Portfolio

rien

I see now that if i have multiple strategies (that i don't use at the same time) that the RAM usage is already higher of the Portfolio Trader. This seems like a bug.
If i run the Portfolio Trader with only one strategy then the RAM usage is lower.

Please fix this

Henry MultiСharts

Hello gpw797,

You can parse the symbol name that holds an open position.

Anna MultiCharts

... -> find the required IS date in the report -> perform the 2nd optimization with the new set of parameters, etc. Also attach the following: - your portfolio workspace for the first optimization; - screenshots of the changes made for the second optimization; - the portfolio workspace for the second ...

gpw797

In portfolio trader I would like to limit the number of positions for a currency for forex symbols. For example, not enter a new position if I am already in a position with a given currency. I see that I can get the base currency ...

Anna MultiCharts

... looks like PT is doing the same extra cycle as per MC to derive final optimal inputs, no? Just that the "Apply" button and inputs are missing Yes, portfolio also performs an extra run, but it lacks the new interface and therefore no Apply button. The changes to the portfolio optimization are planned ...

Anna MultiCharts

Hello, wilkinsw!

I’m afraid there’re no recommended inputs for Portfolio Trader. This feature was introduced for the reworked optimization in MultiCharts 12 for the charts only. Optimization in Portfolio is the same as in MultiCharts 11.
Attached is the comparison pic.

ABC

Hi my2108, this sounds like something that is best implemented within the Portfolio Trader. https://www.multicharts.com/trading-software/index.php/Portfolio_Trader The Rank Strategy should give you an idea about how to implement your idea: https://www.multicharts.com/trading-software/index.php/Portfolio_Trader_Strategy_Examples ...

hbscreener

... not a lot of data. This is like going to a soccer match with 6 players. You have to decide: do you want to play the game or not. Thanks, TJ. The portfolio actually contains a large basket of stocks, with long history and short. I just want to calculate the % of correction from the 250-day high ...

hbscreener

Hi all, I use the Portfolio Trader to load, say 100 symbols. Different symbols contain different number of bars. If the symbol has >= 250 bars, the highest high of the recent 250 bars is obtained. If the symbol has < 250 bars, the ...

Henry MultiСharts

Hello wilkinsw,

This improvement is not as trivial as it seems. Unfortunately at the moment we cannot fit it into our roadmap.

lordsriram

Hi I am using ordercreator.limit(new SOrderParameters(Contracts.Default, "Buy", EorderAction.Buy)) I am using the portfolio trader to determine the contract size based on 80% of my equity. I want to place profit taking orders at certain profit targets, but only take say 15% of the ...

joebone

... ones did well. Then select the those. I think a better solution would be to have the algo train on multiple data series at the same time like portfolio trader can do. I would then be able to identify and run several thousand bars during segments that met my conditions. I believe this will ...

wilkinsw

Multicharts? You could just add some new keywords that allow commission to be set in the signal (and let it be additive to what is also specified in strategy properties [but the user would probably set the to zero if using keywords instead]): if symbol=xxxx then set_cost_per_contract=10 else if symb...

joebone

Hello, joebone! I’m afraid this cannot be done within one workspace. You need to create separate portfolio workspaces, each with different data ranges to be able to optimize the desired time periods. thanks for reply Anna, Could I save price data as a custom symbol and ...

Anna MultiCharts

Hello, joebone!

I’m afraid this cannot be done within one workspace. You need to create separate portfolio workspaces, each with different data ranges to be able to optimize the desired time periods.

joebone

In portfolio trader I can use one strategy to trade multiple underlyings and optimize for one setting over all these underlyings. Is there a regular way or is there a hack to be able to optimize for one strategy over several ...

Anna MultiCharts

Hello, Gaetano!

Unfortunately adding/removing symbols from the symbol grid and enabling/disabling strategies automatically is also not possible in the Portfolio Trader. All modifications are to be performed manually.

Gaetano

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 ...

Henry MultiСharts

Hello darob,

Adding an extra data series may change the starting point of the calculations. Please check the first calculation bar in your Portfolio.

Henry MultiСharts

... Instead it sticks with the auto-populated values that were generated for the default incremental GA. This is something that will be corrected when Portfolio Trader is switched to using the new optimization GUI (like in MultiCharts). Might I suggest when the user clicks on "Robustness: PASS/FAIL" ...

wilkinsw

Please Please Please. Let's get this sorted MC: If I have a basket of instruments in PT, with greatly varying tick values and volatilities, commissions etc, and one signal applied (which I'm optimizing), I need costs per fill to be instrument specific and not signal specific. Otherwise the optimizat...

Henry MultiСharts

Both commands allow for accessing the assigned value from any of the signals within current Portfolio Trader. But pmm_get_my_named_num and pmms_get_strategy_named_num can reference the value of the specific strategy ID, while pmm_get_global_named_num has a single value ...

darob

Hi, I’ve found that introducing a 2nd data series (in this case 60 min SPY) to Portfolio Trader affects backtesting even when the data series isn’t referenced in the code. There's no MMS being used. Also toggling Realtime-History Matching on/off makes no difference. ...

