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Portfolio Trader Strategy Examples

70 bytes removed, 14:09, 9 September 2016
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'''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].'''
== Rotation Strategy ==
==== Portfolio_Rotation_MM Signal ====
The signal is used as a '''Money management signalManagement Signal''' in portfolio. This study verifies the indicator values for all the portfolio instruments and manages positions opening.
The number of portfolio instruments for which positions will be opened is set by the user:
<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.");
// ****************

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