Normally Houston TX but currently travelling a lot
Experience: Advanced
Platform: TT and Stellar
Broker: Primary Advantage Futures. Also ED&F and Tradestation
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Posts: 4,747 since Dec 2013
Thanks: 4,063 given,
9,562
received
What ShadowFox said, or, you can use the Optimization API. I know of two people that have written programs that access that. Unfortunately neither is publicly available.
Normally Houston TX but currently travelling a lot
Experience: Advanced
Platform: TT and Stellar
Broker: Primary Advantage Futures. Also ED&F and Tradestation
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Posts: 4,747 since Dec 2013
Thanks: 4,063 given,
9,562
received
The optimization API allows you to send a batch of optimizations all in one go. So you could have a list of 50 instruments, and 5 different bar sizes, meaning you have a batch of 250 optimizations. Coding the optimization is probably the easier part (can't provide a link but have seen this discussed on the tradestation forums previously) but I think managing the output/results is the difficult part.
The following user says Thank You to SMCJB for this post:
Hi MasterYan, you must have an issue either in your strategy or the setup of the portfolio in Portfolio Maestro. I have extensively developed a few portfolio strategies using it and haven't see the result you received.
