To give an example, I might want to define a portfolio with, e.g., twenty symbols. However, I'd only want to trade, e.g., the five symbols that have the "best" criteria out of those twenty symbols (e.g., the five symbols with the highest momentum, or the five symbols with the highest volume).
My understanding from this thread is that MultiCharts doesn't yet have portfolio-level trading.
viewtopic.php?f=1&t=7100
Based on this, my current assumption is that I'll need to create a workspace that has a separate chart for each of then twenty symbols, and then add a signal to each chart that determines whether any given symbol meets that screening criteria. In pseudocode, it would be something like:
Code: Select all
condition1 = ShouldITradeThisSymbol(...) ;
if condition1 then
begin
{actual trading code here}
end ;
Am I on the right track? If so, has anyone done this before, and is there any sample code? (I'm hoping to avoid reinventing the wheel.) Or am I off base, and is there an easier way of doing this?