to have all my exits take place before my purchases in order ...

idodo

Hi ABC,

That is exactly what I was looking for.
Thanks!

Ido

aconnery

... already in MC exchanges and used by IB, and by changing the market hours to 24/7, however, it means that these stocks could not be used in any portfolio analysis as the 'SMART' exchange is based on U.S. market hours and not Japan. Can't put stocks with different time zones in to a single portfolio. ...

joebone

Svetlana helped me out with my support request...

for anyone coming behind me to work on portfolio trading and pyramiding exits here is the answer..

Look at
SameExitFromOneEntryOnce = False;
https://www.multicharts.com/trading-sof ... eEntryOnce

joebone

... I enjoy learning along the way. You never get better if you don't try. I will admit that there is a whole new "barrier to entry" when it comes to portfolio and pyramid trading. Way more coding just to get the piping to work. I found the RejectedOrderAction yesterday afternoon and now my plan is ...

joebone

Thanks for the explanation

Tammy MultiCharts

Hello joebone, If you are using buy next bar at open , the order will be generated on the Close of the bar and sent on the Open of the next bar. As far as sell short this bar at close , please note that "this bar at close" orders are generally used for backtesting. In live trading the orders will no...

joebone

Hello I have a script that I am having trouble debugging. The end use for this will be in portfolio trader but I am currently debugging in a chart. Relevant information..... I am using a weekly chart of SPY going back to 1996 as Data(1). Data(2-10) are the SPDR Sectors ...

ABC

Hi Ido,

GetAppInfo( aiApplicationType ) appears to be what you are looking for.

Usage
GetAppInfo(Attribute)

Parameters
aiApplicationType - identifies the calling application:

0 = Unknown

1 = Chart

2 = Scanner

10 = Portfolio Trader

Regards,

ABC

idodo

Hi, When using a "Pmms..." functions in a signal while backtesting in a portfolio everything is fine. When running the same signal on the chart (without portfolio) than I get an error that this function is not supported. Now, I understand that it is not supported, ...

joebone

Hello, Just a quick question. I am building a portfolio Rotation Tool and I wanted see if this logic checked out with someone who knew. If I use This bar at close to sell positions and Next bar at open to Buy positions will the sell orders clear ...

Gary_MC

Hi, I've put together a portfolio with a mix of instruments that are all seasonal trades and when I tested it as one portfolio I found that I can only test if TimeZone is set to "local" or else I get an error message, which I've found ...

Nicola

Please, I need any help for : - PLOTTING at least 5 values over 3000 bars (12-year data), which my ("Umanot") signal gets from a 40-STOCK Portfolio Trader Backtesting, - using an INDICATOR, which reads any ADE (All Data Everywhere) format storing all such 5x3000 numeric values (Integer and ...

joebone

This needs to be easier to find. Been trying to figure this out for myself the last few days as well. Also a side note Portfolio Equity doesnt seem to be in the wiki? EDIT Going to drop some tags here for future people to find Portfolio Buying power calculations Available Buying Power ...

GiroldoAle

Hi,
I'm not considerino spread trading.. I'd like to down size my exposure up to be able to add all my trading system into my portfolio with a limited capital...

joebone

~My Objective I plan to trade a standard portfolio of many different etfs/stocks. I would like to monitor the performance of each of these etfs against several metrics then let the computer build the portfolio on a rolling basis. ~My Strategy ...

GiroldoAle

Hi everyone, I have about 70 Trading System coded on the main futures (Crude Oil, Gold, S&P, ...). In all my portfolio simulations I've found that put all trading system together bring me to a great equity line. The selection of these 70 with reasonings of equity curve quality ...

Tammy MultiCharts

Hello petermcphee, The reason why Portfolio_InvestedCapital returns a value twice as much as was spent for buying the stocks is MaxPotentialLoss set to 100% in Portfolio Settings > Potential Loss per Contract section. With this setting 100% ...

Svetlana MultiCharts

Hello,

When trading in the synchronous mode, the orders generated on historical data are not taken into account. Portfolio Trader considers that the position was opened at the moment when auto trading was started.
More information about the difference of auto trading modes is here.

Tammy MultiCharts

Hello lewisthegood, During Auto Trading in Portfolio Trader the orders can only be sent on bar close or bar open of the main data series. Unfortunately, at the moment there is no perfect way to close all the open positions at the same time in ...

Kate MultiCharts

fatgecko, Try checking PosTradeEntryPrice , PosTradeSize , PosTradeCount . Here's an example of how you can get invested capital per signal/entryname: once cleardebug; if (currentbar = 100) then buy ("St Name1") 1 contract next bar at market; if (currentbar = 110) then buy ("St Name2") 2 contract ne...

Kate MultiCharts

Hello fatgecko, You can calculate Portfolio_InvestedCapital for each separate instrument. Portfolio_InvestedCapital = entryprice(0) * bigpointvalue * currentcontracts Here's an example: Print( " symbolname ", symbolname, " entryprice(0) ", entryprice(0), " bigpointvalue ", bigpointvalue, " currentco...

fatgecko

The built-in Portfolio_InvestedCapital variable is great for determining how much equity is currently held in open positions. Is there a way of obtaining a similar value for each entryname or each Signal in a multi-signal Portfolio ...

lewisthegood

I am looking for a way/function/commend to exit all the open positions within the same account (interactive brokers) for Portfolio Trader at the same time, but I cannot find a perfect way to do so. For example, I have 1 long position of X and 1 short position of Y in the same account ...

