Advice PMMS Portfolio (maximum 10 position simultaneously)

Questions about MultiCharts and user contributed studies.
stefano84
Posts: 6
Joined: 31 Aug 2015
Has thanked: 2 times

Advice PMMS Portfolio (maximum 10 position simultaneously)

Postby stefano84 » 13 Jun 2016

I'm looking for some help (also for a fee!)
for writing a code in portfolio money management signal

I program a little something with Powerlanguage at the level of systems and
indicators with no problems, but I can not understand anything at the
level of PMMS portfolio trader.. !! There were months when I study, but it
looks like another language! And I'm not a programmer ..

How can I write a PMMS that limits me the the entry to a maximum of X
positions simultaneously ??
For example:
In a signal that works in an equity portfolio of 100 stocks,
i would like have a maximum of 10 position simultaneously and no
more (to limit my risk), then the PMMS should just count the the entry arriving in
chronological order and block the entry of any other signal after the
tenth. Allow further the entry only if previous positions are closed.
In this case If the signal closes a position (9) can open another.


I put below a list of all the trades that my signal generated on the equity portfolio,
put in brackets the trade that it should jump and bold the trades that should allow,
to better clarify things:

1 AIG Long 37 Buy 27/11/2009 24,84 Sell 07/12/2009 21,77 -113,59 32,19 -187,96
2 BAC Long 62 Buy 27/11/2009 15,32 Sell 02/12/2009 15,82 31 47,74 -7,44
3 BRK.B Long 14 Buy 27/11/2009 67,39 Sell 15/12/2009 66,16 -17,22 8,54 -30,38
4 C Long 23 Buy 27/11/2009 39,8 Sell 14/12/2009 38 -41,4 52,9 -43,7
5 CL Long 23 Buy 27/11/2009 41,67 Sell 02/12/2009 42,94 29,21 30,36 -14,26
6 EMC Long 59 Buy 27/11/2009 16,4 Sell 02/12/2009 17,05 38,35 48,38 -5,31
7 FOXA Long 83 Buy 27/11/2009 11,44 Sell 02/12/2009 11,79 29,05 36,52 -27,39
8 GS Long 5 Buy 27/11/2009 164,27 Sell 01/12/2009 171,25 34,9 34,9 -5,25
9 HAL Long 33 Buy 27/11/2009 28,99 Sell 11/12/2009 28 -32,67 29,04 -80,52
10 IBM Long 7 Buy 27/11/2009 124,59 Sell 02/12/2009 127,32 19,11 26,6 -2,31


SKIP
(
11 JPM Long 23 Buy 27/11/2009 40,98 Sell 01/12/2009 42,61 37,49 38,41 -5,29
12 MS Long 31 Buy 27/11/2009 30,34 Sell 02/12/2009 31,35 31,31 50,53 -10,85
13 MSFT Long 33 Buy 27/11/2009 29,11 Sell 02/12/2009 29,9 26,07 31,02 -11,88
14 UNP Long 31 Buy 27/11/2009 31,47 Sell 02/12/2009 31,98 15,81 32,24 -8,99
15 WFC Long 36 Buy 27/11/2009 26,79 Sell 01/12/2009 27,98 42,84 42,84 -2,16
16 ALL Long 35 Buy 30/11/2009 28,07 Sell 07/12/2009 28,49 14,7 26,6 -5,6
17 APC Long 16 Buy 30/11/2009 59,57 Sell 02/12/2009 61,39 29,12 37,92 -13,92
18 GD Long 14 Buy 30/11/2009 66,19 Sell 02/12/2009 67,29 15,4 17,78 -10,22
19 MO Long 52 Buy 30/11/2009 18,81 Sell 03/12/2009 19,24 22,36 22,36 -3,12
20 ORCL Long 45 Buy 30/11/2009 22 Sell 02/12/2009 22,53 23,85 25,65 -9
21 PM Long 20 Buy 30/11/2009 49,2 Sell 04/12/2009 49,78 11,6 12,6 -23,8
22 QCOM Long 22 Buy 30/11/2009 44,69 Sell 07/12/2009 45,11 9,24 21,78 -8,14
23 XOM Long 13 Buy 30/11/2009 74,39 Sell 02/12/2009 75,97 20,54 24,05 -0,52
)