Henry MultiСharts

Hello joebone,

If there is no data for a symbol yet, then that won't be possible to run any code over it in your Portfolio.

Sky

... and Desktop(?). I use a dual monitor setup with a chart filling both monitors. In the past, I could pull up (maximize for monitor 1) my IB portfolio page and it would cover the MC chart containing the open Data Window within the Workspace on the same monitor. But now, if I want to study ...

joebone

Hello all, I am experimenting with portfolio backtester. I have some symbols that are newer and some that are older. If a symbol isn't trader yet but I have it in the backtester and use its close value in a calculation then I assume it will ...

no erocla

... example by waiting past the bar time out before executing the code. ABC Of course! Anyway, on daily bars trading is easier to manage. Maybe, in Portfolio Trader i can send all stocks information (through a Signal) to Money Management Signal and then re-send it on another 1 Signal the just retrieve ...

ABC

no erocla, you should be able to do that for the stocks that are within your portfolio by having either the money management or the entry signal on one symbol collect all the information and send the email. You will likely require a timer though as the markets ...

no erocla

Is possibile through Portfolio Trader to retrieve information from stocks (for example close price of each stock) and sending it in one e-mail ?
Thank you in advance
NE

lordsriram

... stocks X or Y? Please let me know. When I back test, I can put both stocks together and run the simulation. There is also auto trading feature in Portfolio test, can I use that to have these two stocks execute on the same strategy.

Henry MultiСharts

Hello Sriram, In MultiCharts / Portfolio Trader your trading series is always the main data series (Data1). If you want to trade a certain number of instruments - you need to have them all listed as Data1 (a chart open for each symbol or ...

rrams

... AND coded your signal correctly to handle position sizing. You have to do this when experiencing data interruptions. Do you see below my attached Portfolio Manager has some 'Manual Trading' strategy name orders as well as multiple position (2 contracts) size for XW micro wheat even though I am ...

TJ

... and memory usage is somewhat of a concern for me, so I wanted to pose the following question: When my PL script stipulates a buy order, does MC/Portfolio Trader wait to reach the end of the script before generating that order? Or does it generate it as soon as it interprets that line stipulating ...

multichartsUser23

... and memory usage is somewhat of a concern for me, so I wanted to pose the following question: When my PL script stipulates a buy order, does MC/Portfolio Trader wait to reach the end of the script before generating that order? Or does it generate it as soon as it interprets that line stipulating ...

Henry MultiСharts

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 ...

tozwp

Thanks Mazinguer, that seems to have solved it!

MAZINGUER

Hello,
try the following: right click on the PT icon and select "run as administrator".

regards.

tozwp

First time trying to use Portfolio Trader and am running into problems. I've launched PT, created an instrument list and added a simple signal. At this point when I try to Backtest, I get the error "You must have Administrator or PowerUser ...

Henry MultiСharts

... work? can I recieve this in another strategy with pmm_get_global_named_num ? does it update every bar? PMM and PMMS commands work in Portfolio Trader only: http://www.multicharts.com/trading-software/index.php/PMM_Keywords Please refer to the Portfolio Trader documentation and strategy ...

wilkinsw

... Can't work that out. Is it an error? Do MC have access to the GA source code? Would they be prepared to share it, if so? I've just noticed that Portfolio Trader has a similar issue but for WFAs (both GAO and Brute Force)....... it is calculating too many runs to be backtested. Consequently it ...

Henry MultiСharts

... Can't work that out. Is it an error? Do MC have access to the GA source code? Would they be prepared to share it, if so? I've just noticed that Portfolio Trader has a similar issue but for WFAs (both GAO and Brute Force)....... it is calculating too many runs to be backtested. Consequently it ...

Henry MultiСharts

... icon in the top right which allows the user to check their results against the space that was searched. Very cool and would be awesome to have in portfolio trader This is something that we consider adding to our roadmap for one of the future versions. Would also be great to have optimization reports ...

wilkinsw

... Population and Generation sizes. E.g. If I set 10 and 10 respectively; I get 125 runs. Can't work that out. Is it an error? I've just noticed that Portfolio Trader has a similar issue but for WFAs (both GAO and Brute Force)....... it is calculating too many runs to be backtested. Consequently it ...

wilkinsw

... icon in the top right which allows the user to check their results against the space that was searched. Very cool and would be awesome to have in portfolio trader. Would also be great to have optimization reports load up with opened PT files; if the user has specified it in MC preferences (ie ...

Henry MultiСharts

... your code to restore the previous auto trading position state. In AA mode the backtesting results are still displayed on the chart (calculated in Portfolio) and can be referenced in the code after auto trading was started or restarted. The bars since entry and the entry date values will be returned ...

Henry MultiСharts

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

dnickless

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?

brendanh

... never end up exposed in a directional trade when you want to be neutral. Combo orders are a great IB feature, MC should get on and support them. Portfolio Trader is incomplete without.

arjfca

... an expensive third-party product: "IB API dll" isn't a solution. I agree with alex522, is essential to spreads or arbitrage trading. MC's Portfolio Trader is badly compromised without combo orders. Should have been delivered at the same time as PT. TWSLINK from Trade Commander is now free ...

brendanh

... an expensive third-party product: "IB API dll" isn't a solution. I agree with alex522, is essential to spreads or arbitrage trading. MC's Portfolio Trader is badly compromised without combo orders. Should have been delivered at the same time as PT.

