Is is possible to get position on the same symbol from other strategies in portfolio backtesting?
I think MarketPositionFromBroker should work on real-time (Not tested). But does not work in backtesting.
I have multiple strategies (e.g. S1, S2, and S3) running on the same symbol in portfolio traders.
And want to add a strategy (S4) which trades depending on the total market position from other strategies.
Any idea?
Portfolio backtesting market position from other strategies
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- Henry MultiСharts
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Re: Portfolio backtesting market position from other strateg
Hello christephan,
You can use global variables or IPortfolioStrategy.PortfolioData (added in MC NET 9.0) for that.
You can use global variables or IPortfolioStrategy.PortfolioData (added in MC NET 9.0) for that.
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Re: Portfolio backtesting market position from other strateg
Hi Henry,Hello christephan,
You can use global variables or IPortfolioStrategy.PortfolioData (added in MC NET 9.0) for that.
Any documentation on IPortfolioStrategy? Google search got nothing~
- Henry MultiСharts
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Re: Portfolio backtesting market position from other strateg
You can check it in PowerLanguage .Net Editor->Help tab-> PowerLanguage .Net Help.