A bug in the Portfolio Trader?

Hello everyone,

I've come across a peculiar problem and my attempts so far for finding it's causes were unsuccessful:

I have have two uncorrelated strategies in my Portfolio Trader.

One is working mainly on the basis of the RSI indicator
Another one is a Pair Trading strategy.

When I backtest these two separately, I get some good results, same as ones I get by deploying them on a chart (with identical instruments and properties and time periods). However, when I test them together, the results for the second strategy changes dramatically; Even the total number of trades change (there is no margin call). But the results for the first one match perfectly with the isolated test.

Is there any idea on the cause? I've tried many solutions but couldn't pinpoint the problem.

Cheers.

Any Idea?

No help from anyone?

Hello arian_gh,

You need to isolate the issue - narrow it down to the smallest amount of instruments and data range possible. Check the first trade - if it is not correct then add traces to your code to understand which conditions have triggered it. If it is correct then move to the next trade. Please refer to the following page for debugging code example: Why an Order Was or Was Not Executed

Hello Henry,

Thanks for your response. So I tried to pinpoint the exact cause of the conspicuousness and I've found the signals in my first strategy, do interact and cancel the signals in my second strategy. I have some superficial knowledge about OCO orders but I didn't think that signals in separate strategies actually do affect each other.
To make it more clear, in my first strategy, I reduced the contract size to minimum to see if it is the matter of money management. But the results didn't change and still orders from different strategies affect each other.

Perhaps I'm asking a trivial question (apologies for that), I've searched a lot before posting a new thread. So is there any way that I could isolate the orders on different strategies?

Thanks in advance.

Hello arian_gh,

Please send us the following information for analysis of this case to support@multicharts.com:
- workspace you are using;
- in QuoteManager select the symbols you are using, make a right click on it->Export data->Export instrument (with data). Send us the QMD export file for analysis;
- in PowerLanguage .NET editor->File->Export->export the studies you are using in the workspaces you are providing. Send the study export file;
- specify the version and build number of MultiCharts you are running (in MultiCharts go to Help tab-> About);
- your output log that demonstrates this case;
- instructions for replicating it.