Hi there,
I have a number of strategies that use multiple data sets:
Data 1: 1 minute data, 10day range
Data 2: 1 day data, 400 day range
Data 3: 5 minute data, 10 day range
How do I set multiple data ranges in Portfolio Trader?
Thanks for your help...
Anthony
Portfolio Trader Data 1, 2, 3 with different data ranges
- Tammy MultiCharts
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Re: Portfolio Trader Data 1, 2, 3 with different data ranges
Hello AMarsland,
In the Portfolio Trader it is only possible to set 1 data range for all the instruments and data series in Portfolio -> View -> Data -> Data range.
If you need different resolutions (1 minute, 5 minute, 1 day) of the same instrument for your strategy's calculation, it is possible to add several data series to Instrument List -> Informational Instrument column and set the resolution in Format Instrument -> Settings tab -> Resolution.
In the Portfolio Trader it is only possible to set 1 data range for all the instruments and data series in Portfolio -> View -> Data -> Data range.
If you need different resolutions (1 minute, 5 minute, 1 day) of the same instrument for your strategy's calculation, it is possible to add several data series to Instrument List -> Informational Instrument column and set the resolution in Format Instrument -> Settings tab -> Resolution.
Re: Portfolio Trader Data 1, 2, 3 with different data ranges
Thanks for the clarification Tammy.
Just so I'm clear.
If I set the data range to 100 DAYS Portfolio Trader will load 100 days of minute data on a minute data set and 100 days of daily data on a day data set.
If I set Portfolio Trader to load 10,000 BARS it will load 10,000 minute bars on a minute data set and load 10,000 day bars on a day data set.
Anthony
Just so I'm clear.
If I set the data range to 100 DAYS Portfolio Trader will load 100 days of minute data on a minute data set and 100 days of daily data on a day data set.
If I set Portfolio Trader to load 10,000 BARS it will load 10,000 minute bars on a minute data set and load 10,000 day bars on a day data set.
Anthony
- Tammy MultiCharts
- Posts: 200
- Joined: 06 Aug 2020
- Has thanked: 6 times
- Been thanked: 65 times
Re: Portfolio Trader Data 1, 2, 3 with different data ranges
Hello,
Yes, that is correct.
The Data Range selected in the Data section of Portfolio Settings will be applied to all the data series from the Instrument List.
Yes, that is correct.
The Data Range selected in the Data section of Portfolio Settings will be applied to all the data series from the Instrument List.