Configuring Strategies: Difference between revisions
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A portfolio can contain several strategies. | A portfolio can contain several strategies. | ||
Each strategy can have its own list of symbols and signals. It is to | Each strategy can have its own list of symbols and signals. It is possible to apply different strategies to different sets of symbols. | ||
Basic adjustments to a signal's logic can be made by simply changing the '''Input Values'''. Signals can have one or more inputs, or none at all. Multiple instances of the same signal can be used in the same strategy, and each instance can have different input settings. | Basic adjustments to a signal's logic can be made by simply changing the '''Input Values'''. Signals can have one or more inputs, or none at all. Multiple instances of the same signal can be used in the same strategy, and each instance can have different input settings. | ||
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To add a strategy to a portfolio: | To add a strategy to a portfolio: | ||
# Open '''Portfolio Trader''' window. | |||
#* see '''[[Portfolio Trader#Opening Portfolio Trader|how]]'''. | |||
# Under the main menu select '''Portfolio'''. | # Under the main menu select '''Portfolio'''. | ||
# Select '''Add Strategy'''. | # Select '''Add Strategy'''. | ||
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== Cloning Strategies == | == Cloning Strategies == | ||
To clone a strategy right-click on the strategy and click '''Clone Strategy'''. | To clone a strategy right-click on the strategy in the '''Portfolio Tree''' window and click '''Clone Strategy'''. | ||
== Adding Signals == | == Adding Signals == | ||
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<br> | <br> | ||
== Turning Signals On and | == Turning Signals On and Off == | ||
Signals can be turned on or off. The script of a signal that is turned off will not be executed and will not generate orders. | Signals can be turned on or off. The script of a signal that is turned off will not be executed and will not generate orders. | ||
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# Select the '''Status''' button to toggle the signal on or off. | # Select the '''Status''' button to toggle the signal on or off. | ||
# Click the '''OK''' button. | # Click the '''OK''' button. | ||
<br><div style="background-color: #E3FBE5;">Since '''MultiCharts 11''' it is possible to turn signals on and off in Portfolio by simply checking or unchecking the corresponding checkbox next to the signal in '''Portfolio Tree'''.</div> | |||
<br> | <br> | ||
== Turning Strategies On and Off == | |||
Since '''MultiCharts 11''' it is possible to turn strategies on and off in Portfolio by simply checking or unchecking the corresponding checkbox next to the strategy in '''Portfolio Tree'''. | |||
== Changing Signal Priority == | == Changing Signal Priority == | ||
If | If all entries' execution generated for a portfolio causes the capital limits to be exceeded, then the entries with the highest priority will receive preference, while the entries with the lowest priority will not be executed. | ||
The priority of a symbol is the order in which it is listed in the Symbol List of the Portfolio | The priority of a symbol is the order in which it is listed in the Symbol List of the Portfolio Trader. | ||
Signal priority can also be specified in PowerLanguage using the <code><b>[[PortfolioEntriesPriority|PortfolioEntriesPriority]]</b></code> keyword. | Signal priority can also be specified in PowerLanguage using the <code><b>[[PortfolioEntriesPriority|PortfolioEntriesPriority]]</b></code> keyword. | ||
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To change a signal's inputs: | To change a signal's inputs: | ||
# Open '''Portfolio Tree''' window<br><span>{{FormatPWindow}}</span> | # Open the '''Portfolio Tree''' window<br><span>{{FormatPWindow}}</span> | ||
# Right-click on the signal. | # Right-click on the signal. | ||
# Select '''Format Signal'''. The Format Signals window will appear. The table will show available inputs. | # Select '''Format Signal'''. The Format Signals window will appear. The table will show available inputs. | ||
# In the '''Value''' column, click on the value of the input to be changed and enter the desired value. | # In the '''Value''' column, click on the value of the input to be changed and enter the desired value. | ||
<br><div style="background-color: #E3FBE5;">Since '''MultiCharts 11''' it is possible to view the signals of a strategy and their inputs by hovering the mouse over the strategy’s name in the Symbols Table (see [[Operating_Portfolios#Understanding_the_Symbols_Table]]).</div> | |||
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Strategy properties are separate from the individual signals' settings, affect all of the signals in a strategy, and regulate the actions of a group of signals as a whole. | Strategy properties are separate from the individual signals' settings, affect all of the signals in a strategy, and regulate the actions of a group of signals as a whole. | ||
Strategy properties include '''Costs/Capitalization''', '''Maximum | Strategy properties include '''Costs/Capitalization''', '''Maximum Bars Back''', '''Position Limits''', and '''Trade Size''' sections. | ||
<br> | <br> | ||
== Costs/Capitalization == | == Costs/Capitalization == | ||
To change costs or/and capitalization assumptions: | To change costs or/and capitalization assumptions: | ||
# Open '''Portfolio Tree''' window<br><span>{{FormatPWindow}}</span> | # Open the '''Portfolio Tree''' window<br><span>{{FormatPWindow}}</span> | ||
# Right-click on the strategy. | # Right-click on the strategy. | ||
# Select '''Show Properties'''. The '''Format Settings''' window will appear. | # Select '''Show Properties'''. The '''Format Settings''' window will appear. | ||
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== Maximum Number of Bars Study Will Reference == | == Maximum Number of Bars Study Will Reference == | ||
All signals based on past data use a certain number of bars for their calculations. | All signals based on past data use a certain number of bars for their calculations. | ||
The '''maximum number of bars study will reference''' must be greater than or equal to the number of bars that the signal uses. | The '''maximum number of bars a study will reference''' must be greater than or equal to the number of bars that the signal uses. | ||
For example, if the signal uses the past 10 bars to make its calculations, the '''maximum number of bars study will reference''' must be greater than or equal to 10. | For example, if the signal uses the past 10 bars to make its calculations, the '''maximum number of bars study will reference''' must be greater than or equal to 10. | ||
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To change the '''maximum number of bars study will reference''': | To change the '''maximum number of bars study will reference''': | ||
# Open '''Portfolio Tree''' window<br><span>{{FormatPWindow}}</span> | # Open the '''Portfolio Tree''' window<br><span>{{FormatPWindow}}</span> | ||
# Right-click on the strategy. | # Right-click on the strategy. | ||
# Select '''Show Properties'''. The '''Format Settings''' window will appear. | # Select '''Show Properties'''. The '''Format Settings''' window will appear. | ||
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<br> | <br> | ||
== Position Limits == | == Position Limits == | ||
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<br> | <br> | ||
[[Category:Portfolio | [[Category:Portfolio Trading]] |