Need Help with Portfolio Trader Settings

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Transatlantic
Posts: 3
Joined: 15 Feb 2021

Need Help with Portfolio Trader Settings

Postby Transatlantic » 28 Feb 2021

Hi,

I am a new user of MC 14 and I am having some challenges understanding getting a simple strategy running in Portfolio Trader. Specifically, I am trying to understand how to *disable* any dynamic money management in MC 14 Portfolio Trader. The reason I want to turn it off is for debug purposes.

So my question is, if I have a signal that can only be Long 1 contract, Short 1 contract, or Flat, how do I ensure Portfolio Trader respects that and does not override it with any dynamic money management actions?

I want to ensure that the strategy is always allowed to go Long 1, Short 1, or be Flat given enough equity to have margin for 1 contract (which it always does since starting with 100k Initial Portfolio Capital).

So in 'Portfolio Settings' --> Money Management Settings, what values do I need to use?

Exposure(%) --> ?
Max % of Capital at Risk --> ?
Margin Per Contract --> I assume this should be Absolute Margin value
Potential Loss per contract --> ???
Degree of Risk Aversion --> ???

I have read the documentation but could not find anything on how to ensure that Portfolio Trader does not override/change any positions or position strategies from the signals.

Any help much appreciated.

Transatlantic

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Svetlana MultiCharts
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Re: Need Help with Portfolio Trader Settings

Postby Svetlana MultiCharts » 03 Mar 2021

Hi Transatlantic,

It is recommended to set parameters the following way to ensure that Portfolio Trader settings do not influence on your strategy:
Exposure = 100%
Max % of Capital at Risk per Position = 100%
Initial Portfolio Capital = $1 000 000 000
Margin value = 0
Max Potential Loss = 0

More info about Portfolio Settings is here.


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