TJ

I am not sure if IOG is supported in your version of Portfolio trader.
I know in the older Portfolio trader, IOG is not supported. You should check with tech support to verify.

Applecabi

The attached files show the Porfolio trader screen capture. The Autotrader paper account is the Portfolio trader account and the Trendcatcher is the chart auto trading account. For the same signal settings, the entry position size of symbol GCEG19 for Chart auto trader ...

Applecabi

Easylanguage edition MultiCharts64 Version 12.0 Release (Build 17002)

TJ

Which MC version? Build number?

Applecabi

Happy New Year TJ! The strategy included 3 scripts. For the entry signal script, [IntrabarOrderGeneration = false] was used . Though one of the exit signal from a separate script used IOG=true. And to make sure the strategy could continue with the open positions from previous session after restartin...

TJ

Are you using IOG?

Applecabi

I have been testing Portfolio trader recently with the same Future symbols which were also concurrently auto trade in each chart with separate paper trader account. Despite using same strategy with same entry position size of 3 for ...

Svetlana MultiCharts

Hello, auato, In Portfolio, the trading instruments shall be inserted under Data1 column, informational symbols must be listed in the Data2 through Data10 columns, in the same row as the tradable symbol for which they are intended. ...

hughesfleming

... a different ending. If you could demonstrate your problem clearly, there would be a lot of people here willing to help you. I have Multicharts and Portfolio Trader running together with just over 100 active data streams. There is no lag. No one here is complaining about not being able to trade ...

hughesfleming

... data with other trading applications, it can do much more than that. For example, I am using it as bridge to Python as well as live dashboards for Portfolio trader. You can also use it for debugging etc. It would be great if Multicharts had something similar but until then, this does the job better ...

Shaman

@Shamen, get the fastest machine you can. It takes me three hours to optimize a few parameters on my portfolio strategy using 14 cores / 28 threads. It is a waste of time to try to do it on a four core machine. For trading, four cores work fine. Ignore the argument about ...

hughesfleming

@Shamen, get the fastest machine you can. It takes me three hours to optimize a few parameters on my portfolio strategy using 14 cores / 28 threads. It is a waste of time to try to do it on a four core machine. For trading, four cores work fine. Ignore the argument about ...

auato

... time resolution but based on Heikin Ashi candles and it is only used to trigger entries and exits. Precisely what do I add under "instruments" in Portfolio Trader? both the charts? (I mean the real trading chart and the Heikin Ashi chart)?

Svetlana MultiCharts

Hello, Morgan,

We sent you the e-mail. Please answer to it, or write us to support@multicharts.com

Anna MultiCharts

... code or from Strategy Properties -> Properties -> Trade size 3) right, there are no margin settings for FX in QuoteManager, but margin settings of Portfolio can be applied to any security types that you’d like to use there. When you specify margin settings for a FX portfolio, please take into account ...

fbertram

... I usually code on the .net version of MultiCharts, but let me try to help you with your questions anyways. 1) It seems that the model with Portfolio Trader is that the signals now just generate the buy and sell triggers and the Portfolio Money Management Signal dictates the sizing. Is my ...

TealTrading88

I'm just getting to grips with the Portfolio Trader within Multicharts. Being a long standing user of TS, in the past I used to export the individual equity curves from each run on each symbol and then combine them into a portfolio equity ...

fbertram

When using pmm_set_my_named_num, this won't work, because the money-management signal is executed *after* the trading strategy. Therefore, your 2nd trading strategy will see the value with a 1 bar lag. You could use the global variables dll, or something similar, you could even write the value to a ...

andrei

Are these working in a backtest optimization within a Portfolio Trader?
Or does it need to be single thread?

Asking as - what I get in an optimization - applying best result to param values renders inaccurate backtest results (when using Global Variables).

andrei

... I found is one needs to get the return of the below function into a variable for the value to be passed across the other strategy (both part of a portfolio trader). r = GVSetNamedDouble("stloss",stLoss); if one is using only GVSetNamedDouble("stloss",stLoss) then it doesn't work. Did anyone experience ...

andrei

Are the functions defined in GV+2-2.ELD supposed to work in a PortfolioTrader ... for passing values across between 2 strategies? I have a Portfolio Trader w/ 2 strategies: first exports with GVSetNamedDouble("stloss",stLoss); second imports with stloss ...

andrei

Using two strategies w/: 1) one passing a value using pmm_set_my_named_num 2) the MM signal getting it with pmm_get_my_named_num(0,varName) and setting it with pmms_set_strategy_named_num(1,"varName", Value) and 3) the second strategy getting the value with pmm_get_my_named_num gives following outco...

TJ

You can take a look at the Portfolio Trader.

orad

I noticed there is an inconsistency for MaxDataStream property in Portfolio Manager and when Charting. In Portfolio Manager, MaxDataStream is always 10 while in Charting, MaxDataStream is the data number of the last data stream on the chart. This is probably ...

