I'm trying to do something similar and it all seems like a terrible, giant hack. Why in the world MC & TS don't just fix their object models so you can address and control multiple securities via your code and control which are bought & sold is a stunningly huge gap. I'm very frustrated with what's available to people that can program with these 'platforms'. I hope someone starts a company to redesign a platform from the ground up around a better object model. Sorry for the negativity. I will post code if I get this rotation strategy working, perhaps it will be of some help.
Maybe i found another way, shouldn't be so hard like i thought, today i try to use pmm_set... on my signals:
Anyway dear eyewall, I stil think that multicharts is the best commercial platform actually developed for automated trading.
This portfolio trader should be more user friendly anyway, they complicated so much something that should be very much easier.
Amibroker + robust automated trading can really beat them all =)
Last edited by no erocla; September 23rd, 2015 at 03:42 AM.