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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Re: Portfolio Backtester: Instrument List File Format

Postby yoyotrader » 25 Aug 2017

Can we actually insert symbol list in portfolio trader from CSV file directly? Without importing to QM first.

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Henry MultiСharts
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Re: Portfolio Backtester: Instrument List File Format

Postby Henry MultiСharts » 25 Aug 2017

yoyotrader wrote:Can we actually insert symbol list in portfolio trader from CSV file directly? Without importing to QM first.
Hello yoyotrader,

You can import an instrument list with only the instrument names directly via Portfolio Trader. In this case QuoteManager will automatically add the symbols to the database and assign missing symbol info such as description and exchange. Please note that these fields are critical for accessing data for some of the data providers, therefore you will need to manually configure them correctly.

yoyotrader
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Re: Portfolio Backtester: Instrument List File Format

Postby yoyotrader » 25 Aug 2017

I did try that, single column, tickers only, CSV format. Nothing happened. symbols did not load. Any common pitfalls advise here or do I need screenshare support?
Also, one of the challenges that I have been having is that, that's say I want to have what is like custom stock list from the same Broker (e.g esignal) e.g. Transportation stocks (group of 10-20 symbols), NASDAQ100, Sector ETFs. I am not aware of any easy way to keep them in QM to retrieve and insert in Screener and Portfolio Trader. Can you tell me if there is one?
e.g. in TS you simply have custom list you can save and retrieve in Radarscreen. Anything similar, or instead of it, that can deliver similar functionality?

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Henry MultiСharts
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Re: Portfolio Backtester: Instrument List File Format

Postby Henry MultiСharts » 30 Aug 2017

yoyotrader,

Please provide a sample file that you were unable to import.

In QuoteManager symbols are grouped by exchange and type, these groups are not visible from MultiCharts/Portfolio Trader.
In Portfolio you can import the list of symbols from a text file as discussed above. In the Scanner window you can copy/paste this list from a file manually: https://www.multicharts.com/trading-sof ... g_a_Symbol
You need to do this job once and save the workspace for opening it later when required.


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