A few questions about portfolio trader... including max data#

Questions about MultiCharts and user contributed studies.
User avatar
joebone
Posts: 175
Joined: 05 Sep 2018
Has thanked: 53 times
Been thanked: 4 times

A few questions about portfolio trader... including max data#

Postby joebone » 21 Dec 2021

~My Objective
I plan to trade a standard portfolio of many different etfs/stocks. I would like to monitor the performance of each of these etfs against several metrics then let the computer build the portfolio on a rolling basis.

~My Strategy
I am going to add all of the data to the first instance of the portfolio trader. Then I will use a Master signal to make all the calculations and measurements. At the end of the signal I will run the final buy and sell signals for each possible asset into Global Variables.

The global variables will then go to all the other instances of sleeves in the portfolio. These will have a simple signal there that receives its respective Global Variable and purchases or sells its respective asset.

----------------------------------------------------

~Questions
Is this an efficient way to achieve my goal?

I see a possible of 10 total data series to be referenced in portfolio trader but I see autofill allowing for many more data.(EX.. Data19). Am I limited to 10 data references per instance of trading in portfolio manager?

-----------------------------------------------------
EDIT
I wanted to make a quick edit. I found this in the wiki....
https://www.multicharts.com/trading-sof ... amples.pdf

Its helpful to be able to trade many different instruments but I will need to make relative performance analysis so I will need the instruments all in the same portfolio sleeve I think?

--------------------------------------------------------

EDIT
Another edit after spending time working on my problem myself. I believe the 3 examples provided by MC mostly answer my questions and the only one I really have left is the amount of data being aloud into a single sleeve of the portfolio. I will leave this up I guess incase someone else searches and finds it. Here is the link where you can dig around and find most of your answers.
https://www.multicharts.com/trading-sof ... y_Examples

Return to “MultiCharts”