Morgan

Hi, I would like to use Portfolio Trader in the real trading but have some problem and issue. I created a portfolio trader and using 1 Day interval to create signals, it will buy 10 instruments and sell-short 10 instruments to become ...

Zheka

An indicator will not really help when you backfill for 50+ symbols in Portfolio Trader, especially when auto trading.

Zheka

... currently only works in MC - which makes it a hassle reloading data for a big number of symbols. Please implement Reload functionality in Portfolio Trader. https://www.multicharts.com/pm/public/multicharts/issues/MC-2530

Zheka

It would help immensely to quickly judge performance of a Portfolio, if a user could not only see the Total Portfolio Equity, but also its components. There could be a 2-level dialogue window or - better- a table with toggles, allowing one select either ...

Henry MultiСharts

Please contact us directly if you are interested in custom programming services.

multichartsUser23

Hi guys, For the life of me, I cannot get the above function to work for me. I have a Portfolio Trader workspace loaded up with 1 strategy utilizing 2 signals (one an entry, the other an exit). The entry signal has a variable called "value1" that, for the sake of ease, ...

Henry MultiСharts

... 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 historical data is saved to the local database automatically: https://www.multicharts.com/trading-software/index.php/Collecting_and_Saving_Data_to_MultiCharts_Database ...

ilag

Thanks!

Henry MultiСharts

... in the editor to set. Each study (unique name) has its own individual settings. When you are editing an existing study applied to a chart/scanner/portfolio, checked “Use as default” is applied only to the tab in which you tick this box and click OK. The changes are applied to this study instance ...

Henry MultiСharts

Thank you for fixing the Portfolio Trader Forward Performance Graph so that it shows a line now in Real-time Auto Trading. Is there a way to set the default scale of the graph to hourly or minutes instead of what looks like three days? ...

rrams

Thank you for fixing the Portfolio Trader Forward Performance Graph so that it shows a line now in Real-time Auto Trading.

Is there a way to set the default scale of the graph to hourly or minutes instead of what looks like three days?

wilkinsw

... more reliable optimisations. MC comes with a punchy GAO. A user can't properly lean on the power of GAO unless simulations are spot on. If MC's portfolio trader got simulation accuracy nailed (added bar magnifier and granular execution costs, to name a few) then you guys would have an industry ...

Svetlana MultiCharts

... only if you have order sending prohibition in it. If there are no such prohibitions, it shouldn’t affect. Please note that IOG is not supported in PortfolioTrader, and the orders can be generated on the bar close only. If you leave the orders for the next day please make sure their TIF = GTC. Max ...

Anna MultiCharts

... calculated bar number 4 CHF/JPY calculated bar number 4 The backtest is done as described in our Wiki. Please provide your strategy and overall portfolio settings as screenshots and specify if you’re running back/forward testing or live trading (in this case please also attach Strategy Properties ...

orad

... number to the logs with Thread.CurrentThread.ManagedThreadId and it shows all the signals are running on the same thread. I was assuming that in Portfolio Trader the strategies run on separate threads. If that was the case, then I could probably make a signal wait by sleeping the thread until ...

orad

Hi, On the wiki about Pair Trading in Backtesting it says that in Portfolio Trader, strategies run sequentially. When you have GV on first series, you should be able to get those GV when script is calculated on next data series. The calculation of the script ...

hughesfleming

This should be fixed in the current Portfolio Trader but I have not tested it. There was a date issue but it only caused problems if you stopped the strategy for some reason and then restarted it. Only then would you run into a problem. If ...

Mark Brown

none of the session functions work when you include them in a study. i have had to resort to defining time instead of using sessions. the user functions are there and available but don't work. there seems to be a real disconnect between sessions in the data feed and sessions user functions. if t>830...

Henry MultiСharts

... subsequent backtests. What's the bug that was corrected? You are mixing up download from the data provider and loading the data from the database. Portfolio Trader does not download the data from the data provider each time you do backtesting. It loads the data from the local database upon each ...

dnickless

... 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, sometimes they ...

Anna MultiCharts

... The priority can be set for the strategies that have already been calculated. In backtesting all bars are already closed and all strategies in Portfolio are calculated simultaneously. In realtime calculation bars are closed asynchronously. It means the bars are closes not in the order in which ...

Zheka

You could achieve this by:
1) setting up the symbol list in Portfolio Trader
2) adding a small block of code (or a separate signal) to write to a file the performance metrics you need

Henry MultiСharts

Zheka, As it has been already explained above - it is not a bug, it is a peculiarity of the current architecture. Before, Portfolio Trader was caching the data upon the first backtest. It did not “Download missing historical data” on the subsequent backtests, even though the option ...

Anna MultiCharts

Hello, strelow! Optimization in Portfolio is still the same as in MultiCharts 11. Adding new features to the Portfolio optimization is planned for future versions. Modifying the NumberOfThreadsOnOptimization key in the Registry is still required ...

Zheka

... 15-60sec bars would be a more robust solution then IOG. All logic besides exit split behind a barstatus(2)=1 check. Also, if you do not employ a portfolio-level MM logic in real-time, you might be better off trading from MC rather than PT - since MC uses 1 core per chart and PT uses 1 core for ...

