PortTrader and Fixed Fractional MM

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StefanoSF
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PortTrader and Fixed Fractional MM

Postby StefanoSF » 12 Dec 2014

I have a Portfolio Trader script which trades three instruments. I use Fixed Fractional (FF) money mgt manually (MM) which, prior to each new trade, requires me to turn off Auto Order Executions/Open Strategy/Define New Contracts Size/ turn on Auto Order Execution.

Is there a way to:
- Assign FF MM to each symbol from withing Portfolio Traders money management signal?
or
- Assign next trade size without having to turn off Auto Order Execution?

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Henry MultiСharts
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Re: PortTrader and Fixed Fractional MM

Postby Henry MultiСharts » 12 Dec 2014

Hello StefanoSF,

That is possible to specify the trade size in the code (please see Buy/Sell/BuyToCover/SellShort) or in the strategy properties.

That is also possible to set the number of contracts for the strategy’s entry with an idx number (size calculated by the strategy itself will be ignored) with the help of pmms_strategy_set_entry_contracts(idx, contracts). To use the order size calculated by the strategy itself set “contracts” parameter to 0.


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