Operating Portfolios: Difference between revisions

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-Portfolios can be created by the MultiCharts Portfolio Backtester.
+Portfolios can be created by '''[[Portfolio Trader|MultiCharts Portfolio Trader]]'''.
-MultiCharts Portfolio Backtester is included with the MultiCharts platform as a separate application.
+MultiCharts Portfolio Trader is included with the MultiCharts platform as a separate application.
 <br>
-== Starting Portfolio Backtester ==
+== Starting Portfolio Trader ==
-To start MultiCharts Portfolio Backtester:
+To start MultiCharts Portfolio Trader:
-# Select the '''Portfolio Backtester''' icon on the computer's desktop or on the Quick Launch bar, or:
+# Click '''Portfolio Trader''' [[File:Port Trdr icon.png]] icon on the '''Main''' toolbar; or:
-# Select '''All Programs''', select '''MultiCharts''', and click '''Portfolio Backtester'''.
+# In the '''Main''' menu select '''File''', then point to '''New''' and click '''Portfolio Trader'''.
+# Or select the '''Portfolio Trader''' icon on the computer's desktop or on the Quick Launch bar, or:
+# Select '''All Programs''', select '''MultiCharts''', and click '''Portfolio Trader'''.
 <br>
@@ Line 16: / Line 18: @@
 To create a new Portfolio:
-# Click the '''New Portfolio''' http://www.multicharts.com/img/wiki/toolbar/portfolio/01_New_Portfolio.gif icon on the toolbar, or
+# Click the '''New Portfolio''' [[File:Portfolio_NEW.png]] icon on the toolbar, or
 # Select '''File''' in the main menu and then select '''New Portfolio''', or
 # Press '''CTRL+N''' to use the keyboard shortcut.
@@ Line 27: / Line 29: @@
 To save a Portfolio:
-* Select the '''Save Portfolio''' http://www.multicharts.com/img/wiki/toolbar/portfolio/03_Save_Portfolio.gif icon on the toolbar, or
+* Select the '''Save Portfolio''' [[File: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.
@@ Line 40: / Line 42: @@
 # Open the '''Open''' file window.
 #: To access the '''Open''' file window:
-#:* Select the '''Load Portfolio''' http://www.multicharts.com/img/wiki/toolbar/portfolio/02_Load_Portfolio.gif icon on the toolbar, or
+#:* Select the '''Load Portfolio''' [[File: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.
+#:* Press '''CTRL+O''' to use the keyboard shortcut,
+#:* To open one of the 10 recently used portfolio workspaces use '''CTRL+ [0…9]'''.
 # Navigate to the portfolio file (*.pws) and select it.
 # Press the '''Open''' button.
@@ Line 51: / Line 54: @@
 Portfolios can be renamed by two different methods:
-* Save a copy of the Portfolio under a different name (see [[<span style="color: red;">'''LINK'''</span> /0297_Portfolio/22-9701_CreatingPortfolios.html name="3";  |Saving Portfolios]]) or,
+* Save a copy of the Portfolio under a different name (see [[#Saving Portfolios|Saving Portfolios]]) or,
 * Use Windows Explorer or another program to rename a Portfolio file as you would any other Windows file.
 <br>
 == Deleting Portfolios ==
@@ Line 60: / Line 64: @@
 <br>
+== 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.
+<br>
+'''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 <code><b>[[PortfolioEntriesPriority]]</b></code> 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.
+<br>
+'''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 nine 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 ===
+: <div style="background-color: #E3FBE5;">'''Note''': Informational symbols can only be added to a row that already contains a tradable symbol.</div>
+: To add a symbol:
+:# Select the cell where the symbol is to be added.
+:# Open the '''Select Symbol''' window by one of the following methods:
+:#* Double-click the cell, and then click the http://www.multicharts.com/img/wiki/portfolio/ellipse.gif button, or
+:#* Right-click the cell, and then click '''Format Instruments'''.
+:# Select a data feed from the '''Data Source''' drop-down list box.
+:# 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. <br>The list can be sorted by any column, in ascending or descending order, by clicking on the column header.<br><br>
+::: If the symbol isn't in the list, please see [[Operating_Symbol_List#Adding Symbol(s) to Symbol List|Adding Symbols to Symbol List]] for more information.<br><br>
+::: '''''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:'''
+:::# Select the symbol on one end of the group.
+:::# 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:'''
+:::# Hold down the CTRL key and select each symbol.
+:::# To cancel the selection, hold down the CTRL key and select the symbol again.<br><br>
+::5. Click '''OK''' to add symbol(s) to the table.<br><br>
+:: 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 [[Operating_Symbol_List|Symbol List]].
+<br>
+=== Working with Symbol List table ===
+: To delete a row,
+:# Right-click on any cell in the row.
+:# Select '''Delete Row'''.<br><br>
+:To insert a row,
+:# Right-click on the '''Data1''' cell in the row above which the new row is to be inserted.
+:# Select '''Move Down'''.  A new row will be inserted. <br><br>
+:A symbol can be copied from a cell using the CTRL+C keyboard shortcut, and pasted to a cell using CTRL+V keyboard shortcut. <br>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.