Anna MultiCharts

Zheka, QGroup, Before MultiCharts 12 there was no “Download missing historical data” option for Portfolio Trader. Now when this option is enabled the missing data is requested from the data source. So the data is not reloaded for your symbols, but just small pieces of data ...

Svetlana MultiCharts

Hello! Please provide us the following report the so that our engineers could analyze the issue. Please reproduce the issue in a minimal environment, that means a simplified signal shall be applied to one trading chart in one workspace. As soon as the issue reproduced, please send us the following f...

ilag

Hi, I am currently working with a portfolio of 100 symbols and 1 signal that contains de PortfolioEntriesPriority keyword. When backtesting, portfolio trader behaves as expected: - Signal is executed on each bar on every symbol - If signal ...

Henry MultiСharts

Only me got the problem about the performance graph of portfolio trade is not showing correct data. I have tried to reproduce the issue on a fresh install computer. version: 12.0.16868.400.

karlrb, thanks for reporting. We are currently analyzing this behavior.

karlrb

Only me got the problem about the performance graph of portfolio trade is not showing correct data. I have tried to reproduce the issue on a fresh install computer. version: 12.0.16868.400.

pt_mc12.png: (102.26 KiB) Downloaded 4316 times

hughesfleming

I would leave it on. There is a benefit in general. Perhaps not with Multicharts but overall. I am using the same CPU with Portfolio trader with second intervals and about 75 instruments. CPU utilization fluctuates between 6% and 12%. Was your last server also near NYC? Where are you connecting from?

Henry MultiСharts

Hello Waldem, We require more information. Could you please shorten the amount of symbols in your portfolio (it would make the analysis go much faster and easier)? It would be ideal if you could leave just one symbol. Please send us your test workspace, also send us QMD ...

Anna MultiCharts

Hello, shane1800!

Please make sure that you’ve set up the optimization parameters for Custom Fitness Value properly as described here:
http://www.multicharts.com/discussion/v ... 815#p59930

regtracer

I'm using Multicharts 11.0 Build 15647 64bit version. I found that in the portfolio performance report of portfolio trader, the total number of trades is different from the trade number shown in the equity curve close to close. Why does this happen? For example, ...

Henry MultiСharts

... and create a key SpecOrdersAmountIsStrategyCurr. 0 - calculate amount in instrument's currency. 1 - calculate amount in strategy/portfolio currency.

hughesfleming

... at any one moment then you should be able to sort them. From there you should be able to list which symbols should trade and which should not. Portfolio trader is ideal for this but it is more complicated to setup than running a single strategy on a single instrument in Multicharts.

mondayyellow

thanks for your answer, i will try out sharedVar. another question i have is that does the Portfolio trader allow me to somehow stop multiple trades from going on at once ?

wilkinsw

Apologies, crossed wires there. Didn't realise you were talking about Portfolio Trader.

Also, I didn't realise that they hadn't rolled out the new MC12 optimisation to the PT, which is disappointing. Not sure what's going on there.

In the meantime, I hope that a working registry edit gets provided.

Smoky

... answer Hughesfleming, who speak about winning code ? we speak about realibility ! for exemple in my case : i don't need, Genetic Optimization , Portfolio, backtest, multi datas serie, scanner, only one charts, one instrument, one data serie, few indicators only only 2 orders "buy" and "sellshort" ...

hughesfleming

@mondayyellow You should consider using Portfolio trader. If you must use GV's then I prefer to use something like sharedvar. It is a dll and management app that makes this kind of setup quite easy. I have 100 signals on US big caps and use sharedvar ...

shane1800

Hi Anna,

Any chance you can give more instructions on how to do this as I'm getting 0 in my custom fitness values after running a optimization in portfolio trader?

I added the !optmize by sharpe! signal to each of my strategies. I added !optmize to sharpe! to money management signal.

Thanks

Jonny473

Does anybody have a hint here?

tradingest

If I want create a simple strategy C>O and to apply this strategy at 20 cross how can I do it?
I want set the take profit and stop loss for the whole portfolio.

Can you help me to buil this?

thanks in advance

Henry MultiСharts

Hello tradingest,

Please describe the specific difficulty you have.

ilag

Hi Henry,

Yesterday I created again the portfolio from scratch and worked fine.
It seems there was some kind of issue in updating to 12.
In fact, I should tell that in the last 2 updates the process hanged while compiling studies. I sent to you the file generated for your review.

Thanks!

Henry MultiСharts

Hello Ilag,

Please send us your QMD symbol export and your portfolio workspace to support.
Additionally could you check and see what session templates is being used by these symbols in both QuoteManager and Portfolio?

waldem

Hallo team, i have problem using portfolio with allocation set in % of equity. why if i set 10% of 100000, in first operation does not buy 10000? i attach 3 pictures of my portfolio. SPX1 you can see my setting 10% of 100.000 SPX2 you can ...

Smoky

yes Johnnykf88 , MC11 have the same issue, i works on MC12 because i hope a quick fix, my stategy use only reversal, then i can find easy when trade are not sent to broker ... In my log i trace "Raison_Calcul=GetAppInfo(aiCalcReason);" to find how trade events are manage by MC and "mp= MarketPositio...

johnnykf88

hi support team, 3. Buy - as mentioned in 2, this reversal trade signal didn't happened, the previous trade wasn't closed. And i don't know where to check if it is the problem in MC when sending orders. Checking in IB, it seems that there was no such order received. interestingly, when i run backte...

