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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 ==
<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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