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'''1.''' '''=== Backtesting.''' <br> After calculating strategies based on historical data, the Portfolio Performance Report will be generated.<br>===
'''2After calculating strategies based on historical data, the Portfolio Performance Report will be generated.''' '''Forward Testing.''' <br> === Forward Testing === After calculating strategies based on historical data, this calculation is continued on real-time data. Information about the results is shown on the '''Forward Performance Testing''' window.
'''3.''' '''=== Automated Trading.''' <br> === After calculating the strategies based on historical data, the calculation is continued on real-time data, and orders are sent to the broker; for each strategy a separate broker profile can be selected. <br>
'''Portfolio Trader Strategy Examples for regular MultiCharts (PowerLanguage) can be downloaded [https://dl.dropboxusercontent.com/u/95112551/Portfolio%20RT%20Manual.%20Examples.pdf here]'''
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== Portfolio Trader Calculation Modes ==
The '''Forward Performance Testing''' window contains the main information on strategy performance for every instrument:
[[File:Portf RT AT.png]]
To see '''Portfolio Script Calculation Diagram''' please click '''[[Portfolio Script Calculation Diagram|here]]'''
'''Portfolio Trader Strategy Examples for regular MultiCharts (PowerLanguage) can be downloaded [https://dl.dropboxusercontent.com/u/95112551/Portfolio%20RT%20Manual.%20Examples.pdf here]'''
== Understanding Portfolio Money Management Signals ==
The Portfolio Money Management Signal (PMMS) is calculated on every calculation step after all signals have been calculated. Please note that PMMS’s functionality was designed NOT to replace the main strategies, but to COMPLEMENT them. <br> PMMS was designed to:
* Select the instrument for investing a certain amount of money.
* Calculate the position size of each instrument.
* Force a position to be closed for a certain instrument.
* Change position size for a certain instrument.
* Prevent opening positions for a certain instrument.
* Allocate equity between instruments.
The Portfolio consists of the following '''key elements''':
* The List of traded instruments.
* The Strategy applied to every instrument from the list.
* Portfolio equity.
Each strategy is designed to open and close positions of a specific instrument, i.e. the strategy calculates the moment WHEN the position should be opened/closed.
After all strategies have been calculated, the PMM (Portfolio Money Management) signal (if any PPM signal has been applied) is initiated.
The '''PMM signal''' can access all the strategies within a portfolio PMMS functionality helps to manage:
* Rotation strategy (when N “Best” instruments are traded simultaneously).
* Index Strategy (The index is analyzed and instruments included in this index are traded).
* Pair trading (A position is opened on two instruments simultaneously).
PMMS can be selected in the '''Portfolio Properties window'''.
[[File:PMMS Signal window.png]]
[[Category:Portfolio Backtester]]
