Portfolio Fixed Size

Questions about MultiCharts and user contributed studies.
mcjohn

Portfolio Fixed Size

Postby mcjohn » 26 Apr 2015

Is it not possible to trade a fixed contract size per position in the Portfolio Trader? I use the same script that assigns a fixed value to the trade size, and also in the Signal Format > Properties section I use Fixed Shares/Contracts. The results do not provide fixed shares per trades.

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Henry MultiСharts
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Re: Portfolio Fixed Size

Postby Henry MultiСharts » 27 Apr 2015

Hello mcjohn,

We were unable to replicate this behavior on our end.
Please send us (support@multicharts.com) the following information for analysis:
- Portfolio workspace you are using;
- in QuoteManager select the symbols you are using, make a right click on the selection->Export data->Export instrument (with data). Attach the Qmd export file;
- in PowerLanguage editor->File->Export->export with dependent functions the studies you are using in the workspaces you are providing. Attach the study export file.
- screenshots demonstrating this behavior with detailed description.

mcjohn

Re: Portfolio Fixed Size

Postby mcjohn » 27 Apr 2015

Is there another way? I cannot send my study. When I don't use the Portfolio Trader everything works as planned. I have the trade size set as i.e. Buy ("LE") 25,000 contracts next bar market, and it works without fail. When I run the same study in the Portfolio Trader it works as if it the trade size relates to available margin. I have no type of code in my study that would cause this, it only trades fixed lots. I did send images to support@multicharts.com as well.

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fbertram
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Re: Portfolio Fixed Size

Postby fbertram » 30 Apr 2015

as a workaround: can you create a MM signal and call pmms_strategy_set_entry_contracts for all strategies there? Maybe like this:

variables: portfolioStrategies(0);
once begin
portfolioStrategies = pmms_strategies_count();
end;

for idx = 1 to portfolioStrategies begin
pmms_strategy_set_entry_contracts(idx - 1, 25000);
end;


Cheers, Felix


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