Operating Portfolios

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Portfolios can be created by MultiCharts Portfolio Trader.

MultiCharts Portfolio Trader is included with the MultiCharts platform as a separate application.


Starting Portfolio Trader

To start MultiCharts Portfolio Trader:

  1. Click Portfolio Trader Port Trdr icon.png icon on the Main toolbar; or:
  2. In the Main menu select File, then point to New and click Portfolio Trader.
  3. Or select the Portfolio Trader icon on the computer's desktop or on the Quick Launch bar, or:
  4. Select All Programs, select MultiCharts, and click Portfolio Trader.


Creating Portfolios

To create a new Portfolio:

  1. Click the New Portfolio Portfolio NEW.png icon on the toolbar, or
  2. Select File in the main menu and then select New Portfolio, or
  3. Press CTRL+N to use the keyboard shortcut.


Saving Portfolios

A Portfolio, complete with the strategy and all settings, is saved as a file with a .pws extension.

To save a Portfolio:

  • Select the Save Portfolio Portfolio Save.png icon on the toolbar, or
  • Select File in the main menu and then click Save Portfolio, or
  • Press CTRL+S to use the keyboard shortcut.

To save an already named Portfolio under a new name, select File in the main menu and select Save Portfolio As.


Loading Saved Portfolios

To load a saved Portfolio:

  1. Open the Open file window.
    To access the Open file window:
    • Select the Load Portfolio Portfolio LOAD.png icon on the toolbar, or
    • Select File in the main menu and then click Load Portfolio, or
    • Press CTRL+O to use the keyboard shortcut.
  2. Navigate to the portfolio file (*.pws) and select it.
  3. Press the Open button.


Renaming Portfolios

Portfolios can be renamed by two different methods:

  • Save a copy of the Portfolio under a different name (see Saving Portfolios) or,
  • Use Windows Explorer or another program to rename a Portfolio file as you would any other Windows file.


Deleting Portfolios

Use Windows Explorer or another program to delete the Portfolio file as you would any other Windows file.


Understanding the Symbols Table

A table of portfolio symbols is displayed in the Symbols section. The symbols are displayed under two categories: Tradable Symbols and Information Symbols.


Tradable Symbols

Tradable symbols are the symbols for which the orders are generated. Tradable symbols are listed in the first column of the table, data1.

Unless PortfolioEntriesPriority function is specified within a strategy, the order, in which the symbols are listed in the Symbols Table, determines the entry priority for the symbols, with the symbols at the top of the table having a higher priority.


Informational Symbols

Informational symbols are the symbols that may be required by the strategy's logic to make trading decisions.

For example, if the strategy's logic references S&P 500 Index to make trading decisions for 3M, the S&P 500 Index symbol must be listed in as an Informational symbol, in addition to the 3M symbol being listed as a Tradable symbol. Up to four informational symbols can be used for each tradable symbol; informational symbols must be listed in the data2 through data10 columns, in the same row as the tradable symbol for which they are intended.

Adding Symbols to the Symbol List table:

Note: Informational symbols can only be added to a row that already contains a tradable symbol.
To add a symbol:
  1. Select the cell where the symbol is to be added.
  2. Open the Select Symbol window by one of the following methods:
    • Double-click the cell, and then click the ellipse.gif button, or
    • Right-click the cell, and then click Format Instruments.
  3. Select a data feed from the Data Source drop-down list box.
  4. Select a symbol from the list of available symbols in the All Symbols tab, or use the category tabs to list only a particular category of symbols.
    The list can be sorted by any column, in ascending or descending order, by clicking on the column header.

If the symbol isn't in the list, please see Adding Symbols to Symbol List for more information.

Selecting Multiple Symbols
Multiple symbols can be selected in the Select Symbol window and added to the Symbol List.
New rows will be automatically inserted in to the table.
To select a group of adjacent symbols:
  1. Select the symbol on one end of the group.
  2. While holding the SHIFT key, select the symbol on the other end of the group. The entire group will be selected.
To select multiple symbols one-by-one:
  1. Hold down the CTRL key and select each symbol.
  2. To cancel the selection, hold down the CTRL key and select the symbol again.

5. Click OK to add symbol(s) to the table.

Symbols can also be entered directly into each cell. Symbols are already in the QuoteManager database will show up in blue.

Unrecognized symbols will show up in red, indicating that they must to be added to the Symbol List.

Working with Symbol List table

To delete a row,
  1. Right-click on any cell in the row.
  2. Select Delete Row.

To insert a row,
  1. Right-click on the Data1 cell in the row above which the new row is to be inserted.
  2. Select Move Down. A new row will be inserted.

A symbol can be copied from a cell using the CTRL+C keyboard shortcut, and pasted to a cell using CTRL+V keyboard shortcut.
The symbol can also be pasted to all cells of a column. To paste a symbol to all sells of a column, select the entire column by clicking the column header, and then paste the symbol to any of the selected cells.


Data Series Properties

Data Series Properties consists of Resolution, Field, Session, Build Volume On, and Time Zone settings.

Global Settings

Global settings consist of the Data Range and Time Zone settings.

To access global settings, select the Data tab in the main window.

Data Range

To backtest based on # of bars back or days back:

  1. Select the first (upper) radio button in the Data Rangesection.
  2. Enter a number in the textbox
  3. Select Bars Back or Days Back in the drop-down list.
  4. In the From field, enter the date from which Bars Back or Days Back will start counting.

To backtest based on a specified date range:

  1. Select the second (lower) radio in the Data Range section.
  2. Enter the date range in the From and To fields.

Time Zone

To set the timezone:

Select either Local or Exchange time zone from the drop-down list.

If you have multiple symbols, the Time Zone setting will work as following:

  1. If you change the Time Zone of the portfolio to Local, all instruments of this portfolio are set to Local.
  2. If you change the Time Zone of the portfolio to Exchange, all Instruments are changed to Exchange Time Zone only if the Time Zone settings of all the Instruments are identical. If the Time Zone settings are different, there will be a message, indicating that it is not possible to set Exchange Time Zone for these Instruments and Local Time Zone should be selected.

Time Zone.png

Symbol Specific Settings

Symbol specific settings consist of Resolution, Quote, Field, Sessions, and Build Volume On.

To access symbol specific settings:

  1. Select the cell where the symbol is to be added.
  2. Open the Select Symbol window by one of the following methods:
    • Double-click the cell, and then click the ellipse.gif button, or
    • Right-click the cell, and then click Format Instruments.
  3. Select the Settings tab:

Resolution
Resolution can be based on a Time interval (seconds, minutes, hours, days, weeks, months, or years), or on a Count interval (tick, volume, change, or range).
To set resolution,
  1. In the Resolution textbox, enter the number units for each bar.
  2. In the Resolution drop-down list, select the desired units.
To learn more about resolution, see Chart Resolution

Quote Field
It is possible to use trade data, bid data, or ask data by setting the Quote Field.
To set the Quote Field, select Ask, Bid, or Trade in the Quote Field list box.
To learn more about Quote Field, see Quote Field

Sessions
To set sessions:
Select the trading session of the symbol from the drop-down list.

Build Volume On
For volume-based resolution, it is possible to build the volume bars based on trade volume or tick count:
Select Trade Volume or Tick Count from the drop-down list.

Data Download Mode

It is possible to perform backtesting using only locally stored historical data, or download any additional data that may be required before beginning the backtesting process.

To download any additional historical data that may be required before beginning backtesting,

  1. Select the Data tab in the main window.
  2. Select the Download Data Before Backtesting checkbox.

To perform backtesting using only the locally stored historical data, clear the Download data before backtesting checkbox.