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Portfolio Trader - Set Max Open Position
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Created: by no erocla Attachments:0

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Portfolio Trader - Set Max Open Position

  #21 (permalink)
Market Wizard
Hamburg Germany
 
Futures Experience: Advanced
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I am sorry, but I don't follow you exactly. If you want to work on a portfolio level and use the benefits that offers, you will likely have to create versions of your strategy that use portfolio related reserved words.

Regards,
ABCTG

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  #22 (permalink)
Trading for Fun
turin italy
 
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ABCTG View Post
you will likely have to create versions of your strategy that use portfolio related reserved words.

This is not possibile, pmm keywords can be used only in portfolio trader signals.

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  #23 (permalink)
Market Wizard
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no erocla,

it appears you are misunderstanding me. You will need two sets of your strategy. One that you use in the Portfolio and the existing ones that you use on the chart.
The first one uses the PMM related reserved words and can work in conjunction with a money management signal, the latter can't.

Regards,
ABCTG

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  #24 (permalink)
Trading for Fun
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ABCTG View Post
You have the code for your individual strategy and you can set a value for a pmm_set_my_named_num at the code location where it triggers the order.

Dear ABCTG,

First of all thank you for your time.

So i've to work to my individual strategy before? i've to set some variabile during my marketposition change and then i've to retrieve it with Portfolio Trader Signal ?

Regards
No Erocla

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  #25 (permalink)
Market Wizard
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no erocla,

you are welcome. Yes, you have to modify your existing strategies, but you obviously can't wait for a marketposition change as you want to know before that which strategies want to enter. You need to do that at the location in the code where the order is send.

Regards,
ABCTG

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  #26 (permalink)
Trading for Fun
turin italy
 
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Of course i think the same, but i think that is not possibile to retrieve this variable value from Portfolio Trader Signal, how can i do it ?

For example i can put this variabile in my code:

 
Code
                            
var: flag(0);

IF (
marketposition and  >= average(c,20)) then  BEGIN
    flag 
flag+1
    BUY 
"long" 100000 contracts NEXT BAR AT MARKET;    
    
END
but how can i get flag variable value in my portfolio trader signal ? i think that is not possibile.

I tried with GV too, but seems that doesn't work too.

Best Regards
No erocla


Last edited by no erocla; September 17th, 2015 at 09:09 AM.
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  #27 (permalink)
Market Wizard
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Like I said before you'll need to use the PMM reserved words like pmm_set_my_named_num. Take a look at the build in Ranking strategy and the corresponding money management signal, especially how the ranking value is made available for and handled in the money management signal.
Plus go through the two Portfolio Trader PDFs and this will give you everything you need.

Regards,
ABCTG

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  #28 (permalink)
Trading for Fun
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Dear ABCTG,

first of all thanks for suggestions, i tryied to make this cycle:


 
Code
                            
pmms_strategies_allow_entries_all;

for 
idx 1 to pmms_strategies_count -1 begin
    
if pmms_strategy_marketposition(idx-1) <> 0 then begin
    pmms_strategy_deny_entries
(idx);
    
end
The problem is, that marketposition changes just at the end of the code, so i can't retrieve this information during cycle and i don't know which variable i can control to know if a strategy will be at market or not.

Anyway i continue to try.
Best Regards
No Erocla

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  #29 (permalink)
Market Wizard
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Posts: 1,533 since Apr 2013
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I agree, that won't work. I would suggest that you try out the method that I gave you throughout the thread.
Meaning use a "PMM reserved words like pmm_set_my_named_num" to set a flag at the moment an order
is triggered in the individual signal. Then cycle through all signals within the money management signal to
check which signal wants to enter.

Regards,
ABCTG

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  #30 (permalink)
Trading for Fun
turin italy
 
Futures Experience: Advanced
Platform: metatrader multichart
Favorite Futures: futures
 
Posts: 96 since May 2013
Thanks: 43 given, 4 received


So i've to scan if an individual Signal is triggered, putting into my Portfolio Trader Signal all entry conditions of them:
  • logic 1
  • logic 2
  • ......
  • logic n

then i can count how many individual signals are going to enter at market.
I really can't find another way or another shortcut to do it.
Anyway I continue to work to try to find other alternatives.

Regards
No Erocla

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