Starting Library for MC Portfolio Setups at CFT

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MC_Prog
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Starting Library for MC Portfolio Setups at CFT

Postby MC_Prog » 14 Jul 2008

I would like to announce that I've started a library for MC Portfolio setups.

As users may know, MC Portfolios currently require every symbol to be typed in one-by-one. This is pretty bad if you want to test on the SP500, or the R2000 (for example).

However, since a new portfolio can begin from a prior one, if the symbols are typed in once, by someone, they can then be made available for all (instead of having hundreds of people wasting their lives away typing in the SP500).

I've posted the first portfolio, for the D30. I very much encourage others to follow suit, and soon we may all avoid this issue most easily.

BTW, MC support is most welcome to contribute also, if they have portfolios available in-house.

Link: CFT Topic for MC Portfolio Lists

Cheers!

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Marina Pashkova
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Re: Starting Library for MC Portfolio Setups at CFT

Postby Marina Pashkova » 15 Jul 2008


As users may know, MC Portfolios currently require every symbol to be typed in one-by-one. This is pretty bad if you want to test on the SP500, or the R2000 (for example).


I am afraid there has been a misunderstanding. You don't need to type in each symbol into portfolio separately. If the symbols are already there in QuoteManager, you can bulk-add them into portfolio symply by selecting the relevant data feed and highlighting the symbols that you want.

Moreover, if you want to add multiple symbols into QuoteManager, there are two ways to do that:

1. via ASCII mapping
2. by adding a symbol list from eSignal and then changing the data provider from eSignal to the one that you're using.

If you need any help with the above operations, please contact us via LiveChat and our support representatives will show you how to do that.

Regards.

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MC_Prog
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Re: Starting Library for MC Portfolio Setups at CFT

Postby MC_Prog » 16 Jul 2008

You don't need to type in each symbol into portfolio separately. If the symbols are already there in QuoteManager, you can bulk-add them into portfolio symply by selecting the relevant data feed and highlighting the symbols that you want.

This is correct and I've confirmed with support how to do that.

However, there is no misunderstanding about getting lists such as the D30, N100, and SP500 into the Portfolio Backtester (PB). The PB does not offer the ability to designate a pre-existing list or file as the set of symbols over which to do the portfolio test. I have also confirmed this with support.

So, if you want the N100 for your test, you need to either type them, or select them (from the Quote Manager). Selecting offers some advantage over typing, but either way the real work is placed on the user to assemble the 100 symbols in a portfolio.

The point of starting a library is to help users avoid that "list assembly" work.

Hopefully, a future enhancement will make the Portfolio Backtester "list smart" so that it can simply operate off of existing lists (D30, N100, SP500, MyFavoriteMovers, etc.) when defining a PB.

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Marina Pashkova
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Postby Marina Pashkova » 22 Jul 2008

Hi MC_Prog,

When we designed the portfolio backtesting module, we assumed that you would just create a portfolio of symbols once and then just save it as a portfolio workspace and then keep using it over and over.

Regards.


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