I have been testing Portfolio trader recently with the same Future symbols which were also concurrently auto trade in each chart with separate paper trader account.
Despite using same strategy with same entry position size of 3 for the same symbols , the entry position size for Portfolio trader differed from that of autotrader in the individual chart. When an entry signal appeared, the entry position size for the same symbol in both Porfolio trader and chart autotrader should be 3. But in many occasions there was on 2 entry position for the Portfolio trader. The order for entry was at market price there shouldn't be partial fill issue. Does anyone have any idea what cause this problem and how to solve it? Any suggestion will be appreciated. Thanks !
Same Strategy to same symbols but incorrect position size in portfolio trader [SOLVED]
- TJ
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Re: Same Strategy to same symbols but incorrect position size in portfolio trader
Happy New Year TJ!
The strategy included 3 scripts. For the entry signal script, [IntrabarOrderGeneration = false] was used . Though one of the exit signal from a separate script used IOG=true. And to make sure the strategy could continue with the open positions from previous session after restarting the system in the weekend I also added !From Broker To Strategy MP Synchronizer! at the top of other signal scripts. The Signal Scripts were identical for the same signal in Porfolio trader and the individual Chart auto trader .
The strategy included 3 scripts. For the entry signal script, [IntrabarOrderGeneration = false] was used . Though one of the exit signal from a separate script used IOG=true. And to make sure the strategy could continue with the open positions from previous session after restarting the system in the weekend I also added !From Broker To Strategy MP Synchronizer! at the top of other signal scripts. The Signal Scripts were identical for the same signal in Porfolio trader and the individual Chart auto trader .
- TJ
- Posts: 7745
- Joined: 29 Aug 2006
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Re: Same Strategy to same symbols but incorrect position size in portfolio trader
Which MC version? Build number?
Re: Same Strategy to same symbols but incorrect position size in portfolio trader
The attached files show the Porfolio trader screen capture. The Autotrader paper account is the Portfolio trader account and the Trendcatcher is the chart auto trading account. For the same signal settings, the entry position size of symbol GCEG19 for Chart auto trader was 3 which was specified by the signal. However the there were only 2 entry positions for Porfolio trader account. Hope these screen captures clarify the problem. Thanks for your reply!
- Attachments
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- Setting of Signals for Chart Auto Trader.jpeg
- (44.11 KiB) Downloaded 287 times
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- Settings for Portfolio trader for the same symbol.jpeg
- (146.43 KiB) Downloaded 287 times
- TJ
- Posts: 7745
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2224 times
Re: Same Strategy to same symbols but incorrect position size in portfolio trader [SOLVED]
I am not sure if IOG is supported in your version of Portfolio trader.
I know in the older Portfolio trader, IOG is not supported. You should check with tech support to verify.
I know in the older Portfolio trader, IOG is not supported. You should check with tech support to verify.