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Portfolio Trader - Set Max Open Position


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Portfolio Trader - Set Max Open Position

  #11 (permalink)
 ABCTG   is a Vendor
 
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That is correct for the calculation and for entries in the absence of any ranking or other prioritization.

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ABCTG

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  #12 (permalink)
no erocla
turin italy
 
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Thank you, now im trying to modify some existing strategy to reach my object.

Regards

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  #13 (permalink)
no erocla
turin italy
 
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I studied it and i think that there's no way to do what i want.

There is a big limit in portfolio trader in my opinion, in fact seems that there isn't a way to scan how many trading system will trigger their signal, so i can't decide which of them will be allowed to execute their trade or not.

I would like to have some feedback about it if it's possible
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No Erocla

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  #14 (permalink)
 ABCTG   is a Vendor
 
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No Erocla,

I am not sure what you are looking for exactly, but if you study the Portfolio Trader Manual and the example strategies you will see that you can know how many signals want to enter and as you can set which ones are allowed to enter, you can know this, too.

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ABCTG

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  #15 (permalink)
no erocla
turin italy
 
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I just would like to count how many strategies are going to enter at market (market position <>0)
Then, i would like to choose randomly just one of them allowing it to enter at market.
(This limit leverage.)

So i've to deny all strategies to enter at market (pmms_strategies_deny_entries_all() ) ..... but now i can t check marketpositions

I hope that ill find a way to solve this problem, then i will post finally the code.

Regards
No Erocla

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  #16 (permalink)
no erocla
turin italy
 
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ABCTG View Post
you can know how many signals want to enter

Unfortunatly not, i really can't find a way to count how many signals want to enter.

With portfolio trader i can allow or not some strategy to works, but i can't know if they will change their market position or not (i.e. want to enter at market or not).

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No Erocla

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  #17 (permalink)
 ABCTG   is a Vendor
 
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What about making it available using "pmm_set_my_named_num" for example? When a strategy wants to enter long, you set it to +1, -1 for short and 0 for no entry. Then all you need to do is cycle through the strategy ids and you know exactly which one wants to enter.

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ABCTG

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  #18 (permalink)
no erocla
turin italy
 
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Dear abctg,

thank you again for responding.

How can i know if a strategy want to enter long ?
Maybe pmm keywords can be used in normal signals too ? system by system ?

Regards
No erocla

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  #19 (permalink)
 ABCTG   is a Vendor
 
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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.
Check the build in Portfolio Trader strategies and the corresponding manual for the three strategies explaining the code in detail. You can use the Rank strategy as example on how to set a value in the strategy and cycle through all strategies from the money management signal.

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ABCTG

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  #20 (permalink)
no erocla
turin italy
 
Posts: 96 since May 2013
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Pmm keywords can be used only in Portfolio Trader strategy so i can't put them into my Signals.
Should i put all conditions of all of my strategy into a single portfolio trader code ?
I hope that there's an easiest way.

Regards
No Erocla

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