Pause / Resume in Portfolio Trader

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Gaetano
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Pause / Resume in Portfolio Trader

Postby Gaetano » 23 Jun 2017

Hi,
I am trying to add a pause/resume function in my own signal to be used in Portfolio Trader.
Suppose to have 40 Instruments in Portfolio Trader and one Signal. The signal continuosly monitors the performance of each instrument and when one or more instruments are not performing well, they should be paused for a while. No problem until this point.
But, how to resume the paused instruments? Of course, when they get good result again.
But if they are paused, how to check their performance? It would be useful if the paused instruments get into a simulated trading without active orders, so I can continue to monitor their theoretical performance.
Or keep opened 2 instances of PT (1 real and 1 in forward testing) and exchange data from one to another...

Any suggestion on this problem is welcome! :idea:
Thank you

best regards
Gaetano

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JoshM
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Re: Pause / Resume in Portfolio Trader

Postby JoshM » 28 Jun 2017

Hi,
I am trying to add a pause/resume function in my own signal to be used in Portfolio Trader.
Suppose to have 40 Instruments in Portfolio Trader and one Signal. The signal continuosly monitors the performance of each instrument and when one or more instruments are not performing well, they should be paused for a while. No problem until this point.
But, how to resume the paused instruments? Of course, when they get good result again.
But if they are paused, how to check their performance?
Ideally, you'd create an array of fictional/simulated trades to track the performance of the strategy during its 'idle' state.

But it also depends on the meaning of "get good result again". If the strategy should be profitable again (so recovering its losses), you could also track in a variable the loss amount, and use other variables for any entry and exit price, and then calculate the profits from that. (And then reduce the incurred losses with the fictional trade profits.)

That's at least how I'd approach it, but I'm sure there are other ways too.

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Gaetano
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Re: Pause / Resume in Portfolio Trader

Postby Gaetano » 29 Jun 2017

Hi,
Thanks to JoshM for suggestion!
It can be done using the Multicharts capabilities, rather that implement in the code, but it's not clear to me how to do it.
My idea was to run 2 instances of Portfolio Trader (one for trading and one for monitor) and use the monitor portfolio to trigger orders in the trading portfolio. In this case the main problem is to exchange information from one portfolio to another.
I will appreciate any additional ideas.
Thank you in advance.

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Angelina MultiСharts
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Re: Pause / Resume in Portfolio Trader

Postby Angelina MultiСharts » 30 Jun 2017

Gaetano,

What about GlobalVariables: https://www.multicharts.com/trading-sof ... _Variables ?


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