trying out Rotation Strategy Example

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nunc cogitas
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trying out Rotation Strategy Example

Postby nunc cogitas » 13 Jan 2015

I've tried Portfolio Trader "Rotation Strategy" Example using futures contracts.
(The data dictionary is set up correctly)

Problem:
1. How do I set slippage as % (percent) of the daily range when entering on stop orders?

2. I set "Initial Capital" = 1 Million yet show Corn taking a 1 lot (one contract) per trade.
All other commodities seem to run the back test at one contract size.
Pretty funny.

Any idea where to override the one contract setting?
The code is in
"Portfolio_Rotation"
and
"Portfolio_Rotation_MM"

Anyone tried any of the sample programs with futures?

Thank you,
Cogitas

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Henry MultiСharts
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Re: trying out Rotation Strategy Example

Postby Henry MultiСharts » 14 Jan 2015

Hello Cogitas,

1. Commission is a fixed value that can be applied on per share/contract or per trade basis.
2. In Portfolio Trader please right click on the strategy in the Strategy Tree->Show Properties->Properties-> configure the Trade Size.


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