Portfolio Trader Data 1, 2, 3 with different data ranges

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AMarsland
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Portfolio Trader Data 1, 2, 3 with different data ranges

Postby AMarsland » 29 Dec 2020

Hi there,

I have a number of strategies that use multiple data sets:

Data 1: 1 minute data, 10day range
Data 2: 1 day data, 400 day range
Data 3: 5 minute data, 10 day range

How do I set multiple data ranges in Portfolio Trader?

Thanks for your help...

Anthony

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Tammy MultiCharts
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Re: Portfolio Trader Data 1, 2, 3 with different data ranges

Postby Tammy MultiCharts » 06 Jan 2021

Hello AMarsland,

In the Portfolio Trader it is only possible to set 1 data range for all the instruments and data series in Portfolio -> View -> Data -> Data range.

If you need different resolutions (1 minute, 5 minute, 1 day) of the same instrument for your strategy's calculation, it is possible to add several data series to Instrument List -> Informational Instrument column and set the resolution in Format Instrument -> Settings tab -> Resolution.

AMarsland
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Re: Portfolio Trader Data 1, 2, 3 with different data ranges

Postby AMarsland » 07 Jan 2021

Thanks for the clarification Tammy.

Just so I'm clear.

If I set the data range to 100 DAYS Portfolio Trader will load 100 days of minute data on a minute data set and 100 days of daily data on a day data set.

If I set Portfolio Trader to load 10,000 BARS it will load 10,000 minute bars on a minute data set and load 10,000 day bars on a day data set.

Anthony

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Tammy MultiCharts
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Re: Portfolio Trader Data 1, 2, 3 with different data ranges

Postby Tammy MultiCharts » 22 Jan 2021

Hello,

Yes, that is correct.
The Data Range selected in the Data section of Portfolio Settings will be applied to all the data series from the Instrument List.


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