How to make multiple rank strategy

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YK
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Joined: 11 May 2007
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How to make multiple rank strategy

Postby YK » 19 Jul 2014

Could you tell me the how to make multiple rank strategy?
I'd like to make strategy like below.

example:

There are 200 symbol in PT

Sort Volume and higher rank 50%(100) symbol select.
Sort Beta and higher rank 50%(50) symbol select.
Sort Return and lower rank 10 symbol buy next bar market.

Thank you

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Alex MultiCharts
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Re: How to make multiple rank strategy

Postby Alex MultiCharts » 21 Jul 2014

Hello YK,

Please find Rank Strategy description in our Portfolio Trader Strategy Examples document: https://dl.dropboxusercontent.com/u/951 ... amples.pdf

Using the given example you can write the strategy you need.

YK
Posts: 7
Joined: 11 May 2007
Has thanked: 1 time

Re: How to make multiple rank strategy

Postby YK » 28 Aug 2014

I read the Portfolio Trader Manual 3 times. But I don't understand.
Does the Portfolio Trader has ability of describe below?

Signal generate 10 raw order
Each trade amount = portfolio equity / 10

Signal generate 2 raw order
Each trade amount = portfolio equity / 2

Signal generate 20 raw order
Each trade amount = portfolio equity / 10
Only entry 10 raw order.

This must have the ability of raw orders count.

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Alex MultiCharts
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Re: How to make multiple rank strategy

Postby Alex MultiCharts » 29 Aug 2014

Hello YK,

The amount of contracts traded depends on the available funds, so if you send 20 contracts, but you have capital enough only to buy 10, then only 10 contracts will be bought.

You can use Rank Strategy in your case, as mentioned in my previous post, where you can also find its description.

So, firstly you need to set up Portfolio Settings, then set up Inputs of Portfolio Rank Strategy MM Signal (please see the attached screenshot), that should be selected as Money management signal.
In the Inputs you can set total amount of contracts, number of contracts for Long and Short trades, etc.
Attachments
Rank.png
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