Rotational Strategy Development

Questions about MultiCharts .NET and user contributed studies.
kbeary33
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Joined: 03 Oct 2013

Rotational Strategy Development

Postby kbeary33 » 03 Oct 2013

Hi,

I am interested in using MultiCharts to develop a rotational strategy (For example, buy "x" number of stocks that have shown the highest percent change over the past month)

Is this possible to do? I would like to run the strategy against the entire universe of stocks on the NYSE (Several thousand instruments). Is it possible to do this in a strategy backtest?

The last update that I have seen on this is from more than a year ago, so I am not sure what may have been worked on since then

Thanks

clonardo
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Re: Rotational Strategy Development

Postby clonardo » 12 Oct 2013

This may be possible with the Scanner, but I haven't tamed it yet. This is starting to become my default answer on such matters, but it's certainly possible if you used an external datasource, like a local MySQL database. How easy it will be to accomplish depends on your coding ability and requirements, of course.

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Henry MultiСharts
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Re: Rotational Strategy Development

Postby Henry MultiСharts » 18 Oct 2013

Hello kbeary33,

New scanner capabilities introduced in MultiCharts .Net 8.8 beta 1 allow sorting instruments based on a custom criteria. At the moment in MultiCharts you can trade one symbol per chart only. If you want to link multiple charts to share information between them – you need to use Global Variables or Native C# Solution for Global Storage.

If you want to trade a certain number of instruments-you need to have a chart open for each symbol.

With MultiCharts .Net that is possible to send unmanaged orders-for example from one chart you can trade multiple instruments at the same time, but each symbol should be hardcoded. You can find a code example of such signal in the following thread: viewtopic.php?f=20&t=10730

We are going to implement Portfolio trading with money management rules and basket trading in MultiCharts 9.0

We would like to hear your thoughts and suggestions regarding the Portfolio Trading strategies you would like to have implemented as the default strategies here: viewtopic.php?f=19&t=29304


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