266
edits
Changes
Jump to navigation
Jump to search
'''Portfolio Trader Strategy Examples''' Download [[Media:Portfolio_Trader_Strategy_Examples.pdf|Portfolio_Trader_Strategy_Examples.pdf]] for regular MultiCharts (PowerLanguage) in '''.PDF''' format can be downloaded '''[https://www.dropbox.com/s/6vq0lfe46cqg14k/Portfolio%20RT%20Manual.%20Examples%202.0.pdf?dl=0 here].'''
no edit summary
== Rotation Strategy ==
<syntaxhighlight>var: slave_idx(pmms_strategies_get_by_symbol_name(symbolname data2));
once if 0 > slave_idx then
raiseruntimeerror(text("specified slave trader on instrument ", doublequote, symbolname data2, doublequote, "not found"));</syntaxhighlight>
To synchronize the capital invested into positions for both instruments, we need to send the price of the current position of the main instrument to the pair strategy:
<syntaxhighlight>// *** restrictions
once if barstatus(BasedOnData) < 0 then raiseruntimeerror("Portfolio Rank Signal Base needs datastream " + numtostr(BasedOnData, 0));
once if 1 <> getappinfo(aiisportfoliomode) then raiseruntimeerror("Portfolio Rank Signal Base can be applied to MCPortfolio application only.");
// ****************
<syntaxhighlight>MyIndicator = ADX of data2;</syntaxhighlight>
Then allow trading only in those stocks that have the highest ADX.
<br><div style="background-color: #E3FBE5;">'''Note:''' These signals are given mainly for reference. If you receive some inconsistent results, you can modify the signals according to your needs.</div>
[[Category:Portfolio Trading]]