Jonny473

Thanks for the info AMarsland! Can you make an example of how these two strategies look like in greater detail? Make an example of the strategy code around it? Sorry but at the moment I am working with ADE in a normal chart window, having applied an Indicator to deliver the Symbol data and strategy ...

ilag

I receive this message for every instrument I have in my portfolio when trying to backtest.
I am using Free Quotes data feed.

ilag

Hi,

I have just updated to version 12.
Portfolio Trader gives the following message when trying to load data from Free Quotes:
"Session template "Default" not found! Symbol sessions were reset to the "Default" template!"

Worked fine yesterday with previous version.

What's happening?
Thanks!

tradingest

Are news about it?

Smoky

hi support team, 3. Buy - as mentioned in 2, this reversal trade signal didn't happened, the previous trade wasn't closed. And i don't know where to check if it is the problem in MC when sending orders. Checking in IB, it seems that there was no such order received. interestingly, when i run backte...

tradingest

Anybody can you help me?

johnnykf88

... i have updated to the latest release 12 but the issue did happen in the previous versions, at least once. i am used to auto trade NQ futures using Portfolio trader. It happened that the signal sent orders like this: 1. Buy - this trade loss, my signal stopped it successfully and made a reversal ...

tradingest

Hi all,

I have 11 cross in Portfolio Trader and I want to close all trade when the portfolio profit reach 100$.

I can have long and short position opened.

How can I make it?

thanks,

AVT

any idea to use this in portfolio trading?

Anna MultiCharts

Hello, QGroup!

Please send us your portfolio workspace and export of data for the symbols used in it to support@multicharts.com so we could test this on our end.

hughesfleming

I am using something called Dimension 4 set to sync every five minutes. I also have delays with Portfolio Trader but I have just accepted them. For example yesterday it took 22 seconds to fill five market orders. It is the delay in order generation that is troubling. For ...

QGroup

I just upgraded to v12 of MC.Net, and the Portfolio Trader no longer keeps the loaded data in the memory like previous versions did. If I run a backtest, it first loads all the necessary data, and then performs the calculations. If I then change ...

hughesfleming

I am using a Supermicro dedicated server for Portfolio Trader and I have experienced clock drift where my system clock time differs from the actual time. You may want to use a third party tool to contact time servers to sync your time. For what ever reason, Windows 2012r2 was not syncing properly.

pcrespo

... Server 2012; we have no anti-malware installed (Defender is not included by default). What is the first contract in your instrument list in Portfolio trader? It should the the one with the highest tick rate. In that case, we had the wrong order of instruments. I've just changed it and will ...

hughesfleming

... are you using? Do you have IQFeed and Multicharts excluded from the antimalware service? What is the first contract in your instrument list in Portfolio trader? It should the the one with the highest tick rate. Thanks to ABC Trading for that invaluable tip. I have many persistent problems with ...

Henry MultiСharts

... made in settings, even if I change the fields in settings the export is always the same as above. raffaele, are you using MultiCharts or Portfolio Trader? I get matching report columns and the saved csv file in both. I am using Multicharts..... in the optimization report I set as field: ...

raffaele

... made in settings, even if I change the fields in settings the export is always the same as above. raffaele, are you using MultiCharts or Portfolio Trader? I get matching report columns and the saved csv file in both. I am using Multicharts..... in the optimization report I set as field: ...

Henry MultiСharts

... made in settings, even if I change the fields in settings the export is always the same as above. raffaele, are you using MultiCharts or Portfolio Trader? I get matching report columns and the saved csv file in both.

SilverQuant

... / money management signal (should) interact with each other. My objective : achieve the implementation of a simple Moving Avg crossover with a portfolio of e.g. a 20 stocks system, using ranking of stocks (lowest RSI) and a simple money management algorithm (risk 2% of available equity). It ...

Zheka

... moment - to cover the margin. To only base your sizing decisions on closed equity, you need to explicitly code this around. You can also play with PortfolioTrader Portfolio Settings (Exposure, Required Capital Assumptions) to achieve what you need.

Anna MultiCharts

Hello, ilag!

Please send us your portfolio workspace and the export of data in QMD for the symbols used in it to support@multicharts.com for analysis.
https://www.multicharts.com/trading-sof ... rting_Data

wilkinsw

... in MC I use 1min BM over 10years+ of data. I have about 6 signals within one strategy and MC12 inserts alot of error on stop fill placement. In portfolio backtesting, with no BM?! OMG. Can you imagine?! Bar the primary position intrabar....all subsequent positions, if they have a stop triggered, ...

ilag

Hi everybody, Please, review the following actual example to illustrate the logic I do not understand: Portfolio Initial Capital: $5.000 5 open trades (stocks) investing $1.000 each Suppose that currently Portfolio Equity is $6.000 ($1.000 open profit) and we have a new stock ...

