Backtest porfolio like Antonacci's Porfolio with MC  [SOLVED]

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nuno-online
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Backtest porfolio like Antonacci's Porfolio with MC

Postby nuno-online » 12 Feb 2015

Hi
I'd like to backtest a Portfolio with Multicharts Portfolio Backtesting (like Antonacci's Portfolio)

here is what i want to do:

- Define 4 Risk Groups equally weighted
example
Group1 StockA StockB StockC
Group2 StockD StockE StockF
Group3 StockG StockH StockI
Group4 StockI StockK StockL

-For each group, allocate 25% to one of the 3 stocks (example best momemtum)


Is it possible with MC Portfolio Backtesting ?

For the selection in each Group, does i have to send data (with ADE for example) between each stock (A/B/C) to rank them?


With these questions I want to know what is the procedure to be adopted for backest with MC Portfolio Backtesting

All suggestions are welcome!

(ps sorry for my bad english;)

Nuno

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Henry MultiСharts
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Re: Backtest porfolio like Antonacci's Porfolio with MC

Postby Henry MultiСharts » 12 Feb 2015

Hello Nuno,

There is a prebuilt Rank Strategy for Portfolio Trader that comes with MultiCharts 9.0.

Please refer to the Portfolio Trader documentation and strategy examples to learn how to use the new features and keywords:
https://www.multicharts.com/trading-sof ... lio_Trader
Portfolio Money Management Keywords:
https://www.multicharts.com/trading-sof ... M_Keywords
Portfolio Trader Strategy Examples:
https://www.multicharts.com/trading-sof ... y_Examples

nuno-online
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Re: Backtest porfolio like Antonacci's Porfolio with MC

Postby nuno-online » 16 Feb 2015

Hello Henry
i read and read again the portofilio documentation. It seems complexe

For example : the strategy "Rank Strategy"

does i have to put together all the code (in the documentation) in the signal of the stragegy?

is it possible to send me an example with the signal?
I am not looking for someone to develop my code, just understand how to apply my signal to the portfolio

Nuno

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Henry MultiСharts
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Re: Backtest porfolio like Antonacci's Porfolio with MC  [SOLVED]

Postby Henry MultiСharts » 18 Feb 2015

Hello Nuno,

You do not need to put the code together - it is already done for you. Please see the prebuilt "Portfolio Rank Signal Base" and "Portfolio Rank MM Signal" signals.


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