Portfolio Trader - Set Max Open Position

September 22nd, 2015, 02:05 PM

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.

September 23rd, 2015, 03:35 AM

Maybe i found another way, shouldn't be so hard like i thought, today i try to use pmm_set... on my signals:

Code

                            
input:ptf(false);

if (mp <> 0 and ...) then begin
if ( ptf = true ) then pmm_set....;
buy ....
end;

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 =)

Regards
No Erocla

September 24th, 2015, 04:58 AM

Ok maybe i found a way, thank you ABCTG for support.

Put it into your individual signals:

Code

                            
input:ptf(true);

if (mp <> 0 and ...) then begin

if (ptf = true) then pmm_set_my_named_num("test",1);

buy ....

end;

Then this is the Portafoglio Trader Signal:

Code

                            
var:idx(0),count(0);

array:strategyIndexes[](0);

count = 0;





    pmms_strategies_deny_entries_all;



for idx = 0 to pmms_strategies_count -1 begin

    if ( pmms_get_strategy_named_num(idx,"test") = 1 and count = 0) then begin

    count = 1;

    pmms_strategy_allow_entries(idx);

    pmms_set_strategy_named_num(idx,"test",0);

    end;

end;



if pmms_strategies_in_positions_count(strategyIndexes) >= 1 then

pmms_strategies_deny_entries_all;



print(pmms_strategies_in_positions_count(strategyIndexes));

This structure limit your portfoglio to allow just one trade per time at market.

Now i've to test it at market.

Regards
No Erocla

Portfolio Trader - Set Max Open Position

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Portfolio Trader - Set Max Open Position