+<br>
+=== Importing Instruments List ===
+Via Portfolio Tree it is also possible to import a list of tradable symbols from a CSV file:
+# Right-click the '''Instruments menu''' -> '''Import Instruments List'''
+# Select the required CSV file and click '''Open'''
+The symbols will be added to the Instrument List.
+== Data Series Properties ==
+Data Series Properties consists of '''Resolution''', '''Quote Field''', '''Session''', '''Build Volume On''', and '''Time Zone''' settings.
+=== Global Settings ===
+Global settings are located in the '''Data''' section. To access global settings, select the '''Data''' tab in the main window.
+==== Data Range ====
+To backtest based on # of bars back or days back:
+:# Select the first (upper) radio button in the '''Data Range''' section.
+:# Enter a number in the textbox
+:# Select '''Bars Back''' or '''Days Back''' in the drop-down list.
+:# In the '''From''' field, enter the date from which '''Bars Back''' or '''Days Back''' will start counting.<br><br>
+To backtest based on a specified date range:
+:# Select the second (lower) radio in the '''Data Range''' section.
+:# Enter the date range in the '''From''' and '''To''' fields.
+==== Reload Data ====
+Reload logic in Portfolio Trader is the same as in the main MultiCharts window (see [[Reloading Charts]]).<br>
+Set '''Reload Data''' to '''Disabled''' to re-use the previous downloaded price data, and only load any new/missing data. If any other option is selected from the '''Reload Data''' dropdown list – the corresponding period of data will be reloaded. The selected interval will be requested as historical data from the data source and saved to the local database if the data is received. It is applied to all data series in Portfolio Trader.
+==== 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:
+# If you change the Time Zone of the portfolio to Local, all instruments of this portfolio are set to Local.
+# 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.
+[[File:Time Zone.png]]
+==== Data Server Mode ====
+Read about Data Server Mode settings [[Preferences#Data_server_mode|here]].
+==== Use symbol cache for backtesting ====
+Using cache is an alternative method to load symbol data. If cache is used, data is not pulled from the data source and is not renewed automatically.<br>
+To refresh cache, press '''Clear cache''' and then run backtesting to upload the up-to-date data from the data source. The '''Clear cache''' button appears after the first backtesting in the current Portfolio instance, i.e. it is not displayed in a fresh Portfolio instance.<br>
+When the option '''Use symbol cache for backtesting''' is disabled, Portfolio Trader uploads real-time data for the symbols.
+=== Symbol Specific Settings ===
+Symbol specific settings consist of '''Resolution''', '''Quote Field''', '''Sessions''', and '''Build Volume On'''.
+To access symbol specific settings:
+# Select the cell where the symbol is to be added.
+# Open the '''Select Symbol''' window by one of the following methods:
+#* Double-click the cell, and then click the http://www.multicharts.com/img/wiki/portfolio/ellipse.gif button, or
+#* Right-click the cell, and then click '''Format Instruments'''.
+# Select the '''Settings''' tab:<br><br>
+:: '''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,
+::# In the '''Resolution''' textbox, enter the number units for each bar.
+::# In the '''Resolution''' drop-down list, select the desired units.
+:: To learn more about resolution, see [[Chart_Resolution|Chart Resolution]]<br><br>
+:: '''Quote Field'''
+:: It is possible to use trade data, bid data, or ask data by setting the '''Quote Field'''.  <br>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|Quote Field]]<br><br>
+:: '''Sessions'''
+:: To set sessions:
+:: Select the trading session of the symbol from the drop-down list.<br><br>
+:: '''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.<br><br>
+== Data Server Mode ==
+Data Server Mode settings affect the whole software (MultiCharts, Portfolio Trader and QuoteManager). This page determines whether the software has access to real-time data from a data provider server or it is limited to use only the data that is already stored in the database.
+# Select '''Online''' to switch software to online mode and get access to data from data vendor servers.
+# Check '''Download missing historical data''' to download the missing historical data from a data provider; clear the checkbox to work only with real-time data and locally stored data (no historical backfill from data vendor).
+# Check '''Save real-time minute bars to the database''' to save real-time minute bars to the local database; clear the checkbox not to save this data to the database.
+# Select '''Offline''' to work only with historical data that is already saved in the database. No additional data will be requested from the data provider in this case.
+<div style="background-color: #E3FBE5;">'''Note''': In order to switch between the modes or turn on/off the "Download missing historical data" box, all workspaces should be closed in all instances of MultiCharts, forward testing and auto trading should be stopped in Portfolio Trader and QuoteManager should be exited, [[Forex_Board#Forex_Board_Service_Window|Forex Board service window]] should be dectivated and [[Pre-Scanning_and_Watchlist#Scanner_service_window|service Scanner]] should be cleared of all symbols (or also deactivated). </div>
+To learn how this setting affects data collected in MultiCharts, please read [[Collecting and Saving Data to MultiCharts Database|this article]].
-[[Category:Portfolio Backtesting]]
+[[Category:Portfolio Trading]]