How is the "Percent of Equity" in PortfolioTrader calculated

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Morgan
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How is the "Percent of Equity" in PortfolioTrader calculated

Postby Morgan » 27 Oct 2015

Hello:

I'm using Portfolio Trader to form a portfolio.
The setting is as following and attached image.

Only one Symbol: 000300-SSE (Big Point Value=1)
Applied on 3 different signals.

Initial Portfolio Capital:100,000
Percent of Equity on every signal: 1%

The price of underlying symbol in the beginning is around 1,000.
So according to my understanding, init capital = 100,000*1%=1,000
It should trade 1 share on every signal in the beginning.
However, the report displays it will trade 4 shares in the beginning.
I don't understand how the "4" is calculated.
Could anyone explain that for me.
Thanks!


By the way, another question is if I can back-test the performance with different underlying and trading instruments?
That means using A instrument(stock) to produce signals and real trading with B instrument(future).
I know it can achieve in real trading with MC, but whether I can get the beck-testing performance report in MC?

Thanks again!
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setting2.JPG
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Henry MultiСharts
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Re: How is the "Percent of Equity" in PortfolioTrader calcul

Postby Henry MultiСharts » 12 Nov 2015

Hello Morgan,

Please find the reply for question #1 in the attached zip file.

As for #2 - you need to have your trading instrument (B) as the main data series, then access the data for the underlying instrument (A) as Data2 from your code or using GlobalVariables or DataLoader/CustomInstrument in MultiCharts .NET.
Attachments
Percent_of_Equity_Portfolio_Calc.zip
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