24 VZ Long 31 Buy 01/12/2009 31,43 Sell 02/12/2009 32,29 26,66 28,21 -2,48

25 AAPL Long 35 Buy 02/12/2009 28,12 Sell 10/12/2009 28,5 13,3 15,05 -40,95
26 BMY Long 40 Buy 02/12/2009 24,64 Sell 04/12/2009 25,25 24,4 29,2 -3,6
27 MCD Long 15 Buy 02/12/2009 63,5 Sell 14/12/2009 62,25 -18,75 5,25 -51,9
28 UNH Long 34 Buy 02/12/2009 28,63 Sell 08/12/2009 28,16 -15,98 0 -45,22

29 AXP Long 24 Buy 03/12/2009 40,53 Sell 10/12/2009 40,01 -12,48 1,68 -41,76
30 DVN Long 14 Buy 03/12/2009 67,1 Sell 15/12/2009 67,2 1,4 17,36 -62,16

SKIP
(
31 EMC Long 59 Buy 03/12/2009 16,68 Sell 07/12/2009 17,04 21,24 28,32 -3,54
32 GS Long 5 Buy 03/12/2009 165,57 Sell 07/12/2009 166,52 4,75 11,15 -10,2
33 JPM Long 23 Buy 03/12/2009 41,47 Sell 15/12/2009 41,5 0,69 23,92 -20,01
34 MS Long 32 Buy 03/12/2009 30,52 Sell 15/12/2009 29,95 -18,24 21,12 -30,4
35 OXY Long 12 Buy 03/12/2009 80,46 Sell 15/12/2009 77,09 -40,44 15,48 -57,24
36 SBUX Long 92 Buy 03/12/2009 10,81 Sell 11/12/2009 11,21 36,8 38,64 -30,36
37 SLB Long 15 Buy 03/12/2009 63,5 Sell 11/12/2009 61,71 -26,85 3 -67,8
38 WFC Long 36 Buy 03/12/2009 27,11 Sell 16/12/2009 25,92 -42,84 5,4 -82,08
39 WMT Long 18 Buy 03/12/2009 54,48 Sell 08/12/2009 54,82 6,12 9 -9,54
)

40 APC Long 16 Buy 04/12/2009 59,73 Sell 14/12/2009 59,97 3,84 8,32 -61,76
SKIP
(
41 BLK Long 4 Buy 04/12/2009 224,23 Sell 10/12/2009 226,63 9,6 13,04 -31,72
42 CAT Long 16 Buy 04/12/2009 58 Sell 14/12/2009 58 0 6,72 -41,6
43 COST Long 21 Buy 04/12/2009 46,9 Sell 14/12/2009 47,57 14,07 17,64 -18,9
44 CVX Long 12 Buy 04/12/2009 77,73 Sell 14/12/2009 78,45 8,64 14,28 -18,48
45 DOW Long 35 Buy 04/12/2009 27,59 Sell 08/12/2009 27,75 5,6 30,8 -14,7
46 EMR Long 23 Buy 04/12/2009 41,45 Sell 07/12/2009 41,99 12,42 15,87 -2,76
47 KO Long 34 Buy 04/12/2009 28,58 Sell 08/12/2009 28,76 6,12 15,98 -7,82
48 PG Long 15 Buy 04/12/2009 62,42 Sell 14/12/2009 62,54 1,8 6,45 -12,3
49 TGT Long 21 Buy 04/12/2009 46,05 Sell 11/12/2009 46,17 2,52 9,45 -19,74
50 UPS Long 17 Buy 04/12/2009 57,51 Sell 07/12/2009 57,97 7,82 7,82 -2,89
51 USB Long 42 Buy 04/12/2009 23,17 Sell 14/12/2009 23,27 4,2 13,86 -19,32
52 V Long 49 Buy 04/12/2009 19,98 Sell 10/12/2009 20,47 24,01 24,5 -14,7
53 XOM Long 13 Buy 04/12/2009 74,91 Sell 22/12/2009 68,61 -81,9 0 -94,51
)

54 AMGN Long 17 Buy 07/12/2009 56,54 Sell 14/12/2009 56,48 -1,02 5,27 -19,72
SKIP
(
55 AMZN Long 7 Buy 07/12/2009 135,11 Sell 11/12/2009 136,07 6,72 7,56 -37,03
56 CELG Long 35 Buy 07/12/2009 27,58 Sell 15/12/2009 26,89 -24,15 6,3 -49
57 CL Long 23 Buy 07/12/2009 42,1 Sell 14/12/2009 42,17 1,61 4,83 -27,83
58 PFE Long 54 Buy 07/12/2009 18,44 Sell 10/12/2009 18,47 1,62 1,62 -43,74
59 WBA Long 26 Buy 07/12/2009 37,69 Sell 10/12/2009 38,4 18,46 18,46 -20,54


Many thanks in advance.

(sorry for my english)

Stefano

Return to “MultiCharts”