Svetlana MultiCharts

... please specify the Symbol Names of the symbols you have issue with. It would be better if you provide a screenshot of “Insert Symbols Into Portfolio - IQFeed” window, where we could see the correct Symbol Name and Description of the symbols you add: https://www.multicharts.com/trading-software/index.php/Operating_Symbol_List#Adding_Symbol_from_Data_Vendor_Supplied_List

mathematicurve

... is an error with the IOrderMarket. It can't be used by my global signal to trade. Is it possible to trade in this way ? I don't want to use the Portfolio because the backtest can't calculate Ask and Bid datas in the calculation. Thank you if you have an advice. using System; using System.Drawing; ...

Sky

... my strategies, I would like to run them across several markets over as many years as I possibly can; in the spirit of diversification and proper portfolio theory. After doing some research I discovered the IB -- @xx contracts, but there seems to be limited information on how much data they contain ...

LMC1

Understood, thanks.

rrams

... MC users live streaming their trading bots. The AT popup warning seems like a pretty insignificant hurdle to overcome compared to: No realtime portfolio margin control No remote connection monitoring No daily price limit warnings No automatic futures rollover No liquidity or data spike filters ...

Anna MultiCharts

Hello, turbofib!

rrams is right. That is only possible to select either Local or Exchange time zone for the symbols within 1 chart and 1 portfolio. There’re no plans to change this behavior in future versions.

waldem

hallo, i reply to this old topic because is still not clear to me if is possible to program portfolio setstoploss at 1000$; if today loss is more than 1k i will see only 1k in backtest. i mean in backetst only, not in realtime. i have tried this code from Wiki but i see ...

rrams

I don't think they will ever allow you to mix symbols from different time zones on Exchange time.

You can run multiple instances of Portfolio Trader on Exchange time.

turbofib

hi,

now the portfolio trader we can use with some instrument in local time

is possible to set it in Exchange time in new release multichart 12?

et1hugo

... on how to do this? I've looked at the Positions array and there doesn't seem to be any notion of what a position is costing you. I've seen that Portfolio Trader does get the cost basis right, so it is somewhere in MutliCharts just not sure how to get it through the API. Additionally, it would ...

Anna MultiCharts

Hello, LMC1! The Open P/L in the "Portfolio Real-time Auto Trading" tab is the strategy Open P/L for the symbol. The Open P/L in the Order and Position Tracker can be calculated by MultiCharts or can be supplied by the broker depending on ...

LMC1

Attached is a screen shot. Discrepancy exists between the P/L values shown in "Portfolio Real-time Auto Trading" and "Order and Position Tracker" tabs. It is a Short position of 42 shares @1799.5 for EXPN. At the price of 1868, the position should have paper loss ...

hughesfleming

I would like to know the answer to this as well. I am seeing this at the open in Multicharts when Portfolio Trader is entering orders.

regards,

Alex

Svetlana MultiCharts

Hello, SysInv, Memory usage is different during backtesting and optimization. Backtesting The memory is allocated for the entire data series + for the number of generated orders. Memory usage cannot be significantly reduced during backtesting, but the following methods still can be used: - Reduce th...

andrea.venuta

... it would be at least advisable to make this clear to users via documentation as it is counterintuitive. Now my MM code looks like this and the portfolio in the backtest looks sort-of balanced. Are the discrepancies related to the fact that MC assumes an integer number of contracts? variables: ...

Zheka

This might be connected with Required Capital assumptions (see top-right part in Portfolio settings)/Margin per contract settings.

Try to debug with 1 strategy, 2 strategies..

andrea.venuta

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 ...

Zheka

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?

andrea.venuta

... 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. I studied all of the documentation I could find related to portfolio signals (money ...

SysInv

I'm a bit confused how the memory management in MC work. After some digging (mainly testing different scenarios), it seems to me that MC first loads the necessary data into the memory, and then for each strategy instance (logical core) works through this data and stores the calculations (and data?) ...

Anna MultiCharts

Hello, trader0311! Please refer to the Portfolio Trader documentation and strategy examples to learn how to use them: http://www.multicharts.com/trading-software/index.php/Portfolio_Trader Portfolio Money Management Keywords: http://www.multicharts.com/trading-software/index.php/PMM_Keywords ...

LMC1

Thanks, the Order and Position Tracker is back again.

hughesfleming

... Optimization is very fast on both but that is something I use rarely. I find too many discrepancies between back testing and live trading. In Portfolio Trader the situation is even worse. I don't trust the back tester at all even when using second intervals. Unless you are running other applications ...

Anna MultiCharts

Hello, LMC1! To restore Portfolio to the default settings you can try performing these steps: 1. Close MultiCharts and make sure no processes are running in Task Manager -> Details Tab -> click on the Description column name to sort all ...

LMC1

Hi, During a portfolio real-time auto trading session, I deleted the "Order and Position Tracker" accidentally. Next time when I loaded the same portfolio, the Order and Position Tracker is disappeared. I tried to click it under ...

trader0311

... securities. The array will make a calculation and then store those calculations in the array. I would like to explore using this same concept on a portfolio of different securities within the portfolio trader. What I don't want to have to do is to list the primary symbol (Data1) and then all of ...