LucaF

... realtime. Exit rules doesn't work as in backtest. If I have, for example, this exitrule: if barssinceentry=3 then exit next bar market; When I run portfolio trader in SA mode each day, it reads actual position from Interactive Brokers, but it reads them as these positions were opened the day before ...

petermcphee

After some more testing I can see that Portfolio_InvestedCapital is being multiplied x 2. I created a new, single stock portfolio with the exact same settings as the first and used this code: If BarNumber >= 0 Then Buy 1 share Next Bar Market; If LastBarOnChart Then Begin SetExitOnClose; ...

petermcphee

I think I see what the problem is...the Portfolio_InvestedCapital doesn't seem to calculate correctly. If I build a portfolio of one symbol and buy 1 share, the allocated capital doesn't equal the notional value of share buy. E.g. If BarNumber >= 0 Then Buy 1 Shares Next Bar Market; ...

petermcphee

Actually, I now see the daily profit totals, which I can just add to the starting capital in Excel!

petermcphee

Hello, (Sorry, long post here!) I'm trying to understand how the allocation of capital works with the Portfolio Trader as it doesn't seem to be working as I'd expect. I've created a simple buy and hold strategy to test this using a collection of stocks that simply buys as ...

petermcphee

Hello,

Is there a way to output the daily equity curve value for a portfolio? I know that the trades are visible in the export report but it would be good to see each day's total equity value.

Thanks,

Peter.

lewisthegood

thank you

Svetlana MultiCharts

Hello lewisthegood, Please use Portfolio.OpenPositionProfit. using System; using System.Drawing; using System.Linq; using PowerLanguage.Function; using ATCenterProxy.interop; namespace PowerLanguage.Strategy { public class Portfolio_OpenPositionProfit ...

lewisthegood

... "B" will always enter into the opposite direction from instrument "A" in order to hedge the trade. However, I do not how to show the whole portfolio's open PnL in C# (MC.NET). I can only find something like: " StrategyInfo.OpenEquity - StrategyInfo.ClosedEquity " which return the open PnL ...

hbscreener

Hi, I am trying to use the RFile and InData functions of IOData.dll to read text files in the portfolio trader. Everyting is working fine until I start the optimization. The optimization results vary every time, even though all parameters remain the same. This problem ...

Tammy MultiCharts

Hello MAC, The data imported from an ASCII file is stored in cache. When you close MultiCharts, QuoteManager and Portfolio Trader, the cached data is compressed and saved to the local database. If MultiCharts wasn't shut down correctly, the cached data may be lost though. To make ...

Tammy MultiCharts

... if Close > AVERAGEFC(close ,100) then Buy ("Brk LE") next bar at BuyPx Stop; if BarsSinceEntry > 5 then begin sell 1 contracts Next bar at market; Portfolio Rank Signal Base that you have added in the second screenshot generates an Entry at Market and a Market order for reversing the long position ...

Remy

Hello, I have the MultiCharts64 Portfolio Trader software but I don't understand how it works. As MultiCharts no not provide training session, I am looking for a person to train me to use the tool. I am looking to understand how to code strategies ...

Remy

... ,100) then Buy ("Brk LE") next bar at BuyPx Stop; if BarsSinceEntry > 5 then begin sell 1 contracts Next bar at market; The first on, with no portfolio system. Every trade time is more than 1 day. https://i.ibb.co/0MqBJ3K/Capture-d-cran-du-2021-09-21-18-36-54.png If I simply add the one signal ...

Tammy MultiCharts

Hello Remy, Portfolio Rotation Strategy calculates a specific indicator by using every instrument in the portfolio. Positions are opened for those instruments which have the best indicator values. The wiki article provides an example ...

tpredictor

... really sure... be good to hear form those running AA mode successfully with many strategies on same symbol what the "rules" are. Or given I have portfolio trader if that might be a better/alternative route?

tpredictor

Got a partial answer from scanning Unger's work-- he sums each strategy and see that the total strategy positions match the broker. If a summary field were added per instrument for this then one could check at a glance that total matches all strategies or that the difference is the discretionary pos...

tpredictor

I have briefly read the portfolio guide. For running multiple strategies on same instrument is portfolio an alternative or is it better/preferred? Are there benefits or limitations if I just want to execute multiple strategies on same ...

Remy

Hello, On this page. https://www.multicharts.com/trading-software/index.php?title=Portfolio_Trader_Strategy_Examples Formula (PercentChange(close, 14)); I don't understand what this formula is for. I'is not a condition, and the variable is not called in the rest of the code. The value is set in pmm_...

Kate MultiCharts

tpredictor,

I'd recommend checking the Portfolio Money Management keywords, they should help you with your script.

Kate MultiCharts

Hello tpredictor,

You might want to work in Portfolio Trader using Money Management Signal and PMM/PMMS keywords.
If that doesn’t help, please describe what you are trying to achieve in more detail.

tpredictor

... want to have to recode each strategy into a new master. Assuming all the strategies run on same time frame-- might there be an easier way? Can the portfolio tester be used for consensus strategy?

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