Portofolio Traders Eroors 1

Questions about MultiCharts .NET and user contributed studies.
aurelispas
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Portofolio Traders Eroors 1

Postby aurelispas » 12 Jun 2014

Getting Started this software is a fantastic JOB

Live Trading from Portofolio Traders it maybe not be possible.. ‘why?
- The part regarding of the risk settings and management and there is not enough documentations or clarifications (template)
- Exposure = account size?
- Max% of Capital Risk one calculated positions = why not order multiple positions? It was created to have the same time several open positions!
- Max potential loss = Max DD from history that we find in Back testing?
- What happens if it exceeds the limits of the state of risk /
- Platform may close all or partial open position open (by what criteria / new / old / size?)
-To'''' Money Management System which functions supported? I understand that you can add exceptions and conditions (limited number positions open / closed / lot size / max draw down / positions not to open after a certain time) .. Where y I can get any documentation coding a sample template? or sample code?
- From the testing I've noticed that MultiCharts. NET 64 Portfolio Traders.. Cannot identify the actual amounts from the real account and is using the Initial Portfolio Capital as account size (witch I believe is dangerous)
- Maybe will be easy if all this risk/account functions will be detail in a A4 page !
-From the moment you START there is no way or functions to ---. PAUSE / / Resume'' than to be possible to start from the same point' (all open positions must be closed. = loss .. or .. if you do not close old positions will be I eventually reopened doubling the exposure and number of contracts)
- There is big difference between actual results and history as well real trading (may be multiple reasons / delay entry / recalculation of positions) how to access and verify the portfolio back testing for these differences if we cannot stop and restart the strategy from the same position or continue the same strategy with out to close the old orders or to increase the order size ?
- There is no synchronization between real trade /history trade realize Profit /loss trade /win trades account (see picture )
-Verify please the picture I am sending where is an error with same amount in profit witch is never made!Also are differences between broker (Lmax)amount Multicharts 9.0 and Portfolio (it can be from the way is calculating the exchange rate ? !) Management
Regarding Money Management and risk i made 1 excel file with the same formula use by Portfolio management .. according to any Risk Management accepted numbers in the trading world 50.000apital you can trade MAX 1 LOT :
Capital, $ 50000
Exposure, % 55
MaxCapitalRiskPerPosition, % 5
Margin, % 50
PotentialLoss, $ per contract 1
Commission per order 10
Slippage 0
Big point value 1000
Contracts per position 100

Do I made any MISTAKE ? (i cannot add any EXCEL file .. in case same one is interested {ispas.aurel#Gmail.com}

What I have send are real trades and real money

THANKS MULTICHARTS this is a fantastic JOB done !and I will wait the comments ...
Aurel Ispas
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Alex MultiCharts
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Re: Portofolio Traders Eroors 1

Postby Alex MultiCharts » 23 Jun 2014

Hello aurelispas.

Sorry for delay in reply. We will provide your detailed reply to all the points as soon as possible.

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Alex MultiCharts
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Re: Portofolio Traders Eroors 1

Postby Alex MultiCharts » 30 Jun 2014

Let me answer your questions in order:

1. Exposure (% of Initial Portfolio Capital) - is a total volume of all the opened positions as a % from Portfoli Capital.
2. Max % of Capital Risk one calculated positions - is maximum risk % from capital per one opening position
3. Potential Loss per Contract:
Maximum amount of risk capital per contract in currency.
If «Absolute Max Potential Loss» option is selected, then you set absolute value of MaxPotentialLossPerContract in currency.
If «Max Potential Loss» option is selected then you set value of MaxPotentialLossPerContractPrcnt in %.
MaxPotentialLossPerContract value is calculated using the following formula:
MaxPotentialLossPerContract = (OrderPrice*BigPointValue) * MaxPotentialLossPerContractPrcnt / 100;, where:
• OrderPrice – price of the order (if it is a market order, then Open price of the bar where the order is sent (not generated, but sent) is taken).
• BigPointValue – cost of price unit in currency (taken from symbols settings in QuoteManager).
• MaxPotentialLossPerContractPrcnt - maximum risk capital amount set in %.
Please note: no matter what was values are specified in the above mentioned fields, fixed loss will be defined by the script. It means that, there will be no additional StopLoss orders sent which will be closing position if loss of the opened position has reached the specified size.
4. Please refer to the above-mentioned points.
Portfolio itself is not closing positions, it should be executed by the script. Portfolio will only not let open a new position if the capital is not enough for that.
5. Here you can find the new Portfolio Manuals:
Portfolio Trader Manual: https://dl.dropboxusercontent.com/u/951 ... Manual.pdf
Portfolio Trader Strategy Examples: https://dl.dropboxusercontent.com/u/951 ... amples.pdf
3 strategies samples will be added to 9.0 Beta 2 version.
6. Please see point 5 regarding the available Portfolio Trader Manuals.
7. We tried to reproduce the issue on our end, but it is working fine and the contracts were not doubled, please come to our Live Chat Mon-Fri from 6:30 AM to 12 AM EST to demonstrate the issue: http://messenger.providesupport.com/mes ... pport.html
It is possible to start and stop the strategy. Please use PortfolioSignalObject Members, you can get access to all the strategies in the Portfolio and manage them, just like in Backtesting.
8. It is expected as strategy information is changing and updating only when script is re-calculated, i.e. when the next tick is received.
Open PnL for the positions is changed according to the broker events.
9. The calculation was incorrect. On the attached screenshot you can see how it is calculated.
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