Portfolio Backtester: Instrument List File Format

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petermcphee
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Portfolio Backtester: Instrument List File Format

Postby petermcphee » 19 Sep 2012

Hi there,

I'm using the Portfolio Backtester and want to import a large list of securities into a Strategy.

I right + click on "Instruments" and select "Import Instrument List...", which asks for a CSV file, however, I can't find anywhere what fields the file should contain.

I suspect that you would need to specify the data source i.e. Metastock etc, which I tried but I would also need to add Data2, Data3 etc.

I tried creating a list first and then exporting it to inspect the format but it only contained one field per line, which was the main instrument - no data source or Data2 etc.

Any ideas?

Peter.

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Henry MultiСharts
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Re: Portfolio Backtester: Instrument List File Format

Postby Henry MultiСharts » 19 Sep 2012

Hello Peter,

The file should be in CSV format with only one column of instrument names.

If you have a symbol list in a file I would recommend you to import it in QuoteManager. Here is the guide.
Then you can add multiple instruments into Porftolio.

petermcphee
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Re: Portfolio Backtester: Instrument List File Format

Postby petermcphee » 19 Sep 2012

Thanks Henry. I can see now that I can create multiple entries of Data2 by copying and pasting down the selection.

The only question I have now is how to set the initial data source?

When I first create a new portfolio/strategy I insert instruments from a file, however, because there is nowhere to set the data source it defaults to eSignal and hence cannot find the data (because my data is Metastock).

What I can do as a workaround is add one instrument manually using Metastock and then import the instruments from a file, which seems to work.

Just wondering if there is a setting somewhere that I have missed?

Peter.

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Henry MultiСharts
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Re: Portfolio Backtester: Instrument List File Format

Postby Henry MultiСharts » 20 Sep 2012

petermcphee wrote:add one instrument manually using Metastock and then import the instruments from a file, which seems to work.
Peter.

Hello Peter,

That is correct approach for changing the active data source.


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