Portfolio backtesting market position from other strategies

Questions about MultiCharts .NET and user contributed studies.
christephan
Posts: 17
Joined: 04 Dec 2014
Has thanked: 2 times
Been thanked: 3 times

Portfolio backtesting market position from other strategies

Postby christephan » 03 Feb 2015

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?

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Portfolio backtesting market position from other strateg

Postby Henry MultiСharts » 04 Feb 2015

Hello christephan,

You can use global variables or IPortfolioStrategy.PortfolioData (added in MC NET 9.0) for that.

christephan
Posts: 17
Joined: 04 Dec 2014
Has thanked: 2 times
Been thanked: 3 times

Re: Portfolio backtesting market position from other strateg

Postby christephan » 05 Feb 2015

Hello christephan,

You can use global variables or IPortfolioStrategy.PortfolioData (added in MC NET 9.0) for that.
Hi Henry,

Any documentation on IPortfolioStrategy? Google search got nothing~

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Portfolio backtesting market position from other strateg

Postby Henry MultiСharts » 05 Feb 2015

You can check it in PowerLanguage .Net Editor->Help tab-> PowerLanguage .Net Help.


Return to “MultiCharts .NET”