Operating Portfolios

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Portfolios can be created by the MultiCharts Portfolio Backtester.

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


Starting Portfolio Backtester

To start MultiCharts Portfolio Backtester:

  1. Select the Portfolio Backtester icon on the computer's desktop or on the Quick Launch bar, or:
  2. Select All Programs, select MultiCharts, and click Portfolio Backtester.


Creating Portfolios

To create a new Portfolio:

  1. Click the New Portfolio 01_New_Portfolio.gif 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 03_Save_Portfolio.gif 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 02_Load_Portfolio.gif 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 [[LINK /0297_Portfolio/22-9701_CreatingPortfolios.html name="3"; |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 [[LINKPortfolioEntriesPriority]] 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 data5 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 Symbol.
  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 [[LINK /101_Symbol_List.html name="1"; |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 [[LINK /101_Symbol_List.html name="1"; |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.