Hi, I would like to use Portfolio Trader in the real trading but have some problem and issue.
I created a portfolio trader and using 1 Day interval to create signals, it will buy 10 instruments and sell-short 10 instruments to become a portfolio.
I used "AA mode" and "set the initial position are as same as strategy" and cancel the "30 sec not deal delete the market price order"
When the market is opening and wait for 45 mins later, around only 10-12 instruments signals are triggered and filled the order.
(The PT monitor displayed 10-12 instruments signals triggered, too and I tested over 3 days were getting same result- every day I cleaned all position then created a new portfolio to make sure it will have new 20 instruments to trade)
Originally I think whether some instruments tick not come in but found all of them have deal volume after 45 mins when market opening.
And when I stopped the auto trading then restart it, the portfolio trader monitor will display full 20 instruments signals on the monitor.
(means I have missed 8-10 instruments deal)
Not sure where the problem is and why some instruments/signals not sending order, any setting I can try? Is it regarding some timeout setting?
(I tried to adjust the "CloseBarTimeOut" in registry to 1 but the same)
Thanks & Regards
Portfolio Trader Real Trading Problem.
Questions about MultiCharts and user contributed studies.
2 posts • Page 1 of 1