1. Start with the Wiki:
Portfolio Trader Documentation:
https://www.multicharts.com/trading-sof ... lio_Trader
Portfolio Trader Strategy Examples:
https://www.multicharts.com/trading-sof ... y_Examples
Portfolio Money Management Keywords:
https://www.multicharts.com/trading-sof ... M_Keywords
Advanced Readings
Understanding Portfolio Backtesting
https://www.multicharts.com/trading-sof ... acktesting
Wiki Category:Portfolio Trading Topics
https://www.multicharts.com/trading-sof ... io_Trading
All Wiki Articles on Portfolio
https://www.multicharts.com/trading-sof ... olio&go=Go
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[FAQ] Portfolio Trader / Portfolio Backtester
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- TJ
- Posts: 7743
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- Location: Global Citizen
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2. [FAQ] Portfolio Trader / Portfolio Backtesting
To look for more information on Portfolio Trader and Portfolio Backtesting:
Search the support forum for all the past discussions on "Portfolio"
search.php?keywords=Portfolio&submit=Multicharts
Search the support forum for all the past discussions on "Portfolio"
search.php?keywords=Portfolio&submit=Multicharts
- TJ
- Posts: 7743
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2222 times
- TJ
- Posts: 7743
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2222 times
4. [FAQ] Portfolio Trader / Portfolio Backtesting
Re: Global Variables.
There are new prebuilt reserved words that allow sharing information between the strategies similar to Global Variables.
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- TJ
- Posts: 7743
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2222 times
6. [FAQ] Portfolio Trader / Portfolio Backtesting
[FAQ] Results Difference for Backtest in Portfolio Backtester and MultiCharts
viewtopic.php?f=1&t=9794
viewtopic.php?f=1&t=49396
viewtopic.php?f=1&t=9794
viewtopic.php?f=1&t=49396
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7. [FAQ] Portfolio Trader / Portfolio Backtesting
[FAQ] Multi-core/Multi-thread for Portfolio Backtester ?
viewtopic.php?f=1&t=48843
viewtopic.php?f=1&t=48843
There is no way to multithread these processes. Please study how Portfolio Calculation is done:
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8. [FAQ] Portfolio Trader / Portfolio Backtesting
[FAQ] IOG and BarMagnifier
viewtopic.php?f=1&t=49134&p=118362#p118362
Portfolio Trader does not support IOG and BarMagnifier for trading signals.
IOG is supported and is always On for the money management signal only.
viewtopic.php?f=1&t=49318&view=unread#p119106
Portfolio trader does not support IOG and BarMagnifier for signals. IOG is supported for the money management signal only.
We understand the importance and demand of this functionality and we are considering adding it in the future. We cannot provide any ETA for it, as this is not a trivial functionality. It requires development of the new complex algorithms for synchronous multi data stream processing in backtesting and realtime on a portfolio level.
Your script should generate the same results in MultiCharts and Porfolio Backtester if the settings are the same.
You need to have 1 instrument in your portfolio for the results to match with the chart. 1 trading instrument (data 1).
You need to have IOG and bar magnifier disabled for your strategy in MultiCharts.
Extended backtesting is also not available in Portfolio backtester, therefore you need to disable it in MultiCharts
All instrument settings (resolution, quote field, data range ) should be the same in both applications. On the chart the Data Range should be specified as From_To and not Days/Bars Back.
MultiCharts has no money management, therefore you need to configure the portfolio to have no money management limits for orders.
In the Money Management Settings section Max % of Capital at Risk per Position should be 100%.
In the Money Management Settings section Initial Portfolio Capital should be set to maximum $1 000 000 000