Henry MultiСharts

Hello darob, MultiCharts and Portfolio Trader workspaces have different file formats and extensions. The files are isolated - having the same file name will have no effect on the file contents. The file from one application cannot be used ...

darob

So if you lose your mind and save an MC.NET workspace with the same name as a PT portfolio, the next time you open the portfolio it'll have no strategies or instruments.

alko

yes, it did work fine in backtesting. thank you

fbertram

... - without the need to add a secondary data series. It uses MultiCharts' DataLoader to load the data into memory. I find this quite useful with Portfolio Trader, and I hope you do too. Best regards, Felix //============================================================================== // Name: ...

wilkinsw

Great thanks!

My example was 100% fictitious Felix!

fbertram

you could actually move the input to the money-management signal. From there, you could share it with the individual signals using pmm_set_global_named_num. Also, I find the thought of optimizing through 10^11 iterations mildly scary. I am typically trying to keep things between 100 and 1000. Is the...

wilkinsw

Hi, In PT, I want to optimize 5 signals. 3 inputs each: stop, target, Time to end trading. Stop and targets need optimizing 1-10 (1 increments) each. But, "Time to end trading" needs optimizing 1300-2200 (100 increments) AND NOT each. I simply want to optimize 1300-2200 for all 5 signals grouped tog...

Henry MultiСharts

Henry, it would be great if the reloading feature could be expanded to the Portfolio Trader, too. If for example you are running a large portfolio of stocks in the Portfolio Trader missing data might go unnoticed (by the user) and create problems. The same goes ...

ABC

Henry, it would be great if the reloading feature could be expanded to the Portfolio Trader, too. If for example you are running a large portfolio of stocks in the Portfolio Trader missing data might go unnoticed (by the user) and create problems. The same goes ...

Zheka

Portfolio_NetProfit+Portfolio_OpenPositionProfit - assuming you use a Portfolio Trader (look under "Portfolio_..." sections in PL Editor Dictionary).

And you do need to use PT to backtest position sizing for a portfolio.

alko

Hi all, How can i appropriately size strategy position depending NOT on the strategy equity but rather on the portfolio equity. Thus using InitialCapital + netprofit + openpositionprofit will not work. Also, GetRTAccountEquity does not work in backtesting. What is the appropriate ...

njubee

Ofcourse TJ Why do you ask?

TJ

Is it possible to use (SetPeg) function in Multicharts ?
I want to exit my portfolio at the best ask.

Have you done a search to see if this has been answered previously?

njubee

Is it possible to use (SetPeg) function in Multicharts ?
I want to exit my portfolio at the best ask.

gofortips

Hello dario, Portfolio trader does not support IOG and BarMagnifier for signals. IOG is supported for the money management signal only. We understand the importance and demand of this functionality and we are considering adding ...

hughesfleming

... is something that has caught me out in the past so I watch out for that. I am trading US S&P100 stocks. A pretty straight forward setup. Overall Portfolio trader has worked very well and I don't use anything else these days. If anything goes wrong it comes down either a random disconnect with ...

TJ

Where are you located?
What exchanges are you trading?

Does this have to do with your computer time being different than the exchange time?

hughesfleming

Thanks Felix, I am in fact following your advice and using AutoIt to start PT before the open and shutdown after the close. This is a workable solution and to be honest, I am happy to stop posting about this.

Kind regards,

Alex

fbertram

... restarting my server every morning (instead of letting it run 24/7), everything is running rock solid. I do _not_ need to adjust the end date in portfolio trader ever. Best regards, Felix

hughesfleming

... and one unpinned. The point I am trying to make is that is does not make any difference. Unless I manually update the date to the current date, Portfolio Trader does not enter trades. The only time Portfolio Trader does work for me consistently is if I restart PT daily with my date settings ...

Zheka

Alex,

But in the screenshot you attached the date is *pinned*, fixed.....No wonder you do not get trades.

Smoky

... speed and focus on broker API. no need to take cpu usage for drawing, all power on EL execution... 3 times in the same day ! and i don't use portfolio...

hughesfleming

Thanks Strelow. Good to know that works. Unfortunately, I have no choice but to keep the date correct.

regards,

Alex

strelow

Hello Hug

I have same problem . Put your pc one day in the future than will works like today set date to 22th . Its not the best solution but works.
Regards

hughesfleming

... see in the attachment. I had to stop and manually set the date to 21 (today) and it started to send orders to IB. As far as I am concerned the way Portfolio Trader manages dates is very error prone. I really hope that this is addressed in the next version of Multicharts to make it more robust. ...

TJ

Thanks for your respond. My broker is IB. My goal is to have an fully automated portfolio strategy. Where can I learn more about Easylanguage and portfolio trader? Is there any recomended books or howto's? Start here: https://www.multicharts.com/discussion/viewtopic.php?t=6929 ...

njubee

Thanks for your respond.

My broker is IB. My goal is to have an fully automated portfolio strategy. Where can I learn more about Easylanguage and portfolio trader? Is there any recomended books or howto's?

fbertram

the little thing that looks like a thumb tack.

PortfolioTrader_Pin.JPG: (26.37 KiB) Downloaded 1188 times

Cheers, Felix

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